text:
# 1 Introduction

## 1 Introduction

The measurements performed by optical detectors, such as photon counters, are extended in the time domain, which makes them sensitive to temporal correlations of photons . It has been known long ago in the theory of photodetection  that understanding photon counting is essentially a problem of many-particle statistics. Similar considerations apply to the electrical noise measurement, although it differs from photodetection in that the electrons, unlike photons, are not destroyed in the process of counting. The noise measurement, very much like photodetection, is a sensitive probe of temporal correlations between electrons.

Fermi correlations in the electron noise were originally studied by Lesovik  (see also Ref. ) in a point contact, and then by Büttiker  in multiterminal systems, and by Beenakker and Büttiker  in mesoscopic conductors. Kane and Fisher proposed to employ the shot noise for detecting fractional quasiparticles in a Quantum Hall edge system . Subsequent theoretical developments are summarized in a recent review .

Experimental studies of the shot noise, after first measurements in a point contact by Reznikov et al.  and Kumar et al. , focused on the quantum Hall regime. The fractional charges $`e/3`$ and $`e/5`$ were observed  at incompressible Landau level filling (see also recent work on noise at intermediate filling ). The shot noise in a mesoscopic conductor was observed by Steinbach et al.  and Schoelkopf et al. , who also studied noise in photo-assisted phase-coherent mesoscopic transport .

In this article we discuss counting statistics of electric noise and consider the probability distribution of charge transmitted in a fixed time interval . This distribution provides detailed information about current fluctuations. The counting statistics have been studied for the DC transport of free fermions , the photo-assisted transport , the parametrically driven transport , and in the mesoscopic regime  (also, see a review ). Nazarov developed Keldysh formalism for the counting statistics problem and applied it to mesoscopic transport in a weak localization regime  and, together with Bagrets, in a multiterminal geometry . Charge doubling due to Andreev scattering in NS junctions was considered by Muzykantskii and Khmelnitskii , and in mesoscopic NS systems by Belzig and Nazarov . Andreev and Kamenev  studied the problem of mesoscopic pumping in view of the results of Ref. . Taddei and Fazio discussed counting statistics of entangled electron sources . Statistics of transport in a Coulomb blockade regime was studied by Bagrets and Nazarov . Photon statistics was considered by Beenakker and Schomerus  and Kindermann et al. . The problem of back influence of a charge detector on current fluctuations in the context of counting statistics measurement was studied by Nazarov and Kindermann .

The possibility of measuring counting statistics using a fast charge integrator scheme was considered recently . From the measured distribution all moments of charge fluctuations can be calculated and, conversely, the knowledge of all moments is in principle sufficient for recovering the full distribution. However, due to the central limit theorem, high moments are probably difficult to access experimentally. Therefore recent literature focused primarily on the third moment. It was found that the third moment obeys a generalized Schottky relation which holds in the tunneling regime at both high and low temperature, but involves a temperature-dependent Fano factor in the mesoscopic regime . Gutman and Gefen  studied the third moment using a sigma model approach, while Nagaev  demonstrated that all moments are correctly reproduced by an extension of the Boltzmann-Langevin kinetic equation.

In this article, after introducing the counting distribution (Sec.2), we review its microscopic definition based on a passive charge detector (Sec.2.1). In Sec.2.2 we study the statistics of tunneling in a generic many-body system. From the microscopic approach of Sec.2.1 we derive a bidirectional Poisson distribution for tunneling current, obtain a Schottky-like relation for the third moment and discuss its robustness. After that we discuss the relation of the counting statistics theory and the theory of photo-detection (Sec.2.3). Then we proceed to the problem of mesoscopic transport. In Sec.3.1 we review the results on the DC transport and the derivation of a functional determinant formula for the counting distribution generating function. In Sec.3.3 we review the work on the AC transport statistics, and then consider the problem of mesoscopic pumping (Sec.3.4). The counting statistics for generic pumping strategy at weak pumping is given by a bidirectional Poisson distribution. We show that the Fano factor varies between $`0`$ and $`1`$ as a function of the pumping fields phase difference.

## 2 General approach

The transmitted charge distribution can be characterized  by electron counting probabilities $`p_n`$, usually accumulated in a generating function111The function $`\chi (\lambda )`$ is also called a characteristic function .

$$\chi (\lambda )=e^{in\lambda }p_n.$$
(1)
The function $`\chi (\lambda )`$ is $`2\pi `$-periodic in the counting field $`\lambda `$ and has the property $`\chi (0)=1`$ which follows from the probability normalization $`_np_n=1`$. The term “counting field” will be motivated in Sec.2.1, where a microscopic definition of $`\chi (\lambda )`$ is discussed in which $`\lambda `$ appears as a field that couples current fluctuations to a charge detector.

The generating function (1) is particularly well suited for characterizing statistics of the distribution $`p_n`$. The so-called irreducible correlators $`\delta n^k`$ (also known as cummulants) are expressed in terms of $`\chi (\lambda )`$ as

$$\mathrm{ln}\chi (\lambda )=\underset{k=1}{\overset{\mathrm{}}{}}m_k\frac{(i\lambda )^k}{k!},m_k\delta n^k.$$
(2)
The first two correlators in (2) give the mean and the variance:

$$m_1=\overline{n},m_2=\overline{\delta n^2}=\overline{n^2}\overline{n}^2,$$
(3)
where $`\overline{f(n)}`$ stands for $`_nf(n)p_n`$. The third correlator222The relation between cummulants and correlators is generally more complicated than Eq.(4) for the third cummulant. For example, $`m_4=\delta q^4=\overline{\delta q^4}3\left(\overline{\delta q^2}\right)^2`$.

$$m_3=\delta n^3\overline{\delta n^3}=\overline{\left(n\overline{n}\right)^3}$$
(4)
characterizes the asymmetry (or skewness) of the distribution $`p_n`$.

To illustrate the notion of a generating function, let us consider a Poisson process. It describes charge transport at very low transmission, with uncorrelated transmission events. For the Poisson distribution

$$p_k=\{\begin{array}{cc}e^{\overline{n}}\overline{n}^k/k!\hfill & k0\hfill \\ 0\hfill & k<0\hfill \end{array}\mathrm{and}\chi (\lambda )=\mathrm{exp}\left((e^{i\lambda }1)\overline{n}\right),$$
(5)
where $`\overline{n}=It/e`$ is the average number of particles transmitted during time $`t`$, with $`I`$ the time-averaged current and $`e`$ the elementary charge. Comparing (5) with (2), one finds that all cummulants of the Poisson distribution are identical: $`m_k=\overline{n}`$.

Another useful example is binomial statistics. A binomial distribution arises when a fixed number $`N`$ of independent attempts to transmit particles is made, each attempt successful or unsuccessful with probabilities $`p`$ and $`q=1p`$. The probability to transmit $`k`$ particles in this case is determined by the combinatorial number $`C_N^k=N!/(Nk)!k!`$ of $`k`$ successful outcomes. The probability distribution and the generating function in this case are

$$p_k=C_N^kp^kq^{Nk}\mathrm{and}\chi (\lambda )=\left(pe^{i\lambda }+q\right)^N.$$
(6)
The cummulants of the binomial distribution (6) can be found from (2) by expanding $`\mathrm{ln}\chi `$ in $`\lambda `$:

$$m_1=pN,m_2=pqN,m_3=pq(qp)N,\mathrm{}$$
(7)
The binomial distribution (6) describes counting distribution of DC current noise for a single channel scatterer, such as point contact, at zero temperature (Sec.3.1).

Statistically independent processes result in a generating function given by a product of generating functions for constituting processes: $`\chi (\lambda )=\chi _1(\lambda )\mathrm{}\chi _k(\lambda )`$. For example, consider a biderectional Poisson distribution defined as a mixture of two independent Poisson processes transmitting particles in opposite directions with the rates $`\overline{n}`$ and $`\overline{n}^{}`$. In this case,

$$\chi _{2P}(\lambda )=\mathrm{exp}\left((e^{i\lambda }1)\overline{n}\right)\mathrm{exp}\left((e^{i\lambda }1)\overline{n}^{}\right).$$
(8)
In Sec.2.2 we use the distribution (8) to describe statistics of tunneling current. In Sec.3.4 we show that it describes noise a mesoscopic pump.

### 2.1 A microscopic representation of $`\chi (\lambda )`$

Here we discuss a microscopic definition of counting statistics for a physical system. Adopting an inductive approach, we shall start with a specific model of current detector . We obtain the generating function $`\chi (\lambda )`$ for a particular current measurement scheme, and then argue that it describes generic measurement.

In a realistic noise measurement, e.g. in a mesoscopic wire or a point contact, the current fluctuations are not detected directly. Instead, the measurement is performed on the electromagnetic fluctuations (basically, voltage noise) induced by current fluctuations in the system. The electromagnetic fluctuations have to be amplified before being detected. The conversion of underlying microscopic fluctuations due to fermions (electrons, fractional charges, etc.) into fluctuations of bosons (photons) is crucial, since Bose fields can be amplified without compromising noise statistics, while Fermi statistics is not consistent with amplification.

Our goal is to clarify the microscopic picture of current fluctuations, rather than to describe realistic measurements. Thus we choose a gedanken measurement scheme well suited for that purpose. Consider a spin $`1/2`$ placed near an electron system and magnetically coupled to the electric current. We restrict the coupling to the spin $`z`$ component, so that the system in the presence of the spin is described by $`(𝐪,𝐩𝐚\sigma _3)`$, where $`(𝐪,𝐩)`$ is the electron Hamiltonian and $`𝐚(r)`$ is the spin vector potential scaled by $`e/c`$.

The scheme of current detection using such spin dynamics can be motivated quasiclassically. A spin coupled to a time-dependent classical current $`I(t)`$ by the interaction $`=\frac{1}{2}\lambda \sigma _3I(t)`$ will precess at the rate proportional to current, which turns the spin into an analog galvanometer. Indeed, if the spin-current coupling is turned on at $`t=0`$, the spin will start precessing around the $`z`$ axis with the precession angle $`\theta (t)=\lambda _0^tI(t^{})𝑑t^{}`$ equal to the transmitted charge times $`\lambda `$. The coupling constant $`\lambda `$, so far arbitrary, will be associated with counting field below.

In a fully quantum-mechanical problem, the spin evolution can be obtained from $`i\dot{\sigma }=[\sigma ,]`$. Since the spin-current coupling Hamiltonian commutes with $`\sigma _3`$, the spin dynamics can be found explicitly. For that we consider the transverse spin components $`\sigma _\pm \sigma _1\pm i\sigma _2`$ and write the evolution equation $`i\dot{\sigma }_\pm =[\sigma _\pm ,]`$ in the form

$`i\dot{\sigma }_+=\sigma _+P_{}(𝐪,𝐩+𝐚)(𝐪,𝐩𝐚)P_{}\sigma _+,`$ (9)
$`i\dot{\sigma }_{}=\sigma _{}P_{}(𝐪,𝐩𝐚)(𝐪,𝐩+𝐚)P_{}\sigma _{},`$ (10)
with $`P_,=\frac{1}{2}(1+\sigma _3)`$ the up and down spin projectors. Here we used the raising/lowering properties of the operators $`\sigma _\pm `$ and replaced $`\sigma _3`$ by $`1`$ to the left of $`\sigma _+`$ and by $`1`$ to the right of $`\sigma _+`$ (and similarly for the $`\sigma _{}`$ equation).

We consider a measurement which is performed during time interval $`0<t^{}<t`$, i.e. start with a free spin, $`𝐚_{t<0}=0`$, couple it to the electron system at $`t=0`$, maintain a finite coupling during $`0<t^{}<t`$, and then turn it off. The expectation value of the transverse spin component at the time $`t`$, found by integrating Eqs. (9),(10), is

$$\sigma _+(t)=e^{i(𝐪,𝐩𝐚)t}e^{i(𝐪,𝐩+𝐚)t}_{\mathrm{el}}\sigma _+(0)_{\mathrm{spin}},$$
(11)
while $`\sigma _{}(t)=\sigma _+(t)^{}`$. Note that the result of the coupled spin and current evolution factors into a product of quantities that depend separately on electron dynamics and on the initial state of the spin, as indicated by the subscripts.

The effect of current on spin precession is described by the dependence of the first term in Eq.(11) on the gauge field $`𝐚`$. To make contact with the quasiclassical discussion above, let us expand $``$ in $`𝐚`$, assuming it to be small. The result is $`(𝐪,𝐩\pm 𝐚)=(𝐪,𝐩)\pm \mathrm{𝐚𝐣}`$, where $`𝐣`$ is electric current. Substituting this back in Eq.(11) and passing to the interaction representation with respect to the Hamiltonian of fermions uncoupled from the spin, we rewrite the average $`\mathrm{}_{\mathrm{el}}`$ in (11) as

$$\stackrel{~}{\mathrm{T}}\mathrm{exp}\left(i_t^0\mathrm{𝐚𝐣}(t^{})d^3r𝑑t^{}\right)\mathrm{Texp}\left(i_0^t\mathrm{𝐚𝐣}(t^{})d^3r𝑑t^{}\right)_{\mathrm{el}}.$$
(12)
Let us consider a specific form of $`𝐚`$, taking it to be a pure gauge, $`𝐚𝑑𝐥=0`$, within the electron system, and nonzero near a particular surface (e.g. a $`\delta `$function on the surface). For a classical current, ignoring noncommutativity of current operators at different times, the expression (12) becomes

$$e^{i\theta (t)}_{\mathrm{el}}\mathrm{with}\theta (t)=\lambda _0^tI(t^{})𝑑t^{}.$$
(13)
Here $`I(t)`$ is the total current through the surface and $`\lambda =2𝐚𝑑𝐥`$, where the integral is taken across the surface. The form of Eq.(13) agrees with what one expects for the precession phase factor averaged over classical current fluctuations. For $`n`$ electrons transmitted through the system during the measurement time, the precession angle is $`\theta (t)=\lambda n`$. This relates the average in (13) with the transmitted charge distribution:

$$e^{i\theta (t)}_{\mathrm{el}}=\underset{n}{}e^{i\lambda n}p_n.$$
(14)
The relation with the spin precession in this case can be seen more clearly by combining the result (14) with Eq.(11),

$$\sigma _+(t)=\underset{n}{}p_n\left(e^{i\lambda n}\sigma _+(0)_{\mathrm{spin}}\right),$$
(15)
and recalling the transformation rule $`\sigma _+^{}=e^{i\theta }\sigma _+`$ for spin rotation around the $`z`$-axis by an angle $`\theta `$. This way of writing the result of spin evolution confirms the expected relationship between the charge counting probability distribution and the distribution of the spin precession angles.

This discussion clarifies the meaning of the quantity $`\mathrm{}_{\mathrm{el}}`$ in Eq.(11), linking it to the counting distribution generating function. Motivated by this, we use Eq.(11) to give a microscopic definition of counting statistics. We rewrite the quantity $`\mathrm{}_{\mathrm{el}}`$ as a Keldysh partition function

$$\chi (\lambda )=\mathrm{T}_\mathrm{K}\mathrm{exp}\left(i_{C_{0,t}}\widehat{}_\lambda (t^{})𝑑t^{}\right)_{\mathrm{el}}$$
(16)
with the integral taken over the Keldysh time contour $`C_{0,t}[0t0]`$, first forward and then backward in time. The counting field $`\lambda `$ is related to the gauge field $`𝐚`$ via $`\lambda =\frac{1}{2}𝐚𝑑𝐥`$, where the integration path goes across the region where scattering takes place and noise is generated (e.g. across the barrier in the point contact). The sign $``$ indicates that the field $`𝐚`$ is antisymmetric on the upper and lower parts of the Keldysh contour. Because of that, even though $`𝐚`$ resembles in many ways an ordinary electromagnetic gauge field (allowing for gauge transformations, etc.), it has no such meaning. We emphasize that $`𝐚`$ is really an auxiliary field describing coupling with a virtual measurement device, such as the spin $`1/2`$ above.

The microscopic formula (16), originating from the analysis of a coupling with spin $`1/2`$, is in fact adequate for any ideal “passive charge detector” without internal dynamics. We shall use this formula below to obtain counting statistics for several physical situations of interest, including tunneling and mesoscopic transport.

This still leaves some questions about universality and limitations of Eq.(16). Nazarov and Kindermann  considered a more general scheme of charge detection and recovered the expression (16). Although this is reassuring, Ref.  concludes that the detector back action is inevitable. Thus it is still desirable to study more realistic models of noise detection that include conversion of microscopic current noise into electromagnetic field (photons) as well as an amplifier. Some aspects of electron-to-photon noise conversion were studied by Beenakker and Schomerus .

It is also of interest to compare the back action effects in different models. We argue that the above scheme is likely to describe noise measurement with the least back action, since coupling to the precessing spin $`1/2`$ affects only the phase of electron forward scattering amplitude, without changing scattering probabilities.

### 2.2 Statistics of the tunneling current

The problem of the tunneling current noise provides a simple test for the microscopic formula (16). The starting point of our analysis will be the tunneling Hamiltonian $`\widehat{}=\widehat{}_1+\widehat{}_2+\widehat{V}`$, where $`\widehat{}_{1,2}`$ describe the leads and $`\widehat{V}=\widehat{J}_{12}+\widehat{J}_{21}`$ is the tunneling operator. The specific form of the operators $`\widehat{J}_{12}`$, $`\widehat{J}_{21}`$ that describe tunneling of a quasiparticle between the leads will not be important for the most of our discussion. Both the discussion and the results for the tunneling current statistics obtained in this section are valid for a generic interacting many-body system.

The counting field $`𝐚`$ in this case can be taken localized on the barrier, entering the Hamiltonian through the phase factors $`\mathrm{exp}(\pm i𝐚𝑑𝐥)=\mathrm{exp}(\pm i\lambda /2)`$ of the operators $`\widehat{J}_{12}`$, $`\widehat{J}_{21}`$. The tunneling operator then is

$$\widehat{V}_\lambda =e^{\frac{i}{2}\lambda (t)}\widehat{J}_{12}(t)+e^{\frac{i}{2}\lambda (t)}\widehat{J}_{21}(t).$$
(17)
Here $`\lambda (t)=\pm \lambda `$ is antisymmetric on the Keldysh contour $`C_{0,t}`$.

In what follows we compute $`\chi (\lambda )`$ and establish a relation with the Kubo theorem for the tunneling current . For that, we perform the usual gauge transformation turning the bias voltage into the tunneling operator phase factor as $`\widehat{J}_{12}\widehat{J}_{12}e^{ieVt}`$, $`\widehat{J}_{21}\widehat{J}_{21}e^{ieVt}`$. Passing to the Keldysh interaction representation, we write

$$\chi (\lambda )=\mathrm{T}_\mathrm{K}\mathrm{exp}\left(i_{C_{0,t}}\widehat{V}_{\lambda (t^{})}(t^{})𝑑t^{}\right).$$
(18)
Diagrammatically, the partition function (18) is a sum of linked cluster diagrams with appropriate combinatorial factors. To the lowest order in the tunneling operators $`\widehat{J}_{12}`$, $`\widehat{J}_{21}`$ we only need to consider linked clusters of the second order. This gives

$$\chi (\lambda )=e^{W(\lambda )},W(\lambda )=\frac{1}{2}_{C_{0,t}}\mathrm{T}_\mathrm{K}\widehat{V}_{\lambda (t^{})}(t^{})\widehat{V}_{\lambda (t^{\prime \prime })}(t^{\prime \prime })𝑑t^{}𝑑t^{\prime \prime }.$$
(19)
This result is correct for the measurement time $`t`$ much larger than the correlation time in the contacts that determines the characteristic time separation $`t^{}t^{\prime \prime }`$ at which the correlator in (19) decays.

There are several different contributions to the integral in (19), arising from $`t^{}`$ and $`t^{\prime \prime }`$ taken on the forward or backward parts of the contour $`C_{0,t}`$. Evaluating them separately, we obtain

$`W(\lambda )={\displaystyle _0^t}{\displaystyle _0^t}\widehat{V}_\lambda (t^{})\widehat{V}_\lambda (t^{\prime \prime })𝑑t^{\prime \prime }𝑑t^{}`$ (20)
$`{\displaystyle _0^t}{\displaystyle _0^t^{}}\widehat{V}_\lambda (t^{})\widehat{V}_\lambda (t^{\prime \prime })𝑑t^{\prime \prime }𝑑t^{}{\displaystyle _0^t}{\displaystyle _t^{}^t}\widehat{V}_\lambda (t^{})\widehat{V}_\lambda (t^{\prime \prime })𝑑t^{\prime \prime }𝑑t^{}.`$
We substitute the expression (17) in Eq.(20) and average by pairing $`\widehat{J}_{12}`$ with $`\widehat{J}_{21}`$. This gives

$$W(\lambda )=(e^{i\lambda }1)N_{12}(t)+(e^{i\lambda }1)N_{21}(t)$$
(21)
with

$$N_{jk}=_0^t_0^t\widehat{J}_{kj}(t^{})\widehat{J}_{jk}(t^{\prime \prime })𝑑t^{}𝑑t^{\prime \prime }=g_{jk}t$$
(22)
the mean charge transmitted from the contact $`j`$ to the contact $`k`$ in a time $`t`$. Exponentiating Eq.(21) gives nothing but the bidirectional Poisson distribution $`\chi _{2P}(\lambda )`$ defined by Eq.(8) with the transition rates given by $`\overline{n}=N_{12}=g_{12}t`$, $`\overline{n}^{}=N_{21}=g_{21}t`$, respectively.

Eq.(8) yields interesting relations between different statistics of the distribution. The cummulants $`\delta n^k`$, obtained by expanding $`\mathrm{ln}\chi _{2P}(\lambda )`$ in $`\lambda `$, are

$$m_k=\delta n^k=\{\begin{array}{cc}(g_{12}g_{21})t,\hfill & k\text{ odd;}\hfill \\ (g_{12}+g_{21})t,\hfill & k\text{ even.}\hfill \end{array}$$
(23)
Setting $`k=1,2`$ we express $`g_{12}\pm g_{21}`$ through the time-averaged current and the low frequency noise spectral density333 The spectral density of the noise is defined through the symmetrized current correlator as $`𝒮_\omega =\left\{\overline{\delta I(t),\delta I(0)}\right\}_+e^{i\omega t}𝑑t`$. At $`\omega =0`$, one can write $`𝒮_0`$ in terms of the variance of charge $`q(\tau )=_t^{t+\tau }I(t^{})𝑑t^{}`$ transmitted during a long time $`\tau `$ as $`𝒮_0=\frac{2}{\tau }\overline{\delta q^2(\tau )}`$.:

$$g_{12}g_{21}=I/q_0,g_{12}+g_{21}=𝒮_0/2q_0^2,$$
(24)
with $`q_0`$ the tunneling charge. Of special interest for us will be the third correlator of the transmitted charge

$$\delta q^3\overline{\left(\delta q\overline{\delta q}\right)^3}.$$
(25)
For this correlator Eq. (23) gives $`\delta q^3=C_3t`$ with the coefficient $`C_3`$ (the spectral density of the third correlator at $`\omega =0`$) related to current as

$$C_3\delta q^3/t=q_0^2I.$$
(26)
We note that the relation (26) holds for the distribution (8) at any ratio $`(g_{12}g_{21})/(g_{12}+g_{21})`$ of the mean transmitted charge to the variance.

The quantities (22) have several general properties. First, by writing the expectation values (22) in a basis of exact microscopic states and using the detailed balance relation, we obtain

$$N_{12}/N_{21}g_{12}/g_{21}=\mathrm{exp}(eV/k_\mathrm{B}T),$$
(27)
where $`V`$ is the voltage applied to the contacts. Using this result to calculate the ratio of the first and second cummulants, Eq.(24), we have $`(g_{12}g_{21})/(g_{12}+g_{21})=\mathrm{tanh}(eV/k_\mathrm{B}T)`$. This gives the noise-current relation

$$𝒮_0=2q_0\mathrm{coth}(eV/k_\mathrm{B}T)I$$
(28)
that holds for arbitrary $`eV/k_\mathrm{B}T`$. This relation was pointed out by Sukhorukov and Loss .

Also, one can establish a relation of the quantities (22) with the Kubo theorem. We consider the tunneling current operator

$$\widehat{}(t)=iq_0\left(\widehat{J}_{12}(t)\widehat{J}_{21}(t)\right).$$
(29)
From the Kubo theorem for the tunneling current , the mean integrated current $`_0^t\widehat{}(t^{})𝑑t^{}`$ is

$$q_0_0^t_0^t[\widehat{J}_{21}(t^{}),\widehat{J}_{12}(t^{\prime \prime })]𝑑t^{}𝑑t^{\prime \prime }=q_0\left(N_{12}N_{21}\right).$$
(30)
By writing $`N_{jk}=g_{jk}t`$, we confirm the first relation (24). To obtain the second relation (24) we consider the variance of the charge transmitted in time $`t`$, given by $`\delta q^2=q_0^2_0^t_0^t\{\widehat{}(t^{}),\widehat{}(t^{\prime \prime })\}_+𝑑t^{}𝑑t^{\prime \prime }`$. This integral can be rewritten as

$$_0^t_0^t\{\widehat{J}_{12}(t^{}),\widehat{J}_{21}(t^{\prime \prime })\}_+𝑑t^{}𝑑t^{\prime \prime }=N_{12}+N_{21},$$
(31)
which immediately leads to the second relation (24).

We conclude that the tunneling current statistics, described by Eq.(8), are simpler than in a generic system. The current-noise relation, typically known in a generic system only at equilibrium (Nyquist) and in the fully out-of-equilibrium (Schottky) regimes, for the tunneling current is given by Eq.(28) at arbitrary $`eV/k_\mathrm{B}T`$.

In contrast, the relation (26) obeyed by the third correlator (4) is completely insensitive to the crossover between the Nyquist and Schottky noise regimes. The meaning of Eq.(26) is similar to that of the Schottky formula $`𝒮_0=2\delta q^2=2q_0I`$. However, the Schottky current-noise relation is valid only when charge flow is unidirectional, i.e. at low temperatures $`k_\mathrm{B}TeV`$, since $`g_{12}/g_{21}=\mathrm{exp}(eV/k_\mathrm{B}T)`$, while Eq.(26) holds at any $`eV/k_\mathrm{B}T`$.

In experiment, when the current-noise relation is used to determine the tunneling quasiparticle charge $`q_0`$ from the tunneling current noise, it is crucial to maintain low temperature $`k_\mathrm{B}TeV`$. The requirement of a cold sample at a relatively high bias voltage is the origin of a well known difficulty in the noise measurement. In contrast, the relation (26) is not constrained by any requirement on sample temperature.

This property of the third moment, if confirmed experimentally, may prove to be quite useful for measuring quasiparticle charge. In particular, this applies to the situations when the $`IV`$ characteristic is strongly nonlinear, when it is usually difficult to unambiguously interpret the noise versus current dependence as a shot noise effect or as a result of thermal noise generated by non-linear conductance. This appears to be a completely general problem pertinent to any interacting system. Namely, in the systems such as Luttinger liquids, the $`IV`$ nonlinearities arise at $`eVk_\mathrm{B}T`$. However, it is exactly this voltage that has to be applied for measuring the shot noise in the Schottky regime.

Finally, we note that the universality of the third moment is specific for the tunneling problem. In other situations, such as a point contact or a mesoscopic system, the third moment is temperature-dependent .

### 2.3 A relation to the theory of photodetection

The statistics of tunneling particles was not specified in the above discussion, since everything said so far is good for both bosons and fermions. To illustrate this, here we discuss the relation of the present approach to the theory of photon counting . A system of photons interacting with atoms in a photon detector can be accounted for by a Hamiltonian of the form $`=_\mathrm{p}+_\mathrm{a}+V`$, where $`_\mathrm{p}`$ describes free electromagnetic field, $`_\mathrm{a}`$ is the Hamiltonian of atoms in the detector, and

$$\widehat{V}=\underset{j,k}{}\left(u_{j,k}e^{\frac{i}{2}\lambda }b_j^{}a_k+u_{j,k}^{}e^{\frac{i}{2}\lambda }a_k^{}b_j\right)$$
(32)
describes the interaction of photons with the atoms, i.e. the process of photon absorption and atom excitation. Here $`a_k`$ are the canonical Bose operators of photon modes, labeled by $`k`$, and $`b_j`$ are the operators describing excitation of the atoms. Since the operator $`\widehat{V}`$ transfers excitations between the field and the atom systems, it can be interpreted as a “tunneling operator.” (The only difference is in the unidirectional character of the “current” induced by $`\widehat{V}`$, since photons can be only absorbed in the detector but not created.) This analogy allows one to use the formalism of Sec.2.1 to study photon counting, and for that purpose we added a counting field in (32) (compare to Eq.(17)).

Given all that, the generating function for photons has the form (18) which we rewrite to show an explicit dependence on the measurement time:

$$\chi _t(\lambda )=𝒰_\lambda ^1(t)𝒰_\lambda (t),𝒰_\lambda (t)=\mathrm{Texp}\left(i_0^t\widehat{V}_\lambda (t^{})𝑑t^{}\right),$$
(33)
The task of evaluating the partition function (33) is simplified by the weakness of the photon-atom coupling. (Each atom is excited during the counting time $`t`$ with a very small probability.) The expression (33) can thus be evaluated by taking into account the interaction of a photon with each of the atoms only to the lowest order. This is also similar to the tunneling problem.

However, at this stage the similarity with tunneling ends, since photon coherence time can be much longer than the measurement time $`t`$. The method of Sec.2.2, based on the linked cluster expansion of $`\mathrm{ln}\chi `$, should be modified to account for the long coherence times. Another complication is that the photon density matrix is not specified, since we are not limiting the discussion to thermal photon sources.

We handle the partition function (33) by averaging over atoms, while keeping the photon variables free. As explained above, only pairwise averages of atoms’ operators are needed. We write them as $`b_j^{}(t)b_j^{}(t^{})=0`$, $`b_j(t)b_j^{}^{}(t^{})=\tau _j\delta (tt^{})\delta _{jj^{}}`$, where $`\tau _j`$ is a constant of the order of the excitation time of an atom, and the $`\delta `$-function is actually a function of the width $`\tau _j`$. (Typically, $`\tau _j`$ is a very short, microscopic time.)

Turning to the calculation, let us consider the difference $`\chi _{t+\mathrm{\Delta }}(\lambda )\chi _t(\lambda )`$, with the time increment $`\mathrm{\Delta }`$ large compared to $`\tau _j`$, but much smaller than the characteristic photon coherence time. Expanding $`𝒰_\lambda (t+\mathrm{\Delta })`$ to the second order in $`\mathrm{\Delta }`$, we write it as

$$\left(1i_t^{t+\mathrm{\Delta }}\widehat{V}_\lambda (t^{})𝑑t^{}\frac{1}{2}_t^{t+\mathrm{\Delta }}_t^t^{}\widehat{V}_\lambda (t^{})\widehat{V}_\lambda (t^{\prime \prime })𝑑t^{}𝑑t^{\prime \prime }\right)𝒰_\lambda (t).$$
(34)
Substituting this in Eq.(33) along with a similar expression for $`𝒰_\lambda ^1(t+\mathrm{\Delta })`$, and averaging over the atoms as described above, we obtain

$$_t\chi _t(\lambda )=(\chi _{t+\mathrm{\Delta }}(\lambda )\chi _t(\lambda ))/\mathrm{\Delta }=\underset{k}{}\eta _k(e^{i\lambda }1)𝒰_\lambda ^1(t)a_k^{}a_k𝒰_\lambda (t)$$
(35)
with $`\eta _k=_j\tau _j|u_{j,k}|^2`$ the detector efficiency parameters. The solution of Eq.(35) has the form well known in optics  :

$$\chi _t(\lambda )=\underset{k}{}\chi _t^{(k)}(\lambda ),\chi _t^{(k)}(\lambda )=:\mathrm{exp}\left(\eta _kt(e^{i\lambda }1)a_k^{}a_k\right):_k,$$
(36)
where $`:\mathrm{}:`$ is the normal ordering symbol and $`\mathrm{}_k`$ is the average over photon density matrix. The product rule in (36) indicates that the counting distributions for different electromagnetic modes are statistically independent. The physical meaning of normal ordering is that each photon, after having been detected, is absorbed in the detector and destroyed.

From Eq.(36), the counting probability of $`m`$ photons in one mode is

$$p_m^{(k)}=\frac{(\eta _kt)^m}{m!}:(a_k^{}a_k)^me^{\eta _kta_k^{}a_k}:_k.$$
(37)
Eqs.(36),(37) are central to the theory of photon counting . Particularly interesting is the case of a coherent photon state $`|\mathrm{z}`$, $`a|\mathrm{z}=z|\mathrm{z}`$, with a complex $`z`$, corresponding to the radiation field of an ideal laser. In this case Eq.(37) yields the Poisson distribution $`p_m=e^{Jt}(Jt)^m/m!`$, $`J=\eta |z|^2`$, which describes the so-called minimally bunched light sources.

## 3 Counting statistics of mesoscopic transport

Here we consider the problem of counting statistics in a mesoscopic transport. From now on we adopt the noninteracting particle approximation and use the scattering approach , in which the system is characterized by a single particle scattering matrix. Depending on the nature of the problem, the matrix can be stationary or time-dependent. Even for noninteracting particles the problem of counting statistics remains nontrivial due to correlations between different particles arising from Fermi statistics.

Counting statistics can be analyzed using the microscopic formula (16). However, there is a more efficient way of handling the noninteracting problem. One can obtain a formula for the generating function $`\chi (\lambda )`$ in terms of a functional determinant that involves the scattering matrix and the density matrix of reservoirs. Then for each particular problem one has to analyze and evaluate an appropriate determinant. Although functional determinants can be nontrivial to deal with, this approach is still much simpler than the one based directly on Eq.(16).

### 3.1 Statistics of the DC transport

He we discuss the problem of time-independent scattering. We consider a conductor with $`m`$ scattering channels describing states within one or several current leads. The scattering is elastic and will be characterized by a $`m\times m`$ matrix $`S`$. Although in applications so far the $`2\times 2`$ matrices (i.e. the problems with two scattering channels) have been more common than larger matrices, the general determinant structure of $`\chi (\lambda )`$ will be revealed only for matrices of arbitrary size $`m`$.

For elastic scattering one can obtain $`\chi (\lambda )`$ from a quasiclassical argument. In this case, particles with different energies contribute to counting statistics independently, and thus one can “symbolically” write

$$\chi (\lambda )=\underset{ϵ}{}\chi _ϵ(\lambda ),\mathrm{i}.\mathrm{e}.\chi (\lambda )=\mathrm{exp}(t\mathrm{ln}\chi _ϵ(\lambda )\frac{dϵ}{2\pi \mathrm{}}),$$
(38)
where $`\chi _ϵ(\lambda )`$ is the contribution of particles with energy $`ϵ`$. The factor $`2\pi \mathrm{}`$ is written based on the quasiclassical phase space volume normalization, $`d𝒱=dϵdt/2\pi \mathrm{}`$. The quantity $`\chi _ϵ(\lambda )`$ depends on the scattering matrix $`S`$ and on the energy distribution $`n_i(ϵ)`$ in the channels.

To obtain $`\chi _ϵ(\lambda )`$ we introduce a vector of counting fields $`\lambda _j`$, $`j=1,\mathrm{},m`$, one for each channel, and consider all possible multi-particle scattering processes at fixed energy. The processes can involve any number $`km`$ of particles each coming out of one of the $`m`$ channels and being scattered into another channel. Since the particles are indistinguishable fermions, no two particles can share an incoming or outgoing channel. One can then write $`\chi _ϵ(\lambda )`$ as a sum over all different multiparticle scattering processes:

$$\chi _ϵ(\lambda )=\underset{i_1,\mathrm{},i_k,j_1,\mathrm{},j_k}{}e^{\frac{i}{2}(\lambda _{i_1}+\mathrm{}+\lambda _{i_k}\lambda _{j_1}\mathrm{}\lambda _{j_k})}P_{i_1,\mathrm{},i_k|j_1,\mathrm{},j_k},$$
(39)
where the rate of $`k`$ particles transition from channels $`i_1,\mathrm{},i_k`$ into channels $`j_1,\mathrm{},j_k`$ is given by

$$P_{i_1,\mathrm{},i_k|j_1,\mathrm{},j_k}=\left|S_{i_1,\mathrm{},i_k}^{j_1,\mathrm{},j_k}\right|^2\underset{ii_\alpha }{}(1n_i(ϵ))\underset{i=i_\alpha }{}n_i(ϵ).$$
(40)
Here $`S_{i_1,\mathrm{},i_k}^{j_1,\mathrm{},j_k}`$ is an antisymmetrized product of $`k`$ single particle amplitudes, which is nothing but the minor of the matrix $`S`$ with rows $`j_1,\mathrm{},j_k`$ and columns $`i_1,\mathrm{},i_k`$. The product of $`n_i`$ and $`1n_i`$ gives the probability to have $`k`$ particles come out of the channels $`i_1,\mathrm{},i_k`$.

An important insight in the structure of the expression (39) can be obtained by noting that it has a form of a determinant:

$$\chi _ϵ(\lambda )=\mathrm{det}\left(\widehat{1}\widehat{n}_ϵ+\widehat{n}_ϵS_\lambda ^1S_\lambda \right),(S_\lambda )_{ij}=e^{\frac{i}{4}(\lambda _i\lambda _j)}S_{ij}.$$
(41)
Here $`\widehat{n}_ϵ`$ is a diagonal $`m\times m`$ matrix of channel occupancy at the energy $`ϵ`$ and the counting field $`\lambda _j`$ enters in the phase factors of the matrix $`S_\lambda `$. To demonstrate that the expressions (39) and (41) are identical one has to expand the determinant (41) and go through a bit of matrix algebra. The formula (41) is particularly useful because, as we shall see below, it can be generalized to time-dependent problems.

Let us now focus on the simplest case $`m=2`$ which describes transport in a point contact, with the two channels corresponding to current leads. The $`2\times 2`$ scattering matrix $`S`$ contains reflection and transmission amplitudes. In this case, since there are only six terms in Eq.(39), the determinant formula (41) is not necessary. From Eq.(39) we obtain

$`\chi _ϵ(\lambda )=(1n_1)(1n_2)+(|S_{11}|^2+e^{\frac{i}{2}(\lambda _2\lambda _1)}|S_{21}|^2)n_1(1n_2)`$
$`+(|S_{22}|^2+e^{\frac{i}{2}(\lambda _1\lambda _2)}|S_{12}|^2)n_2(1n_1)+|\mathrm{det}S|^2n_1n_2,`$ (42)
where the energy dependence of $`n_j(ϵ)`$ is suppressed. By using the unitarity relations $`|S_{1i}|^2+|S_{2i}|^2=1`$, $`|\mathrm{det}S|=1`$, Eq.(3.1) can be simplified:

$$\chi _ϵ(\lambda )=1+p(e^{i\lambda }1)n_1(1n_2)+p(e^{i\lambda }1)n_2(1n_1).$$
(43)
Here $`p=|S_{21}|^2=|S_{12}|^2`$ is the transmission coefficient and $`\lambda =\lambda _2\lambda _1`$. (We denote the transmission probability by $`p`$ instead of a more traditional $`t`$ to avoid confusion with the measurement time.)

To obtain the full counting statistics integrated over all energies, one has to specify the energy distribution in the leads and use Eq.(38). We consider a barrier with energy-independent transmission and the leads at temperature $`T`$ biased by voltage $`V`$. Then $`n_{1,2}=n_F(ϵeV/2)`$ with $`n_F`$ the Fermi function.

At $`T=0`$, since $`n_F(ϵ)`$ takes values $`0`$ and $`1`$, for $`V>0`$ we have

$$\chi _ϵ(\lambda )=\{\begin{array}{cc}e^{i\lambda }p+1p,\hfill & |ϵ|<\frac{1}{2}eV\text{;}\hfill \\ 1,\hfill & |ϵ|>\frac{1}{2}eV\text{.}\hfill \end{array}$$
(44)
After doing the integral in Eq.(38) we obtain the binomial distribution (6), $`\chi _N(\lambda )=(e^{i\lambda }p+1p)^{N(t)}`$, with the number of attempts $`N(t)=eVt/2\pi \mathrm{}`$.

This means that, in agreement with intuition, in the energy window $`eV`$ the transport is just the single particle transmission and reflection, while the states with energies in the Fermi sea, populated in both reservoirs, are noiseless. (At $`V<0`$ the result is similar, with $`e^{i\lambda }`$ replaced by $`e^{i\lambda }`$, which corresponds to the DC current sign reversal.)

We note that the noninteger number of attempts $`N(t)=eVt/2\pi \mathrm{}`$ is an artifact of a quasiclassical calculation. In a more careful analysis the number of attempts is characterized by a narrow distribution $`P_N`$ peaked at $`\overline{N}=N(t)`$, and the generating function is a weighted sum $`_NP_N\chi _N(\lambda )`$. Since the peak width is a sublinear function of the measurement time $`t`$ (in fact, $`\overline{\delta N^2}\mathrm{ln}t`$), the statistics to the leading order in $`t`$ are correctly described by the binomial distribution.

One can also consider the problem at arbitrary $`k_\mathrm{B}T/eV`$. The integral in Eq.(38), although less trivial, can be carried out, giving

$$\chi (\lambda )=\mathrm{exp}\left(u_+u_{}N_T\right),N_T=tk_\mathrm{B}T/2\pi \mathrm{},$$
(45)
where

$$u_\pm =v\pm \mathrm{cosh}^1(p\mathrm{cosh}(v+i\lambda )+(1p)\mathrm{cosh}v),v=eV/2k_\mathrm{B}T.$$
(46)
At low temperature $`k_\mathrm{B}TeV`$, Eq.(45) reproduces the binomial statistics. At low voltage $`eVk_\mathrm{B}T`$ (or high temperature) Eq.(45) gives the counting statistics of the equilibrium Nyquist noise:

$$\chi (\lambda )=e^{\lambda _{}^2N_T},\mathrm{sin}(\lambda _{}/2)=p^{1/2}\mathrm{sin}(\lambda /2).$$
(47)
Remarkably, even at equilibrium the noise is non-gaussian, except for special case of full transmission, $`p=1`$, $`\lambda _{}=\lambda `$, when it becomes gaussian.

### 3.2 Statistics of time-dependent scattering

The time-dependent scattering problem describes photon-assisted transport. There are two groups of practically interesting problems: the AC-driven systems with static scattering potential, such as tunneling barriers or point contacts in the presence of a microwave field , and the electron pumps with time-dependent scattering potential controlled externally, e.g. by gate voltages .

Typically, the time of individual particle transit through the scattering region is much shorter than the period at which the system is driven. This situation is described, in the instantaneous scattering approximation, by a time-dependent scattering matrix $`S(t)`$ that characterizes single particle scattering at time $`t`$. The question of interest is how Fermi statistics of many-body scattering states affects the counting statistics.

One can construct a theory of counting statistics of time-dependent scattering  by generalizing the results of Sec.3.1 for the statistics of a generic time-independent scattering. In particular, as we discuss below, the determinant formula (41), along with Eq.(38), allows a straightforward extension to time-dependent problems. In that, the generating function $`\chi (\lambda )`$ acquires a form of a functional determinant.

Let us consider a scattering matrix $`S(t)`$ varying periodically in time with frequency $`\mathrm{\Omega }`$. The analysis is most simple in the frequency representation , in which the scattering operator $`S`$ has off-diagonal matrix elements $`S_{\omega ^{},\omega }`$ with discrete frequency change $`\omega ^{}\omega =n\mathrm{\Omega }`$. In this approach the energy axis is divided into intervals $`n\mathrm{\Omega }<\omega <(n+1)\mathrm{\Omega }`$ and each such interval is treated as a separate conduction channel. In doing so it is convenient (and in some cases necessary) to assign a separate counting field $`\lambda _n`$ to each frequency channel, giving the counting field a frequency channel index in addition to the conduction channel dependence displayed in Eq.(41).

Since the scattering operator conserves energy modulo multiple of $`\mathrm{}\mathrm{\Omega }`$, the scattering can be viewed as elastic in the extended channel representation, which allows to employ the method of Sec.3.1. We note also that the form of the determinant in Eq.(41) is not particularly sensitive to the size of the scattering matrix. Thus one can use it even when the number of channels is infinite, provided that the determinant remains well defined. This procedure brings (41) to the form of a determinant of an infinite size matrix. Determinant regularization can be accomplished by truncating this matrix at very high and low frequencies, thereby eliminating empty states and the states deep in the Fermi sea which do not contribute to noise.

Finally, we note that the product rule (38) for $`\chi (\lambda )`$ is consistent with the determinant structure, since scattering processes at the energies different modulo $`n\mathrm{\Omega }`$ are decoupled. This allows to keep the answer for $`\chi (\lambda )`$ in the form of the determinant (41), where now the scattering operator $`S`$ is considered in the entire frequency domain, rather than at the discrete frequencies $`\omega +n\mathrm{\Omega }`$. The resulting functional determinant has a simple form in the time representation:

$$\chi (\lambda )=\mathrm{det}\left(\widehat{1}+\widehat{n}(t,t^{})\left(\widehat{T}_\lambda (t)\widehat{1}\right)\right),\widehat{T}_\lambda (t)=S_\lambda ^{}(t)S_\lambda (t),$$
(48)
where $`(S_\lambda )_{jj^{}}=e^{\frac{i}{4}(\lambda _j\lambda _j^{})}S_{jj^{}}`$ as above, and $`\widehat{n}`$ is the density matrix of reservoirs. The operator $`\widehat{n}`$, diagonal in the channel index, is given by

$$n_{jj^{}}(t,t^{})=\delta _{jj^{}}n_j(\mathrm{}\omega )e^{i\omega (t^{}t)}𝑑\omega /2\pi .$$
(49)
In general $`\widehat{n}(t,t^{})`$ depends on the energy distribution parameters, such as temperature and chemical potential. In equilibrium, by taking Fourier transform of the Fermi function $`n_F(ϵ\mu )`$, one obtains

$$n_j(t,t^{})=\frac{e^{i\mu _j(tt^{})/\mathrm{}}}{2\beta \mathrm{sinh}(\pi (tt^{}+i\delta )/\beta )},\beta =\mathrm{}/k_\mathrm{B}T.$$
(50)
Finite bias voltage $`V`$ s described by $`\mu _1\mu _2=eV`$. At $`T=0`$ and $`V=0`$, Eq.(50) gives $`n(t,t^{})=i/(2\pi (tt^{}+i\delta ))`$. The result (48) holds for an arbitrary (even nonequilibrium) energy distribution in reservoirs.

The functional determinant of an infinite matrix (48) should be handled carefully. One can show that, in a mathematical sense, the quantity (48) is well defined. For the states with energies deep in the Fermi sea, $`\widehat{n}=1`$ and, since $`\mathrm{det}\left(\widehat{T}_\lambda (t)\right)=1`$ due to unitarity of $`S`$, these states do not contribute to the determinant (48). Similarly, since $`\widehat{n}=0`$ for the states with very high energy, these states also do not affect the determinant. Effectively, the determinant is controlled by a group of states near the Fermi level, in agreement with intuition about transport in a driven system. The absence of ultraviolet divergences allows one to go freely between different representations, e.g. to switch from the frequency domain to the time domain, which facilitates calculations .

The above derivation of the formula (48) based on a generalization of the result (41) for time-independent scattering might seem not entirely rigorous. A more mathematically sound derivation that starts directly from the microscopic expression (16) was proposed recently by Klich .

### 3.3 Case studies

Here we briefly review the time-dependent scattering problems for which the counting statistics have been studied. From several examples for which $`\chi (\lambda )`$ has been obtained it appears that the problem does not allow a general solution. Instead, the problem can be handled only for suitably chosen form of the time dependence $`S(t)`$.

In Ref.  a two channel problem was considered with $`S(t)`$ of the form

$$S(\tau )\left(\begin{array}{cc}r& t^{}\\ t& r^{}\end{array}\right)=\left(\begin{array}{cc}B+be^{i\mathrm{\Omega }\tau }& \overline{A}+\overline{a}e^{i\mathrm{\Omega }\tau }\\ A+ae^{i\mathrm{\Omega }\tau }& \overline{B}\overline{b}e^{i\mathrm{\Omega }\tau }\end{array}\right),$$
(51)
which is unitary for any $`t`$ provided $`|A|^2+|a|^2+|B|^2+|b|^2=1`$, $`A\overline{a}+B\overline{b}=0`$. The problem was solved by using the extended channel representation in the frequency domain, in which each frequency interval $`n\mathrm{\Omega }<\omega <(n+1)\mathrm{\Omega }`$ is treated as a separate scattering channel, as discussed above.

For the reservoirs at zero temperature and without bias voltage the charge distribution for $`m`$ pumping cycles is described by

$$\chi (\lambda )=\left(1+p_1(e^{i\lambda }1)+p_2(e^{i\lambda }1)\right)^m$$
(52)
with $`p_1=|a|^4/(|a|^2+|b|^2)`$ and $`p_2=|b|^4/(|a|^2+|b|^2)`$. This result means that at each pumping cycle one electron is pumped in one direction with probability $`p_1`$, or in the opposite direction with probability $`p_2`$, or no charge is pumped with probability $`1p_1p_2`$. The multiplicative dependence of $`\chi (\lambda )`$ on the number of pumping cycles $`m`$ indicates that the outcomes of different cycles are statistically independent. One can thus view (52) as a generalization of the binomial distribution (6).

The problem (51) was also studied in Ref.  at a finite bias voltage, when the counting distribution is not as simple as (52). To describe the result, for a given bias voltage $`V`$ we find an integer $`n`$ such that $`nf<\frac{e}{h}V(n+1)f`$, where $`f=\mathrm{\Omega }/2\pi `$ is the cyclic frequency in (51). Then for a long measurement time $`t\mathrm{\Omega }^1`$ the counting distribution is

$$\chi (\lambda )=\chi _n^{N_>}(\lambda )\chi _{n+1}^{N_<}(\lambda ),$$
(53)
where $`N_<=\left(\frac{e}{h}Vnf\right)t`$, $`N_>=\left((n+1)f\frac{e}{h}V\right)t`$, and the functions $`\chi _n(\lambda )`$ are finite degree polynomials in $`e^{\pm i\lambda }`$. The form of $`\chi _n(\lambda )`$ depends on $`A`$, $`B`$, $`a`$, and $`b`$ (we refer to Ref.  for details).

The product rule (53) means that the cummulants of the distribution $`\chi (\lambda )`$ depend on $`V`$ in a piecewise linear way, $`m_k(V)=N_>m_k^{(n)}+N_<m_k^{(n+1)}`$, with cusp-like singularities at $`eV=nhfn\mathrm{}\mathrm{\Omega }`$. These singularities are generic for the noise in photo-assisted phase-coherent transport .

Another time-dependent problem for which solution can be obtained in a closed form is mesoscopic transport in the presence of an AC voltage . The scatterer in this case is a time-independent $`2\times 2`$ matrix, while the voltage $`V(t)`$ enters in the phase factors of the density matrix in (48):

$$n_{1,2}(t,t^{})=e^{\pm \frac{i}{2}(\phi (t^{})\phi (t))}n_{1,2}^{(0)}(t,t^{}),\dot{\phi }(t)=\frac{e}{\mathrm{}}V(t)$$
(54)
(compare this with the formula (50) for constant bias voltage).

The counting distribution (48) for a family of such problems has been studied in Ref. . It was noted earlier  that noise is minimized at fixed transmitted charge for a special form of time-dependent voltage:

$$V(t)=\frac{h}{e}\underset{k=1,\mathrm{},m}{}\frac{2\tau _k}{(tt_k)^2+\tau _k^2}.$$
(55)
Each of the Lorentzian voltage pulses (55) corresponds to a $`2\pi `$ phase change in $`\phi (t)`$. Interestingly, the noise-minimizing pulses (55) have large degeneracy: they produce noise which is insensitive to the pulses’ widths $`\tau _k`$ and peak positions $`t_k`$. This calls for an interpretation of the pulses (55) as independent attempts to transmit charge. Not surprisingly, the counting statistics for such pulses was found to be binomial:

$$\chi (\lambda )=(1+t(e^{i\lambda }1))^m$$
(56)
with $`t`$ the transmission constant. The lowest possible noise for a current pumped by voltage pulses is thus equal to that of a DC current with the same transmitted charge.

The method of Ref.  also allows to find the distribution for an arbitrary sum of the pulses (55) with alternating signs. For example, two opposite pulses

$$V(t)=\frac{h}{e}\left(\frac{2\tau _1}{(tt_1)^2+\tau _1^2}\frac{2\tau _2}{(tt_2)^2+\tau _2^2}\right)$$
(57)
give rise to the counting distribution

$$\chi (\lambda )=12F+F(e^{i\lambda }+e^{i\lambda }),F=t(1t)\left|\frac{z_1^{}z_2}{z_1z_2}\right|^2$$
(58)
with $`z_{1,2}=t_{1,2}+i\tau _{1,2}`$. The quantity $`|\mathrm{}|^2`$ is a measure of pulses’ overlap in time, varying between $`0`$ for a full overlap and $`1`$ for no overlap. For nonoverlapping pulses, $`\chi (\lambda )`$ factors into $`(te^{i\lambda }+1t)(te^{i\lambda }+1t)`$, in agreement with the interpretation of a binomial distribution for independent attempts.

### 3.4 Mesoscopic pumping

A DC current in a mesoscopic system, such as an open quantum dot, can be induced by pumping, i.e. by modulating its area, shape, or other parameters . After pumping was demonstrated experimentally , it came into the focus of mesoscopic literature (for references see ). In particular, Brouwer made an interesting observation that the time-averaged pumped current is a purely geometric property of the path in the scattering matrix parameter space, insensitive to path parameterization.

Transport through a mesoscopic system is described  by a scattering matrix $`S`$ which depends on externally driven parameters and varies cyclically with time. The matrix $`S(t)`$ defines a path in the space of all scattering matrices. For a system with $`m`$ scattering channels, the matrix space is the group $`U(m)=SU(m)\times U(1)`$. In an experiment one can, in principle, realize any path in the space of scattering matrices.

Counting distribution for a parametrically driven open system was discussed by Andreev and Kamenev who adapted the results

obtained for specific pumping cycles \[Eqs.(51),(52)\]. However, since the relation between the path in the scattering matrix space and the external pumping parameters is generally unknown, only the results valid for generic paths are of interest in this problem.

Here we consider the weak pumping regime, when the path $`S(t)`$ is a sufficiently small, but otherwise arbitrary loop, and show that in this case the counting distribution is universal , taking the form of bidirectional Poisson distribution (8). From that, we obtain the dependence of the noise on the amplitude and relative phase of the voltages driving the pump.

Before turning to the calculation, we discuss general dependence of counting statistics on the path in matrix space. Different paths $`S(t)`$, in principle, give rise to different current and noise. However, there is a remarkable property of invariance with respect to group shifts. Any two paths,

$$S(t)\mathrm{and}S^{}(t)=S(t)S_0,$$
(59)
where $`S_0`$ is a time-independent matrix in $`U(m)`$, give rise to the same counting statistics at zero temperature. We note that only the right shifts of the form (59) leave counting statistics invariant, whereas the left shifts generally change it. One can explain the result (59) qualitatively as follows. The change of scattering matrix, $`S(t)S^{}(t)=S(t)S_0`$, is equivalent to replacing states in the incoming scattering channels by their superpositions $`\psi ^\alpha =S_{0\beta }^\alpha \psi ^\beta `$. At zero temperature, however, Fermi reservoirs are noiseless and also such are any their superpositions. Correlation between superposition states of noiseless reservoirs is negligible, while current fluctuations arise only due to the time-dependent scattering. Therefore, noise statistics remain unchanged. A simple formal proof of the result (59) is given below.

For a weak pumping field it is sufficient to evaluate (48) in the time domain by expanding $`\mathrm{ln}\mathrm{det}(\mathrm{})`$ in powers of $`\delta S`$ and keeping non-vanishing terms of lowest order. In doing so, however, we preserve full functional dependence on $`\lambda `$ which gives all moments of counting statistics. We write $`S(t)=e^{A(t)}S^{(0)}`$ with antihermitian $`A(t)`$ representing small perturbation, $`\mathrm{tr}A^{}A1`$. Here $`S^{(0)}`$ is scattering matrix of the system in the absence of pumping. Substituting this into (48) one obtains

$$\widehat{T}_\lambda (t)\widehat{T}_\lambda ^{(0)}+\delta T_\lambda (t)=S_\lambda ^{(0)}e^{A_\lambda (t)}e^{A_\lambda (t)}S_\lambda ^{(0)}$$
(60)
with $`\widehat{T}_\lambda ^{(0)}=S_\lambda ^{(0)}S_\lambda ^{(0)}`$ and $`A_\lambda (t)=e^{i\frac{\lambda }{4}\sigma _3}A(t)e^{i\frac{\lambda }{4}\sigma _3}`$ (here $`\sigma _3`$ equals $`+1`$ for the left and $`1`$ for the right channel). Now, we expand (48):

$$\mathrm{ln}\chi (\lambda )=\mathrm{ln}\mathrm{det}Q_0+\mathrm{tr}R\frac{1}{2}\mathrm{tr}R^2+\frac{1}{3}\mathrm{tr}R^3\mathrm{},$$
(61)
where $`Q_0=1+\widehat{n}(\widehat{T}_\lambda ^{(0)}1)`$ and $`R=Q_0^1\widehat{n}\delta T_\lambda `$. At zero temperature, from $`\widehat{n}^2=\widehat{n}`$ it follows that $`\mathrm{det}Q_0=1`$ and $`R=S_\lambda ^{(0)1}\widehat{n}\left(e^{A_\lambda (t)}e^{A_\lambda (t)}1\right)S_\lambda ^{(0)}`$. Therefore,

$$\mathrm{ln}\chi (\lambda )=\mathrm{tr}\widehat{n}\widehat{M}\frac{1}{2}\mathrm{tr}(\widehat{n}\widehat{M})^2+\frac{1}{3}\mathrm{tr}(\widehat{n}\widehat{M})^3\mathrm{},$$
(62)
where $`\widehat{M}=e^{A_\lambda (t)}e^{A_\lambda (t)}1`$. Note that at this stage there is no dependence left on the constant matrix $`S^{(0)}`$, which proves the invariance under the group shifts (59).

We need to expand (62) in powers of the pumping field, which amounts to taking the lowest order terms of the expansion in powers of the matrix $`A(t)`$. One can check that the two $`𝒪(A)`$ terms arising from the first term in (62) vanish. The $`𝒪(A^2)`$ terms arise from the first and second term in (62) and have the form

$$\mathrm{ln}\chi =\frac{1}{2}\mathrm{tr}\left(\widehat{n}\left(A_\lambda ^2+A_\lambda ^22A_\lambda A_\lambda \right)\right)\frac{1}{2}\mathrm{tr}(\widehat{n}B_\lambda )^2$$
(63)
with $`B_\lambda (t)=A_\lambda (t)A_\lambda (t)`$. At zero temperature, by using $`\widehat{n}^2=\widehat{n}`$, one can bring (63) to the form

$$\frac{1}{2}\mathrm{tr}\left(\widehat{n}[A_\lambda ,A_\lambda ]\right)+\frac{1}{2}\left(\mathrm{tr}\left(\widehat{n}^2B_\lambda ^2\right)\mathrm{tr}(\widehat{n}B_\lambda )^2\right).$$
(64)
The first term of (64) has to be regularized in the Schwinger anomaly fashion, by splitting points, $`t^{},t^{\prime \prime }=t\pm \eta /2`$, which gives

$$\frac{1}{2}n(t^{},t^{\prime \prime })\mathrm{tr}\left(A_\lambda (t^{\prime \prime })A_\lambda (t^{})A_\lambda (t^{\prime \prime })A_\lambda (t^{})\right)𝑑t.$$
(65)
Averaging over small $`\eta `$ can be achieved either by inserting in (65) additional integrals over $`t^{}`$, $`t^{\prime \prime }`$, or simply by replacing $`A_\lambda (t)\frac{1}{2}\left(A_\lambda (t)+A_\lambda (t^{})\right)`$, etc. After taking the limit $`\eta 0`$, Eq.(65) becomes

$$\frac{i}{8\pi }\mathrm{tr}\left(A_\lambda _tA_\lambda A_\lambda _tA_\lambda \right)𝑑t.$$
(66)
The second term of (64) can be written as

$$\frac{1}{4(2\pi )^2}\frac{\mathrm{tr}\left(B_\lambda (t)B_\lambda (t^{})\right)^2}{(tt^{})^2}𝑑t𝑑t^{}.$$
(67)
We decompose $`A=a_0+z+z^{}`$ with respect to the right and left channels, so that $`[\sigma _3,a_0]=0`$, $`[\sigma _3,z]=2z`$, $`[\sigma _3,z^{}]=2z^{}`$. Then $`A_\lambda e^{i\frac{\lambda }{4}\sigma _3}Ae^{i\frac{\lambda }{4}\sigma _3}=a_0+e^{i\frac{\lambda }{2}}z^{}+e^{i\frac{\lambda }{2}}z`$, $`B_\lambda =\left(e^{i\frac{\lambda }{2}}e^{i\frac{\lambda }{2}}\right)W`$, $`Wz^{}z`$. Substituting this into (66) and (67) one rewrites Eqs.(66),(67) in terms of $`W(t)`$:444Eq.(68) is essentially identical to the result obtained by Brouwer for the average pumped current . The integral in (68) is invariant under reparameterization, and thus has a purely geometric character determined by the contour $`S(t)`$ in $`U(m)`$.

$$\frac{\mathrm{sin}\lambda }{8\pi }\mathrm{tr}\left([\sigma _3,W]_tW\right)𝑑t$$
(68)
and

$$\frac{\left(1\mathrm{cos}\lambda \right)}{2(2\pi )^2}\frac{\mathrm{tr}\left(W(t)W(t^{})\right)^2}{(tt^{})^2}𝑑t𝑑t^{}.$$
(69)
From that we obtain the counting distribution for one pumping cycle:

$$\chi (\lambda )=\mathrm{exp}\left(u(e^{i\lambda }1)+v(e^{i\lambda }1)\right)$$
(70)
with the transmitted charge average $`I=e(uv)`$ and variance $`J=e^2(u+v)`$, related to the noise spectral density by $`𝒮_0=J\mathrm{\Omega }/\pi `$ (see Sec.2.2).

The parameters $`u`$ and $`v`$ in (70) can be expressed through $`z(t)`$ and $`z^{}(t)`$ as follows. Let us write $`z(t)`$ as $`z_+(t)+z_{}(t)`$, where $`z_+(t)`$ and $`z_{}(t)`$ contain only positive or negative Fourier harmonics, respectively. Then

$`u={\displaystyle \frac{i}{4\pi }}{\displaystyle \mathrm{tr}\left(z_{}^{}_tz_+z_+_tz_{}^{}\right)𝑑t}={\displaystyle \underset{\omega >0}{}}\omega \mathrm{tr}z_\omega ^{}z_\omega ,`$ (71)
$`v={\displaystyle \frac{i}{4\pi }}{\displaystyle \mathrm{tr}\left(z_{}_tz_+^{}z_+^{}_tz_{}\right)𝑑t}={\displaystyle \underset{\omega <0}{}}\omega \mathrm{tr}z_\omega ^{}z_\omega .`$ (72)
This demonstartes that $`u0`$ and $`v0`$. It is straightforward to show that (68) equals $`i\mathrm{sin}\lambda (uv)`$, whereas (69) equals $`(\mathrm{cos}\lambda 1)(u+v)`$.

Now we consider a single channel pump, $`S(t)U(2)`$. In this case, $`z=z(t)\sigma _{}`$ and $`z^{}=z^{}(t)\sigma _+`$. For a harmonic driving signal, without loss of generality, one can write

$$z(t)=z_1V_1\mathrm{cos}(\mathrm{\Omega }t+\theta )+z_2V_2\mathrm{cos}(\mathrm{\Omega }t),$$
(73)
where $`V_{1,2}`$ are pumping signal amplitudes, and complex parameters $`z_{1,2}`$ depend on microscopic details. From (71) we find the rates

$$u=\frac{1}{4}\left|z_1V_1e^{i\theta }+z_2V_2\right|^2,v=\frac{1}{4}\left|z_1V_1e^{i\theta }+z_2V_2\right|^2.$$
(74)
Both $`u`$ and $`v`$ can vanish at a particular amplitude ratio $`V_1/V_2`$ and phase $`\theta `$. When this happens, the two Poisson processes (70) are reduced to one, and the current-to-noise ratio gives elementary charge, $`I/J=\pm e^1`$. This happens at the extrema of $`I/J`$ as a function of $`w=(V_1/V_2)e^{i\theta }`$, for (74) reached at $`w=z_2/z_1,\overline{z}_2/\overline{z}_1`$.

Reducing the counting statistics (70) to purely poissonian by varying pumping parameters is possible, in principle, for any number of channels $`n`$. However, since the number of parameters to be tuned is $`2n^2`$, this method is practical perhaps only for small channel numbers. Although the method is demonstrated for non-interacting fermions, we argue that it can be applied to interacting systems as well. Poisson statistics results from the absence of correlations of transmitted particles, which must be the case in a generic system, interacting or noninteracting, at small pumping current. Using the dependence of the rates $`u`$, $`v`$ on the driving signal to maximize $`I/J`$, i.e. to eliminate one of the two Poisson processes (70), one could then obtain the charge quantum in the standard way as $`e=J/I`$.

To summarize the results of this section, in the weak pumping regime the distribution of charge transmitted per cycle is of bidirectional Poisson form (8), i.e., it is fully characterized by only two parameters, average current and noise. The current to noise ratio $`I/J`$, scaled by elementary charge, varies between $`1`$ and $`1`$, depending on the relation between driving signals phases and amplitudes. Thus the quantity $`\mathrm{max}(|I|/J)`$ gives the inverse of elementary charge without any fitting parameters. Polianski et al.  recently studied the dependence of $`I/J`$ on the mesoscopic scattering ensemble parameters, and found that, within the random matrix theory, the nearly extremal values close to $`\pm 1`$ can be reached with finite probability. This may permit to use the noise in a pump to measure quasiparticle charge in open systems, such as Luttinger liquids.


format: text

text:
# A Survey for Large Separation Lensed FIRST Quasars, II. Magnification Bias and Redshift Distribution

## 1 Introduction

The statistics of gravitational lensing can provide a powerful probe of the geometry and the mass content of the universe out to large redshifts (e.g. Refsdal 1964; Press & Gunn 1973; Turner, Ostriker, & Gott 1984). Lensed quasar statistics in the angular image separation ranges expected from galaxy-mass lenses have been probed by several surveys (e.g., Maoz et al. 1993). However, systematic searches for lensed quasars with multiple image separations of $`5^{\prime \prime }<\mathrm{\Delta }\theta <30^{\prime \prime }`$ expected from groups or clusters of galaxies have been carried out only recently (e.g., Maoz et al. 1997; Marlow et al. 1998; Phillips et al. 2001a; Phillips, Browne, & Wilkinson 2001; Ofek et al. 2001; Keeton & Madau 2001; Phillips et al. 2001b)

The incidence of large-separation gravitational lensing depends on several factors, including the cosmology, the present-day cluster mass function and its redshift evolution, and most importantly, the mass profile and the substructure within galaxy clusters (e.g., Bartelmann, Steinmetz, & Weiss 1995). There are several approaches for predicting the optical depth to large-separation lensing in a given model scenario:

(i) Ray tracing through $`N`$-body simulations (e.g., Cen et al. 1994; Wambsganss et al. 1995; Wambsganss, Cen, & Ostriker 1998). This accounts for the complicated large-scale, multi-plane lens structure, and for the substructure in clusters of galaxies. Wambsganss et al. (1995; 1998) predict an optical depth for lensing with $`\mathrm{\Delta }\theta >5^{\prime \prime }`$ of about $`3\times 10^3`$, for a $`z3`$ source in an $`\mathrm{\Omega }_0=1`$ Cold Dark Matter (CDM) cosmology. The problem of substructure, in particular, was analysed by Bartelmann & Weiss (1994), and Bartelmann et al. (1995). They found that numerically modeled clusters with substructure are about two orders of magnitude more efficient in producing highly magnified images (e.g., long arcs) than spherically symmetric clusters.

(ii) Taking the observed cluster mass function and adopting a smooth and symmetric mass profile to calculate the optical depth (e.g., Maoz et al. 1997; Ofek et al. 2001). Maoz et al. (1997) used the NFW profile (Navarro, Frenk, & White 1996, 1997) to show that the cluster lensing optical depth can be in the range $`\tau (\mathrm{\Delta }\theta >5^{\prime \prime })10^5`$ to $`10^2`$, where $`\tau `$ depends mostly on the adopted mass-concentration. In Ofek et al. 2001 (hereafter Paper I), we estimated the optical depth for singular isothermal sphere (SIS) lenses using the non-evolving Girardi et al. (1998) cluster mass function and found $`\tau (\mathrm{\Delta }\theta >5^{\prime \prime })3\times 10^4`$, for an $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ cosmology and a source redshift of $`z_{source}=1`$.

(iii) Modifying approach (ii) by assuming the cluster mass function is given by the Press-Schechter formalism (Press & Schechter 1974), that by itself depends on cosmology. For example, Li & Ostriker (2002) have followed this approach, and assumed a generalized NFW density profile and $`\overline{z}_{source}=1`$. Their predictions for the optical depth span values in an even larger range, $`7\times 10^7<\tau (\mathrm{\Delta }\theta >5^{\prime \prime })<10^3`$, depending in part on the details of the adopted mass profile. The impact of the cosmological model on the cross sections may seem surprisingly large, about one or two orders of magnitudes. This dependence enters through the differing redshift evolutions of the cluster mass function. Other examples of the Press-Schechter approach to cluster lensing statistics are Narayan & White (1988), Flores & Primack (1996), Wyithe, Turner, & Spergel (2001), and Sarbu, Rusin, & Ma (2001).

In light of these wide-ranging predictions, empirical constraints seem in order. Without any confirmed large-separation quasar lenses, we can only place an upper limit on the cross section which, in turn, can reject part of the mass-profile and cosmology parameter space.

In Paper I we described a survey for large separation gravitational lensing among quasars drawn from the FIRST radio catalog. In that survey, we selected radio sources from the FIRST catalogue (1999, July 21 version; Becker, White, & Helfand 1994; White et al. 1997) with optical counterparts in the APM catalog (McMahon, & Irwin 1992), with positional coincidence better than $`2.^{\prime \prime }5`$ in both the $`O`$ and $`E`$ bands, with colour index $`OE<2`$ mag, and that are point-like on at least one of the $`O`$ or $`E`$ POSS-I/UKST plates, as determined by the APM classification algorithm. There are $`12,576`$ quasar candidates passing the above criteria. Based on the initial results from the FIRST Bright Quasar Survey (FBQS; Gregg et al. 1996; White et al. 2000), we estimated in Paper I that there are about $`9100`$ quasars in our sample out of the $`12,576`$ candidates.

However, with the more recently published results of the FBQS (Becker et al. 2001), which extends the spectroscopic follow-up from 17.8 to 19 mag, we can revise the fraction of quasars among the sources fainter than $`E=17.8`$ mag in our sample from $`90\%`$ to $`80\%`$, or about $`8000`$ quasars instead of $`9100`$ quasars. Specifically, Equation 1 in Paper I can be revised to:

$$F_{qso}=\{\begin{array}{cc}0.9389+0.046E+0.0027E^2,\hfill & E<18\hfill \\ 0.8,\hfill & E18\hfill \end{array}$$
(1)
Follow-up observations of all pairs of radio-optical quasar candidates with $`5^{\prime \prime }<\mathrm{\Delta }\theta <30^{\prime \prime }`$ showed that none of the 15 candidate pairs are lensed quasars (for details see Paper I). For $`8000`$ quasars in the sample, this implies an upper limit of $`3.7\times 10^4`$ ($`95\%`$ Poisson statistics confidence level; CL) on the lensing fraction in this survey.

However, in order to constrain the mass function and mass profile of clusters from these results, some further properties of our survey need to be known: (i) the double flux magnification bias of our survey, resulting from the radio and optical flux limits involved in the sample selection. This magnification bias reflects the over- (or under) representation of lensed objects in our survey, compared to purely geometrical cross-section calculations; and (ii) the redshift distribution of quasars (i.e., the potential sources) in our sample, which determines the effective pathlength of our lens search.

The purpose of the present paper is to improve those two important constraints and provide a more reliable upper limit on the observed optical depth to large separation lensing.

## 2 The survey double flux magnification bias

As described in Paper I, the magnification bias depends strongly on the faint-end number counts (in the radio and optical) of quasars with similar selection criteria to those used in our survey. However, there are presently no large-area very deep radio-optical surveys. The best available data set is the combination of radio and optical surveys in the Hubble Deep Field North (HDF-N) region: a deep $`1.4`$ GHz radio survey conducted with the VLA by Richards (2000). This survey has a flux limit ($`5\sigma `$) of $`40`$ $`\mu `$Jy in the central $`8^{}`$, degrading to about $`300`$ $`\mu `$Jy at $`18^{}`$ from the field centre. In the optical, a $`1`$ deg2 region around the HDF-N was searched for quasars down to $`B=22`$ mag using multi-colour selection (Liu et al. 1999; Vanden Berk et al. 2000). Liu et al. required somewhat more restrictive color criteria than ours: $`BR<0.8`$, or $`UB0.4`$ and $`BR1.1`$. Impey & Petry (2001) matched the Richards (2000) radio sources with the optically detected quasars in this field, and identified three radio-optical quasars within the colour range, $`0.46<BR<0.75`$, that match our survey criteria. With sufficient lensing magnification these quasars would have been detected by our survey. These data on the HDF-N constitute faint-end counts that can be combined with our FIRST-APM candidates, to find the double flux magnification bias.

The HDF implies radio counts of $`190_{100}^{+180}`$ radio-optical sources per deg2 per mJy, at $`0.12`$ mJy in the $`1.4`$ GHz-band, and optical counts of $`3.5_{2.9}^{+8.1}`$ radio-optical sources per deg2 per mag at $`O=20.3`$ magnitude. The new radio number-count point includes three radio-optical quasars with optical counterpart brighter than $`B=22`$, and the optical point is based on one faint (fainter than the APM $`100\%`$ completeness limit of $`19.75`$; Caretta et al. 2000) radio-optical quasar with radio counterpart brighter than the Richards (2000) survey limit, as given above. Figure 1 shows the differential number counts in the $`1.4`$ GHz-band for the Paper I sample quasars (circles), and for the deep radio-optical search for quasars described above (single square). The dashed line is the interpolated number-counts in the $`0.1`$-$`1`$ mJy range. Figure 2 is the same as Figure 1, but for the optical $`O`$-band.

Although it is reasonable to assume that there is a large number of radio-faint (fainter than $`0.1`$ mJy) quasars constituting the radio-quiet quasar population, we only have direct observational constraints on the number counts down to $`0.1`$ mJy (Figures 1-2). Therefore, our estimate for the double-flux magnification bias will only be a lower limit. Furthermore, due to the small area of the HDF-N deep radio observations, the number counts at the intermediate flux levels (between FIRST and HDF-N) are not measured directly, and we simply interpolate the number count distribution over these gaps.

Drawing on this new information we have calculated the double flux magnification bias in the FIRST-APM sample through a Monte-Carlo simulation, as follows.
We constructed a list of radio-optical quasars that mimics the observed number count distribution of the $`O`$-magnitude and of the $`1.4`$ GHz flux shown in Figures 1-2. For quasars above the FIRST-APM flux limits we drew at random objects from our list of quasar candidates, corrected for the fraction $`F_{qso}`$ of these objects that are quasars, and for the incompleteness of the APM survey (Caretta et al. 2000), by replicating objects in the magnitude-range $`19.5`$-$`21.5`$, until we had a list of about $`8000`$ radio-optical sources. At the faint end we added objects with radio flux and optical magnitude drawing from a flux probability distribution obtained by interpolating the number counts in Figure 1. For each of these objects we then drew an $`O`$-magnitude from the distribution given in Figure 2. Note that the last step assumes that there is no correlation between the optical and radio properties of quasars, which is true at least for objects brighter than $`1`$ mJy and $`O21`$ (Paper I). The number of randomly selected objects in this step was chosen by scaling the number of HDF-N faint sources by the ratio of the total area of the FIRST-APM survey to the area of the HDF-N faint-end number-count survey described above.
With the list described above, we are now in a position to estimate the double-flux magnification bias, assuming a SIS lens mass profile. Our FIRST-APM survey will detect a lensed quasar as such only if both lensed images (bright and faint) are brighter than the radio $`1`$ mJy flux limit, and are brighter than the $`O`$-magnitude limit of $`21.2`$, which is the weighted average magnitude limit of the APM (Caretta et al. 2000). The magnification/de-magnification of the faint image, $`A_{}`$, in a SIS lens is given by: $`\beta =1/(1+A_{})`$, where $`\beta `$ is the impact parameter in units of the Einstein ring radius. By comparing the magnitude and flux of each object in the Monte-Carlo list with the survey’s flux limits, we calculated for each object, $`i`$, the minimum magnification needed (or maximum de-magnification allowed), $`A_{i,min}`$, and the corresponding $`\beta _{i,max}`$, needed for the detection of an image in both the radio and optical bands in our survey (i.e., the smaller among the optical and radio values of $`\beta _{i,max}`$ was chosen).

The cross-section for strong lensing is defined as the area with $`\beta 1`$, and the probability for a given impact parameter $`\beta `$ scales like the area, $`\beta ^2`$. To estimate the double-flux magnification bias, $`B`$, we summed $`\beta _{i,max}^2`$ for all the objects in our Monte-Carlo list and divided the results by the number of quasars in our sample, i.e., $`8000`$. The resulting ratio reflects the over- (or under) representation of lensed objects in our survey, compared to a purely geometrical cross-section calculation.

Using the above method, we obtain a lower limit of $`B>1.1`$. This limit changes to $`0.9`$ if we take into account the $`1\sigma `$ Poisson statistics (lower confidence interval of the number counts), and to $`1.3`$ if we assume that the optical searches for quasars described above are $`50\%`$ incomplete (see Impey & Petry 2001) due to the different colour selection process used by Liu et al. (1999) and Vanden Berk et al. (2000). The $`B>0.9`$ limit we give above assumes that the number-counts are almost flat from $`O19`$ to $`O20`$, and then go to zero. The actual value of $`B`$ could be larger due to the probable existence of a yet-fainter radio-optical quasar population. Hence, we consider $`B1.1`$ to be a conservative limit. For comparison, in Paper I we roughly estimated $`B`$ by assuming that the product of the optical and radio number-flux relations is a power-law with a cutoff at a flux that is $`0.54`$ orders of magnitude lower than our survey’s flux/magnitude limits. Based on this, we estimated $`B`$ to be in the range of $`140`$. Since the HDF-N data extend the depth of our optical source counts by about 1 mag, the lower limit on $`B`$ found in this paper is near the low-end estimate of Paper I, but is now on a firmer observational basis. The present method we have used to calculate the bias is superior to the Borgeest, Linde, & Refsdal (1991) approach we used in Paper I, since it takes into account the actual shapes of the separate optical and radio number count distributions instead of replacing them by single power-law distributions.

## 3 Redshift Distribution of the FIRST/APM Sources

From the first major public release of the Sloan Digital Sky Survey - Early Data Release (SDSS-EDR; York et al. 2000; Stoughton et al. 2002), we constructed a sample of $`443`$ point-like SDSS objects that: were selected as quasar-candidates in the SDSS-EDR based on their colors; are found within $`1.^{\prime \prime }2`$ from a FIRST radio source; and are brighter than $`g^{}=21`$ mag. Their magnitudes were corrected for Galactic extinction (Schlegel, Finkbeiner, & Davis 1998). All but two sources in this list have $`g^{}r^{}<2`$ mag, so they are good representatives of our survey. Based on the SDSS quasar selection criteria (e.g., Newberg & Yanny 1997; York et al. 2000; Schneider et al. 2002), and on the FBQS (Gregg et al. 1996; Helfand et al. 1998; Becker et al. 1998; White et al. 2000; Becker et al. 2001), we know that the fraction of quasars in this sample is $`>75\%`$.

From the quasar redshift-colour relation, given by Richards et al. (2001a, Table $`3`$), we estimated the photometric redshifts for our $`443`$-object sample, by a simple $`\chi ^2`$ minimization (Richards et al. 2001b) between the predicted and the observed SDSS colours. The photometric-redshift distribution of these objects is shown as bars in Figure 3. The dashed line shows the redshift distribution of quasars in the FBQS faint extension ($`E<19`$ mag; Becker et al. 2001). The photometric-redshift distribution is not changed considerably if only FIRST sources with SDSS counterparts brighter than $`g^{}=19`$ mag are taken. However, our photometric redshift estimate of quasars has a considerable scatter: $`30\%`$ of the redshifts have errors, $`\mathrm{\Delta }z>0.25`$. To estimate the effect of this scatter on the photometric redshift distribution, we have used the $`898`$ quasars with known redshifts and SDSS colours given by Richards et al. (2001a) to calculate the distribution of differences between our redshift prediction and the observed redshifts in each $`0.25`$ redshift bin. We convolved this scatter distribution as a function of redshift with the FBQS faint-extension redshift distribution ($`E<19`$ mag; Becker et al. 2001) and the result is shown as the dotted line in Figure 3.

Ideally, we would expect that the photometric redshift distribution (bars) be similar to the redshift distribution of FBQS quasars convolved with the photometric-redshift scatter (dotted line). However, our photometric-redshift distribution has an excess of quasars at $`z3`$, relative to the FBQS faint-extension redshift distribution The median redshift for the sample of FBQS faint-extension quasars is $`\overline{z}=1.2`$, and the median redshift we get from the photometric redshift down to limiting magnitude $`g^{}=21`$ is $`\overline{z}=1.4`$. There are two possibilities to explain the discrepancy: (i) only a fraction ($`>75\%`$) of the sources in our sample are real quasars. Therefore, the non-quasar objects could contaminate the redshift distribution in some systematic way; (ii) the photometric-redshift procedure of Richards et al. (2001b) was developed based mostly on radio-quiet quasars, but our survey contains mainly radio-loud quasars. It is known that there are some optical spectral differences between radio-loud and radio-quiet quasars (e.g., Brotherton et al. 2001). Such differences could bias the Richards et al. (2001b) photometric-redshift procedure. Therefore we adopt the FBQS faint-extension redshift distribution for our calculations. This is a conservative choice, as the lower median redshift implies a smaller path length for lensing.

## 4 Discussion

In the following sections we use these two new pieces of information, $`B1.1`$ and the redshift distributions, to estimate the optical-depth to lensing in a simple SIS model, and to compare our results with $`\mathrm{\Omega }_0=1`$ CDM $`N`$-body ray-tracing simulations.

### 4.1 A SIS model

To get some simple estimates of the lensing probability in our survey, we calculated the cross section as a function of redshift, assuming SIS lenses and the Girardi et al. (1998) mass function of groups and clusters with no evolution. We found in Paper I that the effective dimensionless density of lenses (as defined by Turner et al. 1984) is, $`F=16\pi ^3n_0\left(\frac{c}{H_0}\right)^3\left(\frac{\sigma _{}}{c}\right)^4=0.0156_{0.0067}^{+0.012}`$, where $`c`$ is the speed of light, $`H_0`$ the Hubble constant, $`\sigma _{}`$ the line-of-sight velocity dispersion, and $`n_0`$ is the comoving number-density of lenses. The errors in $`F`$ were obtained from Monte-Carlo simulations using the Girardi et al. (1998) mass function parameters and their errors (for details see Paper I). In Paper I we assumed a single representative redshift of $`z=1`$ for all the quasars. With our new results presented above, we re-calculate the total optical-depth for lensing, by integrating the optical-depth over redshift, with the weighting function given by the FBQS faint-extension redshift probability density distribution (dashed-line in Figure 3). The optical depth $`\tau _z`$, to a source at redshift $`z`$, is given by:

$$\tau _z=_0^zF(1+z_l)^3\left(\frac{D_lD_{ls}}{D_s}\right)^2\frac{1}{R_0}\frac{cdt}{dz_l}𝑑z_l,$$
(2)
where $`D_l`$, $`D_{ls}`$, $`D_s`$ are the angular-diameter distances for the observer-lens, lens-source and observer-source, respectively, $`z_l`$ is the lens redshift, and $`R_0c/H_0`$. The quantity $`cdt/dz_l`$ is calculated in the Friedmann-Lemaître-Robertson-Walker geometry (e.g., Fukugita et al. 1992). The total weighted optical depth is given by:

$$\tau =_0^{\mathrm{}}P(z)\tau _z𝑑z$$
(3)
where $`P(z)`$ is the normalized weighting function given by the FBQS quasar redshift distribution. We find

$$\tau =\{\begin{array}{cc}4.6_{2.0}^{+3.5}\times 10^4,\hfill & \mathrm{\Omega }_0=0.3;\mathrm{\Omega }_\mathrm{\Lambda }=0.7\hfill \\ 2.4_{1.0}^{+1.8}\times 10^4,\hfill & \mathrm{\Omega }_0=0.3;\mathrm{\Omega }_\mathrm{\Lambda }=0.0\hfill \\ 1.7_{0.7}^{+1.3}\times 10^4,\hfill & \mathrm{\Omega }_0=1.0;\mathrm{\Omega }_\mathrm{\Lambda }=0.0,\hfill \end{array}$$
(4)
where the errors are the $`1\sigma `$ errors due to the uncertainty in $`F`$. This is $`1.7`$ times greater than estimated in Paper I, where $`z=1`$ was assumed for all sources. Using the photometric-redshift distribution from Figure 3 (bars) instead of the FBQS faint-extension redshift distribution, the predicted $`\tau `$ would further increase by a factor of about $`1.6`$. The difference is due to the excess of quasars with $`z3`$ in our photometric-redshift distribution, combined with the fact that the optical-depth increases with redshift. We conservatively adopt the optical-depth in Equation 4, as a lower limit on $`\tau `$. These optical-depths need to be multiplied by the completeness factor that reflects the range of separations probed. As shown in Paper I, this completeness factor is about $`0.66`$ for a SIS model. Finally, the lower limit on the magnification ($`B1.1`$) determines the expected probability for lensed quasars in our sample: $`P_{lens}4.6_{2.0}^{+3.5}\times 10^4\times 0.66\times 1.1=3.3_{1.5}^{+2.5}\times 10^4`$ (for $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$).

The observational upper bound on the lensed fraction of $`3.7\times 10^4`$ ($`95\%`$ CL) from our survey (Paper I, and small revisions in this paper), is therefore consistent with this simple model ($`P_{lens}`$). Since the ($`\mathrm{\Omega }_0=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.0`$) and ($`\mathrm{\Omega }_0=1.0,\mathrm{\Omega }_\mathrm{\Lambda }=0.0`$) models predict a lower optical depths, they too are consistent with the data. Within this simple model, for an $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ cosmology and a non-evolving Girardi et al. (1998) mass function, we can in turn set an upper limit to $`F<0.018`$ with a $`95\%`$ CL. Models incorporating evolution of the mass function will reduce the optical-depth, therefore increasing the upper limit on $`F`$.

### 4.2 Comparison with ray-tracing simulations

Wambsganss et al. (1995, 1998) performed ray tracing for $`0<z<3`$ through a three-dimensional mass distribution obtained from an $`\mathrm{\Omega }_0=1`$ COBE normalized CDM $`N`$-body simulation. They found that the optical depth for strong lensing (i.e., for forming multiple images) with image separations $`>5^{\prime \prime }`$ of sources at $`z3`$ is $`3\times 10^3`$. Our observations can test this model. Figure 2 in Wambsganss et al. (1995) describes the splitting probability for image pairs with separations greater than $`5^{\prime \prime }`$ and magnitude differences smaller than $`1.5`$, as a function of the source redshift. To obtain the expected optical-depth for our survey, we integrate their splitting probability with a weight function given by the FBQS faint-extension source redshift distribution presented in Figure 3. We obtain $`\tau =1.14\times 10^3`$ (or $`\tau =1.5\times 10^3`$ using the photometric-redshift distribution). This optical depth needs to be multiplied by the completeness factor for the range of separations probed and the magnification bias of our survey. Wambsganss et al. (1995) also show (their Figure 3) the strong-lensing probability as a function of the image separation for various source redshifts. From this figure we estimate the incompleteness due to the separation range probed in our survey, $`P(\mathrm{\Delta }>30^{\prime \prime })/P(\mathrm{\Delta }>5^{\prime \prime })0.25`$ (This separation incompleteness is actually slightly redshift dependent, and changes from $`30\%`$ at $`z_s=1`$ to $`20\%`$ at $`z_s=3`$). Taking together $`\tau `$, the separation incompleteness and the magnification bias we have found here, implies a probability for lensing in our survey $`P_{CDM}1.14\times 10^3\times 0.75\times 1.1=9.4\times 10^4`$ based on the Wambsganss et al. simulations.

We note that the magnification bias we found in this paper is based on a SIS flux ratio distribution \- an assumption that is not necessarily compatible with the Wambsganss et al. (1995, 1998) simulations. However, Figure 5 in Wambsganss et al. (1998) shows that the magnification probability found in their simulations is not very different from the $`P(A)A^3`$ expected from the SIS model we assumed in our magnification-bias calculation. Based on the calculation described above, 7.5 lenses are expected in our survey for an $`\mathrm{\Omega }_0=1`$ CDM model. We can therefore reject the Wambsganss et al. (1995, 1998) model at $`99.9\%`$ CL. We note that, since Figure 2 in Wambsganss et al. (1995) gives the splitting angle probability for image flux ratios smaller than 1.5 mag, our conclusion is conservative. Note, that the simulations of Wambsganss et al. use the COBE normalization, $`\sigma _8=1.05`$, which predicts an excess of high-mass clusters at the present epoch, and slower evolution of the mass function. In this sense, our results do not reject the $`\mathrm{\Omega }_0=1`$ model per se, but the combination of the cosmology and the high normalization.

The results presented here constitute one of the tightest and well-defined limits on large separation lensing to date. Clearly, we have now reached a level where the non-detections are becoming interesting cosmological constraints. It is probable that actual cases of large-separation gravitationally lensed quasars will be found soon using one of the large area surveys (e.g., SDSS, 2DF; see Croom et al. 1998). However, in order to use such large separation lenses to constrain the cluster mass function and mass profile parameter space, we need to: (i) understand the selection effects and effectiveness of these surveys for large separation lensing; (ii) have a realistic estimate of the cross section for large separation lensing, taking into account the substructure of clusters. These points will be addressed in future papers.

To summarize our main results, we have derived a lower limit to the magnification bias in our survey, $`B1.1`$, and we have also found that the median photometric-redshift of quasars in our sample is $`\overline{z}_{source}1.4`$. Using the redshift distribution from the FBQS faint extension, we determine that $`F<0.018`$ with $`95\%`$ CL (assuming a SIS model and an $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ cosmology). Our non-detection of lensed FIRST quasars is consistent with expectations, if clusters can be represented by a non-evolving population of SIS masses with the mass function of the observed cluster population. If so, moderately larger surveys will discover the first examples of large separation quasar lensing. Our survey already has the ability to reject some models with concrete predictions, namely the $`\mathrm{\Omega }_0=1`$ COBE-normalized CDM model, whose excess of power on large scales is well known.

## ACKNOWLEDGMENTS

We thank Eric Richards for sending us a digital version of his deep radio catalogue of the HDF region, and an anonymous referee for useful comments. EOO wishes to thank the Max-Planck-Institut für Astronomie for its hospitality and financial support; the Deutscher Akademischer Austauschdienst for financial support; and Orly Gnat and Avishay Gal-Yam for fruitful discussions. This research has made use of the Sloan Digital Sky Survey. Funding for the creation and distribution of the SDSS Archive has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society. The SDSS Web site is http://www.sdss.org/.