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# Constraints on a Universal IMF from UV to Near-IR Galaxy Luminosity Densities

## 1 Introduction

The luminosity density of the Universe in the range from about 0.2 $`\mu `$m to 2.2 $`\mu `$m, mid-UV to near-IR, is dominated by stellar emission. This wavelength range spans the peak in the spectra ($`f_\nu `$) of stars with effective temperatures from about 20000 K down to 2000 K. Therefore, measurements of the luminosity density in various broadbands across this range provide a powerful constraint on cosmic star-formation history (SFH) and/or a universal stellar initial mass function (IMF).

The stellar IMF describes the relative probability of stars of different masses forming (see Gilmore & Howell, 1998, for recent reviews and analyses). Its importance crosses many fields of astronomy from, for example, star formation (testing theoretical models) to cosmic chemical evolution (heavy metal production from high mass stars). It is widely used in the study of the SFH of galaxies from their integrated spectra. Generally, an IMF is assumed and used as an input to evolutionary, stellar population, synthesis models, and these models are fitted to integrated spectra.

The first calculation of an IMF was made by Salpeter (1955) based on the observed luminosity function of solar-neighborhood stars, converting to mass, correcting for main-sequence lifetimes and assuming that the star-formation rate (SFR) has been constant for the last 5 Gyr. Despite the uncertainties in mass-to-light ratios, stellar lifetimes and the SFR, this result (a power-law slope of $`1.35`$ measured from about 0.3 to 15 M) is still commonly used today.111The Salpeter IMF power-law slope is $`1.35`$ wrt. logarithmic mass bins and $`2.35`$ wrt. linear mass bins.

Measurements of the solar neighborhood IMF were reviewed by Scalo (1986) producing an IMF with a mass fraction peak around 0.5–1 M (Fig. 1). When applied to galaxy populations, this IMF is unable to reproduce H$`\alpha `$ luminosities (Kennicutt, Tamblyn, & Congdon, 1994), and applied to cosmic evolution, is unable to match observed mean galaxy colors (Madau, Pozzetti, & Dickinson, 1998) due to a too low fraction of high-mass stars ($`M>10`$M).

In a more recent review by Scalo (1998), he concluded that the field star IMF was of questionable use for a number of reasons (e.g. the derived IMF in the range 0.9–1.4 M depends strongly on the assumed solar-neighborhood SFH). Instead, he summarized the results from studying star clusters in a triple-index power-law IMF as an estimate of an average IMF (Fig. 1). He also noted that “if the existing empirical estimates of the IMF are taken at face value, they present strong evidence for variations, and these variations do not seem to depend systematically on physical variables such as metallicity or stellar density”. The observed IMF variations from stellar counts could be largely due to statistical fluctuations and/or observational biases such as mass segregation within a star cluster (Elmegreen, 1999). These points, if correct, mean that the concept of a universal IMF is highly useful in the studies of integrated spectra of galaxies (since they are mostly the result of many star-formation regions and episodes) but the IMF is still uncertain at the level of 0.5 in the power-law slopes. By ‘universal IMF’, we mean an IMF that represents the average in a significant majority of galaxies and over a significant majority of cosmic time.

Measurements of the cosmic luminosity densities represent the $`\lambda /\mathrm{\Delta }\lambda 6`$ components of the “Cosmic Spectrum” which is the luminosity-weighted, average galaxy spectrum (Baldry et al., 2002). Thus, if there is a universal IMF, it should certainly apply to this spectrum and constraints on the IMF can be obtained by fitting population synthesis models. These constraints are degenerate with the assumed cosmic SFH. However, cosmic SFH is generally more accurately quantified than the SFH of any individual galaxy other than in the Local Group. For example, star-forming galaxies have been observed as far back as $`z5`$ (Dey et al., 1998), and there is evidence for reionization as early as $`z20`$ (Kogut et al., 2003), which for a Universe age of $`13.7\pm 0.2`$ Gyr (Spergel et al., 2003) gives a time of 12.3–13.7 Gyr since the onset of a significant rate of star formation in the Universe. The results for individual galaxies are often limited by age-metallicity degeneracy (Worthey, 1994) and recent bursts of star formation which can disguise their underlying age (Barbaro & Poggianti, 1997). Given our knowledge of cosmic SFH, we can then place constraints on a universal IMF by limiting the SFH we consider.

The primary knowledge of cosmic SFH comes from measuring the comoving density of SFR indicators at various redshifts (Madau et al., 1996). These SFR indicators include UV luminosities and emission-line luminosities that are dominated by light from short-lived high-mass stars. The conversion to SFR depends on the IMF. However, the relative cosmic SFH is well defined if the same indicator is used at each redshift regardless of the assumed IMF. Even if the indicator varies (e.g. 0.2 to 0.3 $`\mu `$m rest-frame UV), the derived cosmic SFH is less sensitive to the slope of the IMF than the local luminosity densities (0.2 to 2.2 $`\mu `$m). It is this principal that enables constraints on a universal IMF.

An analysis of this type was applied by Madau et al. (1998) using various luminosity densities (0.15 to 2.2 $`\mu `$m) spread over a range of redshifts (0–4). They fitted cosmic SFHs for three different IMFs. Here, we use a more quantitative approach to constraining a universal IMF slope and use more accurate, recent, local ($`z0.1`$) luminosity density measurements. Note that we assume that there is a universal IMF and do not constrain any variation in the IMF between different galaxies (see e.g. Wyse, 1997; Kroupa, 2002, for evidence for an invariant IMF). Even if there is some variation, the results presented here could be regarded as constraints on a luminosity-weighted, average IMF.

To summarize, if the cosmic SFH is assumed to be known, based on measurements of various SFR indicators with redshift, then local luminosity density measurements provide a constraint on a universal stellar IMF. The other principal factors to consider are chemical evolution (metallicity) and dust attenuation.

The plan of the paper is as follows. In Section 2, we describe details of recent luminosity density measurements. The measurements are illustrated in Figure 2 and summarized in Table 1. In Section 3, we describe our modeling and fitting procedure. A summary of the parameters used in the modeling is given in Section 3.5. In Sections 4 and 5, we present our results and conclusions.

## 2 Luminosity Density Measurements

In this section, we summarize the details of various luminosity density measurements and their conversion to AB magnitudes (Oke & Gunn, 1983) per comoving Mpc3. The zero point of the AB absolute magnitude scale is $`4.345\times 10^{13}\mathrm{W}\mathrm{Hz}^1`$ (3631 Jy for apparent magnitudes). In general, an estimate of the total luminosity density from the galaxy population is obtained by an analytical integration of the Schechter (1976) function parameters, given by

$$j=M_{}2.5\mathrm{log}\left[\varphi _{}\mathrm{\Gamma }_\mathrm{f}(\alpha +2)\right]+𝒞$$
(1)
where $`\mathrm{\Gamma }_\mathrm{f}`$ is the gamma function and $`𝒞`$ represents corrections from the magnitude system defining the luminosity function to total AB magnitudes. The final luminosity densities are quoted for a cosmology where $`(h,\mathrm{\Omega }_{m_0},\mathrm{\Omega }_{\mathrm{\Lambda }_0})`$ = (1.0,0.3,0.7) and $`h=H_0/100\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. The surveys select redshifts to a limiting magnitude in the same wavelength as that of the luminosity density measurement.

### 2.1 Ultraviolet: 0.2 $`\mu `$m

An analysis of a mid-UV selected redshift survey is presented by Sullivan et al. (2000). The imaging for this survey covers about 6 deg2 to a depth of about 21 AB magnitudes using the FOCA balloon-borne telescope (Milliard et al., 1992). The filter response approximates a Gaussian centered at 2015 Å with a full-width half maximum (FWHM) of 188 Å. The survey area covers four fields chosen with very low milky-way (MW) extinction \[$`E(BV)0.015`$\]. Follow up spectroscopy was obtained using multi-object, optical spectrographs on the WIYN and WHT telescopes (Treyer et al., 1998).

Sullivan et al. measured the local luminosity density using a sample of about 200 galaxies ($`0<z<0.4`$) to estimate the luminosity function. The Schechter parameters without dust-correction were $`(M_{},\varphi _{},\alpha )=(20.59,0.00955,1.51)`$. Integrating this function gives $`16.18`$, and converting to AB magnitudes gives $`13.93`$ using $`m_{\mathrm{AB}}=m_{2000}+2.25`$ (Milliard et al., 1992). We also correct the measurement to our default world model of $`(\mathrm{\Omega }_{m_0},\mathrm{\Omega }_{\mathrm{\Lambda }_0})`$ = (0.3,0.7) from (1.0,0.0) assuming a redshift of 0.15. This gives a correction of about $`+0.1`$ magnitudes. The formal uncertainty from the fitting is 0.13 magnitudes. However, there are additional uncertainties: absolute calibration ($`<0.25`$ mags), MW extinction ($`<0.15`$ mags), conversion to total magnitudes ($`<0.1`$ mags), large-scale structure, incompleteness corrections, etc. We will assume an additional 1$`\sigma `$ uncertainty of 0.2 to be added in quadrature, so that $`j=13.83\pm 0.25`$.

The limit of this survey is $`m_{2000}=18.5`$ which corresponds to $`M_{}`$ galaxies at $`z0.2`$. With a steep faint-end slope of $`1.5`$, the luminosity-weighted mean redshift is around 0.15 corresponding to the redshift position plotted by Sullivan et al. This is higher than our fiducial redshift of 0.10 (see below), giving a higher luminosity for any declining cosmic SFR at $`z<0.5`$. However, this may be counteracted by the lack of MW-extinction and total-magnitude corrections. For simplicity and since we do not want to assume a cosmic SFH and IMF, we will use the luminosity density as it was measured. Note that a couple of galaxies with obvious active galactic nuclei (AGN) characteristics were removed from their sample. We will assume the measured luminosity density does not have a strong, non-stellar, AGN component. Neither Sullivan et al. (2000) or Contini et al. (2002) found strong evidence for significant AGN contamination based on emission-line flux ratios.

### 2.2 Optical: 0.3 $`\mu `$m to 0.9 $`\mu `$m

The Sloan Digital Sky Survey (SDSS; York et al., 2000; Stoughton et al., 2002) has imaged over 2000 deg2 in five bandpasses ($`ugriz`$) with effective wavelengths from 0.35 to 0.9 $`\mu `$m to a depth of about 21–22 AB magnitudes. Followup spectroscopy is also included as part of the SDSS for various targeting schemes, of which, the main galaxy sample (MGS; Strauss et al., 2002) is appropriate for determining cosmic luminosity densities. The MGS is a magnitude-limited galaxy sample ($`r<17.77`$) with a median redshift of 0.10. To form effectively complete samples in the other four bands, galaxies were selected to $`(u,g,i,z)(18.4,17.65,16.9,16.5)`$.

The first luminosity densities from the MGS were published by Blanton et al. (2001). However, Wright (2001) found that these results overpredicted the near-IR luminosity density by a factor of 2.3 (compared to Cole et al., 2001; Kochanek et al., 2001). Since then, better analysis techniques, calibration and more data have allowed the optical luminosity density measurements to be significantly improved. We use the results of Blanton et al. (2003b) as the basis for our fitting here. One of their approaches was to $`k`$-correct and to evolve-correct to a fiducial redshift of 0.10. This reduces systematic uncertainties associated with these types of corrections because the median redshift of the SDSS is at this mark and the luminosity-weighted mean redshift is close to it. Thus, their results are most accurate for the shifted bandpasses, designated $`{}_{}{}^{0.1}u`$, $`{}_{}{}^{0.1}g`$, $`{}_{}{}^{0.1}r`$, $`{}_{}{}^{0.1}i`$ and $`{}_{}{}^{0.1}z`$ (rest-frame bandpasses for galaxies at $`z=0.1`$). We use the $`{}_{}{}^{0.1}r`$ band as the fiducial band and measure all colors with respect to it when comparing synthetic magnitudes with luminosity densities. We set a 1$`\sigma `$ uncertainty of 0.05 for the $`g,r,i,z`$ band measurements. This allows for some mis-calibration since the formal uncertainties of Blanton et al. are 0.03/0.02 for these bands. Using such small errors is appropriate since it is the relative $`{}_{}{}^{0.1}g,^{0.1}i,^{0.1}z`$ to $`{}_{}{}^{0.1}r`$ measurements that constrain the normalized SFH or IMF. In other words, the errors only need to represent the uncertainties in the colors and the absolute measurements of the luminosity densities need not be accurate to this level. An estimated conversion of SDSS to AB magnitudes is given and used by Blanton et al. (see also Table 1), and the magnitudes used by them are assumed to be close enough to total that a correction is not applied.

The new results of Blanton et al. (2003b) are in good agreement with $`b_\mathrm{J}`$ luminosity densities determined by Madgwick et al. (2002) and Norberg et al. (2002). These analyses were based on the Automated Plate Measuring (APM; Maddox et al., 1990) galaxy catalog with redshifts from the 2dF Galaxy Redshift Survey (2dFGRS; Colless et al., 2001). The conversion to AB magnitudes of $`0.08`$ was based on an integration of the $`b_\mathrm{J}`$ curve (P. C. Hewett & S. J. Warren 1998 private communication) through a spectrum of Vega (Lejeune, Cuisinier, & Buser, 1997, computed by R. L. Kurucz). The $`b_\mathrm{J}`$ magnitudes were calibrated to total by comparison with deeper, CCD photometry.

### 2.3 Infrared: 1.0 $`\mu `$m to 2.5 $`\mu `$m

The Two Micron All Sky Survey (2MASS; Skrutskie et al., 1997) has imaged the whole sky in the $`J`$, $`H`$ and $`K_s`$ bands to a depth of 15–16 AB magnitudes (14.7, 13.9, 13.1 Vega mags, respectively). Cole et al. (2001) matched the second incremental data release to redshifts obtained by the 2dFGRS. With this data set, they determined the local $`J`$ and $`K`$ band luminosity functions. With $`k`$ and evolution corrections to $`z=0`$, the Schechter parameters were $`(22.36,0.0104,0.93)`$ and $`(23.44,0.0108,0.96)`$ for the $`J`$ and $`K`$ bands, respectively. Integrating these functions gives $`17.36`$ and $`18.50`$. The conversions to AB magnitudes are taken as $`m_{\mathrm{AB}}=J+0.9`$ and $`K+1.8`$ (Cutri et al., 2001) and the conversion to total magnitudes is estimated to be between $`0.08`$ and $`0.15`$ (we take $`0.12`$). The uncertainties come from Poisson noise, the absolute calibration, the conversion to total magnitudes and large-scale structure. These are not all well defined but we will be conservative and use 0.15 for the 1$`\sigma `$ uncertainty so that $`j=16.58\pm 0.15`$ and $`j=16.82\pm 0.15`$ for the $`J`$ and $`K`$ bands, respectively.

The $`K`$-band luminosity function was also determined by Kochanek et al. (2001) using 2MASS imaging. Here, they determined the luminosity density using a shallower sample but with greater sky coverage for the redshifts. Their best estimate was obtained by summing separate luminosity functions for late and early-type galaxies: $`(22.98,0.0101,0.87)`$ and $`(23.53,0.0045,0.92)`$. The total luminosity density is then $`16.94`$ in AB magnitudes after appropriate corrections (to AB, as above; to total, $`0.21`$). This is in good agreement with the Cole et al. result.

A deeper $`K`$-band survey covering about 8 deg2 was recently analysed by Huang et al. (2003). Imaging was taken with the University of Hawaii telescopes at Mauna Kea Observatory (Huang et al., 1997) with redshifts obtained using the 2dF facility on the AAT. The best-fit Schechter parameters were $`(23.70,0.0130,1.37)`$, giving a luminosity density of $`j=17.57`$ after correcting to AB magnitudes. Even with a conservative error of 0.15, this result is $`>3\sigma `$ discrepant from the result of Cole et al. (2001). This discrepancy of 0.75 magnitudes is too large to be explained by cosmic evolution since the $`K`$-band luminosity density is dominated by the older stellar populations. Analysis by Huang et al. (2003) suggests it could be due to a local underdensity. We note that near-IR luminosity densities have larger uncertainties due to large-scale structure than bluer measurements. In underdense regions, the SFR per galaxy is higher (as noted by color-density and morphology-density relationships, e.g. Blanton et al., 2003a) which counteracts the effect on the UV luminosity density.

Given the above discrepancy in the near-IR luminosity densities, firstly, we will consider the Cole et al. results separately from the Huang et al. results in our fitting, and secondly, we will use an average $`K`$-band luminosity.

## 3 Modeling

We fit the data with synthetic magnitudes calculated using the PEGASE.2 evolutionary synthesis code (Fioc & Rocca-Volmerange, 1997, 1999) and integrating the spectra through the filter response curves (Fig. 3). The responses for the SDSS are taken from Stoughton et al. (2002), the FOCA filter curve is assumed to be Gaussian (Milliard et al., 1992) and the near-IR filter curves are taken from Cutri et al. (2001). We run the PEGASE models with nebular emission but ‘no extinction’ except we modified the code so that the absorption of Lyman continuum photons by dust was still included (following the prescriptions of Spitzer, 1978). This was done because our dust attenuation parameterization (Sec. 3.4) does not apply to this ‘pre-extinction’ of nebular continuum and line emission. The prescription for the models is described below including SFH, IMF and chemical evolution. We include further effects of dust attenuation on the output spectra.

### 3.1 Cosmic SFH

For our modeling of cosmic star-formation history we use a ‘double power-law’ parameterization (Baldry et al., 2002):

$$\mathrm{SFR}\begin{array}{cc}(1+z)^\beta \hfill & \text{ for }0<z<1\hfill \\ (1+z)^\alpha \hfill & \text{ for }1<z<5\hfill \end{array}$$
(2)
The SFRs from the two power-laws are the same at $`z=1`$ and star formation is started at $`z=5`$. Clearly, there are many other possible cosmic SFHs other than defined by these two parameters. However, the resulting synthetic spectra are highly degenerate with SFH. We chose this two-parameter model because the $`\beta `$ parameter provides a good match to direct measures of SFR at $`z1`$ and the $`\alpha `$ parameter allows us to add high-redshift star formation in a well-defined way. We assume a cosmology corresponding to $`(h,\mathrm{\Omega }_{m_0},\mathrm{\Omega }_{\mathrm{\Lambda }_0})`$= (0.7,0.3,0.7). Most importantly this determines the timescale for cosmic SFH measurements.

Examples of this parameterized cosmic SFH are shown in Figure 4 with a timescale for the $`h=0.7`$ cosmology. Note that direct measures of the relative cosmic SFH with redshift do not depend on $`H_0`$. The Hubble constant changes the scaling factor at all redshifts by the same amount. However, our modeling of the cosmic SFH, to fit to local luminosity densities (fossil cosmology), does depend on $`H_0`$ because of the timescale dependence. The synthetic spectra are calculated at 11 Gyr corresponding to the fiducial redshift, $`z=0.1`$, with the chosen cosmology and $`z_{\mathrm{form}}=5`$.

There is overwhelming evidence for a rise in SFR to $`z=1`$ from a variety of indicators (e.g. Haarsma et al., 2000; Hammer et al., 1997; Lilly et al., 1996; Rowan-Robinson et al., 1997). Recent estimates from compilations of measures of luminosity density with redshift out to $`z=1`$ give, for example, $`\beta =2.7\pm 0.7`$ (Hogg, 2002). If we take the formal 2$`\sigma `$ range from Hogg, we obtain a range of 1.3–4.1. However, some of the measurements compiled by him could be biased toward a steeper evolution (e.g. Lilly et al.) because of selection effects. Cowie, Songaila, & Barger (1999) found a shallower evolution of $`\beta =1.5\pm 0.5`$ based on rest-frame UV selection at all redshifts. To encompass the “evidence for a gradual decline” (Cowie et al.) to a steep decline (Lilly et al.), we will consider $`\beta `$ to be in the range 0.5–4.0.

High redshift ($`z>1`$) star formation is parameterized by $`\alpha `$ and $`z_{\mathrm{form}}=5`$. We do not try to exactly match high redshift measurements. The uncertainties are still large due to, for example, dust and surface brightness corrections. By taking $`\alpha `$ from $`2`$ to $`2`$, we can approximate the effect of high-redshift star formation from a rapid decline at high redshift (Madau et al., 1996) to a flattening (Steidel et al., 1999) to a significant rise (Lanzetta et al., 2002). Note that the effect of any significant star formation in the $``$1 Gyr between $`z=20`$ and $`z=5`$ can be approximated by an increase in $`\alpha `$.

### 3.2 Universal IMF

Significant degeneracies exist with modeling the spectra of galaxies, e.g. age-metallicity. Given these uncertainties, modelers have generally assumed an IMF, typically the Salpeter (1955) IMF for modeling galaxy spectra. Here, we will assume a universal IMF (constant with time and environment) but we will consider different IMF power-law slopes. A double power-law IMF is chosen based on the rationale that there is a clear change in slope around 0.5 M but no definitive change at higher masses (Kroupa, 2001). Our parameterization is222An equivalent formalism for our upper-mass slope is $`\mathrm{d}N/\mathrm{d}\mathrm{log}mm^\mathrm{\Gamma }`$ where $`N`$ is the cumulative number of stars up to mass $`m`$. This follows the nomenclature outlined by Kennicutt (1998).

$$n_{\mathrm{log}m}\begin{array}{cc}m^{0.5}\hfill & \text{ for }0.1<m<0.5\hfill \\ m^\mathrm{\Gamma }\hfill & \text{ for }0.5<m<120\hfill \end{array}$$
(3)
where $`n_{\mathrm{log}m}\mathrm{d}\mathrm{log}m`$ is the number of stars with logarithm of the mass in the range $`\mathrm{log}m`$ to $`\mathrm{log}m+\mathrm{d}\mathrm{log}m`$, $`m`$ is in units of solar masses with 0.1 M and 120 M being the IMF cutoffs. For the Salpeter (1955) IMF, $`\mathrm{\Gamma }=1.35`$ in this formalism except, traditionally, the slope continues down to 0.1 M. A comparison between different IMFs is shown in Figure 1. Note that despite the average IMF of Scalo (1998) using a break at 1 and 10 M, figure 5 of that paper appears consistent with a single break at 0.5–0.8 M. Thus, as with Kroupa (2001), there is no strong evidence to rule out a double-power law IMF with a break at 0.5 M being an adequate approximation of a universal IMF. For the low-mass slope, we use the average of the two Kroupa equations. We do not vary this slope since our results are less sensitive to this than the upper-mass slope.

### 3.3 Chemical evolution

For chemical evolution, we incorporate the closed-box evolutionary model within PEGASE which uses the models of Woosley & Weaver (1995) to estimate metallicity production via supernovae. The metallicity is controlled by a parameter $`r`$ (Baldry et al., 2002) that represents the total mass of stars formed between $`z=5`$ and $`z=0`$ divided by the total amount of gas initially available. Higher values of $`r`$ produce higher metallicity. The parameter can be greater than unity because of recycling of material. Since we are comparing different IMFs, we do not quote $`r`$ values but rather the value for the metallicity ($`\overline{Z}`$) averaged on the luminosity at $`z=0.1`$ (the $`\overline{Z}`$-$`r`$ dependence varies with IMF). Solar metallicity is considered to be $`Z=0.02`$ in the PEGASE models.

### 3.4 Dust attenuation

We wish to estimate the effective dust attenuation for the cosmic spectrum covering the UV to near-IR. However, we can not consider a standard slab or screen model as we would for an individual galaxy because the contributions to the luminosity densities come from many types of galaxies. Kochanek et al. (2001) estimated 54% and 46% contributions to the $`K`$-band from late- and early-type galaxies, respectively. The ratio is similar in the visible red bands from the SDSS survey though it depends on the chosen dividing line in color or morphology (Blanton et al., 2003a) . From Madgwick et al. (2002), 61% and 39% are the fractional contributions to the $`b_\mathrm{J}`$ band from late and early types, respectively, based on spectroscopic classification (assuming Types 2–4 for late, Type 1 for early). Late-type galaxies (Sa–Sd and starbursts) contribute about 90–95% of the light in the 0.2 $`\mu `$m UV (estimated from table 7 of Sullivan et al., 2000). This is consistent with the results obtained by Wolf et al. (2003) for the 0.28 $`\mu `$m UV at $`z=0.3`$, with $`75/90`$% contribution from late spectral types (3–4/2–4). Using the inclination-averaged attenuations of various galaxy types given by Calzetti (2001, table 3) and averaging over suitable distributions at each wavelength, we obtain cosmic spectrum attenuations in magnitudes of 1.1–1.35 at 0.15 $`\mu `$m, 0.4–0.55 at 0.45 $`\mu `$m, 0.2–0.3 at 0.8 $`\mu `$m and 0.05–0.1 at 2.2 $`\mu `$m.

To incorporate dust attenuation, we use a power law. The attenuation in magnitudes as a function of wavelength is approximated by

$$A_\lambda =A_v\left(\frac{\lambda }{\lambda _v}\right)^n$$
(4)
where $`A_v`$ is the attenuation at the fiducial wavelength of $`\lambda _v`$. We use 0.56 $`\mu `$m since it matches the effective wavelength of our fiducial $`{}_{}{}^{0.1}r`$ band and it is close to the standard $`V`$ band (0.55 $`\mu `$m).

If we fit to the cosmic spectrum attenuations, estimated above, we obtain $`(A_v,n)(0.35,1.0)`$ for our fiducial dust model. This curve is within the ranges in attenuation estimated above at each wavelength. Charlot & Fall (2000) found that for an average star-burst galaxy, $`n`$ was approximately 0.7 in a UV-to-visible attenuation law. Their model also included increased effective absorption in birth clouds which had a finite lifetime. Here, we assume that the the average of all galaxies (the luminosity densities considered here) can be approximated by a single effective optical depth. The average spectrum of the Universe is not that of a star-burst galaxy and the broadband colors are not strongly affected by emission lines. The luminosity density attenuations are naturally steeper than $`n=0.7`$ because of the increasing contribution of less dusty ellipticals as the wavelength is increased. Rather than restricting our fitting to a single value of $`n`$, we allow for a range from 0.8 to 1.2.

For $`A_v`$, we allow for a range from 0.2 to 0.55 magnitudes. For $`n=1.0`$, this is equivalent to a range in $`A_{2000}`$ from 0.55 to 1.55 magnitudes. This encompasses the difference between the uncorrected and dust-corrected luminosity densities of Sullivan et al. which amounts to 1.3 magnitudes. To avoid excessive attenuation at UV and near-IR wavelengths, we also set $`0.5A_{2000}1.6`$ and $`A_K0.15`$ which reduces the $`A_v`$ range away from $`n=1.0`$. In general, we marginalize over attenuation, i.e., we chose the best fit parameters within the defined ranges that minimize $`\chi ^2`$ when fitting the SFH and IMF.

### 3.5 Summary of parameters

In this section, we summarize the important parameters and ranges considered in our analysis and show the effect of varying some of the parameters.

* Synthetic spectra. PEGASE.2 (Fioc & Rocca-Volmerange, 1997, 1999): Padova tracks (Bressan et al., 1993), spectral libraries of Lejeune et al. (1997) and Clegg & Middlemass (1987). The Lejeune et al. library is principally derived from Kurucz (1992) model atmospheres. Nebular continuum and line emission is also included.
* Cosmology. $`(h,\mathrm{\Omega }_{m_0},\mathrm{\Omega }_{\mathrm{\Lambda }_0})`$ = (0.7,0.3,0.7) (except luminosity densities are quoted for $`h=1`$, or, equivalently as $`j+2.5\mathrm{log}h`$). These values are fixed in our analysis.
* Cosmic SFH (Sec. 3.1, Eqn. 2). $`\beta `$ between \[0.5,4.0\], $`\alpha `$ between \[$``$2,2\], $`z_{\mathrm{form}}=5`$. Low-redshift ($`z<1`$) star formation is parameterized by $`\mathrm{SFR}(1+z)^\beta `$ and high-redshift by $`(1+z)^\alpha `$.
* Universal IMF (Sec. 3.2, Eqn. 3). Power-law slopes of $`0.5`$ (for $`m<0.5`$M) and $`\mathrm{\Gamma }`$ between $`[0.8,1.8]`$ (for $`m>0.5`$M) with $`(m_{\mathrm{min}},m_{\mathrm{max}})`$ = (0.1,120). The power-laws are with respect to $`\mathrm{log}m`$ so that the Salpeter IMF slope is $`1.35`$.
* Chemical evolution (Sec. 3.3). Closed-box approximation with $`\overline{Z}`$ between \[0.008,0.05\] (Z=0.02) from $`r`$ between \[0.1,1.4\]. The final luminosity-weighted metallicity $`\overline{Z}`$ is principally a function of $`r`$ and the IMF.
* Dust attenuation (Sec. 3.4, Eqn. 4). Power-law slope of $`n`$ between $`[0.8,1.2]`$ with $`A_v`$ between \[0.2,0.55\]. The ranges are also constrained by $`0.5A_{2000}1.6`$ and $`A_K0.15`$.

Figure 5 shows the effects of varying one parameter on the synthetic spectra (normalized at the $`{}_{}{}^{0.1}r`$ band) with respect to a model of $`(\mathrm{\Gamma },\beta ,\alpha ,\overline{Z},A_v,n)`$ = (1.3, 2.5, 0, 0.018, 0.35, 1.0). Over our chosen parameter ranges, varying the IMF slope $`\mathrm{\Gamma }`$ has the largest effect on the UV $``$$`{}_{}{}^{0.1}r`$ colors, with $`\beta `$ having the second largest effect. The metallicity has the largest effect on the near-IR $``$$`{}_{}{}^{0.1}r`$ colors.

## 4 Results

First, we fit to the UV-to-optical luminosity density measurements of Sullivan et al. (2000); Blanton et al. (2003b) with different near-IR measurements, considered separately: (a) using the Cole et al. (2001) $`K`$-band result (compilation designated SBCK); (b) using the Huang et al. (2003) result (compilation SBH), and; (c) using the Cole et al. $`J`$-band result (compilation SBCJ) and not including the $`z`$-band measurement which is included in the first two compilations. Examples of fitted spectra are shown in Figure 6. This shows that the near-IR luminosity density measurements can be fitted, primarily by varying metallicity, while the UV-to-optical spectrum remains approximately the same. Within the range of metallicity considered here (0.4 Z–2.5 Z), the best fit is obtained to the SBCK data. Here, all the measurements are within about $`1\sigma `$ of the synthetic magnitudes. The new results of Blanton et al. (2003b) and this analysis resolves the major discrepancy noted by Wright (2001) between the optical and near-IR luminosity densities. However, there is a significant discrepancy between the Hawaii and the 2MASS $`K`$-band luminosity densities and a discrepancy between the $`J`$-band result and the $`z`$-band/$`K`$-band results.

Neither of the infrared surveys is ideal for comparison with the SDSS survey results. The 2MASS survey is too shallow (median $`z0.05`$ at the limit of the extended source catalog) for direct comparison with the $`z=0.1`$ analysis and the Hawaii survey goes deeper but has a significantly smaller area (8 deg2). Note that the Sullivan et al. result only uses about 200 galaxies but it is consistent with the $`{}_{}{}^{0.1}u`$ band result. Improved surveys are needed to resolve the near-IR luminosity density discrepancies and to reduce the uncertainties in UV luminosity densities.

We first look at constraints on the metallicity and IMF for a given cosmic SFH (marginalizing over dust attenuation). We compute $`\chi ^2`$ and determine the confidence levels of $`\mathrm{\Delta }\chi ^2`$ = (1.0, 2.3, 6.2, 11.8) corresponding to (68.3%) 1-parameter and (68.3%, 95.4%, 99.73%) 2-parameter confidence limits. The resulting contours are shown in Figure 7 for a cosmic SFH with $`\beta =2.5`$ and $`\alpha =0`$ (Hogg, 2002; Steidel et al., 1999). As expected, the best fit metallicity is dependent on the near-IR data: the SBCK data has a best fit metallicity around 1–1.5 Z; SBH data, $`>2`$Z, and; SBCJ data, $`<1`$Z. The SBCK set of data is in agreement with solar neighborhood measurements of the metallicity which give an average close to solar (Haywood, 2001). The SBH data is in disagreement with solar metallicity at the 99.7% confidence level.

For the rest of the paper, we use an average estimate of the $`K`$-band luminosity corresponding to

$$j=16.88\pm 0.25$$
(5)
from Cole et al. (2001) and Kochanek et al. (2001). The uncertainty was increased, and the $`J`$-band was not included, so that the constraints on the IMF were not dependent on the discrepancies noted above. This 1$`\sigma `$ range in the $`K`$-band luminosity density is also similar to the range determined by Bell et al. (2003). The metallicity-IMF contours for this data set (compilation designated SBav) are also shown in Figure 7. The best fit IMF slope, $`\mathrm{\Gamma }=1.3\pm 0.1`$, shows the tightness of the constraint if the SFH is known. The best-fit metallicity is greater than solar but for other cosmic SFHs (e.g. $`\beta =2.5`$ and $`\alpha =2`$), the best fit is around solar. In general, there is minimal degeneracy between $`\mathrm{\Gamma }`$ and metallicity for the data, i.e. the choice of metallicity does not significantly affect the constraints on the IMF slope.

Note that there is an upper limit on the metallicity as a function of $`\mathrm{\Gamma }`$ due to the closed-box model (Fig. 7). Insufficient metals can be produced in the available time to raise the average metallicity above a certain limit and this limit decreases as the fraction of high-mass stars in the IMF decreases. This chemical evolution limit is derived from the PEGASE code using the upper yields of Woosley & Weaver (1995).

The pattern shown in Figure 7 is similar as $`\beta `$ is varied except the best-fit $`\mathrm{\Gamma }`$ shifts. To illustrate this, we now fix $`\overline{Z}`$ equal to 0.02 for the SBav fit and show joint confidence levels in $`\beta `$ versus $`\mathrm{\Gamma }`$ in Figure 8. We plot the result for three values of $`\alpha `$. All the plots show a broad degeneracy with a slope of $`7\pm 1`$. In other words, the best-fit $`\mathrm{\Gamma }`$ decreases by about $`0.14`$ for each $`+1`$ increase in $`\beta `$. Note that the metallicity was chosen to be consistent with the solar neighborhood and so that the closed-box model was valid out to $`\mathrm{\Gamma }`$ of 1.8 with only minimal extrapolation (see Fig. 7).

The choice of high redshift star formation (defined by $`\alpha `$) makes little difference on the best-fit $`\mathrm{\Gamma }`$ (Fig. 8). Marginalizing over SFH ($`\beta `$ & $`\alpha `$), we obtain a best fit for $`\mathrm{\Gamma }`$ in the range 0.85–1.3 (68% conf.) and a strong upper limit of $`\mathrm{\Gamma }<1.7`$ (99.7% conf.). This is our principal result. In other words, assuming a declining SFR from $`z=1`$ to the present day ($`\beta 0.5`$) then the present luminosity densities, in particular, the UV to optical colors mean that the upper-mass IMF slope cannot be steeper than 1.7. The caveats are: (i) PEGASE evolutionary tracks and stellar spectra are sufficiently accurate; (ii) cosmic SFH can be approximated with the double power-law and the look-back time to $`z=1`$ is close to 7.7 Gyr; (iii) there is a close to universal IMF with a near unbroken slope above 0.5 M; (iv) chemical evolution can be approximated by a single metallicity for each epoch with the metallicity increasing with time (closed-box approximation); (v) the average effect of dust can be approximated by a power-law within the ranges considered; (vi) the Copernican principle, that we are in no special place in the Universe, applies; (vii) the luminosity density uncertainties can be approximated as Gaussian.

We now turn to look at varying a couple of these assumptions, related to metallicity and dust, in Sections 4.1 and 4.2. In Section 4.3, we calculate the stellar mass, SFR and bolometric densities from our models and, in Section 4.4, we apply constraints using measurements of H$`\alpha `$ luminosity density.

### 4.1 Metallicity approximations

We have used the ‘closed-box’ approximation for the evolutionary synthesis in the above analysis. This is valid if the dominant star formation at each epoch is taking place in an average chemical environment at that epoch. This scenario could result from complete mixing between different environments. Hot, young stars have a higher metallicity on average than cool, old stars. Another commonly used assumption in evolutionary synthesis is the ‘constant-metallicity’ approximation. This scenario could result from no mixing between environments. The metallicity evolves independently and rapidly in each separate star-forming region with a characteristic or average metallicity representing all epochs (separate regions) of star formation.

Since the Universe has neither complete or no mixing, something between these two approximations might be expected.333We do not consider infall or outflow models which are often considered for individual galaxies. Examples of differences between these are shown in Figure 9. Though the effect on the broadband colors depends on the SFH and IMF, the general effect is to increase the UV and near-IR fluxes with respect to the visible fluxes for the constant-$`Z`$ approximation. This approximation leads to lower metallicities for young/hot stars and higher metallicities for old/cool stars compared to the closed-box evolution scenario (matching $`\overline{Z}`$ to constant $`Z`$).

Some results for the constant-metallicity approximation are shown in Figures 10 and 11 for the SBav data. If we chose solar metallicity then the results are similar to the closed-box approximation except $`\mathrm{\Gamma }`$ is in the range 1.05–1.45 (68% conf.) and $`\mathrm{\Gamma }<1.7`$ at 95% confidence. The latter confidence level holds for $`Z0.025`$.

Table 2 shows a comparison between different published IMFs with multiple power-law slopes. We use the constant-metallicity approximation for this comparison to avoid the additional complication introduced by metal production in a closed-box model. With this comparison, the Kroupa, Tout, & Gilmore (1993); Miller & Scalo (1979); Scalo (1986) IMFs are strongly rejected. This is consistent with their average slopes, over 1–10 M and 10–120 M, being $`\mathrm{\Gamma }1.7`$. Note that our modeling cannot strongly distinguish between different slope changes below 1 M.

### 4.2 Dust attenuation approximations

We have used a power law to describe average dust attenuation based on estimating the distributions of galaxy types at each wavelength (Sec. 3.4, $`A_v=0.2`$–0.55, $`n=0.8`$–1.2). Charlot & Fall (2000) showed that star-forming galaxies were consistent with a shallower or grayer slope of $`n=0.7`$. If we take the approximate distribution in the attenuation parameter measured by Charlot et al. (2002), $`A_v=0.8\pm 0.3`$, and we also take $`n=0.7\pm 0.1`$, both with normal distributions (cutoff $`>0`$), then the average effective parameters over many galaxies are equivalent to ($`A_v`$,$`n`$) $``$ (0.75,0.65). In other words, there is a slight reduction in the effective attenuation and a slight flattening of the curve because fluxes are averaged rather than magnitudes. The attenuation for these average parameters at 0.2 $`\mu `$m is 1.45 magnitudes, not far from the average attenuation estimated by Sullivan et al. (2000) of 1.3. Their attenuation corrections were based on Balmer line measurements with conversion to UV attenuation using the Calzetti (1997) law.

In Figure 12, we compare this star-forming galaxy attenuation law (0.75,0.65) with the average attenuation estimated in Section 3.4 (0.35,1.0) and a steeper MW extinction law ($`A_v=0.5`$, Pei, 1992). The best fit regions for these fixed attenuation laws lie primarily within the best fit region based on marginalizing over metallicity. Thus, our results are not strongly dependent on the assumptions about dust and we have chosen a fairly generous range of parameters for our principal fitting. Note that the grayer law of (0.75,0.65) produces an unrealistically high attenuation in the $`K`$-band of 0.3 magnitudes and the MW extinction law ($`n1.5`$ visible-to-near-IR) is naturally too steep because it is a foreground-screen law. In Section 4.3, we analyse the consequences of our dust model for IR luminosity density due to dust emission.

### 4.3 Stellar mass, SFR and bolometric densities

We can calculate some derived physical properties of the Universe (at $`z0.1`$). The mass density in stars, $`\mathrm{\Omega }_{\mathrm{stars}}`$, is in the range 1.1–2.0 $`\times 10^3`$ $`h^1`$, and; the SFR density, $`\rho _{\mathrm{SFR}}`$, is in the range 0.7–4.1 $`\times 10^2`$ $`h\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3`$. These ranges represent 95% confidence limits marginalized over IMF and cosmic SFH but restricted to near-solar metallicity models ($`\overline{Z}`$ or $`Z=0.015`$–0.025). However, the results depend strongly on the low-mass end of the stellar IMF which is not constrained by our analysis. As a test of the varying the low-mass end of the IMF, we also computed the ranges using the best-fitting IMFs and cosmic SFHs described in Table 2 (with $`<95`$% conf. of rejection). From these, $`\mathrm{\Omega }_{\mathrm{stars}}`$ is in the range 0.8–2.5 $`\times 10^3`$ $`h^1`$, and; $`\rho _{\mathrm{SFR}}`$ is in the range 1.1–4.3 $`\times 10^2`$ $`h\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3`$. The lower stellar mass densities are derived from IMFs with $`\mathrm{\Gamma }_{m<1}0.5`$ (Kennicutt, Salpeter mod. B, Scalo 1998) while the higher mass densities are derived from the Kroupa (2001) B IMF. The uncertainty in the current SFR density is not increased compared to the measurement based on the Equation 3 parameterization. The lowest SFR densities ($`<0.01`$) only occur in our models with $`\mathrm{\Gamma }1.1`$ and none of the published IMFs in the table have $`\mathrm{\Gamma }_{m>1}<1.2`$ which explains the lack of low SFR densities based on those IMFs.

These results are in good agreement with the results, based on the Kennicutt IMF, of Cole et al. and Baldry et al., and with the results, based on a modified Salpeter IMF, of Bell et al. (2003). They are generally not in agreement with results based on the Salpeter IMF extending down to 0.1 M because such an IMF produces a high mass density from low mass stars that have minimal impact on the luminosity densities. This type of universal IMF is ruled out by stellar counts in the MW (e.g. Scalo, 1986, 1998) and by analysis of the dynamics of spiral galaxies (e.g. Bell & de Jong, 2001).

The total, bolometric, attenuated, stellar, luminosity density (0.09–5 $`\mu `$m) is determined from the models to be in the range 1.2–1.7 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ (95% confidence). We can also estimate the total, bolometric, luminosity density ($``$5–1000 $`\mu `$m) due to dust absorbing and re-emitting stellar light. This depends critically on our dust model. From the best-fit models after marginalizing over dust-model parameters, the total is in the range 0.3–1.5 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ which corresponds to 20–50% of the unattenuated stellar light being absorbed. If we restrict our dust model to ($`A_v`$,$`n`$) = (0.35,1.0), the ranges are 0.55–0.95 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ and 30–40%.

From Saunders et al. (1990), the local, far-IR, 42–122 $`\mu `$m, luminosity density is in the range 0.17–0.26 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ ($`\pm 2\sigma `$ range). This is significantly lower than the energy predicted by our dust model. However, a correction to total dust emission needs to be applied. Using the infrared energy dust models of Dale & Helou (2002), corrections from the 42–122 band emission to the total dust emission range from 1.9 to 2.6. If we assume this represents the systematic uncertainty in the luminosity density correction, then the total bolometric dust emission is in the range 0.3–0.7 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ (scaling from the Saunders et al. result). Our fiducial dust model has a range in total bolometric emission that overlaps with this estimate.

This upper limit of 0.7 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ for the dust emission favors models with lower attenuation and/or lower luminosity densities around 0.2 $`\mu `$m. From our fitting, after marginalizing over dust-model parameters, we obtain $`A_{2000}1`$. This is marginally inconsistent with the Sullivan et al. (2000) estimate of the effective attenuation, 1.3, which is why we have not used the estimated total dust emission to constrain our dust model. This discrepancy could be resolved if the UV luminosity density and/or attenuation were overestimated,444However, recent analysis of the FOCA redshift survey with new redshifts and $`k`$-corrections gives a slightly more luminous 0.2 $`\mu `$m luminosity density by about 0.2 magnitudes (M. Sullivan 2003 private communication). and/or the total IR plus sub-mm flux was underestimated perhaps due to a population of galaxies with colder dust than those detected by 60 $`\mu `$m surveys. Note also that Buat & Burgarella (1998) found an average attenuation of 1.2 but this may not be inconsistent with our attenuation limit since it represents a limit on the luminosity-weighted average by flux. Future analyses could use IR and sub-mm luminosity density measurements to better constrain a dust model.

### 4.4 H$`\alpha `$ luminosity density

The H$`\alpha `$ nebular emission comes from reprocessed Lyman continuum photons. Therefore it provides a measure of the UV flux blueward of 0.1 $`\mu `$m. Here, we consider measurements of the attenuation-corrected H$`\alpha `$ luminosity density, relative to the $`{}_{}{}^{0.1}r`$ band, in comparison with model predictions. This emission-line attenuation is significantly higher than for the stellar light at the same wavelength (Calzetti, Kinney, & Storchi-Bergmann, 1994) but it can be estimated using the Balmer decrement (H$`\alpha `$/H$`\beta 2.85`$ for case B recombination, Hummer & Storey, 1987).

Three attenuation-corrected H$`\alpha `$ luminosity density measurements are summarized in Table 3. We do not quote error bars as the uncertainties are dominated by systematics. These include (i) subtraction of the stellar contamination which, in particular, affects the measurement of H$`\beta `$ and thus the estimate of the attenuation (Glazebrook et al. 2003 included this uncertainty which amounted to 0.1–0.15 in the $`\mathrm{log}`$ result), (ii) uncertainties in the attenuation curve (e.g. Caplan & Deharveng, 1986) which affect the conversion from a reddening measurement to absolute attenuation, and (iii) AGN contamination. Both the Gallego et al. (1995) and Tresse & Maddox (1998) results are based on obtaining the emission-line luminosity function from spectra. However, the selection criteria of the surveys are different, an emission-line objective-prism survey and $`I`$-band photometry, respectively. Glazebrook et al. (2003) took a different approach of summing SDSS spectra to form a cosmic optical spectrum before calculating the H$`\alpha `$ and H$`\beta `$ luminosity densities. We take the mean of these three results for our fitting:

$$\mathrm{log}(L_{H\alpha }/h\mathrm{W}\mathrm{Mpc}^3)=32.63\pm 0.20.$$
(6)
This is appropriate since the Tresse & Maddox and Glazebrook et al. results may be too high due to AGN contamination which are enhanced by aperture affects. The spectra taken through a fiber are normalized to a broadband filter and since AGN are centrally concentrated, any emission line luminosity due to them will be over enhanced. However, Glazebrook et al. did measure the weak OI 6300 Å line, suggesting that the AGN contribution was only a few percent at most. The Gallego et al. result is probably too low because of the small survey (i.e. large scale structure) and/or because it only includes EW$`>`$10 Å (H$`\alpha `$, emission positive) galaxies.

To compare this average measurement with model predictions, we use the output from PEGASE for the H$`\alpha `$ flux without dust attenuation.555Some fraction of Lyman continuum photons are assumed to be absorbed by dust rather than gas according to the prescriptions of Spitzer (1978), normalized so that 30% of the photons are absorbed by dust at solar metallicity (Fioc & Rocca-Volmerange, 1999). As with the earlier fitting, the synthetic spectra are normalized to the $`{}_{}{}^{0.1}r`$ band so we are really comparing the ratio of H$`\alpha `$ and $`{}_{}{}^{0.1}r`$ band fluxes between the models and the data. A correction is made for the fact that the measured $`{}_{}{}^{0.1}r`$ band flux includes dust attenuation because we are fitting to an attenuation-corrected H$`\alpha `$ measurement. We use the fiducial attenuation of $`A_v=0.35`$. In other words, unlike the earlier fitting we now normalize the synthetic spectra to an attenuation-corrected luminosity density in the $`{}_{}{}^{0.1}r`$ band.

Figure 13 shows the results from fitting to the average attenuation-corrected H$`\alpha `$ luminosity density. The degeneracy in $`\beta `$ versus $`\mathrm{\Gamma }`$ is similar to that for the broadband luminosity densities. In addition, the best-fit IMF slope, $`\mathrm{\Gamma }`$ in the range 0.9–1.5 (68% conf. assuming $`\alpha =0`$ and averaging over the metallicity approximations), is in good agreement with the those results.

## 5 Conclusions

In this paper, we present the results of fitting spectral synthesis models with varying IMFs to local luminosity densities.

* A good fit is obtained to the measurements of Sullivan et al. (2000), Blanton et al. (2003b) and Cole et al. (2001) $`K`$-band (compilation SBCK) with a best-fit metallicity of around solar. If we fit to the measurements of the first two papers and Huang et al. (2003) (compilation SBH), the best fit metallicity is greater than twice solar and the results are inconsistent with solar metallicity at the 99.7% confidence level.
* The data can be well fit by a universal IMF and, therefore, there is no need to invoke IMF variations. However, this provides only a weak constraint on the invariance of the IMF because of significant degeneracies associated with this type of modeling.
* The best-fit universal IMF slope marginalized over a significant range of cosmic SFH ($`0.5\beta 4.0`$, $`2\alpha 2`$) is $`\mathrm{\Gamma }=1.15\pm 0.2`$ based on an average between a closed-box approximation and a constant-metallicity approximation around solar (using compilation SBav). Our results are in good agreement with the Salpeter IMF slope.
* A strong upper limit of $`\mathrm{\Gamma }<1.7`$ is obtained with 99.7% or 95% confidence depending on the metallicity approximation. This rules out the Scalo (1986) IMF for a universal IMF since the mass fraction of stars above 10 M is similar to our parameterization with $`\mathrm{\Gamma }=1.8`$ (Fig. 1, see also Table 2). A similar conclusion was reached by Madau et al. (1998) from fitting to luminosity densities over a range of redshifts and by Kennicutt et al. (1994) from fitting to H$`\alpha `$ EW-color relations for galaxies. Madau et al. found a Salpeter IMF or an IMF with $`\mathrm{\Gamma }=1.7`$ provided adequate fits. Here, we find that the latter slope does not provide a good fit to luminosity densities. This is principally because we have used more accurate local luminosity density measurements. If we increase our $`1\sigma `$ uncertainties by 0.05 at all wavelengths then we obtain $`\mathrm{\Gamma }<1.7`$ with 80% confidence.
* The stellar mass density of the universe is in the range 1.1–2.0 $`\times 10^3`$ $`h^1`$ based on marginalizing over cosmic SFH and our parameterization of the IMF. The current SFR density is in the range 0.7–4.1 $`\times 10^2`$ $`h\mathrm{M}_{}\mathrm{yr}^1\mathrm{Mpc}^3`$. The total bolometric stellar emission (0.09–5 $`\mu `$m) is known more accurately, naturally because we observe light and not mass, and is in the range 1.2–1.7 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$ derived from the fitted PEGASE model spectra (the mass-to-light ratio is $`0.9`$–1.4 M/L). We find that our dust model can reproduce the estimated total dust emission (0.3–0.7 $`\times 10^{35}`$ $`h\mathrm{W}\mathrm{Mpc}^3`$, $``$5–1000 $`\mu `$m) scaled from the far-IR luminosity density (Saunders et al., 1990) if we have $`A_{2000}1`$ ($``$60%). Note that this represents a limit on the cosmic spectrum attenuation, i.e., a luminosity-weighted average by flux (not magnitudes).
* Fitting to the local H$`\alpha `$ luminosity density provides a similar result for the IMF slope ($`\mathrm{\Gamma }=1.2\pm 0.3`$). This provides some evidence that our upper mass cutoff of 120 M is a reasonable approximation because the sensitivity of the H$`\alpha `$ flux to massive stars is different to that of the mid-UV to optical fluxes. More accurate measurements could test this upper mass limit.
* The quantitative results on $`\mathrm{\Gamma }`$ rely on the accuracy of the population synthesis model (PEGASE). An alternative, qualitative result would be that there is consistency between the theory of evolutionary population synthesis (evolutionary tracks and stellar spectra) and the measurements of luminosity densities, cosmic SFH and an average MW IMF derived from stellar counts (e.g. $`\mathrm{\Gamma }1.3`$ from Kroupa, 2001).

Greater constraints can be placed on a universal IMF both by improved accuracy in local luminosity density measurements (in particular, $`z=0.1`$ to match the multi-wavelength SDSS MGS) and by improved accuracy of direct measures of cosmic SFH with redshift (in particular, $`z=0`$ to $`z1`$–2). For the direct tracing of cosmic SFH, it is important that the UV is measured at the same rest-frame wavelength in order to avoid IMF dependency. In other words, we need an IMF-independent cosmic SFH in order for the local luminosity densities to accurately constrain a universal IMF or the IMF-dependency should be quantified.

We thank the referee Eric Bell for constructive suggestions, and also Timothy Heckman, Benne Holwerda, Rosemary Wyse and Andrew Blain for helpful comments. We acknowledge generous funding from the David and Lucille Packard foundation.


text:
# An XMM-Newton Observation of IGR J16320-4751 = AX J1631.9-4752

## 1 Introduction

The International Gamma-Ray Laboratory (INTEGRAL) has been launched on October 17, 2002. Since then, the high sensitivity and position accuracy of the IBIS imager has allowed for detections and determinations of arcminute positions for faint hard X-ray sources (e.g. IGR J16318$``$4848, Courvoisier et al. 2003; IGR J16358$``$4726, Revnivtsev et al. 2003, in addition to IGR J16320$``$4751). It is interesting to note that these sources belong to a class of highly absorbed low luminosity X-ray sources, which renders their detection in the soft X-rays ($`10`$ keV) difficult. In fact, some of them were missed with the All Sky Monitors of past X-ray missions, especially those sensitive in the 1$``$10 keV spectral range. As a result, these sources have remained poorly studied until the advent of INTEGRAL, and there may be many more than previously realized. In that view the IBIS/ISGRI detector on board INTEGRAL appears perfectly suited since it works in a spectral range ($`15`$ keV) not affected by absorption. Once such a source is detected, given the good position accuracy of the IBIS/ISGRI detector, it is possible to use highly sensitive soft (1-10 keV) X-ray telescopes, such as XMM-Newton or CHANDRA, to 1) obtain a more precise position and allow for counterpart search, and 2) obtain a soft X-ray spectrum and try to identify the type of the source. Such studies should then allow for a better understanding of the nature of these highly absorbed sources and the physics underlying the emission/absorption processes (e.g. Revnivtsev et al. 2003b).
IGR J16320$``$4751 was detected on Feb. 1.4 UT (Tomsick et al. 2003a), as a hard X-ray source with the IBIS/ISGRI detector (Lebrun et al. 2001) on board INTEGRAL at R.A.J2000=16h32m.0, $`\delta _{J2000}`$=-4751 ($`\pm `$2), during an observation of the Galactic Black Hole Candidate (BHC) 4U 1630$``$47 (PI Tomsick). The source was observed to vary significantly in the 15$``$40 keV energy range on time-scale of $`1000`$ s, and was detected in some occasions above 60 keV (Tomsick et al. 2003a). This source has a position consistent with that of AX J1631.9-4752, which was observed with ASCA in 1994, and 1997. The ASCA spectrum was fitted with a powerlaw with a hard photon index (0.2 $`\pm 0.2`$, Sugizaki et al. 2001), which may suggest that the source belongs to the High Mass X-ray Binary (HMXB) class. Analysis of archival BeppoSAX-WFC data revealed that this source was persistent for at least 8 years (in’t Zand et al. 2003). Their $`228`$ keV spectral analysis shows a quite different result, since they obtain a soft photon index (2.5 $`\pm 0.3`$) for the powerlaw. This evolution and the persistence of the source may indicate the presence of an absorbed XRB. Two possible infrared counterparts have been identified (Tomsick et al, 2003b).
We report here the detailed spectral analysis of an XMM public Target of Opportunity (ToO) observation of IGR J16320$``$4751, and compare it to the former observations of the source. In Sec. 2 we provide details about the XMM observation and data reduction methods that were employed for the analysis. We describe the spectral analysis in Sec. 3, and present results on the time variability of the source in Sec. 4. The infrared counterparts will be discussed in Sec. 5, and the results of our analysis will be discussed in the last section of this paper.

## 2 XMM data reduction and analysis

IGR J16320$``$4751 was observed with XMM-Newton on March 4, during a public ToO pointing on the INTEGRAL position that started around 21 h UTC. The data were processed using the Science Analysis Software v.5.4.1. Images were then obtained both from the EPIC MOS (Turner et al. 2001) and EPIC PN (Strüder et al. 2001) cameras. The EPIC-PN was operating in imaging mode with large window and a medium filter, the EPIC MOS2 in imaging mode with a full window and a medium filter. The EPIC-MOS1 was operating in timing mode (medium filter). During the processing, the data were screened by rejecting periods of high background, and by filtering the bad pixels. Correction for vignetting (Lumb 2002) has not been applied, because the source is close to the center of the field of view ($`<2\mathrm{}`$). One source was detected by the MOS2 within the 1 arcmin INTEGRAL error circle. The source position (obtained following the procedures given in the Introduction to XMM-Newton Data Analysis111Snowden et al. http://xmm.vilspa.esa.es/external/
xmm\_sw\_cal/sas\_frame.shtml) is $`\alpha _{J2000}`$=16h 32m 01.9s and $`\delta _{J2000}`$=-47 52 29′′ ($`\pm `$4′′ at the 90$`\%`$ confidence level, Rodriguez et al. 2003). It should be noted that this position is also consistent with the ASCA (at 0.4 from the XMM position with an uncertainty of 1), and BeppoSAX (at 0.7 from the XMM position, uncertainty of 1.7) positions of AX J1631.9$``$4752.
Due to soft proton flares during this observation, the MOS2 data are not usable for spectral and timing analysis, and only $``$ 4.9 ks out of a total of 25 ks are exploitable for scientific (spectral and timing) studies with the PN camera. The spectrum and light curve for the source were extracted from a circular region centered on the source with a radius of 45′′ (which gives an encircled energy fraction of about 85 $`\%`$). The background spectrum and light curve were extracted from a source free region, with a radius of 2 arcmin. The response matrices were generated with the SAS package (arfgen, rmfgen). The spectrum was grouped with a minimum of 25 counts per channels and was fitted with the XSPEC v11.2 package.

## 3 Spectral studies

The PN spectrum was fitted with different models. In a first run, only single component models were tested. An absorbed powerlaw gives a good representation of the spectrum, with a reduced $`\chi ^2`$ of 0.81 (Rodriguez et al. 2003 & Fig. 1). An absorbed blackbody or disc blackbody give acceptable fits, with a reduced $`\chi ^2`$ of 0.81 (bbody) and 0.83 (diskbb), but the temperature returned from the fits (kT=2.1 keV for the bbody and 3.8 keV for the diskbb) is a bit higher (especially for the diskbb component) than what is observed in general for accreting compact objects, even during the high luminosity states where a thermal component contributes strongly to the spectrum (see Tanaka & Shibazaki 1996 for a review). Furthermore, the detection of the source at higher energies ($`15`$ keV, Tomsick et al. 2003a) indicates the need for an additional component to account for this hard part. A comptonized spectrum (comptt, Titarchuk 1994) gives a good representation of the spectrum, with a reduced $`\chi ^2`$ of 0.83. The spectral parameters are not well constrained, however, if they are all left free. Fixing the electron temperature to 10 keV (which is an reasonable value, Barret 2001), leads to a reduced $`\chi ^2`$ of 0.84, with spectral parameters compatible with what is commonly observed in accreting neutron stars (Table 1, & Barret 2001). Since both models are strongly correlated to NH, the 68$`\%`$ and 90$`\%`$ confidence intervals are shown on Fig. 2, for the photon index and the absorption column density.
We have re-analysed the publicly available ASCA data, and fitted the SIS and GIS energy spectra simultaneously in XSPEC, with a simple model of an absorbed powerlaw. Our best result gives an equivalent absorption column density of N$`{}_{\mathrm{H}}{}^{}=(9.2\pm 1.1)\times 10^{22}`$ cm-2, and a photon index of $`0.6\pm 0.2`$ (errors at 1$`\sigma `$), somewhat softer than that obtained by Sugizaki et al (2001). The error contour plot is shown on Fig. 2, allowing for a direct comparison with that of the XMM observation. The BeppoSAX spectrum was fitted with an absorbed powerlaw of photon index 2.5, and $`N_H=20\times 10^{22}`$ cm-2 (in’t Zand et al. 2003).

## 4 Timing behavior

The PN light curve is displayed in Fig. 3. The source shows variability on a time scale of $`50100`$ s. A slow decrease and a period of relatively quiet emission is first observed until $``$ 2000 s. Then, the source undergoes two flares: the first starts at 2000 s after time 0 (begining of the good time intervals), reaches its maximum about 300 s later. The flux increases by a factor of 2.3 in the mean time. This flare lasts for $`900`$ s. The second flare starts around 3050-3100 s, and reaches the maximum around 3450 s, the flux increases by a factor of $`3.3`$, during this time. A third flare may start around 4500 s, but our observation stops soon after, and does not allow us to follow it.
We produced light curves in two different energy bands (2$``$5 keV and 5$``$12 keV, Fig.3), and the hardness ratio between these two. The flare episodes occur in the two ranges in a similar manner (Fig. 3). With the time binning of 200s, the flux increases by a factor of $`4`$ between 2 and 5 keV, and $`3`$ between 5 and 12 keV during a time interval of 400 s (first flare), and by a factor of $`3`$ between 2 and 5 keV, and $`2`$ between 5 and 12 keV during 400 s (second flare)222Note that the differences of the variation rates compared to those of the total range light curve, are simply due to the different time binnings used for the light curves. This similarity indicates that the flares are related to broadband flux increase rather than variations of the absorption (since the hard band would be much less affected in this case). The hardness ratio does not show significant changes between the low flux periods and the flares. The same behavior is observed if the light curves are produced in other energy bands (e.g. 2$``$3 keV and 2$``$4 keV).
We searched for pulsations and quasi-periodic oscillations in the power spectra of the source. However, the low counting statistics and short exposure time does not enable us to obtain strong constraints. Indeed taking into account a net average counting rate of 0.22 cts/s for the source, and 0.16 cts/s for the background, during a 4.8 ks observation, leads to a 3$`\sigma `$ upper limit on the amplitude of a periodic signal between $`5`$ mHz and 10 Hz (where the power spectrum is dominated by Poissonian noise) of 12.25 $`\%`$. The 3$`\sigma `$ upper limit for QPOs is higher than this value in the given frequency range (due to the non-zero width of the QPO).

## 5 Infrared Counterpart

From the improved position obtained with XMM$``$Newton (Rodriguez et al. 2003), two candidate infrared counterparts have been identified (Tomsick et al. 2003b, Fig. 4). The first one is located at $`\alpha _{J2000}`$ = 16h 32m 01s.75, $`\delta _{J2000}`$ = -47 52 28′′.9 (1′′ uncertainty) with magnitudes333 the magnitudes come from the “2MASS All-Sky Point Source Catalog” http://www.ipac.caltech.edu/2mass/  $`K_s=10.99\pm 0.03`$, $`H=13.03\pm 0.04`$, $`J>14.08`$ (97 $`\%`$ confidence). The second source ($`K_s=10.82\pm 0.04`$, $`H=11.24\pm 0.03`$, $`J=12.13\pm 0.02`$) is on the southeast edge of the X-ray error circle. From the Palomar Observatory Sky Survey (POSS) epoch I and II, we can derive $`R>21`$ for the first source, and R=14.6 ($`\pm 0.3`$, 1$`\sigma `$ error POSS epoch I, period 1949-1965) and R=15.4 ($`\pm 0.3`$, $`1\sigma `$ error POSS epoch II, period 1985-2000), for the second one (note that the evidence for variability is only marginal).

To estimate the equivalent absorption column density along the line of sight we used a web-based tool that uses data from Dickey & Lockman (1990). For the position of IGR J16320$``$4751, the average value is $`2.1\times 10^{22}`$ cm-2. Then, assuming A$`{}_{\mathrm{V}}{}^{}=5.6\times 10^{22}\times `$NH (Predehl & Schmitt 1995), we derived A$`{}_{\mathrm{V}}{}^{}=11.7`$. With this value, we can calculate the dereddened fluxes in the three bands, and compare them to tabulated objects. The second source appears to be a star with a peak in the $`J`$ band. The colors $`(JH)=0.9`$ and $`(HK)=0.4`$ are typical for a M$``$type star with a temperature around 3000 K.
With this visual extinction, the first source, the faintest and most probable counterpart, presents some very interesting features. The dereddened flux increases toward radio wavelenghts (from $`J`$ to $`K`$ band) and the colors $`(JH)>3.1`$ and $`(HK)=2.0`$ suggest an infrared excess that is likely to be due to circumstellar matter (probably hot plasma or warm dust). However, the absorption column density along the line of sight may be different from this value. The NH returned from XMM spectral fits leads to an extinction of A$`{}_{\mathrm{V}}{}^{}=106`$, giving a dereddened $`K_s`$ magnitude close to 0 for both objects. In addition, some molecular clouds and inhomogeneities in the ISM can make the AV increase. If, for example, we take a value of AV=30 (i.e N$`{}_{\mathrm{H}}{}^{}=5\times 10^{22}`$ cm-2), the dereddened magnitudes would suggest a K-giant or supergiant, rendering the object more usual. Furthermore, the wavelength dependence of the interstellar extinction is poorly constrained when studying sources close to the Galactic ridge. We thus cannot exclude other types for the companion star. We remark for example that the color, and magnitude of the second candidate counterpart could indicate a high mass star (O or B spectral type).

## 6 Discussion

From their analysis of ASCA data, Sugizaki et al (2001) suggested that AX J1631.9$``$4752 was an HMXB with a pulsar, given the flat spectrum they obtained. Our best model, a powerlaw or a comptt spectrum, is also consistent with the source being a Galactic XRB. A comptonized spectrum would not be surprising for such an object, but alone it is not a sufficient argument since extragalactic sources have similar X-ray spectra. For a distance range of 5$``$15 kpc (the latter giving an upper limit on the distance for the object to be Galactic), the powerlaw model leads to unabsorbed 2$``$10 keV isotropic luminosities of $`0.5`$$``$$`4.5\times 10^{35}`$ erg/s, which may be compatible with the observe luminosity of either a neutron star or a black hole in a low hard state. The spectral parameters we obtain are also compatible with those commonly observed for this kind of objects (e.g. Tanaka & Shibazaki 1996). The persistence of the source over 8 years (in’t Zand et al. 2003), and the evolution of the spectral parameters resembles the spectral transitions seen in XRBs.
It is interesting to note the similarities of IGR J16320$``$4751 with the persistent X-ray source 1E 1743.1$``$2843 whose primary type is still a matter of debate. Both sources are persistent, heavily absorbed, and undergo XRB-like spectral transitions between hard states (Porquet et al. 2003), and softer ones (Cremonesi et al. 1999). Although for 1E 1743.1$``$2843 the neutron star hypothesis could not be ruled out, Porquet et al. (2003) have suggested that this object might be a black hole in a hard state. In the case of IGR J16320$``$4751, the BeppoSAX and XMM observations alone would rather indicate a persistent black hole undergoing spectral transitions between hard states and softer ones. However, the low value of the photon index during the ASCA observation, and its large variations between ASCA (Sugizaki et al 2001), BeppoSAX (in’t Zand et al 2003), and XMM (current study) observations are rather unusual for a black hole. On the other hand, such very hard photon indices and large variations (from 0 to 2.4) have already been observed in the neutron star system Sco X$``$1 (D’Amico et al 2001), but also in some other sources (Sugizaki et al. 2001). In addition, the powerlaw model gives extrapolated 1$``$20 keV luminosities (between 5$``$15 kpc), of 0.93$``$8.4 $`\times 10^{35}`$ erg/s, and extrapolated 20$``$200 keV luminosities of 0.23$``$2.1 $`\times 10^{36}`$ erg/s (the comptt model leads to slightly lower values). With these values, the source would lie in the neutron star box on Fig. 1 of Barret et al. (1996). The relatively good fit obtained with the comptt model is compatible with a Comptonization of soft photons on hot electrons surrounding the compact object. However, the lack of data above 12 keV, does not allow us to obtain a good constraint on the cut-off energy. The detection of hard emission with INTEGRAL (Tomsick et al. 2003a) appears in good agreement with a comptonized spectrum. The hard photon index obtained during the ASCA observation, however, is not easy to understand in the framework of thermal Comptonization.
The identification of the infrared counterpart remains difficult given the proximity of the two candidates. The faintest one (number 1 on Fig. 4), however, is more likely related to the X-ray source. This candidate could either favor a reprocessing of high energy photons by a cloud or some dust, or the emission from a supergiant or K-giant star depending on the visual extinction on the line of sight. Both hypothesis are in good agreement with the high absorption obtained from the X-ray spectrum, and the spectral parameters obtained from our fits, which are similar to those observed in the case of HMXB (e.g. GX 301$``$2, Saraswat et al. 1996, 4U1700$``$37, Boroson et al. 2003), although we do not detect lines in IGR J16320$``$4751 with a 3$`\sigma `$ upper limit on the equivalent width of a narrow 6.4 keV Iron (emission) line of 112 eV. The position of IGR J16320$``$4751 in the Galactic plane, and along a spiral arm (the Norma arm), a region of star formation, where a number of young (massive) stars can be found, appear in good agreement with the system being an HMXB. It is interesting to note the change of equivalent absorption density between the different observations, (from $``$9$`\times 10^{22}`$ cm-2 to $``$20$`\times 10^{22}`$ cm-2). This strongly favors an absorption intrinsic to the source, similar to what observed in heavily absorbed sources (e.g. Revnivtsev et al. 2003 and reference therein). In the case of a Galactic XRB, the absorption could be due to the accretion flow, and the changes could be associated with variations of the accretion rate.
Although the source appears more likely to be a Galactic XRB (given its similarities with known neutron stars or black holes XRB) we can not exclude totally an extragalactic source, e.g. an ULX seen through the Galactic plane. Assuming a typical luminosity of $`10^{40}`$ erg/s (Foschini et al 2002), the simple power law model would lead to a distance to the source of about 2.2 Mpc. Although compatible with an extragalactic origin, this hypothesis appears not to be favored given such a short distance. Longer X-ray observations and more multiwavelength studies (e.g. infrared spectra), should allow for more precise answers to all the above mentioned points. Note that a better X-ray position would be useful to select a unique IR counterpart, allowing for a better understanding of the nature of the source.

###### Acknowledgements.

J.R. thanks D. Barret, S. Chaty, Y. Fuchs, A. Paizis, and M. Revnivtsev, for useful discussions and careful reading of the manuscript. The authors thanks the anonymous referee for useful comments which allowed to improve the quality of the paper. J.R. acknowledges financial support from the French spatial agency (CNES). J.A.T. acknowledges partial support from NASA grant NAG5-12703. This work is based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA Member States and the USA (NASA). This publication makes use of data products from the Two Micron All Sky Survey, which is a joint project of the University of Massachusetts and the Infrared Processing and Analysis Center/California Institute of Technology, funded by the NASA and the National Science Foundation. This reasearch has made use of The Digitized Sky Surveys that were produced at the Space Telescope Science Institute under U.S. Government grant NAG W-2166.


text:
# Simultaneous Avoidance of Large Squares and Fractional Powers in Infinite Binary Words

## 1 Introduction

A square is a nonempty word of the form $`yy`$, as in the English word murmur. It is easy to see that every word of length $`4`$ constructed from the symbols $`0`$ and $`1`$ contains a square, so it is impossible to avoid squares in infinite binary words. However, in 1974, Entringer, Jackson, and Schatz  proved the surprising fact that there exists an infinite binary word containing no squares $`yy`$ with $`|y|3`$. Further, the bound $`3`$ is best possible.

A cube is a nonempty word of the form $`xxx`$, as in the English sort-of-word shshsh. An overlap is a word of the form $`axaxa`$, where $`a`$ is a single letter and $`x`$ is a (possibly empty) word, as in the French word entente. Dekking  showed that there exists an infinite binary word that contains neither squares $`yy`$ with $`|y|4`$ nor cubes $`xxx`$. Furthermore, the bound $`4`$ is best possible. He also proved that every overlap-free word contains arbitrarily large squares.

These two results suggest the following natural question: for each length $`l1`$, determine the fractional exponent $`p`$ (if it exists) such that

* there is no infinite binary word simultaneously avoiding squares $`yy`$ with $`|y|l`$ and fractional powers $`x^e`$ with $`ep`$;
* there is an infinite binary word simultaneously avoiding squares $`yy`$ with $`|y|l`$ and fractional powers $`x^e`$ with $`e>p`$?

Here we say a word $`w`$ is an $`e`$’th power ($`e`$ rational) if there exist words $`y,y^{}\mathrm{\Sigma }^{}`$ such that $`w=y^ny^{}`$, and $`y^{}`$ is a prefix of $`y`$ with $`n+|y^{}|/|y|=e`$. For example, the English word abracadabra is an $`\frac{11}{7}`$-power. We say a word avoids $`p`$ powers if it contains no subword of the form $`y^e`$ with $`ep`$. We say a word avoids $`p^+`$ powers if it contains no subword of the form $`y^e`$ with $`e>p`$.

In this paper we completely resolve this question. It turns out there is a rather subtle hierarchy depending on $`l`$. The results are summarized in Table 1.

More precisely, we have

###### Theorem 1

There are no infinite binary words that avoid all squares $`yy`$ with $`|y|2`$.

There are no infinite binary words that simultaneously avoid all squares $`yy`$ with $`|y|3`$ and cubes $`xxx`$.

There is an infinite binary word that simultaneously avoids all squares $`yy`$ with $`|y|3`$ and $`3^+`$ powers.

There is an infinite binary word that simultaneously avoids all squares $`yy`$ with $`|y|4`$ and $`\frac{5}{2}^+`$ powers.

There are no infinite binary words that simultaneously avoid all squares $`yy`$ with $`|y|6`$ and $`\frac{5}{2}`$ powers.

There is an infinite binary word that simultaneously avoids all squares $`yy`$ with $`|y|7`$ and $`\frac{7}{3}^+`$ powers.

For all $`t1`$, there are no infinite binary words that simultaneously avoid all squares $`yy`$ with $`|y|t`$ and $`\frac{7}{3}`$ powers.

The result (a) is originally due to Entringer, Jackson, and Schatz . The result (b) is due to Dekking . The result (g) appears in a recent paper of the author and J. Karhumäki . We mention them for completeness. The remaining results are new.

## 2 Proofs of the negative results

We say a word avoids $`(l,p)`$ if it simultaneously avoids squares $`yy`$ with $`|y|l`$ and $`p`$ powers.

The negative results (a), (b), and (e) can be proved purely mechanically. The idea is as follows. Given $`l`$ and $`p`$, we can create a tree $`T=T(l,p)`$ of all binary words avoiding $`(l,p)`$ as follows: the root of $`T`$ is labeled $`ϵ`$. If a node is labeled $`w`$ and avoids $`(l,p)`$, then it is an internal node with two children, where the left child is labeled $`w0`$ and the right child is labeled $`w1`$. If it does not avoid $`(l,p)`$, then it is an external node (or “leaf”).

It is now easy to see that no infinite word avoiding $`(l,p)`$ exists if and only if $`T(l,p)`$ is finite. In this case, a breadth-first search will suffice to resolve the question. Furthermore, certain parameters of $`T(l,p)`$ correspond to information about the finite words avoiding $`(l,p)`$:

* the number of leaves $`n`$ is one more than the number of internal nodes, and so $`n1`$ represents the total number of finite words avoiding $`(l,p)`$;
* if the height of the tree (i.e., the length of the longest path from the root to a leaf) is $`h`$, then $`h`$ is the smallest integer such that there are no words of length $`h`$ avoiding $`(l,p)`$;
* the internal nodes at depth $`h1`$ gives the all words of maximal length avoiding $`(l,p)`$.

The following table lists $`(l,p,n,h,t,S)`$, where

* $`l=|y|`$, where one is trying avoiding $`yy`$;
* $`p`$, the fractional exponent one is trying to avoid;
* $`n`$, the number of leaves of $`T(l,p)`$;
* $`h`$, the height of the tree $`T(l,p)`$.
* $`t`$, the number of internal nodes at depth $`h1`$ in the tree.
* $`S`$, the set of labels of the internal nodes at depth $`h1`$ that start with $`0`$. (The other words can be obtained simply by interchanging $`0`$ and $`1`$.)

For completeness, we give the results for the optimal exponents for $`2l7`$. As mentioned above, the case $`l=2`$ is due to Entringer, Jackson, and Schatz  and the case $`l=3`$ is due to Dekking .

## 3 Proof of (c)

In this section we prove that there is an infinite binary word that simultaneously avoids $`yy`$ with $`|y|3`$ and $`3^+`$ powers.

We introduce the following notation for alphabets: $`\mathrm{\Sigma }_k:=\{0,1,\mathrm{},k1\}`$.

Let the morphism $`f:\mathrm{\Sigma }_3^{}\mathrm{\Sigma }_2^{}`$ be defined as follows.

$`0`$ $``$ $`0010111010`$
$`1`$ $``$ $`0010101110`$
$`2`$ $``$ $`0011101010`$
We will prove

###### Theorem 2

If $`w`$ is any squarefree word over $`\mathrm{\Sigma }_3`$, then $`f(w)`$ avoids $`yy`$ with $`|y|3`$ and $`3^+`$ powers.

Proof.  We argue by contradiction. Let $`w=a_1a_2\mathrm{}a_n`$ be a squarefree string such that $`f(w)`$ contains a square $`yy`$ with $`|y|3`$, i.e., $`f(w)=xyyz`$ for some $`x,z\mathrm{\Sigma }_2^{}`$, $`y\{\mathrm{\Sigma }_2^3`$. Without loss of generality, assume that $`w`$ is a shortest such string, so that $`0|x|,|z|<20`$.

Case 1: $`|y|20`$. In this case we can take $`|w|5`$. To verify that $`f(w)`$ has no squares $`yy`$ with $`|y|3`$, it therefore suffices to check each of the 30 possible words $`w\mathrm{\Sigma }_2^5`$.

Case 2: $`|y|>20`$. First, we establish the following result.

###### Lemma 3

* (inclusion property) Suppose $`f(ab)=tf(c)u`$ for some letters $`a,b,c\mathrm{\Sigma }_2`$ and strings $`t,u\mathrm{\Sigma }_2^{}`$. Then this inclusion is trivial (that is, $`t=ϵ`$ or $`u=ϵ`$).
* (interchange property) Suppose there exist letters $`a,b,c`$ and strings $`s,t,u,v`$ such that $`f(a)=st`$, $`f(b)=uv`$, and $`f(c)=sv`$. Then either $`a=c`$ or $`b=c`$.

Proof.

* A short computation verifies there are no $`a,b,c`$ for which the equality $`f(ab)=tf(c)u`$ holds nontrivially.
* This can also be verified with a short computation. If $`|s|6`$, then no two distinct letters share a prefix of length $`6`$. If $`|s|5`$, then $`|t|5`$, and no two distinct letters share a suffix of length $`5`$.

Once Lemma 3 is established, the rest of the argument is fairly standard. It can be found, for example, in , but for completeness we repeat it here.

For $`i=1,2,\mathrm{},n`$ define $`A_i=f(a_i)`$. Then if $`f(w)=xyyz`$, we can write

$$f(w)=A_1A_2\mathrm{}A_n=A_1^{}A_1^{\prime \prime }A_2\mathrm{}A_{j1}A_j^{}A_j^{\prime \prime }A_{j+1}\mathrm{}A_{n1}A_n^{}A_n^{\prime \prime }$$

where

$`A_1`$ $`=`$ $`A_1^{}A_1^{\prime \prime }`$
$`A_j`$ $`=`$ $`A_j^{}A_j^{\prime \prime }`$
$`A_n`$ $`=`$ $`A_n^{}A_n^{\prime \prime }`$
$`x`$ $`=`$ $`A_1^{}`$
$`y`$ $`=`$ $`A_1^{\prime \prime }A_2\mathrm{}A_{j1}A_j^{}=A_j^{\prime \prime }A_{j+1}\mathrm{}A_{n1}A_n^{}`$
$`z`$ $`=`$ $`A_n^{\prime \prime },`$
where $`|A_1^{\prime \prime }|,|A_j^{\prime \prime }|>0`$. See Figure 3.

If $`|A_1^{\prime \prime }|>|A_j^{\prime \prime }|`$, then $`A_{j+1}=f(a_{j+1})`$ is a subword of $`A_1^{\prime \prime }A_2`$, hence a subword of $`A_1A_2=f(a_1a_2)`$. Thus we can write $`A_{j+2}=A_{j+2}^{}A_{j+2}^{\prime \prime }`$ with

$$A_1^{\prime \prime }A_2=A_j^{\prime \prime }A_{j+1}A_{j+2}^{}.$$

See Figure 4.

But then, by Lemma 3 (a), either $`|A_j^{\prime \prime }|=0`$, or $`|A_1^{\prime \prime }|=|A_j^{\prime \prime }|`$, or $`A_{j+2}^{}`$ is a not a prefix of any $`f(d)`$. All three conclusions are impossible.

If $`|A_1^{\prime \prime }|<|A_j^{\prime \prime }|`$, then $`A_2=f(a_2)`$ is a subword of $`A_j^{\prime \prime }A_{j+1}`$, hence a subword of $`A_jA_{j+1}=f(a_ja_{j+1})`$. Thus we can write $`A_3=A_3^{}A_3^{\prime \prime }`$ with

$$A_1^{\prime \prime }A_2A_3^{}=A_j^{\prime \prime }A_{j+1}.$$

See Figure 5.

By Lemma 3 (a), either $`|A_1^{\prime \prime }|=0`$ or $`|A_1^{\prime \prime }|=|A_j^{\prime \prime }|`$ or $`A_3^{}`$ is not a prefix of any $`f(d)`$. Again, all three conclusions are impossible.

Therefore $`|A_1^{\prime \prime }|=|A_j^{\prime \prime }|`$. Hence $`A_1^{\prime \prime }=A_j^{\prime \prime }`$, $`A_2=A_{j+1}`$, $`\mathrm{}`$, $`A_{j1}=A_{n1}`$, and $`A_j^{}=A_n^{}`$. Since $`h`$ is injective, we have $`a_2=a_{j+1},\mathrm{},a_{j1}=a_{n1}`$. It also follows that $`|y|`$ is divisible by $`10`$ and $`A_j=A_j^{}A_j^{\prime \prime }=A_n^{}A_1^{\prime \prime }`$. But by Lemma 3 (b), either (1) $`a_j=a_n`$ or (2) $`a_j=a_1`$. In the first case, $`a_2\mathrm{}a_{j1}a_j=a_{j+1}\mathrm{}a_{n1}a_n`$, so $`w`$ contains the square $`(a_2\mathrm{}a_{j1}a_j)^2`$, a contradiction. In the second case, $`a_1\mathrm{}a_{j1}=a_ja_{j+1}\mathrm{}a_{n1}`$, so $`w`$ contains the square $`(a_1\mathrm{}a_{j1})^2`$, a contradiction.

It now follows that if $`w`$ is squarefree then $`f(w)`$ avoids squares $`yy`$ with $`|y|3`$.

It remains to see that $`f(w)`$ avoids $`3^+`$ powers. If $`f(w)`$ contained $`x^e`$ for some fractional exponent $`e>3`$, then it would contain $`x^2`$, so from above we have $`|x|2`$. Thus it suffices to show that $`f(w)`$ avoids the words $`0000,1111,0101010,1010101`$. This can be done by a short computation.

###### Corollary 4

There is an infinite binary word avoiding squares $`yy`$ with $`|y|3`$ and $`3^+`$ powers.

Proof.  As is very well-known, there are infinite squarefree words over $`\mathrm{\Sigma }_3`$ . Take any such word $`𝐰`$ (for example, the fixed point of the morphism $`2210`$, $`120`$, $`01`$), and apply the map $`f`$. The resulting word $`f(𝐰)`$ avoids $`(3,3^+)`$.

It may be of some interest to explain how the morphism $`f`$ was discovered. We iteratively generated all words of length $`1,2,3,\mathrm{}`$ (up to some bound) that avoid $`(3,3^+)`$. We then guessed such words were the image of a $`k`$-uniform morphism applied to a squarefree word over $`\mathrm{\Sigma }_3`$. For values of $`k=2,3,\mathrm{}`$, we broke up each word into contiguous blocks of size $`k`$, and discarded any word for which there were more than $`3`$ blocks. For certain values of $`k`$, this procedure eventually resulted in $`0`$ words fitting the criteria. At this point we knew a $`k`$-uniform morphism cannot work, so we increased $`k`$ and started over. Eventually a $`k`$ was found for which the number of such words appeared to increase without bound. We then examined the possible sets of $`3`$ $`k`$-blocks to see if any satisfied the requirements of Lemma 3. This gave our candidate morphism $`f`$.

###### Theorem 5

Let $`A_n`$ denote the number of binary words of length $`n`$ avoiding $`yy`$ with $`|y|3`$ and $`3^+`$ powers. Then $`A_n=\mathrm{\Omega }(1.01^n)`$ and $`A_n=O(1.49^n)`$.

Proof.  Grimm  has shown there are $`\mathrm{\Omega }(\lambda ^n)`$ squarefree words over $`\mathrm{\Sigma }_3`$, where $`\lambda =1.109999`$. Since the map $`f`$ is $`10`$-uniform, it follows that $`A_n=\mathrm{\Omega }(\lambda ^{n/10})=\mathrm{\Omega }(1.01^n)`$.

For the upper bound, we reason as follows. The set of binary words of length $`n`$ avoiding $`yy`$ with $`|y|3`$ and $`3^+`$ powers is a subset of the set of binary words avoiding $`0000`$ and $`1111`$. The number $`A_n^{}`$ of words avoiding $`0000`$ and $`1111`$ satisfies the linear recurrence $`A_n^{}=A_{n1}^{}+A_{n2}^{}+A_{n3}^{}`$ for $`n4`$. It follows that $`A_n^{}=O(\alpha ^n)`$, where $`\alpha `$ is the largest zero of $`x^3x^2x1`$, the characteristic polynomial of the recurrence. Here $`\alpha <1.84`$, so $`A_n=O(1.84^n)`$.

This reasoning can be extended using a symbolic algebra package such as Maple. Noonan and Zeilberger  have written a Maple package DAVID\_IAN that allows one to specify a list $`L`$ of forbidden words, and computes the generating function enumerating words avoiding members of $`L`$. We used this package for a list $`L`$ of $`62`$ words of length $`12`$:

$$0000,1111,\mathrm{},111010111010$$

obtaining a characteristic polynomial of degree $`67`$ with dominant zero $`1.4895`$.

## 4 Proof of (e)

In this section we prove that there is an infinite binary word that simultaneously avoids $`yy`$ with $`|y|4`$ and $`\frac{5}{2}^+`$ powers.

Let $`g_1:\mathrm{\Sigma }_8^{}\mathrm{\Sigma }_2^{}`$ be defined as follows.

$`0`$ $``$ $`0011010010110`$
$`1`$ $``$ $`0011010110010`$
$`2`$ $``$ $`0011011001011`$
$`3`$ $``$ $`0100110110010`$
$`4`$ $``$ $`0110100101100`$
$`5`$ $``$ $`1001101011001`$
$`6`$ $``$ $`1001101100101`$
$`7`$ $``$ $`1010011011001`$
Let $`g_2:\mathrm{\Sigma }_4^{}\mathrm{\Sigma }_8^{}`$ be defined as follows.

$`0`$ $``$ $`03523503523453461467`$
$`1`$ $``$ $`03523503523453467167`$
$`2`$ $``$ $`16703523503523461467`$
$`3`$ $``$ $`03523503523461467167`$
Let $`g_3:\mathrm{\Sigma }_3^{}\mathrm{\Sigma }_4^{}`$ be defined as follows.

$`0`$ $``$ $`010203`$
$`1`$ $``$ $`010313`$
$`2`$ $``$ $`021013`$
Finally, define $`g:\mathrm{\Sigma }_3^{}\mathrm{\Sigma }_2^{}`$ by $`g=g_1g_2g_3`$. Note that $`g`$ is $`1560`$-uniform.

We will prove

###### Theorem 6

If $`w`$ is any squarefree word over $`\mathrm{\Sigma }_3`$, then $`g(w)`$ avoids $`yy`$ with $`|y|4`$ and $`\frac{5}{2}^+`$ powers.

Proof.  The proof is very similar to the proof of Theorem 2, and we indicate only what must be changed.

First, it can be checked that Lemma 3 also holds for the morphism $`g`$.

As before, we break the proof up into two parts: the case where $`g(w)=xyyz`$ for some $`y`$ with $`4|y|21560`$, and the case where $`g(w)=xyyz`$ for some $`y`$ with $`|y|21560`$. The former can be checked by examining the image of the 30 squarefree words in $`\mathrm{\Sigma }_3^5`$ under $`g`$. The latter is handled as we did in the proof of Theorem 2. We checked these conditions with programs written in Pascal; these are available from the author on request.

###### Corollary 7

There is an infinite binary word avoiding squares $`yy`$ with $`|y|4`$ and $`\frac{5}{2}^+`$ powers.

It may be of some interest to explain how the morphisms $`g_1`$, $`g_2`$, $`g_3`$, were discovered.

We used a procedure analogous to that described above in Section 3. However, since it was not feasible to generate all words avoiding $`(4,\frac{5}{2}^+)`$ and having at most $`3`$ contiguous blocks of length $`1560`$, we increased the alphabet size and and tried various $`k`$-blocks until we found a combination of alphabet size and block size for which the number of words appeared to increase without bound. We then obtained a number of possible candidates for blocks.

Next, we determined the necessary avoidance properties of the blocks given by images of letters under $`g_1`$. For example, $`g_1(0)`$ cannot be followed by $`g_1(1)`$, because this results in the subword $`000`$, which is a 3rd power (and $`3>2.5`$). The blocks that must be avoided include all words with squares, and

$$01,02,04,05,06,07,10,12,13,17,20,21,24,25,26,27,30,31,32,36,37,40,41,42,43,47,$$

$$51,54,56,57,60,62,63,64,65,72,73,74,75,76,034,145,153,161,353,450,452,535,615,616,$$

$$714,715,2346703,5234670,5234671,53467035,6703523461,2346146703503,5234614670350$$

This list was computed purely mechanically, and it is certainly possible that this list is not exhaustive.

We now iterated our guessing procedure, looking for a candidate uniform morphism that creates squarefree words avoiding the patterns in the list above. This resulted in the $`20`$-uniform morphism $`g_2`$.

We then computed the blocks that must be avoided for $`g_2`$. This was done purely mechanically. Our procedure suggested that arbitrarily large blocks must be avoided, but luckily they (apparently) had a simple finite description: namely, we must avoid $`12`$, $`23`$, $`32`$, and blocks of the form $`2x0x1`$ and $`3x1x0`$ for all nonempty words $`x`$, in addition to words with squares.

We then iterated our guessing procedure one more time, looking for a candidate uniform morphism that avoids these patterns. This gave us the morphism $`g_3`$.

Of course, once the morphism $`g=g_1g_2g_3`$ is discovered, we need not rely on the list of avoidable blocks; we can take the morphism as given and simply verify the properties of inclusion and interchange as in Lemma 3.

###### Theorem 8

Let $`B_n`$ denote the number of binary words of length $`n`$ avoiding $`yy`$ with $`|y|4`$ and $`\frac{5}{2}^+`$ powers. Then $`B_n=\mathrm{\Omega }(1.000066^n)`$ and $`B_n=O(1.122^n)`$.

Proof.  The proof is analogous to that of Theorem 5. We use the fact that $`g`$ is $`1560`$-uniform, which, combined with the result of Grimm , gives the bound $`1.109999^{1/1560}1.000066899`$.

For the upper bound, we again use the Noonan-Zeilberger Maple package. We used the $`54`$ patterns corresponding to words of length $`20`$. This gave us a polynomial of degree $`27`$ with dominant zero $`1.12123967`$.

## 5 Proof of (f)

In this section we prove that there is an infinite binary word that simultaneously avoids $`yy`$ with $`|y|7`$ and $`\frac{7}{3}^+`$ powers.

Let $`h_1:\mathrm{\Sigma }_5^{}\mathrm{\Sigma }_2^{}`$ be defined as follows.

$`0`$ $``$ $`00110100101100`$
$`1`$ $``$ $`00110100110010`$
$`2`$ $``$ $`01001100101100`$
$`3`$ $``$ $`10011011001011`$
$`4`$ $``$ $`11010011011001`$
Let $`h_2:\mathrm{\Sigma }_3^{}\mathrm{\Sigma }_5^{}`$ be defined as follows.

$`0`$ $``$ $`032303241403240314`$
$`1`$ $``$ $`032314041403240314`$
$`2`$ $``$ $`032414032303240314`$
Finally, define $`h:\mathrm{\Sigma }_3^{}\mathrm{\Sigma }_2^{}`$ by $`h=h_1h_2`$. Note that $`h`$ is $`252`$-uniform.

We will prove

###### Theorem 9

If $`w`$ is any squarefree word over $`\mathrm{\Sigma }_3`$, then $`h(w)`$ avoids $`yy`$ with $`|y|7`$ and $`\frac{7}{3}^+`$ powers.

Proof.  Again, the proof is quite similar to that of Theorem 2. We leave it to the reader to verify that the inclusion and interchange properties hold for $`h`$, and that the image of all the squarefree words of length $`5`$ are free of squares $`yy`$ with $`|y|<7`$ and $`\frac{7}{3}^+`$ powers.

###### Corollary 10

There is an infinite binary word avoiding squares $`yy`$ with $`|y|7`$ and $`\frac{7}{3}^+`$ powers.

The morphisms $`h_1,h_2`$ were discovered using the heuristic procedure mentioned in Section 3. The avoiding blocks for $`h_1`$ were heuristically discovered to include

$$01,02,10,12,13,20,21,34,42,43,304,23031,24041,231403141,232403241$$

as well as blocks containing any squares. Then $`h_2`$ was constructed to avoid these blocks.

###### Theorem 11

Let $`C_n`$ denote the number of binary words of length $`n`$ avoiding $`yy`$ with $`|y|7`$ and $`\frac{7}{3}^+`$ powers. Then $`C_n=\mathrm{\Omega }(1.0004^n)`$ and $`C_n=O(1.162^n)`$.

Proof.  The proof is very similar to that of Theorems 5 and 8.

For the lower bound, note that $`h`$ is $`252`$-uniform. This, combined with the bound of Grimm , gives a lower bound of $`\mathrm{\Omega }(\lambda ^n)`$ for all $`\lambda <1.109999^{1/252}1.0004142`$.

For the upper bound, we again used the Noonan-Zeilberger Maple package. We avoided $`58`$ words of length $`20`$. This resulted in a polynomial of degree $`26`$, with dominant zero $`1.1615225`$.

## 6 Enumeration results

In this section we provide a table of the first values of the sequences $`A_n`$, $`B_n`$, and $`C_n`$, defined in Sections 3, 4, and 5, for $`1n25`$.

## 7 Acknowledgments

I would like to thank Jean-Paul Allouche and Matthew Nichols for having suggested the problem, and Narad Rampersad for independently verifying the properties of the morphism $`g`$.