Multi-wavelength observations of the 2002 outburst of GX 339-4: two patterns of X-ray-optical/near-infrared behavior

(Abridged) We report on RXTE and optical/near-infrared (nIR) observations of the black hole transient GX 339-4, made over a time span of 8 months in 2002 and covering the initial rise and transition from a hard to a soft spectral state. Two patterns of correlated X-ray-optical/nIR behavior were found. During the hard state the optical/nIR and X-ray fluxes correlated well, with a nIR vs. X-ray flux relation similar to the relation between X-ray and radio fluxes found in previous studies of GX 339-4 and other black hole binaries. As GX 339-4 went through an intermediate state the optical/nIR fluxes decreased rapidly and once it had entered the spectrally soft state, the optical/nIR spectrum was much bluer and the ratio of X-ray to nIR flux was higher by a factor of more than 10 compared to the hard state. In the spectrally soft state nIR-changes preceded those in the X-rays by more than 2 weeks, indicating a disk origin of the nIR. We present SEDs, including radio data, and discuss possible sources for the optical/nIR emission. We conclude that in the hard state this emission probably originates in the optically thin part of a jet and that in none of the X-ray states X-ray reprocessing is the dominant source of optical/nIR emission. Finally, comparing the light curves from the ASM and PCA instruments, we find that the X-ray/nIR delay depends critically on the sensitivity of the X-ray detector, with the delay inferred from the PCA (if present at all) being a factor of 3-6 times shorter than the delay inferred from the ASM; this may be important in interpreting previously reported X-ray-optical/nIR lags.