New observations by Atacama Large Millimeter Array (ALMA) Observatory in Chile revealed the glow coming from cold dust in a region between one to four times as far from Proxima Centauri as the Earth is from the Sun.
The data also hints at the presence of an even cooler outer dust belt and may indicate the presence of a system of planets.
These structures are similar to the much larger belts in the solar system and are also expected to be made from particles of rock and ice that failed to form planets.
It is orbited by the Earth-sized temperate world Proxima b, discovered in 2016 and the closest exoplanet to the solar system. However, there is more to this system than just a single planet.
The new ALMA observations reveal emission from clouds of cold cosmic dust surrounding the star.
"The dust around Proxima is important because, following the discovery of the terrestrial planet Proxima b, it's the first indication of the presence of an elaborate planetary system, and not just a single planet, around the star closest to our Sun," said Guillem Anglada, from the Instituto de Astrofisica de Andaluc'a (CSIC) in Spain.
Dust appears to lie in a belt that extends a few hundred million kilometres from Proxima Centauri and has a total mass of about one hundredth of the Earth's mass.
This belt is estimated to have a temperature of about minus 230 degrees Celsius, as cold as that of the Kuiper Belt in the outer solar system.
If confirmed, the nature of an outer belt is intriguing, given its very cold environment far from a star that is cooler and fainter than the Sun.
Both belts are much further from Proxima Centauri than the planet Proxima b, which orbits at just four million kilometres from its parent star.
"This result suggests that Proxima Centauri may have a multiple planet system with a rich history of interactions that resulted in the formation of a dust belt," said Anglada, lead author of the study published in the Astrophysical Journal Letters.
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