  We report timing analysis of near-infrared (NIR), X-ray, and sub-millimeter
(submm) data during a three-day coordinated campaign observing Sagittarius A*.
Data were collected at 4.5 micron with the Spitzer Space Telescope, 2-8 keV
with the Chandra X-ray Observatory, 3-70 keV with NuSTAR, 340 GHz with ALMA,
and at 2.2 micron with the GRAVITY instrument on the Very Large Telescope
Interferometer. Two dates show moderate variability with no significant lags
between the submm and the infrared at 99% confidence. July 18 captured a
moderately bright NIR flare (F_K ~ 15 mJy) simultaneous with an X-ray flare (F
~ 0.1 cts/s) that most likely preceded bright submm flux (F ~ 5.5 Jy) by about
+34 (+14 -33) minutes at 99% confidence. The uncertainty in this lag is
dominated by the fact that we did not observe the peak of the submm emission. A
synchrotron source cooled through adiabatic expansion can describe a rise in
the submm once the synchrotron-self-Compton NIR and X-ray peaks have faded.
This model predicts high GHz and THz fluxes at the time of the NIR/X-ray peak
and electron densities well above those implied from average accretion rates
for Sgr A*. However, the higher electron density postulated in this scenario
would be in agreement with the idea that 2019 was an extraordinary epoch with a
heightened accretion rate. Since the NIR and X-ray peaks can also be fit by a
non-thermal synchrotron source with lower electron densities, we cannot rule
out an unrelated chance coincidence of this bright submm flare with the
NIR/X-ray emission.
