text:
# The Structure and Emission of the Accretion Shock in T Tauri Stars II: the Ultraviolet Continuum Emission

## 1 Introduction

More than twenty five years ago Lynden-Bell & Pringle (1974) pointed out the importance of an accretion disk as the source of excess emission of T Tauri stars (TTS): infrared emission from the outer disk, and ultraviolet emission from the boundary layer where disk material in Keplerian rotation settles down on the slowly rotating stellar surface. When the existence of circumstellar disks around pre-main sequence stars became observationally established, mainly from infrared observations by IRAS, attempts were made to model the excess emission that veils the absorption lines at optical and ultraviolet (UV) wavelengths by means of emission from boundary layer regions (Kenyon & Hartmann 1987; Bertout et al. 1988; Basri & Bertout 1989).

In the last few years a different picture for loading the disk material onto the surface of the star has developed. In this scenario, the accretion disk is disrupted at a few stellar radii by the stellar magnetic field, and the material falls along the field lines at nearly free-fall velocity. The evidence for magnetospheric accretion is based mainly on three observational properties: (1) the broad emission lines, often with redshifted absorption components, are consistent with emission from infalling gas channeled by the magnetosphere (Calvet & Hartmann 1992; Hartmann, Hewett, & Calvet 1994; Muzerolle, Calvet & Hartmann 1998; Muzerolle, Hartmann & Calvet 1998a,b); (2) the near infrared colors and spectral energy distributions of Classical T Tauri stars (CTTS) indicate emission from disks that are truncated at a few stellar radii (Kenyon et al. 1994; Meyer, Calvet, & Hillenbrand 1997); (3) one of the three distinct types of variability displayed by CTTS (Type II variations) can be interpreted as emission from hot spots on the stellar surface, where infalling material impacts the star (Herbst et al. 1994 \[and references therein\]; Gullbring et al. 1996) Thus, magnetospheric accretion provides a self consistent picture to explain the excess emission and many of the emission lines.

A key prediction of the magnetospheric picture is that a shock forms close to the stellar surface, where much of the excess continuum and line emission originates. Since shock models are used to derive physical parameters from the observed excesses (cf. Gullbring et al. 1998, GHBC), we need to test the shock theory to make sure the interpretations are made correctly in assuming magnetospheric infall.

In Calvet & Gullbring (1998; hereafter Paper I), we showed that the spectral energy distribution of the excess emission in the optical can be explained as a combination of optically thick emission from the heated photosphere below the shock, dominating the Paschen and Brackett continua, and optically thin emission from the pre-shock and attenuated post-shock regions, becoming important at wavelengths shorter than the Balmer threshold. In this paper, we extend our analysis combining both optical and ultraviolet data, using International Ultraviolet Explorer (IUE) spectra, to provide an additional test to the accretion shock model in the wavelength region where shock emission should completely dominate. We find that the accretion shock models can explain both the excess flux that veils the absorption lines in the optical spectra and the large ultraviolet continuum fluxes in T Tauri stars. This result is in agreement with that of Ardila and Basri (2000), who have used our shock models to interpret the IUE data of T Tauri stars. Ardila and Basri also conclude that our models can explain the overall features of the ultraviolet spectra, although more refinements are needed to understand the details of the variability.

The change of accretion rate with stellar age, as the pre-main sequence stars evolve towards the main sequence, provides important information on the evolution and physical processes of circumstellar disks (Hartmann et al. 1998). Unfortunately, to date no direct way exists to measure the accretion luminosity for intermediate mass stars. The reason is that at optical wavelengths, the intrinsic stellar luminosity for stars with spectral types earlier than K5 dominates over the accretion emission, making it difficult to measure the latter. However, at ultraviolet wavelengths the stellar contribution drops significantly, and intermediate mass T Tauri stars do show excess emission there. The lack of reliable models for the UV emission of young stars have prevented any use of the UV excess to infer mass accretion rates. In this paper we model this excess emission and determine the accretion rates for a number of intermediate mass T Tauri stars for the first time.

Similarly, there is no way to measure accurate accretion rates for TTS with very high amounts of excess radiation, which dominate completely over the emission from the stellar photosphere. Because the spectral type of the underlying star cannot be determined accurately, the intrinsic stellar spectrum is uncertain. Moreover, because the stellar photospheric lines can only be detected over a limited range of wavelength, the observed colors of the stellar photosphere are also poorly known. This means that the reddening of the stellar photosphere cannot be determined accurately. However, extinction corrections are essential for an accurate measurement of the excess ultraviolet continuum. In Paper I, we proposed a method to estimate the extinction and accretion rates towards the continuum stars by assuming that the spectral energy distribution is similar to that of the extracted accretion emission of less veiled TTS. Here we test the validity of this method with measurements extending to much shorter wavelengths.

In §2 we review the shock model, §3 outlines the analysis of archive IUE data, in §4 we show the agreement of the predicted shock emission with IUE spectra for low mass T Tauri stars and use the model to derive accretion rates of continuum stars and intermediate mass T Tauri stars. Finally, in §5, we discuss some important implications of our determinations.

## 2 Shock model

Details concerning the shock model calculations are presented in Paper I. In summary, the accreting gas impacts the stellar surface and shocks to a temperature of $`10^6`$ K, releasing the energy as soft X ray radiation. This radiation is absorbed by the accretion stream above and the stellar photosphere below the shock and thermalizes, producing optical and UV emission. The spectral distribution of this excess emission can be understood as optically thick emission from the heated photosphere below the shock, appearing mostly in the Paschen and Brackett continua, and optically thin emission from the pre-shock and attenuated post-shock regions, becoming important at wavelengths shorter than the Balmer threshold. In general, roughly 3/4 of the total column luminosity is emitted by the heated atmosphere and the rest by the post-shock and pre-shock regions.

The accretion luminosity and rate depend on two parameters: the fractional surface coverage of the column, $`f`$, and the energy flux of the accretion flow, $`=1/2\rho v_{s}^{}{}_{}{}^{3}`$, where $`\rho `$ and $`v_s`$ are the density and the inflow velocity of the accretion stream, respectively. Therefore, given the stellar parameters (mass, radius, and effective temperature) the accretion rate for a star is given by fitting $`f`$ and $``$ to the excess emission spectrum.

In Paper I, we compared the continuum emission predicted by the model with the optical excess emission of T Tauri stars, extracted from spectra collected in the wavelength region 3200 Å to 5400 Å (GHBC). In this wavelength region the shock emission is dominated by the diffuse emission from the pre-shock plus the emission from the heated atmosphere. However, a deveiling procedure is required to separate the excess emission from the photosphere, which introduces uncertainties due to the reddening correction, selection of template, etc. In the ultraviolet, on the other hand, shock emission dominates over the photosphere, allowing a more direct comparison between observations and shock model predictions.

## 3 Observational data

We have extracted ultraviolet fluxes for T Tauri stars from the IUE Archive for the LWP and LWR (LW) and the SWP (SW) modes of the spectrograph on board the IUE satellite. For the stars analyzed in this paper, we took all the spectra available in the Archives.

To test the shock model, we combine optical and UV data for the stars, and determine if the model can explain both the UV emission and the properties of the excess emission in the optical, in particular, the observed veiling. However, the intrinsic variability of TTS makes it difficult to compare optical, LW, and SW spectra for a given star, all obtained at different times. Since more than one LW and SW spectra exist for many TTS, we decided to calculate a mean spectrum to compare with the optical data. When sufficient IUE observations exist, the spread of the individual spectra around the mean would give a good indication of the range of variability of the UV spectra for a given star. Also in this case, it would be reasonable to expect that the mean level of the optical data at 3200 Å should fall within the range of the mean levels of the LW fluxes at the same wavelength. Unfortunately, we do not have a similar constraint for the SW spectra, since the ranges in which the SW and the LW spectra have better signal to noise ratio (S/N) do not overlap. We restricted our test to the demonstration that the model that fits both the optical and the LW data fell within the range of variability of the SW fluxes. A better test will be done when simultaneous UV coverage from short to long wavelengths is obtained; our forthcoming HST/STIS observations will provide such data.

To calculate the mean spectra for a set of LW (or SW) spectra of a given star, we carried out the following analysis. We fitted each spectrum, $`F_i(\lambda )`$, logarithmically as in log space,

$$\mathrm{log}F_{s,i}(\lambda )=A_i+B_i(\mathrm{log}\lambda \mathrm{log}\lambda _0),i=1,\mathrm{},N,$$
(1)
where $`N`$ is the number of LW or SW spectra for the star. The fit was done to the wavelength range where the S/N per resolution element is highest, 2400 - 3100 Å for the LW spectra, and 1700 - 2000 Å for the SW spectra, with $`\lambda _0=`$ 2700 Å and 1800 Å, respectively. From the dispersion of the data around the fitted line, $`\sigma _i`$, we can calculate the uncertainties in the absolute level $`A_i`$, and in the slope $`B_i`$, $`\sigma _{A_i}`$ and $`\sigma _{B_i}`$ (Bevington 1969) for each spectrum.

In many cases, the noise in the continuum level of the TTS spectra in the IUE Archive is very large, because the exposure times were only long enough to obtain the fluxes of the emission lines. We expect that the uncertainty in the continuum level, $`\sigma _{A_i}`$, gives a good estimation of this noise, so we define a mean spectrum as

$$\overline{F}(\lambda )=\frac{_iw_iF_i(\lambda )}{_iw_i},$$
(2)
with $`w_i=1/\sigma _{A_i}^{}{}_{}{}^{2}`$.

We can also calculate weighted means for the slope and the absolute flux

$$\overline{A}=\frac{_iw_iA_i}{_iw_i},$$
(3)
and

$$\overline{B}=\frac{_iw_{i}^{}{}_{}{}^{^{}}B_i}{_iw_{i}^{}{}_{}{}^{^{}}}$$
(4)
where $`w_{i}^{}{}_{}{}^{^{}}=1/\sigma _{B_i}^2`$, and the dispersion of the slope and the flux level of all spectra around these weighted means,

$$\sigma _{\overline{A}}^{}{}_{}{}^{2}=\frac{_i(A_i\overline{A})^2}{(N1)},$$
(5)
and

$$\sigma _{\overline{B}}^{}{}_{}{}^{2}=\frac{_i(B_i\overline{B})^2}{(N1)},$$
(6)
These dispersions give a measure of the intrinsic variability of the UV spectra of each star. Although the above analysis is strictly valid only if the scatter in the flux level of the spectra is normally distributed, which is not formally satisfied for all spectra, it provides an acceptable method to measure the characteristics of the spectra and their variations.

## 4 Results

### 4.1 Testing the model with a low mass T Tauri star: BP Tau

In Paper I we showed how the accretion shock model simultaneously explained the slope of the Paschen and the Balmer continua by the combined emission from optically thin and thick regions. The UV fluxes provide a longer “level arm” in wavelength to test the predictions far in the Balmer continuum, which was traced only over a few hundred Å in the optical. For a direct application of the shock model, we have compared theoretical spectra with the combined optical, LW, and SW data of the low mass T Tauri star BP Tauri, all dereddened according to the values for $`A_V`$ from GHBC. Figure 1 shows this comparison. The optical fluxes are taken from GHBC. The UV spectra are weighted means, calculated as described in §3, of 60 LW spectra and 16 SW spectra of varying S/N levels. The value of $`\overline{A}`$ and error bars corresponding to 1 $`\sigma _{\overline{A}}`$ at $`\lambda =`$ 2700 Å and 1800 Å are also shown. The LW data has been scaled by a factor 0.9 to match the optical data, which is well within the 1 sigma of the variability of the flux.

The total model emission is the sum of the stellar photosphere and the shock, which in turn is the sum of the emission of the heated photosphere and the pre-shock emission (Paper I.) The parameters of the shock shown in Figure 1 are the same as used in Paper I, while the stellar photosphere was taken from the Bruzual & Charlot (1993) spectral library. The model emission can explain the observed optical and UV fluxes very well, both in slope and in absolute level, within the range due to variability. In addition, the model yields a veiling at 4900 Å of 0.8, consistent with the measured value of 0.7 (GHBC). The very good agreement between theory and observations renders strong support for the physical parameters derived in Paper I and for the accretion shock model in general. In addition, since the UV emission is easily extincted (with a $`A_{2400}/A_V=2.5`$ for a normal interstellar extinction curve \[Mathis et al. 1990\]) the agreement makes firmer the extinction determination from the optical spectrum in GHBC.

### 4.2 The continuum stars

A number of TTS show a very high amount of excess radiation that completely dominates over the emission from the stellar photosphere. This makes it very difficult to estimate the spectral type and color of the underlying star, and renders estimates of the amount of interstellar reddening very uncertain. In Paper I, we proposed a method to estimate the extinction towards the continuum stars by assuming its spectral energy distribution to be similar to that of the extracted accretion emission of less veiled TTS, at least for $`\lambda <`$ 5400 Å (the upper wavelength limit of our spectra.) The strong extinction dependence of the UV spectra and the larger wavelength coverage of the combined optical and ultraviolet spectra offer an efficient way to test this method and refine our extinction determination.

In Figure 2 we show optical spectra from GHBC and weighted mean SW and LW spectra for DG Tau and DR Tau, both highly veiled stars (Basri & Batalha 1990; Hartigan, Edwards, & Ghandour 1995; Hessman & Guenther 1997). The values of $`\overline{A}`$ and $`\sigma _{\overline{A}}`$ are also shown. DR Tau has 31 spectra in the IUE Archive, 20 LW and 11 SW. However, we found that a significant number of them, 9 LW and 5 SW, were obtained during the period Jan 20-25, 1989. We used these spectra in our analysis to mitigate the uncertainties introduced by variability.

We have adjusted the reddening to give a better fit to the optical and LW data, the latter scaled to the optical, subject to the condition that the model should be within the variability range of the SW spectra. The scalings of the LW fluxes to match the optical at 3200 Å were 0.9 for DR Tau and 1.3 for DG Tau, both within the range expected from variability in the LW spectra. The values of the reddening and of the shock model parameters are given in Table 1; the new values are consistent with those obtained in Paper I.

We have also estimated the mass accretion rate using the expression (Paper I):

$$\dot{M}=\frac{8\pi R^2}{v_{s}^{}{}_{}{}^{2}}f,$$
(7)
assuming $`M_{}=0.5M_{\mathrm{}}`$ and $`R_{}=2R_{\mathrm{}}`$. These values are also shown in Table 1. We stress again the point made in Paper I, namely that the continuum stars have accretion columns with similar values of energy flux as the more typical TTS, but their accretion columns cover a larger fraction of the stellar surface, resulting in higher mass accretion rates. In support of our conclusion, Ardila and Basri (2000) find a correlation between the mass accretion rate and the accretion shock surface filling factor in their study of the variability of the IUE spectra of less veiled T Tauri stars.

### 4.3 Intermediate mass T Tauri stars

For intermediate mass TTS with early spectral types (G to early K), the stellar emission dominates over the accretion emission in the optical. This makes it difficult to measure the amount of accretion luminosity, and therefore the accretion rate for these stars, by conventional methods such as veiling measurements. This problem is relaxed in the UV spectral region, where the stellar contribution is lower and therefore the relative contribution of the excess emission higher. Measurement of the excess energy above the photosphere yields the most direct and reliable determination of the accretion luminosity and thus of the mass accretion rate.

We have applied the shock model to explain the dereddened fluxes of a sample of intermediate mass TTS: SU Aur, GW Ori, and T Tau N. These stars are generally brighter in the UV and the S/N is somewhat higher than for the later type TTS. Adopted stellar parameters, like spectral type, radius, and distance were taken from Kenyon & Hartmann (1995) (T Tau, SU Aur), and Cohen & Kuhi (1979) (GW Ori) and are shown in Table 2. We calculated shock models for the range of masses and radii covered for these stars: 2.2 $`M_{\mathrm{}}`$, 3.2 $`R_{\mathrm{}}`$, for T Tau and SU Aur; 3.5 $`M_{\mathrm{}}`$, 8 $`R_{\mathrm{}}`$ for GW Ori.

An advantage of the earlier type TTS, as compared to the typical TTS, is that estimates of the interstellar extinction can be made with less ambiguity, since the observed optical color (V-R) is expected to be less contaminated from shock emission. Nonetheless, since there is a range of extinctions available in the literature, we checked all the extinctions of the stars in the sample in a consistent way, adopting standard colors for the adopted spectral types from Kenyon & Hartmann (1995) and reddening law from Mathis (1990). The adopted extinctions are shown in Table 2.

In Figure 3, we show the dereddened IUE and optical data for the stars. The IUE fluxes are weighted means obtained as described in §3. Optical fluxes are from the blue narrow band photometry of Kuhi (1974). The stellar photosphere is taken from the Bruzual-Charlot (1993) library.

The models that provide the best fit to the combined optical and UV data are shown in Figure 3. In addition to fitting the SED, we have required that the model yield a veiling consistent with observations. The predicted veiling at 6000 Å are shown in Table 2. The models for T Tau and SU Aur predict essentially no optical veiling, $`0.1`$, as observed (Basri & Batalha 1990). For GW Ori, the model predicts a veiling of 0.15, consistent with the veiling at H$`\alpha `$ of 0.1-0.2 found by Basri & Batalha (1990).

By fitting the observed SED with the shock model plus stellar atmosphere we obtained values for both the filling factor and the energy flux. These values, together with the stellar parameters, enabled us to estimate the accretion rate for the stars from equation (7). The accretion rate values are presented in Table 2. SU Aur and T Tau show values of $`\dot{M}`$ which are only slightly higher than the mean of the K7-M3 TTS (GHBC). In contrast, we find a higher value for the mass accretion rate for GW Ori, comparable to those inferred for the low mass continuum stars (Table 1). The star is not so highly veiled as the continuum stars because of its brighter photosphere, but otherwise it seems to be similar to their low mass counterparts in that the accretion column carry similar energy flux, log $`1112`$, but the surface coverage of the accretion columns is larger.

## 5 Discussion

### 5.1 Calibration of IR indicators of $`\dot{M}`$

The UV derived measurements of the accretion luminosity in intermediate mass TTS also serve as a test of other accretion indicators, namely infrared emission lines. Such diagnostics are ultimately the most desirable for intermediate mass stars since they can be observed in large samples of objects much more easily than UV continuum fluxes. In order to apply the line indicators, however, the line luminosity - accretion luminosity relation must first be calibrated with blue/UV continuum data.

Muzerolle, Hartmann, & Calvet (1998b) observed the infrared emission lines Pa$`\beta `$ and Br$`\gamma `$ for the GHBC sample of low mass TTS in Taurus, in addition to a separate sample of intermediate mass TTS in both Taurus and Orion. These observations were taken with CRSP on the 2.1m at KPNO in January 1998 (see Muzerolle et al. 1998b for further details of the observations, data, and analysis of the low mass star sample). A tight correlation between the accretion luminosity (as determined from the blue excess in GHBC) and the Pa$`\beta `$ and Br$`\gamma `$ line luminosities for the low mass TTS was found. This correlation can be employed as a calibration for determining accretion luminosities from the line luminosities - important for higher mass and highly extincted young objects where the short wavelength continuum is difficult or impossible to observe.

We plot the Pa$`\beta `$ line luminosities vs. UV derived accretion luminosities of the intermediate mass stars considered in this paper in Figure 4, on top of the low mass TTS sample. The three stars follow the trend seen in the lower mass stars, which supports the extension of the emission line calibration to higher mass stars, although a larger sample is needed to make a definitive test. Assuming this correlation holds regardless of stellar mass, we can derive independent estimates of the accretion luminosity in the three stars from the line emission. The resulting accretion rates are shown in Table 2, and are in excellent agreement with the values derived from the UV excess.

### 5.2 Accretion and the GW Ori disk “gap”

We derive a high accretion rate for GW Ori, $`4\times 10^7M_{\mathrm{}}yr^1`$, compared with typical lower mass T Tauri stars. Unless GW Ori is undergoing a current, rare epoch of rapid accretion, this requires a relatively large disk mass reservoir. Consistent with this finding, the large submm dust continuum flux observed from GW Ori suggests a disk mass of $`0.3M_{\mathrm{}}`$ within a radius of 500 AU (Mathieu et al. 1995). With such a large disk mass, the GW Ori accretion rate can be maintained in principle for $`7.5\times 10^5`$ yr, approaching the estimated stellar age of $`10^6`$ yr (Mathieu, Adams, & Latham 1991). However, GW Ori is also a spectroscopic binary, with a period of 242 days (Mathieu et al. 1991); its bimodal spectral energy distribution (SED) has been interpreted as requiring a disk gap between $`0.17`$ and 3.3 AU, evacuated by the companion. Because the gap can be filled in with relatively small amounts of dusty material (cf. the case of DQ Tau; Mathieu et al. 1997), this interpretation of the SED makes it highly unlikely that material from the outer disk is accreting across the gap. Our accretion rate, coupled with a reasonable system lifetime, would then require an uncomfortably large disk mass within $`0.2`$ AU.

Alternatively, the long wavelength IR excess could be dominated by a dusty envelope, not the disk. Calvet et al. (1994) showed that an infalling dusty envelope with an outflow cavity could produce a double-peaked SED qualitatively like GW Ori’s if viewed roughly along the outflow axis. In this model, the star and inner disk is essentially not extincted, accounting for the optical to near-IR emission, while the far-IR peak at $`30\mu `$m is produced by the dusty envelope. The near-IR emission of the envelope is reduced or eliminated by the evacuation at small radii, both by the outflow and by rotation (the latter causes material to fall onto the disk rather than into the central star). Thus, in the envelope model the “gap” apparent in the SED is a hole in the infalling envelope, not in the disk.

By eliminating the large disk gap, the envelope model makes it easier to suppose that disk material can accrete past the binary, as in DQ Tau, and maintain the accretion rate we determine for a reasonable lifetime.

## 6 Summary

We have extended the accretion shock models of Calvet & Gullbring (1998) to shorter wavelengths for comparison with ultraviolet data of accreting T Tauri stars. The shock models agree well with the observed spectral energy distribution, helping to support out previous determinations of accretion rates, and providing further evidence in favor of our methods of determining mass accretion rates and extinctions in continuum stars. We provide the first direct estimates of accretion rates for T Tauri stars of early spectral types (G2 $``$ K0). These estimates agree with accretion rates estimated from the near infrared hydrogen line strengths (Muzerolle et al. 1998b). We confirm the result of Paper I that the continuum stars have similar energy fluxes as less veiled stars, but larger surface coverage.

We thank Chris Johns-Krull and Jeff Valenti for providing data for early versions of this paper. The ultraviolet data used in this paper were obtained from the Multimission Archive at the Space Telescope Science Institute (MAST). STScI is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555. Support for MAST for non-HST data is provided by the NASA Office of Space Science via grant NAG5-7584, and by other grants and contracts. This work was supported in part by a grant from the Swedish Natural Research Council, and by NASA grant NAG5-4282 and NASA through grant number GO-08317.01-97A from the Space Telescope Science Institute.


format: text

text:
# Quasi-periodic oscillations and noise in neutron star and black-hole X-ray binaries

## NEUTRON STAR SYSTEMS: THE PRE-RXTE VIEW

Before the start of the RXTE mission, the neutron star (NS) low-mass X-ray binaries (LMXBs) had been intensively studied with previous X-ray instruments (i.e., EXOSAT and Ginga). The introduction of X-ray color-color diagrams (CDs; e.g., Hasinger & van der Klis 1989) proved to be extremely useful for the study of the correlations between the changes in X-ray spectrum and X-ray timing behavior of these systems. On the basis of this correlated behavior, they were classified into the Z sources and the atoll sources (Hasinger & van der Klis 1989). The Z sources trace out a Z shaped track in the CD (see Fig. 1) with the branches labeled, from top to bottom, the horizontal branch (HB), the normal branch (NB), and the flaring branch (FB). The power spectra show (Fig. 1) on the horizontal branch, strong band-limited noise (called low frequency noise or LFN) which cuts off below several Hertz, simultaneous with 15–60 Hz quasi-periodic oscillations (QPOs), which are called horizontal branch oscillations (HBOs). On the normal branch these QPOs can still be seen, often simultaneous with other 5–7 Hz QPOs, which are called normal branch oscillations (NBOs). The NBOs smoothly merge with the 7–20 Hz QPOs seen on the flaring branch, the flaring branch oscillations (FBOs). On all branches also two other noise components are found, one at very low frequencies (the very low frequency noise or VLFN), following a power law, and one at frequencies above 10 Hz (the high frequency noise or HFN), which cuts off between 50 and 100 Hz. Motion of the source along the Z track is thought (e.g., Hasinger & van der Klis 1989) to be due to variations in the mass accretion rate ($`\dot{M}`$), which is lowest on the horizontal branch, increasing on the normal branch onto the flaring branch, where it reaches the Eddington limit $`\dot{M}`$ ($`\dot{M}_{\mathrm{Edd}}`$). The atoll sources trace out a curved branch in the CD (Fig. 1), which can be divided in the island state (IS) and the banana branch (sub-divided into the lower banana \[LB\] and upper banana \[UB\] branch). The power spectrum in the island state (Fig. 1) is dominated by very strong (sometimes more than 20% rms amplitude) band-limited noise, superimposed on which are broad bumps (sometimes called QPOs). The band-limited noise is also called HFN but it is at much lower frequencies then the HFN observed in the Z sources and most likely they are not related. In the power spectrum on the banana branch only a weak (several percent rms amplitude) power law noise component at low frequencies is observed (the VLFN), with sometimes another weak (again several percent rms) noise component at higher frequencies (the HFN) which cuts off around 10 Hz. For atoll sources $`\dot{M}`$ is thought (e.g., Hasinger & van der Klis 1989) to be lowest in the IS, and increasing on the banana branch from the lower banana onto the upper banana branch.

Prompted by the Z-atoll source phenomenology and the QPO models (e.g., Alpar & Shaham 1985; Lamb et al. 1985; Fortner et al. 1989; Alpar et al. 1992) it was proposed (e.g., Hasinger & van der Klis 1989) that the differences between the Z and the atoll sources could be explained by assuming that the Z sources can reach higher mass accretion rates than the atoll sources and that the neutron stars in the Z sources have a higher magnetic field strength $`B`$ than the neutron stars in the atoll sources. The $`\dot{M}`$ difference could explain the luminosity difference and the presence of the N/FBO in the Z sources; the $`B`$ difference could explain the presence of the HBO in the Z sources (see van der Klis 1995 and references therein). This hypothesis predicted that NBO-like QPOs could be present in the atoll source if they would reach $`\dot{M}_{\mathrm{Edd}}`$, but because of their lower $`B`$, HBO-like QPOs were not expected in the atoll sources, or at least with a much weaker amplitude than the HBOs observed in the Z sources (van der Klis 1995; however, it is possible, although not likely, that a connection exist between $`\dot{M}`$ and $`B`$ in such a way that HBO-like QPOs might be possible in the atoll sources at comparable strength as the HBOs in the Z sources). Below I will demonstrate that both predictions were proven to be incorrect.

## NEUTRON STAR SYSTEMS: THE RXTE-ERA

The RXTE satellite fulfilled its promise and produced (and still is producing) a wealth of new data on neutron star X-ray binaries. Important discoveries such as those of the first accretion-driven millisecond X-ray pulsar SAX J1808.4–3658 (Wijnands & van der Klis 1998a), the nearly-coherent oscillations during type I X-ray bursts (e.g., Strohmayer et al. 1996), and the two simultaneous QPOs at frequencies between 300 and 1300 Hz (the twin kHz QPOs; e.g., Strohmayer et al. 1996; van der Klis et al. 1996) considerably improved our knowledge of those systems. I will not discuss those phenomena (see van der Klis 2000 for an excellent review) but instead I will concentrate on the timing phenomena below a few hundred Hertz.

### HBO- and NBO-like QPOs in the atoll sources: Questioning QPO models

Soon after the launch of RXTE, it became clear that also the atoll sources can exhibit 20–70 Hz QPOs (e.g., Strohmayer et al. 1996; Ford & van der Klis 1998; Fig. 2a). The QPOs are usually seen together with the HFN (Fig. 2a) and are clearly related to the broad bump seen in the IS (e.g., Ford & van der Klis 1998). The frequencies of these low-frequency QPOs are correlated with the kHz QPOs frequencies, similar to what has been found for the HBOs and the kHz QPOs in the Z sources (e.g., Ford & van der Klis 1998; see van der Klis 2000). The similarities between these types of low-frequency QPOs indicates that it is likely that they are physically related to each other (however, the picture is not yet fully understood as discussed below). The presence of such QPOs in these sources (and at similar strength as the HBOs; Ford & van der Klis 1998) question the validity of the proposed higher $`B`$ in the Z sources compared to the atoll sources.

Besides the 20–70 Hz QPOs, in two atoll sources (4U 1820–30 and the possible atoll source XTE J1806–246), QPOs were also found with a frequency of $``$7 Hz when those two sources were accreting at their highest observed $`\dot{M}`$ (i.e., the upper banana branch in 4U 1820–30; Wijnands & van der Klis 1999c; Wijnands et al. 1999a). These QPO properties are similar to the NBOs observed in the Z sources. If these QPOs are indeed physically related then models explaining the NBOs (e.g., Fortner et al. 1989; Alpar et al. 1992), which require near-Eddington mass accretion rates, will not hold. The formation mechanism behind these QPOs is already activated in 4U 1820–30 well below $`\dot{M}_{\mathrm{Edd}}`$ (Wijnands et al. 1999a).

### The 1 Hz QPOs in the X-ray dippers and SAX J1808.4–3658

Low-frequency QPOs were also found in the neutron star X-ray dippers but with frequencies near 1 Hz (Jonker et al. 1999, 2000a; Homan et al. 1999; Fig. 3a). These QPOs are most likely related to the high-inclination of the X-ray dippers and could be due to matter at a certain disk radius coming periodically into the line of sight (Jonker et al. 1999). The properties of these 1 Hz QPOs suggest that they form a separate class of QPOs and that they are not related to the other low-frequency QPOs observed in the Z and atoll sources (Jonker et al. 1999, 2000a; Homan et al. 1999).

Recently, in several (but not all) RXTE observations taken of the millisecond X-ray pulsar during a long-period of low-level activity in early 2000, very strong flaring was observed which showed up as a very strong (up to 100% rms) 1 Hz QPO in the power spectrum (van der Klis et al. 2000; Fig. 3b). However, the differences between this QPO and the 1 Hz QPOs in the X-ray dippers (i.e., the coherence, the strength \[100% rms versus $``$10% rms\], and the likely low-inclination of SAX J1808.4–3658) suggest that these QPOs are caused by different physical mechanisms despite the similar frequencies. Similar strong flaring behavior has not been observed in the other atoll sources, but it might be present in these systems if they reach similar low mass accretion rates as were observed for SAX J1808.4–3658. However, it is also possible that this flaring is related to the fact that SAX J1808.4–3658 is a millisecond X-ray pulsar and it might then not be observable in the other non-pulsating atoll sources.

## A NEW VIEW ON NEUTRON STAR LOW-MASS X-RAY BINARIES

The new obtained results with the RXTE satellite demonstrate that the timing behavior of the neutron star LMXBs is far more complex than previously thought. However, some general trends are already becoming visible. First of all, with RXTE all types of QPOs previously thought to be only present in the Z sources have now also been observed in the atoll sources. This has profound implications for the models for these QPOs and for our understanding of the differences and the similarities between Z and atoll sources. The Z and the atoll sources are likely to be much more similar than previously suspected and the individual sources only differ in detail from each other (the shape in the color-color diagram, the exact detailed shape of the power spectra and its evolution). The general behavior of both the Z sources and the atoll sources as suggested by these recent results can be summarized as follows:

At low $`\dot{M}`$ the power spectra are dominated by strong band-limited noise which follows approximately a power law at high frequencies but breaks at a certain frequency below which the power spectra are roughly flat. At frequencies above the break either a QPO or a broad bump is present. At frequencies around approximately 100 Hz a broad noise component is present (note that a detailed comparison of the Z sources HFN and the atoll source 100 Hz noise has not yet been performed which makes a conclusive statement about their connection impossible). KHz QPOs might already be detectable in some sources, but not in all. As $`\dot{M}`$ increases the frequency of the break and of the QPO (the bumps evolve into true QPOs) increases and the strength of both components decreases. The 100 Hz component does not change significantly (Wijnands & van der Klis 1998b; van Straaten et al. 2000; di Salvo et al. 2000), although it might become more coherent (van Straaten et al. 2000). If not yet already present, kHz QPOs appear and their frequencies increase with $`\dot{M}`$. The band-limited noise, the low-frequency QPOs, and the kHz QPOs gradually disappear as $`\dot{M}`$ increases further and the power spectra become increasingly dominated by a very low frequency noise component following a power law. QPOs near 5–7 Hz appear when the sources are at very high $`\dot{M}`$, but these high $`\dot{M}`$ levels might not be reached in all systems. If $`\dot{M}`$ increases even further either these QPOs disappear or first increase in frequency to about 20 Hz before disappearing.

Possible exceptions to this general picture are the X-ray dippers and the millisecond X-ray pulsar. In the X-ray dippers, the general Z/atoll source behavior is likely to be distorted by the fact that we see these systems almost edge-on (e.g., Jonker et al. 1999). Different timing phenomena can occur at such high inclination (i.e., the 1 Hz QPOs), which are unrelated to the timing phenomena seen in the other low-inclination NS systems. The violent flaring in SAX J1808.4–3658 might be unique to this source and related to the fact that this source is the only known source of its kind, or perhaps similar phenomena might be detected in the other atoll sources when they are accreting at similarly low levels.

A fundamental question is why the atoll sources and the Z sources resemble each other in the way they do, despite their significant different luminosities. It is still likely that the mass accretion rate is significantly higher in the Z sources compared to the atoll sources, but it is unclear why the timing properties should be so similar. These similarities make it also increasingly unclear whether a difference in magnetic field strength is really present between the Z and the atoll sources. The source which might give more insight into the Z and atoll source connection is the enigmatic source Cir X-1. With EXOSAT it was observed during episodes of low-level X-ray activity and during that time it resembled the atoll sources (Oosterbroek et al. 1995). However, from the start of the RXTE mission, this source has continuously exhibited much higher flux levels during which it resembles the Z sources, both in the track traced out in the CD and in the timing phenomena (Shirey et al. 1999). It seems that this source can alternate between atoll-like states and Z-like states. Interestingly, the X-ray activity of Cir X-1 is steadily decreasing in the last few months which might indicate that the source is moving back to a much lower X-ray activity.

## BLACK-HOLE CANDIDATES

Before RXTE, the ’standard’ picture for black-hole candidates (BHCs) was a simple, one-dimensional view: the changes in the X-ray spectra and the rapid X-ray variability are caused by changes in $`\dot{M}`$ (Tanaka & Lewin 1995; van der Klis 1995). In the BHC low-state (LS), $`\dot{M}`$ is low, the spectra are hard, and the power spectra are dominated by a very strong (20%–50% rms amplitude) band-limited noise which follows approximately a power law with index 1 at high frequencies but below a certain frequency ($`\nu _{\mathrm{Break}}`$) the power spectrum becomes roughly flat (Fig. 4 left). Above $`\nu _{\mathrm{Break}}`$ a broad bump or QPO is present, although also QPOs with similar frequencies as the break frequency could be present (see Fig.4 left). In some sources a second break is visible in the power spectrum above which the power law index increases to about $``$2. In the high state (HS), $`\dot{M}`$ is higher, the spectra are much softer, and in the power spectra only a weak (a few percent) power law noise component is present. In the very high state (VHS), $`\dot{M}`$ is the highest, the spectra are harder but not as hard as in the LS, and in the power spectra noise is present similar to the weak HS noise or the LS band-limited noise, although weaker (1%–15% rms). Above $`\nu _{\mathrm{Break}}`$, QPOs near 6 Hz are detected sometimes with a complex harmonic structure.

With the many observations performed with RXTE on BHCs, the behavior of BHCs turned out to be much more complex than previously thought. First of all, RXTE has expanded the range of frequencies at which the BHCs show variability up to 300 Hz (Remillard et al. 1999a,b; Cui et al. 2000; Homan et al. 2000). The nature of these BHC high-frequency QPOs is unclear, although recent evidence suggests that they might be related to the lower-frequency peak of the twin kHz QPOs in the neutron star systems (Psaltis et al. 1999). Also, with RXTE in many BHCs the VHS QPOs have now been found (e.g., Remillard et al. 1999b; Borozdin & Trudolyubov 2000; Cui et al. 2000; Homan et al. 2000; Revnivtsev et al. 2000), indicating that the VHS QPOs are a common feature of BHCs. The phenomenology of these QPOs is very complex and they are observed during different luminosity levels (at levels significantly below the highest observed luminosities, i.e., not only during the VHS but at states intermediate between the LS and the HS). An example of the complex structure of these QPOs is shown in Fig. 4 (right). In this figure different low-frequency QPOs are shown which were observed during different observations of the new BHC XTE J1550–564 (Homan et al. 2000). The interrelationships of the QPOs in this source are not fully understood. The relationship between the QPOs observed in different BHCs is even less understood. However, from a detailed study of the state behavior in XTE J1550–564 it is clear that the one-dimensional picture described above for the BHC states (depending only on $`\dot{M}`$) does not hold in this particular source and another extra parameter is needed to explain its behavior (Homan et al. 2000). Similar behavior might also be observable for the other BHCs, however, not much information about this is available at the moment. A detailed discussion of this and the QPOs observed in the BHCs is beyond the scope of this manuscript.

## THE $`𝝂_{\mathrm{𝐁𝐑𝐄𝐀𝐊}}`$-$`𝝂_{\mathrm{𝐐𝐏𝐎}}`$ RELATION

In a study to characterize the aperiodic variability of the millisecond X-ray pulsar, Wijnands & van der Klis (1998b) showed that the power spectrum of this source is indistinguishable (besides the pulsations) from that of the atoll sources when they are in the IS. In Figures 5a and 5b the power spectra are shown for SAX J1808.4–3658 and a typical atoll source 4U 1728–34, respectively (Wijnands & van der Klis 1999a). For both sources the band-limited noise and the bump above the break frequency are present, but so is an extra noise component above 100 Hz. Wijnands & van der Klis (1998b) showed that this noise component is a common feature in the power spectra of atoll sources at low mass accretion rates. The resemblance between SAX J1808.4–3658 and 4U 1728–34 demonstrates that the millisecond X-ray pulsar can be classified as an atoll source at low $`\dot{M}`$ (i.e., it was in the IS; see Wijnands & van der Klis 1998b). It is unknown why for SAX J1808.4–3658 millisecond X-ray pulsations have been detected and not for any other atoll source.

The striking similarities between SAX J1808.4–3658 and the atoll sources, and the long-known similarities between the atoll sources in the island state and BHC in the low state (see van der Klis 1995 and references therein) initiated a detailed study to investigate these similarities (Wijnands & van der Klis 1999a). A typical power spectrum of a BHC (i.e., Cygnus X-1) at low mass accretion rate is shown in Figure 5c. From this figure it is clear that again the band-limited noise as well as the bump above the break frequency are present. However, above the bump a second break is present in the power spectrum above which the power spectrum follows a power law with index of $``$2. Wijnands & van der Klis (1999a) found a very good correlation between the frequency of the QPO (or bump, but hereafter referred to as QPO; $`\nu _{\mathrm{QPO}}`$) and the break-frequency ($`\nu _{\mathrm{Break}}`$; see Figure 5e). The most intriguing point is that the BHCs and the atoll sources (including the millisecond X-ray pulsar) follow the same correlation. This strongly suggest that in all those different source types, the band-limited noise and the QPO are produced by the same physical mechanism, which therefore cannot depend on the presence or absence of either a small magnetosphere (which definitely is present in SAX J1808.4–3658), a solid surface, or an event horizon. These components then most likely originate somewhere in the accretion disk, at a distance of at least several tens of kilometers from the central compact object, outside a possible magnetosphere. However, the large amplitudes of the band-limited noise (up to 50% rms) exclude the possibility that the emission carrying these fluctuations originates this far out in the accretion disk, because most of the gravitational energy of the accretion disk is released closer to the compact object. A modulation of the accretion rate due to instabilities in the flow in the region of the disk outside several 10 km from the compact object is the most likely mechanism for generating the band-limited noise and the QPO.

The question arises as to which fundamental properties of the source determine the exact place of the source in $`\nu _{\mathrm{Break}}`$-$`\nu _{\mathrm{QPO}}`$ plot. The effect of the magnetic field of the compact object is probably small in the region of the disk where the frequencies are determined. The other physical parameters which can affect the accretion disk are the mass and the spin of the central object, and $`\dot{M}`$. For a given source the mass and spin do not change and thus probably only $`\dot{M}`$ determines $`\nu _{\mathrm{Break}}`$ and $`\nu _{\mathrm{QPO}}`$. Usually the relation between the frequencies and $`\dot{M}`$ is a positive one-to-one correlation (see, e.g., van der Klis 1995), however, it has been shown that this is not the case for the millisecond X-ray pulsar (Wijnands & van der Klis 1998b) and the atoll source SLX 1735–269 (Wijnands & van der Klis 1999b). The reason for this is as yet unknown, but it might be related to the very low $`\dot{M}`$ observed in both sources. It however shows that at least at these very low mass accretion rates another parameter besides $`\dot{M}`$ is involved in determining the exact value of the frequencies. At higher accretion rates, when the frequencies are positively correlated with $`\dot{M}`$, the difference between sources with similar mass accretion rates would lie in the mass and/or the spin rate of the compact object. This could explain why on average the BHCs have smaller frequencies than the neutron star systems. However, considerable overlap between these source types occurs, indicating that the mass accretion rate differences dominate the frequencies.

### Where do the Z sources fit?

When the brightest neutron star LMXBs (the Z sources; Hasinger & van der Klis 1989) are at low $`\dot{M}`$ (i.e., at the left end of the HB) the power spectra are very similar to the one shown in Figure 5d. The LFN is present with the HBO above the break. The shape of these power spectra resemble the ones of the atoll sources and the BHCs at their lowest $`\dot{M}`$, although the QPO is much more coherent for the Z sources. Also, for the Z sources $`\nu _{\mathrm{QPO}}`$ and $`\nu _{\mathrm{Break}}`$ are correlated with each other, but they do not follow the same correlation as the atoll sources and the BHCs (see Figure 5e; Wijnands & van der Klis 1999a). Several arguments can explain why the Z sources follow a different correlation. The most simple one is that the noise and/or the QPOs in the Z sources are totally unrelated to any of the timing phenomena in the atoll sources and the BHCs. However, the correlation found between the frequencies of the kHz QPOs and the low-frequency QPOs in both the Z sources and the atoll sources indicate that the low-frequency QPOs in the atoll sources are likely to be related to the HBOs in the Z sources (e.g., Ford & van der Klis 1998; Psaltis et al. 1999). So disregarding any common physical mechanism behind the noise properties in the atoll and the Z sources seems premature. An alternative explanation could be that the LFN in the Z sources is not caused by the same physical mechanism as the HFN in the atoll sources (see, e.g., Wijnands & van der Klis 1999a). In the Z source Sco X-1 an extra noise component is present between $`\nu _{\mathrm{Break}}`$ and $`\nu _{\mathrm{QPO}}`$. Wijnands & van der Klis (1999a) tentatively suggested that this extra noise component could be related to the HFN in the atoll sources. When plotting $`\nu _{\mathrm{Break}}`$ of this noise component versus $`\nu _{\mathrm{QPO}}`$, Sco X-1 follows approximately the same relation as the atoll sources and the BHCs (Wijnands & van der Klis 1999a). However, Jonker et al. (2000b) reported a similar noise component in the Z source GX 340+0. The frequency of this noise component was approximately half the frequency of the HBO and could be its sub-harmonic. Identifying this sub-harmonic with the bump or QPO in the atoll sources, GX 340+0 follows the same correlation as the atoll sources and the BHCs (Jonker et al. 2000b). However, in this case GX 340+0 then does not follow the correlations found by Psaltis et al. (1999) between the low-frequency QPOs and the kHz QPOs. At the moment it is unclear how the Z sources fit in.

### Cautionary statement

The similarities between the neutron star systems and the BHCs at low $`\dot{M}`$ (note that even some of the VHS QPOs of the BHCs fit into the correlation which might point towards a physical connection between these QPOs and neutron star 15–70 Hz QPOs; Wijnands & van der Klis 1999a) are striking and the correlation between $`\nu _{\mathrm{QPO}}`$ and $`\nu _{\mathrm{Break}}`$ is very suggestive of one underlying mechanism for the noise components in both types of systems. But as can been seen in Figure 5e, intrinsic scatter is present. The principal reason for the scatter could be the complex structure of the QPO. Considerable substructure, usually below the main QPO, is often present (see, e.g, Figure 5a and b). Moreover, in several sources two QPOs were detected, harmonically related to each other, or simultaneously QPOs and bumps were present (Wijnands & van der Klis 1999a). It is possible that in the other sources also extra harmonics or bumps are present, which are incorporated into the single Lorentzian used to fit the QPO. This would result in a measured QPO frequency that is slightly shifted from the correct value, producing the scatter. When in the power spectra multiple QPOs, bumps, or even multiple breaks are present, it is very difficult to identify which QPO or which break to use for the correlation. Correlations as the $`\nu _{\mathrm{Break}}`$-$`\nu _{\mathrm{QPO}}`$ correlation and the one found by Psaltis et al. (1999) might be severely biased towards the simplest systems because the more complex sources are not used in the correlations, resulting in an over simplification of the timing behavior of X-ray binaries.

### Can we distinguish between neutron star systems and BHCs?

The above similarities between neutron star systems and BHCs make it hard to distinguish these systems from each other and when an X-ray binary does not exhibit X-ray pulsations or type I X-ray bursts, it is usually hard to determine the nature of the compact object solely from its rapid X-ray variability. However, a possible difference between neutron stars and black-holes might be present in the rapid X-ray variability above 100 Hz. First of all, so far no BHC has shown two simultaneous kHz QPOs, although single QPOs up to approximately 300 Hz have been detected in BHCs (e.g., Remillard et al. 1999a, b; Cui et al. 2000; Homan et al. 2000). The presence of two simultaneous kHz QPOs strongly suggest the presence of a neutron star in the system. But at low mass accretion rates, neither the neutron star kHz QPOs (e.g., Méndez et al. 1997) nor the black-hole high-frequency QPOs (Remillard et al. 1999a,b; Homan et al. 2000) have been detected. A possible distinction between the NS systems and BHCs at these low accretion rates might still be possible on the basis of the broad-band noise properties above approximately 100 Hz. As discussed above, the neutron star systems display an extra noise component in this frequency range, but in the BHCs this noise component is absent (although van Straaten et al.  tentatively suggested on the basis of the sometimes high coherence of this noise component that it might be related to the $`>`$100 Hz QPOs seen in BHCs). Instead of this 100 Hz noise component the power spectra of the BHCs show a second break above which the power spectra follow a steep (index $`2`$) power law. This difference in the high-frequency power spectra of BHCs and neutron star systems was recently emphasized by Sunyaev and Revnivtsev (2000) and it might turn out to be a useful tool to determine the nature of the compact object in X-ray transients which do not exhibit type I X-ray bursts nor pulsations.

## CONCLUSIONS

With the launch of RXTE a new area has begun in the study of the X-ray variability of X-ray binaries. Although most of the attention has been focused on the QPOs observed above 100 Hz, a lot of new and exciting phenomena have been discovered at lower frequencies. These low-frequency phenomena seriously challenge the pre-RXTE view of X-ray binaries. It will be a challenge to construct a new consistent view of these systems which can both explain the striking similarities but also the significant differences among the different source types.

## ACKNOWLEDGEMENTS

I would like to thank Lucía M. Franco, Mariano Méndez, Peter Jonker, and Jeroen Homan for carefully reading this manuscript and providing useful comments that helped to improved it. I would also like to thank Jeroen Homan for help in preparing Figure 4, Tiziana di Salvo for sending me here results on 4U 1728–34 before publications, and Frank van der Hooft for providing the data points for GRO J0422+32. This work was supported by NASA through Chandra Postdoctoral Fellowship grant no. PF9-10010 awarded by CXC, operated by SAO for NASA under contract NAS8-39073. This research has made use of data obtained through the HEASARC Online Service, provided by the NASA/GSFC.


text:
# Some remarks on the characters of the general Lie superalgebra

## 1. Definitions and Notation

For $`k`$, $`\mathrm{}`$ let $`x_1,\mathrm{},x_k;y_1,\mathrm{},y_{\mathrm{}}`$ be two sets of commuting variables. In this note $`\lambda ,\mu ,\nu `$ will represent partitions and these partitions will be identified with their corresponding Young diagrams (geometric representation of partitions). Let $`n`$. Define $`H_n(k,\mathrm{})`$ to be the set of partitions $`\lambda =(\lambda _1,\mathrm{},\lambda _m)`$ such that $`\lambda _{k+i}\mathrm{}`$ for $`i=1,\mathrm{},mk`$. This is equivalent to Young diagrams that fit inside the $`(k,\mathrm{})`$-hook, see Figure 1.

###### Definition 1.

(a)Let $`\lambda `$ be a partition of $`n`$. Then the Hook Schur function $`HS_\lambda `$ is defined as follows, for any $`k`$, $`\mathrm{}`$,

$$HS_\lambda (x_1,\mathrm{},x_k;y_1,\mathrm{},y_{\mathrm{}}):=\underset{\mu <\lambda }{}s_\mu (x_1,\mathrm{},x_k)s_{\lambda ^{}/\mu ^{}}(y_1,\mathrm{},y_{\mathrm{}}),$$

where $`s_\nu `$ denotes the Schur function and $`\lambda ^{}/\mu ^{}`$ denotes the conjugate of the skew partition $`\lambda /\mu `$. (b) $`\mathrm{\Lambda }_n^{(k,\mathrm{})}=span_F\{HS_\lambda (x_1,\mathrm{},x_n;y_1,\mathrm{},y_{\mathrm{}})|\lambda H_n(k,\mathrm{})\}`$ where $`H_n(k,\mathrm{})`$ is the subset of the partitions of $`n`$ which fit in the $`(k,\mathrm{})`$ hook. Then form $`\mathrm{\Lambda }^{(k,\mathrm{})}=_{n0}\mathrm{\Lambda }_n^{(k,\mathrm{})}`$.

These functions were defined in  as the characters of the general Lie superalgebra, $`pl(V)`$, where $`V`$ is a vector space with an associated $`/2`$ grading. Berele and Regev proved that $`\mathrm{\Lambda }^{(k,\mathrm{})}`$ is a ring.

## 2. Hilbert Series of $`\mathrm{\Lambda }^{(k,\mathrm{})}`$

Computing this series is equivalent to the combinatorial problem of counting the number of Young diagrams which fit inside a $`(k,\mathrm{})`$ hook. It is well-known that the generating function for partitions with less than or equal to $`k`$ rows is given by $`G_k(t)=_{i=1}^k\frac{1}{1t^i}`$ and that the generating function for the partitions which fit inside of a $`k\times \mathrm{}`$ rectangle is given by $`\left[\begin{array}{c}k+\mathrm{}\\ \mathrm{}\end{array}\right]=\frac{(t;t)_{k+\mathrm{}}}{(t;t)_k(t;t)_{\mathrm{}}}`$ where $`(a;x)_n=(1a)(1ax)(1ax^2)\mathrm{}(1ax^{n1})`$. Let $`G_{k,\mathrm{}}(t)`$ be the generating function of the partitions that fit in the $`(k,\mathrm{})`$ hook. Clearly we have that $`G_{k,\mathrm{}}(t)`$ are symmetric with respect to the $`k`$ and $`\mathrm{}`$ parameters and it is quite easy to see combinatorially that this function must satisfy the recurrence

$$G_{k,\mathrm{}}(t)=G_{k,\mathrm{}1}(t)+t^{\mathrm{}(k+1)}G_k(t)G_{\mathrm{}}(t)$$

since the right hand side represents the generating function of the partitions that fit inside of the $`(k,\mathrm{})`$-hook which do not contain the cell $`(k+1,\mathrm{})`$, plus the generating function for the partitions in the hook which do contain the cell $`(k+1,\mathrm{})`$.

For our computations we use mainly the following $`t`$-binomial identities.

(5) $`(1t^i)\left[\begin{array}{c}k\\ i\end{array}\right]`$ $`=(1t^{ki+1})\left[\begin{array}{c}k\\ i1\end{array}\right]`$
(12) $`\left[\begin{array}{c}a\\ b\end{array}\right]`$ $`=\left[\begin{array}{c}a1\\ b1\end{array}\right]+t^b\left[\begin{array}{c}a1\\ b\end{array}\right]`$
###### Lemma 2.

Let $`A^{k,\mathrm{}}(t)`$ be defined by the recurrence

$$A^{k,\mathrm{}}(t)=(1t^{k+\mathrm{}})A^{k,\mathrm{}1}(t)+t^{\mathrm{}(k+1)}\left[\begin{array}{c}k+\mathrm{}\\ \mathrm{}\end{array}\right]$$

with $`A^{k,0}(t)=1`$. Then

(13)
$$A^{k,\mathrm{}}(t)=1+\underset{i=1}{\overset{\mathrm{}}{}}t^{i(k+\mathrm{}+1)}\left[\begin{array}{c}k\\ i\end{array}\right]\underset{j=0}{\overset{\mathrm{}i}{}}t^{j(ki+1)}\left[\begin{array}{c}i+j1\\ j\end{array}\right]$$

###### Proof.

We proceed by showing that $`A^{k,\mathrm{}}(t)`$ given in equation (13) satisfies the relation $`A^{k,\mathrm{}}A^{k,\mathrm{}1}+t^{k+\mathrm{}}A^{k,\mathrm{}1}=t^{\mathrm{}(k+1)}\left[\begin{array}{c}k+\mathrm{}\\ \mathrm{}\end{array}\right]`$. The full details of this calculation are not especially enlightening, hence we leave them to the reader. We give an outline of this proof by stating that as an intermediate step for the left hand side of this equation, one has

$`A^{k,\mathrm{}}(t)`$ $`A^{k,\mathrm{}1}(t)+t^{k+\mathrm{}}A^{k,\mathrm{}1}(t)=`$
$`t^{\mathrm{}(k+1)}+{\displaystyle \underset{i=1}{\overset{\mathrm{}2}{}}}t^{(i+1)(k+\mathrm{})}\left[\begin{array}{c}k\\ i\end{array}\right]{\displaystyle \underset{j=0}{\overset{\mathrm{}i2}{}}}t^{(j+1)(ki)}\left[\begin{array}{c}i+j\\ j\end{array}\right]`$
$`+{\displaystyle \underset{i=1}{\overset{\mathrm{}2}{}}}t^{(i+1)(k+\mathrm{})}\left[\begin{array}{c}k\\ i\end{array}\right]{\displaystyle \underset{j=0}{\overset{\mathrm{}2i}{}}}t^{j(ki)}\left(t^j\left[\begin{array}{c}i+j1\\ j\end{array}\right]\left[\begin{array}{c}i+j\\ j\end{array}\right]\right)`$
$`+{\displaystyle \underset{i=1}{\overset{\mathrm{}2}{}}}t^{(i+1)(k+\mathrm{})}\left[\begin{array}{c}k\\ i\end{array}\right]t^{(\mathrm{}i1)(ki+1)}\left[\begin{array}{c}\mathrm{}2\\ \mathrm{}1i\end{array}\right]`$
$`+{\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}t^{\mathrm{}(k+1)+i^2}\left[\begin{array}{c}k\\ i\end{array}\right]\left[\begin{array}{c}\mathrm{}1\\ \mathrm{}i\end{array}\right]+t^{\mathrm{}(k+\mathrm{})}\left[\begin{array}{c}k\\ \mathrm{}1\end{array}\right]\left[\begin{array}{c}\mathrm{}2\\ 0\end{array}\right]`$
This may be reduced by repeated applications of (12) until one arrives at

(14)
$$=t^{\mathrm{}(k+1)}\underset{i=0}{\overset{\mathrm{}}{}}t^{i^2}\left[\begin{array}{c}k\\ i\end{array}\right]\left[\begin{array}{c}\mathrm{}\\ i\end{array}\right]=t^{\mathrm{}(k+1)}\left[\begin{array}{c}k+\mathrm{}\\ \mathrm{}\end{array}\right]$$

###### Theorem 3.

The Hilbert series of $`\mathrm{\Lambda }^{(k,\mathrm{})}`$ is given by

$$G_{k,\mathrm{}}(t)=A^{k,\mathrm{}}(t)\underset{i=1}{\overset{k+\mathrm{}}{}}\frac{1}{1t^i}$$

###### Proof.

Take the recurrence for $`G_{k,\mathrm{}}(t)`$ and divide by $`G_{k+\mathrm{}}(t)`$. By Lemma 2, $`A^{k,\mathrm{}}(t)`$ satisfies the desired recurrence which gives us our result. ∎

It would be interesting to have a purely combinatorial proof of this identity by showing that any partition that fits inside of a $`(k,\mathrm{})`$-hook is isomorphic to a partition with less than or equal to $`k+\mathrm{}`$ rows and some other object counted by $`A^{k,\mathrm{}}(t)`$.


text:
# Comment on ‘Magnetoresistance and differential conductance in mutliwalled carbon nanotubes’

## Abstract

Jeong-O Lee el al. \[Phy. Rev. B, 61, R16 362 (2000)\] reported magnetoresistance and differential conductance measurements of multiwalled carbon nanotubes. The observed aperiodic conductance fluctuations and the negative magnetoresistance was interpreted to originate exclusively from changes in the density of states at the Fermi energy. We show that this interpretation is questionable and not supported by their measurements.

In a recent paper Jeong-O Lee el al. discuss measurements of the electrical resistance $`R`$ of multiwalled carbon nanotubes (MWNTs). In perpendicular magnetic field $`H`$ the resistance decreases with field, i.e. displaying a negative magnetoresistance (MR). In addition, aperiodic resistance fluctuations are superimposed. The fluctuations and the negative MR increase in magnitude at lower temperature $`T`$. These charcteristic features have been seen before by several groups and were sucessfully interpreted within the framework of quantum interference corrections to the diffusive motion of electrons. In this interpretation the negative MR is caused by weak localization, while the aperiodic conductance fluctuations ressemble so-called universial conductance fluctuations (UCF). There is not only qualitative agreement between previous measurements and theory, but quantitative aggreement has been obtained!

As the authors mention, there is a disagreement between the theoretical prediction and these previous experiments. For a defect free (and undoped) metallic carbon nanotube with ideal electrical contacts the electrical conductance $`G=1/R`$ is predicted by theory to be twice the quantum conductance $`G_0=2e^2/h`$ due to two propagating one-dimensional ($`1`$d) modes at the Fermi energy. This is not observed in experiments. Instead, $`R`$ is temperature dependent, it increases if T is decreased. Also, $`R`$ is strongly magnetic field-dependent, both in previous experiments, as well as in the experiments of Lee el al. However, for an ideal (and undoped) metallic carbon nanotube the number of $`1`$d subbands at the Fermi energy does not change if a perpendicular magnetic- field is applied. Hence, $`R`$ should be independent of $`H`$. Any dependence on $`H`$ and $`T`$ for temperatures below the $`1`$d-subband separation points to physics which is beyond the simple and extremely idealized picture of a $`1`$d ballistic wire with zero backscattering and non-interacting electrons. This should hold for the equilibrium (linear response) resistance and for the differential resistance, as long as the applied voltage is lower than the $`1`$d- subband separation. There is only a disagreement between theory and experiments if one sticks to the assumption that nanotubes are ideal. This poses no problem to theory, for which an ideal nanotube is the most simple model to work with. But why should a real nanotube be perfect in the experiment? Nanotubes may have defects, adsorbates may play a role, the evaporated metallic contacts most likely add additional backscattering and electrons in $`1`$d strongly interact. There is a large body of experiments showing that all necessary ingredients for ballistic transport are not realized in MWNTs.

Though Lee el al. measured MR dependences similar to previously published work, they decided to explain their data along a different line of thinking. They set out to prove that the negative MR and the aperiodic fluctuations have nothing to do with conventional interference corrections (WL, UCF), but mainly originate from the change in the density-of-states (DOS) near the Fermi energy $`E_F`$. In order to support their statement, they not only measure the equlibrium conductance but study the differential conductance $`dI/dV(V)`$ as a function of applied bias $`V`$, too. Any change in $`dI/dV`$ is assumed to originate from a change of the DOS. This interpretation is very problematic, because of the low-ohmic contacts to the nanotubes and the four-terminal measurements. Only in the opposite limit with high-ohmic contacts is it possible to measure exclusively the DOS. One has to make sure that the contacts (or at least one contact) act as tunneling contacts determining the total resistance locally. Assume the contacts of Lee el al. were perfect, i.e. no backscattering. Then, any change in $`dI/dV`$ would be due to variations in the transmission probability inside the nanotube. The DOS would not matter at all, as long as the number of subbands is not changed.

Lee el al. find in two MR measurements particular field values at which the measured resistance is practically temperature independent ($`7`$ T for sample S1 and $`4`$ T for sample S2). It is quite interesting that the corresponding resistance value are close to the predicted value of $`6.4`$ k$`\mathrm{\Omega }`$ for a perfect nanotube. However, this cannot be taken as a proof for ballistic transport in the nanotubes in agreement with the prediction $`G=G_0`$ for an ideal tube. Following the arguments of Lee el al., we could equally well take another data point of the S2 data (see inset of Fig. 2 of Lee el al.), where $`R`$ is also practically $`T`$ independent at $`1.8`$ T. According to Lee el al. this would mean metallic (and ballistic) behaviour, this time however with a resistance of $`7.2`$ k$`\mathrm{\Omega }`$ in contradiction with $`G=2G_0`$.

Furthermore, why no taking the zero field data of Fig. 3 (of Lee el al.) which also displays a temperature independent resistance $`R`$ below $`4`$ K. Following the reasoning of Lee el al., the MWNT should also be metallic (and ballistic) at $`H=0`$ T. The disagreement with $`G=2G_0`$ is now even larger.

Measuring $`dI/dV`$, Lee el al. have observed pseudo-gaps of order $`1.5`$ mV for certain field values. The authors realize that these gaps are an order of magnitude too small to be explained by theory (i.e. the separation between $`1`$d subbands of an ideal nanotube). Moreover, they conclude their paper by mentioning that ‘the most unusual observation is the existence of apperiodic fluctuations of the MR in perpendicular field totally absent in the theoretical predictions’. The conclusion, which one should have drawn from these inconsistencies, is that the interpretation in terms of DOS effects of an ideal nanotube is wrong. The measurements cannot be explained by simple DOS features obtained from a tight-binding band-structure calculation.

In view of the author’s own summary we are quite irritated by the statement that ‘the aperiodic fluctuations and negative magnetoresistance mainly originate from the change of density of states near the Fermi level with magnetic field, rather than a quantum interference effect’, which appears in the abstract. The authors provide no support for this claim, they even have not tried to demonstrate that their data cannot be understood in the framework of quantum interference corrections.

In conclusion, the paper by Lee el al. does not prove that the observed MR in MWNTs is mainly due to DOS effects, it is rather in support of previous interpretations which proved that interference corrections are important in MWNTs.

Finally, let us empasize that we do not claim that DOS effects are unimportant in nanotubes at all. According to the Einstein relation the conductance is a product of the DOS and the diffusion coefficient $`D`$. In the conventional theory of quantum corrections to the Drude resistance, the main effect of interference is to change $`D`$, while the interaction enters in to the DOS. This is only an approximation valid for small corrections. Because corrections are large in MWNTs, the two contributions cannot easily be separated anymore.


text:
# Bayesian joint estimation of non-Gaussianity and the power spectrum

## 1 Introduction

With recent dramatic improvements in observations \[Bernardis et al. 2000, Hanany et al. 2000\] the cosmic microwave background (CMB) temperature anisotropies have become a gold mine of information in cosmology. In particular, the power spectrum $`C_{\mathrm{}}`$ of CMB fluctuations has become a popular meeting ground for theorists and observers. On one hand measuring the $`C_{\mathrm{}}`$ provides a concrete target for improving experimental strategies. On another, well-founded theories predict that a system of peaks should be observed in the $`C_{\mathrm{}}`$, with a wealth of information encoded in their positions and heights. The recent unambiguous detection of the first of these peaks \[Bernardis et al. 2000, Hanany et al. 2000, Miller et al. 1999\] has caused a great deal of excitement (e.g. \[Melchiorri et al. 2000, Dodelson & Knox 2000, Contaldi 2000\]).

Many reputable theories also predict that the temperature anisotropies form a Gaussian random field (even though there are notable exceptions \[Salopek 1992, Linde & Mukhanov 1997, Peebles 1998, Contaldi, Bean & Magueijo 1999\]). That being the case, the power spectrum does indeed contain all the relevant information characterizing the random process under study. But how can we test the hypothesis of Gaussianity? Unfortunately the formalism used for Gaussianity tests is far less developed than its counterpart for power spectrum estimation. Even though Bayesianism has become the norm in current $`C_{\mathrm{}}`$ estimation, tests of Gaussianity have all, but one \[Contaldi et al. 2000\], been conducted in a frequentist vein. Most of these tests have revealed consistency with Gaussianity (e.g.\[Kogut et al. 1996\]), but claims for non-Gaussianity detection in COBE-DMR 4-year maps have also been made\[Ferreira, Magueijo & Górski 1998, Pando, Valls-Gabaud & Fang 1998, Magueijo 2000\]. Of these, one \[Ferreira, Magueijo & Górski 1998\] has been found to be due to an experimental systematic \[Banday, Zaroubi & Górski 1999\], and another \[Pando, Valls-Gabaud & Fang 1998\] to an error of method \[Barreiro et al. 2000\]. The third claim \[Magueijo 2000\], however, remains in place.

In this paper we set up a proper Bayesian framework with which to tackle the issue of non-Gaussianity. All Bayesian algorithms used so far have assumed that the signal, noise, and even galactic emissions are Gaussian random processes; and have targeted the $`C_{\mathrm{}}`$ only. If the assumption of the signal’s Gaussianity is to be dropped then one must propose an alternative form for the likelihood. Here the difficulties begin, since a workable non-Gaussian likelihood cannot be easily defined. Non-Gaussianity spans an infinite dimensional space, and truncations into a finite number of degrees of freedom are usually inconsistent.

The only attempt made so far is published in \[Contaldi et al. 2000\]. In that work the Edgeworth expansion \[Kendall & Stuart 1977\] was used to produce a Bayesian joint estimate of the $`C_{\mathrm{}}`$ and the skewness of the COBE-DMR 4-year maps. This approach is at best very approximate. Cumulants of distributions are subject to very complicated constraints \[Kendall & Stuart 1977\], and setting them all to zero apart from one (in \[Contaldi et al. 2000\] the skewness) is inconsistent with the basic properties of a distribution, such as positive definiteness or normalization. Furthermore the Edgeworth expansion is an asymptotic series, which is never a distribution when truncated.

In this paper we bypass these difficulties by deriving the general form of the likelihood from the Hilbert space of a linear harmonic oscillator. We recall \[Merzbacher 1970\] that the ground state has a Gaussian wave-function, while all excited states have wave-functions which multiply a Gaussian by a Hermite polynomial. The space of all distributions can then be spanned by the amplitudes, $`\alpha _n`$, of the various energy eigenstates, with a general distribution taking the form of a Gaussian times the square of a (possibly finite) series of Hermite polynomials.

Such a generic distribution has a remarkable similarity with the Edgeworth expansion, which takes the form of a Gaussian multiplying an infinite series of Hermite polynomials with coefficients which are themselves polynomials in the cumulants of the distribution. Closer comparison of the two expressions reveals that indeed the amplitudes $`\alpha _n`$ can be written as series of cumulants\[Contaldi, Bean & Magueijo 1999\]; these are the combinations of cumulants which can be varied independently. In particular these are the combinations which can be independently set to zero without mathematical inconsistency. Furthermore, perturbatively (that is when the cumulants are “small” in a suitable sense), the amplitudes $`\alpha _n`$ are proportional to the $`n^{th}`$ order cumulant. In some sense the $`\alpha _n`$ generalize cumulants to non-perturbative situations.

We thus arrive at a well-defined mathematical framework for conducting Bayesian tests of Gaussianity, which jointly produces $`C_{\mathrm{}}`$ estimates. Its interest is twofold. Firstly there is the obvious interest in finding out whether the CMB fluctuations are Gaussian or not. Secondly there is the issue of whether $`C_{\mathrm{}}`$ estimates themselves may vary if non-Gaussian degrees of freedom are allowed into the likelihood. In this paper we describe this formalism (Section 3), and apply it to VSA simulations (Section 4), pending actual data.

It is interesting to note that the $`\alpha _n`$ are more than a mathematical device, and have a physical interest of their own within the framework of the standard inflationary scenario\[Guth 1981, Linde 1982, Albrecht & Steinhardt 1982, Linde 1983\]. Standard inflationary fluctuations are Gaussian because the inflaton’s fluctuations satisfy harmonic oscillator equations, and are assumed to be in the ground state. The latter is an assumption which relies loosely on the boundary conditions imposed in quantum cosmology \[Hartle & Hawking 1983, Halliwell & Hawking 1985, Vilenkin 1982\], and needs not be correct\[Contaldi, Bean & Magueijo 1999\]. A non-trivial wave-function for the inflaton’s fluctuations manifests itself in non-Gaussian density fluctuations, even if we do not depart from single-field, slow-roll, inflation. Quantifying their non-Gaussianity by means of the $`\alpha _n`$ offers a direct bridge to the wave-function of the inflaton’s fluctuations.

Hence, if we take it for granted that inflation is realized in its simplest form, and is triggered by quantum cosmology, then measuring the parameters $`\alpha _n`$ amounts to mapping the wave-function of the Universe as it emerged out of a quantum epoch.

## 2 Signal-to-noise eigenmodes

The non-Gaussian likelihood formalism we are about to present works most simply when applied to a series of independent variables. We shall therefore combine our method with the technique of signal-to-noise eigenmodes, which we start by reviewing.

The signal-to-noise technique is a special case of the Karhunen-Loeve method where the parameter dependence is linear (affine) \[Bond 1995, Bond, Jaffe & Knox 1998, Tegmark, Taylor & Heavens 1997\]. Let us consider a general set of random variables

$$d_i=s_i+n_i,$$
(1)
where $`s_i`$ is the signal component and $`n_i`$ is the noise counterpart. Let us also assume that the signal and noise contributions are independent and each has zero mean. The quantity $`d_i`$ could represent, for example, the observed temperature fluctuation in the $`i`$th pixel of a CMB map, or alternatively the real or imaginary part of the amplitude of the $`i`$th coefficient in the Fourier expansion of the map. The covariance matrix $`d_id_j`$ is given simply by $`C_{ij}=s_is_i^{}+n_in_i^{}S_{ij}+N_{ij}`$, where $`S`$ and $`N`$ are the signal and noise covariance matrices respectively.

In the standard likelihood approach one estimates the parameters $`a_1,a_2,\mathrm{},a_n`$ of the probability distribution from which the $`s_i`$ are drawn by calculating the likelihood $`(𝐝|𝐚)`$ as a function of these parameters. The parameters $`𝐚`$ usually enter the calculation through the signal covariance matrix $`S(𝐚)`$. Let us suppose, in some part of the calculation, we are interested only in the parameter $`a_1`$ (say), with the remaining parameters fixed at particular values. In some (very common) cases, it proves possible to write the signal covariance matrix in the special form

$$S(𝐚)=S_1(a_1)+S_2(a_2,\mathrm{},a_n),$$
(2)
where $`S_1`$ depends only on the parameter of interest and $`S_2`$ depends only on the (fixed) values of the other parameters and is thus a fixed matrix. Furthermore, it is often also the case that $`S_1`$ is linear in $`a_1`$ and so can be written in the simple form $`S_1(a_1)=a_1U`$ where the fixed matrix $`U=S_1(1)`$. Thus the total covariance matrix $`C`$ can be written as

$$C=S+N=a_1U+S_2+Na_1U+V,$$
(3)
where $`U`$ is the ‘unit signal’ covariance matrix and $`V`$ is the ‘generalised noise’ matrix. In particular, we note that if the parameters $`𝐚`$ are the power spectrum coefficients $`C_{\mathrm{}}`$ (or averages of the $`C_{\mathrm{}}`$’s in given $`\mathrm{}`$-bins), it is always possible to write the covariance matrix in the form (3).

Since $`U`$ and $`V`$ are both real symmetric matrices, they can be diagonalised simultaneously by a single similarity transformation. This is most easily achieved by solving the generalised eigenproblem $`U𝐱=\lambda V𝐱`$. Let us denote the corresponding eigenvalues by $`\lambda _i`$ and eigenvectors by $`𝐞_i`$, which are normalised such that $`𝐞_i^tV𝐞_i=1`$. If we now consider the new set of variables $`\xi _i=𝐞_i𝐝`$, then it is straightforward to show that these new variables are uncorrelated for any value of the parameter $`a_1`$, with a covariance matrix given by $`\xi _i\xi _j=(1+a_1\lambda _i)\delta _{ij}`$. The $`\xi _i`$ are the so-called eigenmodes of signal-to noise ($`S/N`$); the modes with large eigenvalue are expected to be well-measured while modes with small eigenvalues are poorly-measured and do not contribute significantly to the likelihood.

If the original data $`d_i`$ were distributed as a multivariate Gaussian, the particular advantage of the $`S/N`$ eigenmode basis is that the likelihood function for the parameter $`a_1`$ (with $`a_2,\mathrm{},a_n`$ held fixed) becomes a simple product of one-dimensional Gaussians, and can be written simply in terms of the eigenvalues $`\lambda _i`$ as

$$(\xi |a_1)=\underset{i}{}\frac{1}{\sqrt{2\pi }\sqrt{1+a_1\lambda _i}}e^{\frac{\xi _i^2}{2(1+a_1\lambda _i)}}.$$
(4)
It is clear that this procedure can be repeated for each of the other parameters $`a_2,\mathrm{},a_n`$, provided in each case the covariance matrix can be written in the form (3). The likelihood function can thus be evaluated very simply along the ‘coordinate directions’ in parameter space. Moreover, in the special case where the parameters $`a_1,a_2,\mathrm{},a_n`$ are mutually independent (or quasi-independent to a good approximation), the likelihood function factorises as

$$(𝐝|𝐚)=(𝐝|a_1)(𝐝|a_2)\mathrm{}(𝐝|a_n).$$
(5)
Thus, in this case, the above signal-to-noise eigenmode procedure can be repeated for each parameter in turn to evaluate the full likelihood function.

## 3 An exact, non-perturbative, non-Gaussian likelihood

Let $`x`$ represent a general random variable, within a set of variables which are assumed to be independent. Let us build its distribution from the space of wave-functions which are energy eigenmodes of a simple harmonic oscillator. The following results may be found in any quantum mechanics book (e.g.\[Merzbacher 1970\]) adopting the Schrodinger (rather than the Heisenberg) picture. We have that the general wave-function for $`x`$ is given by:

$$\psi (x)=\underset{n}{}\alpha _n\psi _n(x)$$
(6)
where $`n`$ labels the energy spectrum $`E=\mathrm{}\omega (n+1/2)`$. The basis functions $`\psi _n`$ take the form

$$\psi _n(x)=C_nH_n\left(\frac{x}{\sqrt{2}\sigma _0}\right)e^{\frac{x^2}{4\sigma _0^2}}$$
(7)
with normalisation fixing $`C_n`$ as,

$$C_n=\frac{1}{(2^nn!\sqrt{2\pi }\sigma _0)^{1/2}}.$$
(8)
The only constraint upon the amplitudes $`\alpha _n`$ is:

$$\underset{n}{}|\alpha _n|^2=1$$
(9)
This is a simple algebraic expression which can be eliminated explicitly by writing:

$$\alpha _0=\sqrt{1\underset{1}{\overset{\mathrm{}}{}}|\alpha _n|^2}$$
(10)
The quantity $`\sigma _0^2`$ is the variance associated with the (Gaussian) probability distribution for the ground state $`|\psi _0|^2`$. We shall work with Hermite polynomials $`H_n(x)`$ defined as

$$H_n(x)=(1)^ne^{x^2}\frac{d^x}{dx^n}e^{x^2}$$
(11)
and normalised as

$$_{\mathrm{}}^{\mathrm{}}e^{x^2}H_n(x)H_m(x)𝑑x=2^n\pi ^{1/2}n!\delta _{nm}.$$
(12)
The most general probability density for the fluctuations in $`x`$ is thus:

$$P=|\psi |^2=e^{\frac{x^2}{2\sigma _0^2}}\left|\underset{n}{}\alpha _nC_nH_n\left(\frac{x}{\sqrt{2}\sigma _0}\right)\right|^2$$
(13)
The ground state (or “zero-point”) fluctuations are Gaussian, but any admixture with other states will be reflected in a non-Gaussian distribution function. Accordingly we may use the amplitudes of these admixtures, $`\alpha _n`$, as non-Gaussianity indicators. Their obvious advantage is the rather trivial constraint (9), which can be ignored using (10). It permits concentrating on a finite set of non-Gaussian degrees of freedom, without mathematical inconsistency.

However there is another reason why the $`\alpha _n`$ are of mathematical interest: they reduce to cumulants $`\kappa _n`$ under certain assumptions. If we assume mild non-Gaussianity (which we define through the condition $`|\alpha _0|^2|\alpha _i|^2`$, for $`i1`$) then to first order in $`\alpha _i`$,

$$P(x)=|\psi |^2=\frac{e^{\frac{x^2}{2\sigma _0^2}}}{\sqrt{2\pi }\sigma _0}\left[1+\underset{n1}{}\frac{2\mathrm{}(\alpha _n)}{(2^nn!)^{1/2}}H_n\left(\frac{x}{\sqrt{2}\sigma _0}\right)\right]$$
(14)
where we have taken $`\alpha _0`$ to have zero phase (so that to first order $`\alpha _0=1`$). Comparing (14) with the Edgeworth expansion \[Kendall & Stuart 1977\] we find a one-to-one correspondence between the amplitudes of the various energy eigenstates, and the combinations of cumulants appearing as coefficients in the Edgeworth expansion. The latter simplify enormously if we only keep first order terms, that is if we assume that quadratic and higher order terms in the cumulants are negligible. Then we find that

$$\kappa _n\mathrm{}(\alpha _n)$$
(15)
with a rather complicated proportionality constant (which is easy to work out case by case). Hence, to first order, the coherent contamination of the ground state by the $`n`$thenergy eigenstate is signalled by a non-vanishing cumulant $`\kappa _n`$. For instance the presence of the third energy eigenstate results in $`\kappa _3\mathrm{}(\alpha _3)0`$, and, to first order, zero higher order cumulants.

The advantage of using the $`\alpha _n`$ is that they still work (i.e. they still lead to proper distributions) when the distribution is highly non-Gaussian. Any maximum likelihood estimate will necessarily have to probe regions of $`\alpha _i`$ beyond the perturbative regime, even for Gaussian realizations. In these regions setting all but a finite number of $`\kappa _n`$ to zero is inconsistent; but not for a finite number of $`\alpha _n`$. In the non-perturbative regime the $`\alpha _n`$ become rather complicated series of $`\kappa _n`$. However these series of cumulants may be varied, or set to zero, independently, and still lead to a distribution. Hence we should regard the $`\alpha _n`$ as non-perturbative generalizations of cumulants.

More concretely, in the non-perturbative regime, we have

$$P(x)=|\psi |^2=\frac{e^{\frac{x^2}{2\sigma _0^2}}}{\sqrt{2\pi }\sigma _0}\underset{i,j}{}\frac{\alpha _i^{}\alpha _j}{(2^{i+j}i!j!)^{1/2}}H_i\left(\frac{x}{\sqrt{2}\sigma _0}\right)H_j\left(\frac{x}{\sqrt{2}\sigma _0}\right)$$
(16)
We may recover the Edgeworth expansion by noting that,

$$e^{x^2}H_i(x)H_j(x)=e^{x^2}\left[\underset{n}{}b_n^{ij}H_n(x)\right]$$
(17)
with,

$$b_n^{ij}=\frac{2^{sn}i!j!}{(sn)!(si)!(sj)!}$$
(18)
with $`2s=n+i+j`$. One may derive (18) using (12) and the standard result for the integral over a product of three Hermite polynomials (formula 7.375.2 of \[Gradshteyn & Ryzhik 1996\]). Thus we obtain the more complicated expression

$$P(x)=|\psi |^2=\frac{e^{\frac{x^2}{2\sigma _0^2}}}{\sqrt{2\pi }\sigma _0}\underset{n}{}\left(\underset{i,j}{}\frac{b_n^{ij}\alpha _i^{}\alpha _j}{(2^{i+j}i!j!)^{1/2}}\right)H_n\left(\frac{x}{\sqrt{2}\sigma _0}\right)$$
(19)
Comparing with the Edgeworth expansion leads to the rather complicated non-perturbative expression relating the amplitudes $`\alpha _i`$ and series of cumulants.

## 4 Application to VSA simulations

We have applied our method to simulated observations by the Very Small Array (VSA) interferometer. The VSA has been built by Cambridge and Jodrell Bank in the UK, and is sited at the Teide Observatory in Tenerife. It has just become operational. The VSA is expected to give detailed maps of the CMB anisotropy with a sensitivity $`5\mu K`$ and covering a range of angular scales from $`10^{}`$ to $`2^{}`$ for a frequency range of 28 and 38 GHz. It will have 14 antennas and a 2-GHz bandwidth analogue correlator and uses the same technology as Cosmic Anisotropy Telescope (CAT). The VSA is able to observe in ‘compact’ and ‘extended’ modes, which are sensitive to different $`\mathrm{}`$-ranges. In the compact mode, it is expected that VSA will recover the angular power spectrum in 10 spectral bins where each bin is centred respectively at $`\mathrm{}114`$, 211, 308, 404, 501, 598, 695, 792, 889, 986. The width of each bin $`\mathrm{\Delta }\mathrm{}97`$ corresponds to the $`1/e`$ diameter of the aperture function of the interferometer and represents the length scale on which the underlying Fourier modes of the sky are correlated by the instrument. Thus, the spectral bins have been chosen so that the power spectrum estimates in each bin are quasi-independent to a good approximation.

An account of a maximum-likelihood method for analysing interferometer observations of the CMB anisotropies is given in \[Hobson, Lasenby & Jones 1995\]. In the standard likelihood analysis the parameters of interest are $`a_k=\mathrm{}^2C_{\mathrm{}}/(2\pi )_{k\text{th bin}}`$. Since these parameters are quasi-independent, the full likelihood function factorises as in (5) to a good approximation. The signal-to-noise eigenmode procedure outlined in section 2 is then applied to each factor, which, in the standard approach, reduces to the simple product of one-dimensional Gaussians given in (4).

In our new approach, however, we subject the standard Gaussian likelihood algorithm to the following modifications. Instead of assuming the simple Gaussian form for the probability distribution of each S/N eigenmode $`\xi _i`$, we instead consider the more general situation in which all $`\alpha _n`$ are set to zero, except for the real part of $`\alpha _3`$. The reason for this is that such a quantity reduces to the skewness in the perturbative regime. The imaginary part of $`\alpha _3`$ is only meaningful in the non-perturbative regime (and can be set to zero independently without inconsistency). Hence we are considering a likelihood of the form:

$$P(x)=\frac{e^{\frac{x^2}{2\sigma _0^2}}}{\sqrt{2\pi }\sigma _0}\left[\alpha _0+\frac{\alpha _3}{\sqrt{48}}H_3\left(\frac{x}{\sqrt{2}\sigma _0}\right)\right]^2$$
(20)
with

$$\alpha _0=\sqrt{1\alpha _3^2}$$
(21)
explicitly replaced in (20).

The generalization of this distribution to the multidimensional case is trivial in the signal-to-noise eigenmode basis, since we can simply take the product of the individual one-dimensional distributions. Thus, when considering the power spectrum in the $`k`$th spectral bin, we adopt the likelihood function

$$(\xi |a_k,\alpha _3)=\underset{i}{}\frac{e^{\frac{\xi _i^2}{2(1+a_k\lambda _i)}}}{\sqrt{2\pi }\sqrt{1+a_k\lambda _i}}\left[\alpha _0+\frac{\alpha _3}{\sqrt{48}}H_3\left(\frac{\xi _i}{\sqrt{2(1+a_k\lambda _i)}}\right)\right]^2,$$
(22)
where $`a_k`$ is the average of value $`\mathrm{}^2C_{\mathrm{}}/(2\pi )`$ in the $`k`$th spectral bin. The $`\alpha _3`$ could in principle depend on $`\mathrm{}`$, but for simplicity we have dropped this dependence. Notice that because the noise is Gaussian, and because of the principle of superposition in quantum mechanics, the $`\alpha _n`$ appearing in this formula are the ones pertaining to the signal alone.

We have applied this method to a $`30\times 12`$ hour simulated VSA observation of a Gaussian CMB realisation drawn from a standard inflationary model with $`\mathrm{\Omega }_{\mathrm{cdm}}=0.95`$, $`\mathrm{\Omega }_\mathrm{b}=0.05`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$, $`h=0.5`$, $`n_s=1`$ and no tensor contribution. In Fig. 1 we show the contour plots of the likelihood functions for the amplitude of the power spectrum $`\mathrm{}^2C_{\mathrm{}}/(2\pi )`$ and $`\alpha _3`$ for each of the 10 spectrals bins observed by VSA. The alignment of the contour axes with the coordinate axes implies the reassuring result that there seems to be little correlation in each bin between the power spectrum estimate and the estimate of the non-Gaussian parameter.

In Fig. 2 we plot the likelihood function for $`\alpha _3`$ in each spectral bin after marginalization over the amplitude of the angular power spectrum. The results obtained indicate that the value of $`\alpha _3`$ scatter around $`\alpha _3=0`$, within the range implied by the width of the likelihood. The percentage of the population inside the contour intersecting the origin represents the confidence level for rejecting Gaussianity. All of these are within 1-2 sigma, indicating that this method is not biased. Notice that for those bins in which we failed to obtain a CMB detection (see Fig.3) there seems to be a bias towards a peak at $`\alpha _3=0`$, without the scatter expected from the width of the likelihood.

In Fig. 3 we plot the likelihood functions for the amplitude of the power spectrum in each bin after marginalization over the parameter $`\alpha _3`$ (solid line). Superimposed are the corresponding conditional distributions for $`\alpha _3=0`$ (dashed line). For this Gaussian CMB realisation, the distributions obtained are not significantly affected by the inclusion of the extra parameter $`\alpha _3`$. The most noticeable effect is a slight variation of the position of the peak (particularly for bins 1 and 2) which is in agreement with Fig 1. Since in each bin the estimate of the power spectrum and the non-Gaussian parameter are weakly correlated, we see that the widths of the likelihood functions for the angular power spectrum are not significantly increased by including the $`\alpha _3`$ parameter.

In Fig. 4 we plot the joint likelihood for $`\alpha _3`$ obtained by multiplying the individual likelihoods for the 10 spectral bins, thus obtaining the overall estimate and a better constraint on $`\alpha _3`$.

Finally, in Fig 5 we plot the distribution of the peak of the likelihood for $`\alpha _3`$ obtained from Monte Carlo simulations. In each VSA simulation the CMB is a realization drawn from an inflationary model. The CMB fluctuations are thus Gaussian. The distribution peaks around a value of $`\alpha _3=0`$ confirming that our algorithm is indeed not biased.

## 5 Conclusions

In this paper we laid down the foundations for a rigorous Bayesian framework for testing non-Gaussianity, and jointly estimating the power spectrum (Section 3). Our main achievement was to convert testing Gaussianity into a problem of Bayesian estimation. We defined a series of parameters $`\alpha _n`$, to be added to the power spectrum, such that the origin of the new space represents Gaussianity. These parameters are generalizations of cumulants. If all cumulants are very small, in a suitable sense, each of the new parameters is approximately proportional to a cumulant. If not, then the new parameters become series of powers of cumulants. They are desirable non-perturbative generalizations of cumulants because they are independent, ie: subject to essentially no constraints, unlike standard cumulants.

With any dataset, one must then determine the contour of the likelihood intersecting the origin of the $`\alpha _n`$ space, after marginalization over the power spectrum. The percentage of the population inside this contour is the confidence level for rejecting Gaussianity. We found that for simulated VSA observations of a Gaussian CMB realisation this confidence level is always within 1-2 sigma. To assess if our algorith is unbiased one must produce simulated VSA observations of several Gaussian CMB realizations. We found that the distribution of the peak of the likelihood in $`\alpha _3`$ for a number of these realizations peaks around a value of $`\alpha _3=0`$ showing that our method is indeed not biased. (Section 4).

The method we have proposed is completely general, and may be applied to any type of experiment, interferometric or single-dish. In particular its application to COBE-DMR maps, closely mimicking the steps of \[Contaldi 2000\], is straightforward. The only issue which may complicate the method is galactic foreground removal. In some experiments foregrounds away from the galactic plane may be ignored, by suitably choosing the frequency channels. In some cases, contaminations may be removed by subtracting off the correlated component, making use of templates \[Kogut et al. 1996\]. In these cases there is no extra complication to our method.

However in some cases \[Hobson, Lasenby & Jones 1995\] foreground subtraction is part of the maximum likelihood algorithm leading to CMB $`C_{\mathrm{}}`$ estimates. In some of these cases it is assumed that Galactic foregrounds form a Gaussian random field. With our method we may now allow for non-Gaussian degrees of freedom to be applied to these emissions. Hence we should be able to improve significantly on these methods of foreground removal, as well as exploring signal non-Gaussianity. The detailed implementation of this project, as well as its application to VSA data, is the subject of a future publication.

The formalism we have developed is also of assistance for generating realizations belonging to the most general ensemble parameterized by the $`\alpha _n`$. In work in preparation we show how this can be done, and how the maximum likelihood method proposed in this paper may then differentiate between distinct distributions on the basis of single realizations.

## Acknowledgments

JM would like to thank Rachel Bean and Carlo Contaldi for inspiring this paper during the preparation of \[Contaldi, Bean & Magueijo 1999\]. JM thanks the Isaac Newton Institute for support and hospitality at the initial stages of this project. GR would like to thank Pedro Ferreira for enlightening discussions. GR also thanks the Dept. of Physics of the University of Oxford for support and hospitality during the progression of this work. GR is funded by FCT (Portugal) under ‘Programa PRAXIS XXI’, grant no. PRAXIS XXI/BPD/9990/96. MH acknowledges funding from PPARC in form of an Advanced Fellowship.