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# Conditional Expectation as Quantile Derivative

## 1 Introduction

The last decade has seen a growing interest in quantiles of probability distributions by practitioners mainly in the financial industry. Since quantiles have a simple interpretation in terms of over- or undershoot probabilities they have found entrance in current risk management practice in form of the value-at-risk concept (cf. ).

In particular, there is need for computing derivatives of quantiles of weighted sums of random variables with respect to the weights.  represents an early example for the use of these derivatives. More recently, in  was shown for general risk measures that their derivatives with respect to the asset weights are the key to the solution of the “capital allocation” problem (see also  for the case of “coherent” risk measures). The problem to allocate the total risk to risk sources in connection with the need to differentiate risk measures appears also in other scientific disciplines. For an example in statistics see .

In case of normally distributed random vectors the formulae for the derivatives are obvious (cf. ). In , a result (Theorem 1) was provided for general distributions and even non-linear combinations of random variables. A similar formula can be found in . Unfortunately, the results in  and  lack of an intuitive explanation. Nevertheless, readily interpretable formulae are available for the case of linear combinations of random variables (cf.  or ). The primary intention with the present paper is to give a sufficient condition as general as possible on the underlying distribution for the formulae in  and ) to remain valid. In addition, we will transfer the result on quantiles onto the so-called expected shortfall (also called conditional value-at-risk). Finally, because of the theoretical importance of the expected shortfall we will discuss its role as coherent risk measure in the sense of .

This paper is organized as follows: In section 2 we recall some properties of conditional densities and introduce the technical assumptions needed for the main result on differentiation of quantiles. In section 3, this result is presented in an easy to digest (eq. (6)) and a rigorous version (Theorem 12). We then apply the result to the expected shortfall in section 4. The last section is devoted to a more detailed study of the latter with respect to its coherence properties.

## 2 Some facts on conditional densities

We are going to present sufficient conditions for quantiles of a sum $`u_iX_i`$ to be differentiable with respect to the weights $`u_i`$. These conditions will heavily rely on the existence of a conditional density of one component of the $`X_i`$ given the others. So we will start our study by summarizing some facts on conditional densities.

First we recall the notion of conditional density in the context of a random vector $`(X_1,\mathrm{},X_d)`$. We write $`(^d)`$ for the $`\sigma `$-algebra of Borel sets on $`^d`$. By the indicator function $`I(A)=I(A,\omega )`$ of a set $`A`$ we mean the function defined by

$$I(A,\omega )\stackrel{\mathrm{def}}{=}\{\begin{array}{cc}\hfill 1,& \text{if }\omega A\hfill \\ \hfill 0,& \text{if }\omega A.\hfill \end{array}$$
(1)
###### Definition 2.1

Let $`d2`$ and let $`(X_1,\mathrm{},X_d)`$ be an $`^d`$-valued random vector. A measurable function $`\varphi :^d[0,\mathrm{}),(t,x_2,\mathrm{},x_d)\varphi (t,x_2,\mathrm{},x_d)`$ is called conditional density of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$ if for all $`A(),B(^{d1})`$

$$\mathrm{P}\left[X_1A,(X_2,\mathrm{},X_d)B\right]=\mathrm{E}\left[I((X_2,\mathrm{},X_d)B)_A\varphi (t,X_2,\mathrm{},X_d)𝑑t\right].$$

An equivalent formulation for Definition 2.1 is

$$_A\varphi (t,X_2,\mathrm{},X_d)𝑑t=\mathrm{P}\left[X_1A|X_2,\mathrm{},X_d\right],$$
(2)
i.e. $`\varphi (,X_2,\mathrm{},X_d)`$ is a density of the conditional distribution of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$. Recall the well-known fact that the existence of a joint density of $`(X_1,\mathrm{},X_d)`$ is sufficient but not necessary for the existence of a conditional density of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$. On the other hand, the existence of such a conditional density implies that the unconditional distribution of $`X_1`$ has a density $`f`$ that is given by $`f(t)=\mathrm{E}\left[\varphi (t,X_2,\mathrm{},X_d)\right]`$. Moreover, a situation can occur where the distribution of $`(X_2,\mathrm{},X_d)`$ is purely discrete and a conditional density of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$ exists.

For our purpose, the following three easy conclusions from the existence of a conditional density are important.

###### Lemma 2.2

Let $`d2`$ and let $`(X_1,\mathrm{},X_d)`$ be an $`^d`$-valued random vector with a conditional density $`\varphi `$ of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$. Then for any weight vector $`(u_1,\mathrm{},u_d)\backslash \{0\}\times ^{d1}`$ we have

1. the function $`t|u_1|^1\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]`$ is a density of
$`_{i=1}^du_iX_i`$,
2. for $`i=2,\mathrm{},d`$, almost surely for $`t`$

$$\mathrm{E}\left[X_i|\underset{j=1}{\overset{d}{}}u_jX_j=t\right]=\frac{\mathrm{E}\left[X_i\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]}{\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]},\text{and}$$
3. almost surely for $`t`$

$$\mathrm{E}\left[X_1|\underset{j=1}{\overset{d}{}}u_jX_j=t\right]=\frac{\mathrm{E}\left[\frac{t_{i=2}^du_iX_i}{u_1}\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]}{\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]}.$$

To say Lemma 2.2 with words: if there is a conditional density of $`X_1`$ given the other components, then subject to the condition $`u_10`$ the distribution of $`_{i=1}^du_iX_i`$ is absolutely continuous with density specified in Lemma 2.2 (i), and the conditional expectations of the $`X_i`$ given the sum $`_{j=1}^du_jX_j`$ can be calculated via the formulae in Lemma 2.2 (ii) and (iii).

In the subsequent section, it will turn out that the quantiles of the sum $`_{i=1}^du_iX_i`$ are differentiable with respect to the weights $`u_i`$ if the quantities mentioned in Lemma 2.2 are smooth in a certain sense. This observation motivates the following definition.

###### Assumption 2.3

Let $`d2`$ and let $`(X_1,\mathrm{},X_d)`$ be an $`^d`$-valued random vector with a conditional density $`\varphi `$ of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$. We say that $`\varphi `$ satisfies Assumption 2.3 in an open set $`U\backslash \{0\}\times ^{d1}`$ if the following three conditions hold:

1. For fixed $`x_2,\mathrm{},x_d`$ the function $`t\varphi (t,x_2,\mathrm{},x_d)`$ is continuous in $`t`$.
2. The mapping

$$(t,u)\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right],\times U[0,\mathrm{})$$

is finite-valued and continuous.
3. For each $`i=2,\mathrm{},d`$ the mapping

$$(t,u)\mathrm{E}\left[X_i\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right],\times U$$

is finite-valued and continuous.

Note that (i) from Assumption 2.3 in general does imply neither (ii) nor (iii). Furthermore, (ii) and (iii) may be valid even if the components of the random vector $`(X_1,\mathrm{},X_d)`$ do not have finite expectations.

###### Remark 2.4

Here is a list of some situations in which Assumption 2.3 is satisfied:

* $`(X_1,\mathrm{},X_d)`$ is normally distributed and its covariance matrix has full rank.
* $`(X_1,\mathrm{},X_d)`$ and $`\varphi `$ satisfy (i) and for each $`(s,v)\times U`$ there is some neighbourhood $`V`$ such that the random fields

$$\left(\varphi (u_1^1(t_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right)_{(t,u)V}$$

and for $`i=2,\mathrm{},d`$

$$\left(X_i\varphi (u_1^1(t_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right)_{(t,u)V}$$

are uniformly integrable.
* $`\mathrm{E}\left[X_i\right]<\mathrm{},i=2,\mathrm{},d`$, and $`\varphi `$ is bounded and satisfies (i).
* $`\mathrm{E}\left[X_i\right]<\mathrm{},i=2,\mathrm{},d`$. $`X_1`$ and $`(X_2,\mathrm{},X_d)`$ are independent. $`X_1`$ has a continuous density.
* There is a finite set $`M^{d1}`$ such that $`\mathrm{P}\left[(X_2,\mathrm{},X_d)M\right]=1,`$ and (i) is satisfied.

Note that Remark 2.4 3) is a special case of 2) and that 4) and 5) resp. are special cases of 3). Perhaps, 4) is the case most interesting for applications. It corresponds to the situation where a sample of $`(X_1,\mathrm{},X_d)`$ and a weight vector $`u`$ are given and the density of $`_{j=1}^du_jX_j`$ is estimated by kernel estimation.

## 3 Quantile Derivatives

If $`X`$ is a real valued random variable and $`\alpha `$ is any number between 0 and 1, the $`\alpha `$-quantile of $`X`$ is the $`100\alpha `$%-threshold of $`X`$, i.e. the lowest bound to be exceeded by $`X`$ only with probability $`100(1\alpha )`$%. We will make use of the following formal definition.

###### Definition 3.1

Let $`X`$ be a real valued random variable and let $`\alpha (0,1)`$. Then the $`\alpha `$-quantile $`Q_\alpha (X)`$ of $`X`$ is defined by

$$Q_\alpha (X)\stackrel{\mathrm{def}}{=}inf\{x|\mathrm{P}\left[Xx\right]\alpha \}.$$

In general, the case $`\mathrm{P}\left[XQ_\alpha (X)\right]>\alpha `$ is possible, but in this paper solely $`\mathrm{P}\left[XQ_\alpha (X)\right]=\alpha `$ will occur. The reason is that our method for proving differentiability of the quantiles will be based on the implicit function theorem.

Let us briefly outline the reasoning. We want to study the mapping

$$Q_\alpha (u)\stackrel{\mathrm{def}}{=}Q_\alpha \left(\underset{j=1}{\overset{d}{}}u_jX_j\right),$$
(3)
regarded as a function of the weight vector $`u`$. Assume for the moment that we already know that $`Q_\alpha (u)`$ is differentiable with respect to the components of $`u`$. If there is a conditional density of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$, then by Lemma 2.2 (i) the distribution of $`_{j=1}^du_jX_j`$ is continuous, and we obtain by (2) for all $`u`$ with $`u_1>0`$

$$\alpha =\mathrm{P}\left[_{j=1}^du_jX_jQ_\alpha (u)\right]=\text{E}\left[\underset{\mathrm{}}{\overset{u_1^1(Q_\alpha (u)_{j=2}^du_jX_j)}{}}\varphi (t,X_2,\mathrm{},X_d)𝑑t\right].$$
(4)
Ignoring the question whether or not differentiation under the expectation is permitted, by differentiating with respect to $`u_i,i=2,\mathrm{},d,`$ we obtain from (4)

$$0=u_1^1\mathrm{E}\left[\left(\frac{Q_\alpha (u)}{u_i}X_i\right)\varphi (u_1^1(Q_\alpha (u)_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right].$$
(5)
Solving (5) for $`\frac{Q_\alpha (u)}{u_i}`$ and applying formally Lemma 2.2 (ii) now yields

$$\frac{Q_\alpha (u)}{u_i}=\mathrm{E}\left[X_i|_{j=1}^du_jX_j=Q_\alpha (u)\right],i=2,\mathrm{},d.$$
(6)
An analogous computation could be done in the cases $`u_1<0`$ and $`i=1`$ and would yield (6) also for $`u_1<0`$ or $`i=1`$. Equation (6) has been presented in  without examination of the question whether $`Q_\alpha `$ is differentiable and in  for the case of $`(X_1,\mathrm{},X_d)`$ with a joint density.

In order to make this approach mathematically rigorous by invoking the implicit function theorem, we have to verify some smoothness conditions for the expression $`\mathrm{P}\left[_{j=1}^du_jX_jz\right]`$ considered as a function of $`u`$ and $`z`$.

###### Lemma 3.2

Let $`(X_1,\mathrm{},X_d)`$ be an $`^d`$-valued random vector. Assume that there is a conditional density $`\varphi `$ of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$ satisfying Assumption 2.3 in some open set $`U\backslash \{0\}\times ^{d1}`$. Define the random field $`(Z(u))_{uU}`$ by

$$Z(u)\stackrel{\mathrm{def}}{=}\underset{i=1}{\overset{d}{}}u_iX_i,uU.$$
(7)
Then the function $`F:\times U[0,\mathrm{})`$, defined by

$$F(z,u)\stackrel{\mathrm{def}}{=}\mathrm{P}\left[Z(u)z\right],$$

is partially differentiable in $`z`$ and $`u_i`$, $`i=1,\mathrm{},d`$, with jointly continuous derivatives

$`{\displaystyle \frac{F(z,u)}{z}}`$ $`=`$ $`|u_1|^1\mathrm{E}\left[\varphi (u_1^1\left(z{\displaystyle \underset{j=2}{\overset{d}{}}}u_jX_j\right),X_2,\mathrm{},X_d)\right],`$ (8)
$`{\displaystyle \frac{F(z,u)}{u_1}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{sign}(u_1)}{u_1^2}}\mathrm{E}\left[\left(z{\displaystyle \underset{j=2}{\overset{d}{}}}u_jX_j\right)\varphi (u_1^1\left(z{\displaystyle \underset{j=2}{\overset{d}{}}}u_jX_j\right),X_2,\mathrm{},X_d)\right],`$ (9)
and
$`{\displaystyle \frac{F(z,u)}{u_i}}`$ $`=`$ $`|u_1|^1\mathrm{E}\left[X_i\varphi (u_1^1\left(z{\displaystyle \underset{j=2}{\overset{d}{}}}u_jX_j\right),X_2,\mathrm{},X_d)\right],i=2,\mathrm{},d.`$ (10)
Proof. The joint continuity of the expressions for the partial derivatives follows from Assumption 2.3 (ii) and (iii). Equation (8) is obvious since by Lemma 2.2 (i) the right-hand side of (8) as function of $`z`$ is a continuous density of $`Z(u)`$.

By the representations

$$F(z,u)=\mathrm{E}\left[\underset{\mathrm{}}{\overset{u_1^1(z_{j=2}^du_jX_j)}{}}\varphi (t,X_2,\mathrm{},X_d)𝑑t\right]$$

in case $`u_1>0`$ and

$$F(z,u)=\mathrm{E}\left[\underset{u_1^1(z_{j=2}^du_jX_j)}{\overset{\mathrm{}}{}}\varphi (t,X_2,\mathrm{},X_d)𝑑t\right]$$

in case $`u_1<0`$ respectively, the application of Theorem A.(9.1) from  on differentiation under the integral yields the desired formulae (9) and (10). $`\mathrm{}`$

With Lemma 3.2 we are in a position suitable to give a rigorous formulation to (6). Keep in mind that by Lemma 2.2 equation (6) on the one hand and (3.3) and (12) on the other hand have essentially the same meaning.

###### Theorem 3.3

Let $`\alpha (0,1)`$ be fixed, and let $`(X_1,\mathrm{},X_d)`$ be an $`^d`$-valued random vector with a conditional density $`\varphi `$ of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$ that satisfies Assumption 2.3 in some open set $`U\backslash \{0\}\times ^{d1}`$. Define the random field $`(Z(u))_{uU}`$ by (7) and the function $`Q_\alpha :U`$ by (3).

If the density $`t|u_1|^1\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]`$ of $`Z(u)`$ is positive at $`t=Q_\alpha (u)`$, then $`Q_\alpha `$ is partially differentiable in some neighbourhood of $`u`$ with continuous derivatives

$`{\displaystyle \frac{Q_\alpha }{u_1}}(u)=`$
$`u_1^1\left(Q_\alpha (u){\displaystyle \frac{\mathrm{E}\left[\left(_{j=2}^du_jX_j\right)\varphi (u_1^1(Q_\alpha (u)_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right]}{\mathrm{E}\left[\varphi (u_1^1(Q_\alpha (u)_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right]}}\right)`$
and

$$\frac{Q_\alpha }{u_i}(u)=\frac{\mathrm{E}\left[X_i\varphi (u_1^1(Q_\alpha (u)_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right]}{\mathrm{E}\left[\varphi (u_1^1(Q_\alpha (u)_{j=2}^du_jX_j),X_2,\mathrm{},X_d)\right]},i=2,\mathrm{},d.$$
(12)
Proof. As Assumption 2.3 implies that the distributions of $`(Z(u))_{uU}`$ are continuous, we have for all $`uU`$

$$\mathrm{P}\left[Z(u)Q_\alpha (u)\right]=\alpha .$$
(13)
From (13), by Lemma 3.2 and the implicit function theorem we obtain the assertion. $`\mathrm{}`$

## 4 Shortfall Derivatives

As a quantile at a fixed level gives only local information about the underlying distribution, a promising way to escape from this shortcoming is to consider the so-called expected shortfall over or under the quantile. These quantities, to be defined in the following theorem, can be interpreted as moments of the difference between the underlying random sum and a quantile in a worst case situation specified by the confidence level of the quantile.

###### Theorem 4.1

Let $`\delta 1`$ be fixed. Let $`(X_1,\mathrm{},X_d)`$, $`\varphi `$, $`U`$, and $`\alpha `$ be as in Theorem 12, and assume additionally

$$\mathrm{E}\left[X_i^\delta \right]<\mathrm{},i=1,\mathrm{},d.$$

Let $`Z(u)`$ and $`Q_\alpha (u)`$ be as in Theorem 12, and let

$`S_{\alpha ,\delta }(u)`$ $`\stackrel{\mathrm{def}}{=}`$ $`\mathrm{E}\left[\left|Z(u)Q_\alpha (u)\right|^\delta |Z(u)Q_\alpha (u)\right]\text{and}`$
$`S_{\alpha ,\delta }^{}(u)`$ $`\stackrel{\mathrm{def}}{=}`$ $`\mathrm{E}\left[\left|Z(u)Q_\alpha (u)\right|^\delta |Z(u)Q_\alpha (u)\right],uU.`$
If the density $`t|u_1|^1\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]`$ of $`Z(u)`$ is positive at $`t=Q_\alpha (u)`$, then for each $`i=1,\mathrm{},d`$ the partial derivatives of $`S_{\alpha ,\delta }`$ and $`S_{\alpha ,\delta }^{}`$ with respect to $`u_i`$ exist and are continuous in some neigbourhood of $`u`$. They can be computed by

$`{\displaystyle \frac{S_{\alpha ,\delta }(u)}{u_i}}`$ $`=`$ $`\delta \mathrm{E}\left[\left({\displaystyle \frac{Q_\alpha (u)}{u_i}}X_i\right)\left|Z(u)Q_\alpha (u)\right|^{\delta 1}|Z(u)Q_\alpha (u)\right]\text{and}`$ (14)
$`{\displaystyle \frac{S_{\alpha ,\delta }^{}(u)}{u_i}}`$ $`=`$ $`\delta \mathrm{E}\left[\left(X_i{\displaystyle \frac{Q_\alpha (u)}{u_i}}\right)\left|Z(u)Q_\alpha (u)\right|^{\delta 1}|Z(u)Q_\alpha (u)\right],uU,`$
where the formulas for $`\frac{Q_\alpha (u)}{u_i}`$ are given in Theorem 12.

Proof. For any event $`A`$ define the indicator function $`I(A,\omega )=I(A)`$ by (1). Fix $`\delta 1`$ and let $`G(z,u)\stackrel{\mathrm{def}}{=}\mathrm{E}\left[|Z(u)z|^\delta I(Z(u)z)\right]`$. Then the proof for e.g. (14) can be based on the representation

$$G(z,u)=\delta \underset{\mathrm{}}{\overset{0}{}}\mathrm{P}\left[Z(u)z+t\right](t)^{\delta 1}𝑑t,$$

by using Lemma 3.2 and Theorem A.(9.1) from . We omit the details. $`\mathrm{}`$

Casually, one might be more interested in conditional moments of the underlying random variable itself than in moments of the difference between the random variable and a quantile. The following corollary to Theorem 4.1 covers this case. Note that in contrast to our notation some people call solely the quantities $`T_{\alpha ,1}(u)`$ and $`T_{\alpha ,1}^{}(u)`$, defined in (15) and (16) respectively, expected shortfall.

###### Corollary 4.2

Let an integer $`n1`$ be fixed. Let $`(X_1,\mathrm{},X_d)`$, $`\varphi `$, $`U`$, and $`\alpha `$ be as in Theorem 12 and assume additionally

$$\mathrm{E}\left[X_i^n\right]<\mathrm{},i=1,\mathrm{},d.$$

Define $`Z(u)`$ and $`Q_\alpha (u)`$ as in Theorem 12 and let

$`T_{\alpha ,n}(u)`$ $`\stackrel{\mathrm{def}}{=}`$ $`\mathrm{E}\left[Z(u)^n|Z(u)Q_\alpha (u)\right]\text{and}`$ (15)
$`T_{\alpha ,n}^{}(u)`$ $`\stackrel{\mathrm{def}}{=}`$ $`\mathrm{E}\left[Z(u)^n|Z(u)Q_\alpha (u)\right],uU.`$ (16)
If the density $`t|u_1|^1\mathrm{E}\left[\varphi (u_1^1\left(t_{j=2}^du_jX_j\right),X_2,\mathrm{},X_d)\right]`$ of $`Z(u)`$ is positive at $`t=Q_\alpha (u)`$, then for each $`i=1,\mathrm{},d`$ the partial derivatives of $`T_{\alpha ,n}`$ and $`T_{\alpha ,n}^{}`$ with respect to $`u_i`$ exist and are continuous in some neighbourhood of $`u`$. They can be computed by

$`{\displaystyle \frac{T_{\alpha ,n}(u)}{u_i}}`$ $`=`$ $`n\mathrm{E}\left[X_iZ(u)^{n1}|Z(u)Q_\alpha (u)\right]\text{and}`$
$`{\displaystyle \frac{T_{\alpha ,n}^{}(u)}{u_i}}`$ $`=`$ $`n\mathrm{E}\left[X_iZ(u)^{n1}|Z(u)Q_\alpha (u)\right],uU.`$ (17)
Proof. Follows through the representations

$`\mathrm{E}\left[Z(u)^n|Z(u)Q_\alpha (u)\right]`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{n}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right)\mathrm{E}\left[(Z(u)Q_\alpha (u))^k|Z(u)Q_\alpha (u)\right]Q_\alpha (u)^{nk}\text{and}`$
$`\mathrm{E}\left[Z(u)^n|Z(u)Q_\alpha (u)\right]`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{n}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{n}{k}}\right)\mathrm{E}\left[(Z(u)Q_\alpha (u))^k|Z(u)Q_\alpha (u)\right]Q_\alpha (u)^{nk}`$
from Theorem 4.1. $`\mathrm{}`$

Equation (17) in case $`n=1`$ was derived in  for random variables $`X_1,\mathrm{},X_d`$ with a joint density.

## 5 Expected shortfall as risk measure

Since quantiles (or the value-at-risk) as risk measures have some severe deficiencies (cf.  or ), in the scientific literature other risk measures are preferred. One among those risk measures is the Conditional Value-at-Risk (CVaR, expected shortfall with $`n=1`$ in Corollary 4.2) because of its close relationship to the “coherent” risk measures introduced in .

Indeed, there seems to be some confusion in the literature whether in general CVaR is a coherent risk measure or not. For instance, in  and  is argued that CVaR is not a coherent risk measure, whereas  says it is. The discrepancy between these statements is easy to explain since the definitions of CVaR the different authors used are not identical. We will not examine here which definition is more useful, but will show that even in the situation of the CVaR defined to be an elementary expectation – as in  and  –, it enjoys to a great extent the coherence properties. We start with an elementary but useful lemma.

###### Lemma 5.1

Let $`Y`$ be a random variable in $`L_1(\mathrm{\Omega },𝔉,\text{P})`$ and $`y`$ such that $`\mathrm{P}\left[Yy\right]`$ is positive. Then for all $`F𝔉`$ with $`\mathrm{P}\left[F\right]\mathrm{P}\left[Yy\right]`$ we have

$$\mathrm{E}\left[Y|F\right]\mathrm{E}\left[Y|Yy\right].$$
(18)
Proof. (18) is trivial in case $`\mathrm{P}\left[F\{Yy\}\right]=0`$. Hence assume $`\mathrm{P}\left[F\{Yy\}\right]`$ to be positive. Define the indicator function $`I(A)`$ of the event $`A𝔉`$ as in (1). We then obtain
$`\mathrm{E}\left[Y|Yy\right]`$ $`=`$ $`y+{\displaystyle \frac{\mathrm{E}\left[(Yy)I(\{Yy\}F)\right]+\mathrm{E}\left[(Yy)I(\{Yy\}\mathrm{\Omega }\backslash F)\right]}{\mathrm{P}\left[Yy\right]}}`$     $``$ $`y+\mathrm{E}\left[Yy|\{Yy\}F\right]\mathrm{P}\left[F|Yy\right]`$     $``$ $`y+\mathrm{E}\left[Yy|\{Yy\}F\right]\mathrm{P}\left[Yy|F\right]`$     $``$ $`y+{\displaystyle \frac{\mathrm{E}\left[(Yy)I(\{Yy\}F)\right]+\mathrm{E}\left[(Yy)I(\{Y>y\}F)\right]}{\mathrm{P}\left[F\right]}}`$     $`=`$ $`\mathrm{E}\left[Y|F\right].`$     $`\mathrm{}`$

Properties (i) to (iv) in the following proposition are just the constituting properties of coherent risk measures (cf. ). From this point of view, Proposition 5.2 says that CVaR restricted to sets of continuous random variables is in fact a coherent risk measure.

###### Proposition 5.2

Let $`\alpha (0,1)`$ be fixed. Assume that $``$ is a convex cone (i.e. $`X,Y,h>0X+Y,hX`$) in $`L_1(\mathrm{\Omega },𝔉,\text{P})`$. Assume further that for each $`X`$ we have $`\mathrm{P}\left[XQ_\alpha (X)\right]=\alpha `$ and $`X+a`$ for all $`a`$.

For $`X`$ define

$$\rho (X)\stackrel{\mathrm{def}}{=}\mathrm{E}\left[X|XQ_\alpha (X)\right].$$

Then we have

1. $`\rho `$ is monotonous, i.e. $`X,Y,XY\text{ a.s. }\rho (X)\rho (Y)`$.
2. $`\rho `$ is subadditive, i.e. $`X,Y\rho (X+Y)\rho (X)+\rho (Y)`$.
3. $`\rho `$ is positively homogeneous, i.e. $`X,h>0\rho (hX)=h\rho (X)`$.
4. $`\rho `$ is translation invariant, i.e. $`X,a\rho (X+a)=\rho (X)a`$.

Proof. (iii), (iv) are trivial. Concerning (i), by Lemma 5.1 for $`XY`$ we have

$$\rho (X)=\mathrm{E}\left[X|XQ_\alpha (X)\right]\mathrm{E}\left[X|YQ_\alpha (Y)\right]\mathrm{E}\left[Y|YQ_\alpha (Y)\right]=\rho (Y).$$

Similarly, concerning (ii):

$`\rho (X+Y)`$ $`=`$ $`\mathrm{E}\left[X|X+YQ_\alpha (X+Y)\right]\mathrm{E}\left[Y|X+YQ_\alpha (X+Y)\right]`$
$``$ $`\mathrm{E}\left[X|XQ_\alpha (X)\right]\mathrm{E}\left[Y|YQ_\alpha (Y)\right]`$
$`=`$ $`\rho (X)+\rho (Y).`$
This completes the proof. $`\mathrm{}`$

Note that the context specified by Lemma 2.2 (and by Assumption 2.3) fits into the assumptions for Proposition 5.2. We state this fact formally in the subsequent example.

###### Example 5.3

Suppose that $`(X_1,\mathrm{},X_d)`$ is an $`^d`$-valued random vector with conditional density $`\varphi `$ of $`X_1`$ given $`(X_2,\mathrm{},X_d)`$. Assume that $`\mathrm{E}\left[|X_i|\right]<\mathrm{},i=1,\mathrm{},d`$. Let $`U(0,\mathrm{})\times ^{d1}`$ be an open convex cone and define

$$\stackrel{\mathrm{def}}{=}\{a+\underset{i=1}{\overset{d}{}}u_iX_i|a,uU\}.$$

Then $``$ satisfies the conditions of Proposition 5.2.


format: text

text:
# Detection of a multi-phase ISM at 𝑧=0.2212.

## 1 Introduction

Extragalactic gas clouds which lie along the line of sight to a distant quasar give rise to absorption lines in the quasar spectrum. For clouds with neutral hydrogen column density $`N_{\mathrm{HI}}10^{20}`$ cm-2, the width of the absorption line corresponding to the Lyman-$`\alpha `$ transition is very large because the optical depth is substantial even in the Lorenzian wings of the line profile. Essentially, at these column densities, the shape of the absorption profile is determined not by the Doppler motions of the atoms in the cloud, but by the natural profile of the line. These high column density systems (called damped Lyman-$`\alpha `$ absorbers, or DLAs) are rare – the probability of finding a DLA in a random search towards a high redshift quasar is $`0.25`$ per unit redshift interval (Storrie-Lombardi & Wolfe (2000)). Nonetheless, DLAs contain the bulk of the observed neutral gas at high redshift ($`z3`$) and are hence logical candidates for the precursors of today’s galaxies.

Since quasars are essentially point-like objects in the optical and UV wavebands, their absorption spectra in these bands contain information only on the gas illuminated by the narrow pencil beam of continuum emission from the quasar. It is largely for this reason that the typical transverse size, luminosity and mass of DLAs remain controversial despite almost two decades of systematic study. Damped systems at high redshift have traditionally been assumed to be disk galaxies (e.g. Wolfe (1988)). Some support for this hypothesis is provided by high spectral resolution optical studies of the absorption profiles of low ionization metals in the absorbers. These metals have ionization potentials lower than that of HI, as well as unsaturated line profiles; these profiles thus trace the kinematics of the neutral gas in the DLA (Lanzetta & Bowen (1992)). Prochaska & Wolfe (1997, 1998; but see Ledoux et al. 1998) used a large sample of DLAs to argue that the metal line profiles were consistent with those arising from rapidly rotating massive disks. However, it was later shown that such profiles could also be generated in a variety of DLA models, ranging from merging sub-galactic blobs (Haehnelt et al. (1998)), to randomly moving clouds in a spherical halo (McDonald & Miralda-Escude (1999)). At low redshifts, Hubble Space Telescope (HST) and ground-based imaging and spectroscopy can be used to carry out detailed studies of the galaxies resposible for the damped absorption. These observations indicate that DLAs are associated with a wide variety of galaxy types and are not exclusively (or even predominantly) spiral galaxies (Le Brun et al. (1997); Rao & Turnshek (1998); Turnshek et al. (2000)). In this paper, we will discuss HI 21-cm observations of the DLA at $`z=0.2212`$ toward the radio-loud quasar OI 363 ($`B\mathrm{2\; 0738}+313`$); this absorber has been identified by recent studies as a dwarf, or possibly LSB-type, galaxy, with luminosity $`L0.1L_{}`$ (Turnshek et al. (2001); Cohen (2001)).

HI 21-cm absorption was first detected in the DLA at $`z=0.2212`$ by Lane et al. (1998), using the Westerbork Synthesis Radio Telescope (WSRT); these observations, however, only marginally resolved the line. A higher sensitivity, higher resolution spectrum using the Giant Metrewave Radio Telescope (GMRT) was presented by Chengalur & Kanekar (1999). This 21-cm profile showed a single, narrow component with FWHM $`5.5`$ km s-1 and was used to estimate the spin temperature of the absorbing gas. This was found to be quite high, $`T_s=1120\pm 200`$ K. In the Galaxy, gas with a temperature of $`1000`$ K is unstable. In standard models of the galactic interstellar medium (ISM) (Wolfire et al. (1995); Kulkarni & Heiles (1988)), neutral hydrogen exists in only two stable phases, a cold phase at $`80`$ K and a warm phase at $`8000`$ K. For a multi-phase medium, however, the measured spin temperature is the column density weighted harmonic mean of the temperatures of the different phases. It was hence proposed that the high values of $`T_s`$ estimated for this and other DLAs were due to a substantial fraction of their neutral gas being in the warm phase (Chengalur & Kanekar (2000); Kanekar & Chengalur (2001)).

Here, we present high-resolution Arecibo HI 21-cm observations of the $`z=0.2212`$ absorber, supplemented by a deep GMRT 21-cm observation of the system. These observations enable us to directly determine the kinetic temperature of the absorbing gas and thus, to distinguish between the warm and cold phases. We find, as conjectured previously, that the bulk of the gas is indeed in the warm phase, which contains at least three-fourths of the total HI along this line of sight. This is the second DLA for which it has been observationally established that a high spin temperature is due to a preponderance of gas in the warm neutral medium; Lane et al. (2000) show that this phase contains at least two-thirds of the gas in a DLA at $`z=0.0912`$ (also, coincidentally, towards OI 363).

The rest of the paper is organised as follows: the GMRT and Arecibo observations and data analysis are described in Sect. 2. Sect. 3 presents the absorption spectra; the spin temperature of the absorber and the temperatures of the different absorbing components are also estimated here. Finally, Sect. 4 discusses our results both in the context of observations of the $`z=0.2212`$ DLA at other wavelengths, and with respect to their general implications for the nature of systems which give rise to damped Lyman-$`\alpha `$ absorption.

## 2 Observations and data analysis

### 2.1 Arecibo observations and data analysis.

The $`z=0.2212`$ absorber towards OI 363 was observed on a number of occasions in February, April and August 2000, using the 305-m Arecibo radio telescope. All observations were done in total power mode, with the “L-wide” receiver, using 9–level sampling for the auto-correlation spectrometer. Two orthogonal circular polarization channels were observed simultaneously. The first two sessions (in February and April 2000) used bandwidths of 3.125 and 6.25 MHz, centred at a heliocentric redshift of $`z=0.2212`$, and divided into 2048 channels. This yielded velocity resolutions of $`0.3935`$ and $`0.79`$ km s-1 respectively.

OI 363 has substantial continuum flux density ($`2`$ Jy) at L band and the bandpass is hence dominated by systematics due to standing wave patterns. To improve the bandpass calibration, the observations were carried out in a “double switched” mode. OI 363 was observed first, followed by an observation of blank sky. Next, a similar position-switched observation was made for a nearby source, OI 371 (B 0742+318, flux density $``$ 1.4 Jy). OI 363 and OI 371 have very similar declinations and continuum flux densities; the observations were so timed that the alt-az track of the feed was almost the same for all phases of the observing cycle. Each of these phases was $`4`$ minutes long (with 5-second data records) and this cycle was repeated on each observing day for as long as the sources were visible from Arecibo. All observations were carried out at night, to minimise solar effects. The total on-source time for OI 363 was about 9 hours.

A second set of observations was carried out in August 2000, with the aim of better resolving the narrow absorption components seen in the initial Arecibo observations. Far smaller bandwidths of 0.781 and 0.195 MHz were hence used, again divided into 2048 channels, and with two polarizations at each setting. This gave velocity resolutions of $`0.099`$ and $`0.025`$ km s-1 respectively. These observations were carried out in the standard on-off position switching mode (i.e. a single blank sky spectrum was used to calibrate the bandpass), since the wider of the two bandwidths (0.781 MHz) was narrower in frequency than one cycle of the standing wave ripple (which is $`1`$ MHz at Arecibo). Each on-off cycle was of five minutes duration, sub-divided into 1-second records. The total on-source time was $``$ 35 minutes.

The data for both sets of observations were reduced using the Arecibo software package Analyz. For the February and April observations, each four-minute spectrum was initially inspected for radio frequency interference (RFI). If interference was seen, the individual 5-sec records of the four-minute run were passed through a standard RFI excision program, and all records with strong ($`>10\sigma `$) features were removed. Each four-minute spectrum was also inspected for the presence of standing waves. It was found that the fluctuations on each such position-switched spectrum were indeed dominated by standing waves across the bandpass. However, when an OI 363 spectrum was divided by the corresponding spectrum of OI 371 using the formula,

$$\mathrm{Spectrum}=\left[\frac{\mathrm{On}\mathrm{Off}}{\mathrm{Off}}\right]_{\mathrm{OI}363}/\left[\frac{\mathrm{On}\mathrm{Off}}{\mathrm{Off}}\right]_{\mathrm{OI}371}$$
(1)
the resultant spectrum contained essentially Gaussian noise. This ratio of the two spectra was also bandpass corrected and had no remaining effects from the azimuth/zenith-angle dependence of gain. It was then multiplied by the flux density of OI 371 (taken to be $`1.4`$ Jy at 1160 MHz) to convert the spectrum into Jy.

The basic data editing for the August spectrum was carried out in a similar manner. Here, however, the individual five-minute spectra were obtained by the formula

$$\mathrm{Spectrum}=\left[\frac{\mathrm{On}\mathrm{Off}}{\mathrm{Off}}\right]_{\mathrm{OI}363}$$
(2)
The spectra were then corrected for the System Equivalent Flux Density (SEFD) v/s Zenith angle dependence, to obtain the final spectra in Jy.

For all data sets, the above procedure was carried out separately for the two polarizations. Individual four- and five-minute spectra were averaged together (using the appropriate weights) to produce the final spectrum for each bandwidth. A linear baseline was then fitted to these spectra (excluding the location of the line) and subtracted. Finally, the spectra were divided by the mean continuum flux density to convert them into optical depth (since the line is optically thin, a simple division by the continuum level suffices to convert from flux density into optical depth).

### 2.2 GMRT observations and data analysis.

GMRT observations of the $`z=0.2212`$ absorber were carried out on 19 October, 2000. The standard 30–station FX correlator, which gives a fixed number of 128 channels over a bandwidth which can be varied between 64 kHz and 16 MHz, was used as the backend. A bandwidth of 1 MHz was used for the observations, yielding a spectral resolution of $`2.0`$ km s-1. 3C147 and 3C286 were used to calibrate the absolute flux density scale and system bandpass; no phase calibrator was used since OI 363 is itself unresolved by the GMRT. The total on-source time was around four and a half hours, with sixteen antennas present.

The data were analysed in AIPS using standard procedures. The analysis was fairly straightforward since there is negligible extended emission in the OI 363 field. Continuum emission was subtracted by fitting a linear baseline to the U-V visibilities, using the AIPS task UVLIN. The continuum subtracted data were then mapped in all frequency channels and a spectrum extracted at the quasar location from the resulting three-dimensional data cube. Spectra were also extracted at other locations in the cube to ensure that the data were not corrupted by interference. A spectrum was also obtained by simply vector averaging the U-V visibilities together, using the AIPS task POSSM. Since the two methods are essentially equivalent for the present case of a point source at the telescope phase centre, we use the POSSM spectrum in the discussion below. The RMS noise on this spectrum is $`2.8`$ mJy, while the flux density of OI 363 was measured to be 2.25 Jy. Our experience with the GMRT indicates that the flux density calibration is reliable to $`15`$%, in this observing mode.

## 3 The temperature of the absorbing gas.

The spectra are shown in Fig. 1 and Fig. 2. Fig. 1\[A\] presents the final Arecibo 3.125-MHz ($`0.395`$ km s-1 resolution) spectrum in open squares. This has been smoothed to a resolution of $`2`$ km s-1 to compare it to the GMRT spectrum, shown here as a thin solid line. The agreement between the two is excellent. The central narrow absorption component can be seen to be slightly asymmetric in both spectra. Further, in addition to the deep narrow component, the 21-cm spectrum also has a shallow broad component, seen in both the Arecibo and the GMRT spectra. This component can be more clearly seen in the zoomed-in plot of Fig. 1\[B\], where the two spectra have again been superposed; again, the solid line is the GMRT spectrum, while the open squares are the points on the Arecibo 3.125-MHz spectrum. Fig. 1\[C\] shows the Arecibo 3.125-MHz spectrum at the original resolution of $`0.4`$ km s-1 (open squares); the thin solid line is the multi-Gaussian fit to the spectrum which will be discussed later. This spectrum has an RMS noise of $`0.001`$ in optical depth per $`0.4`$ km s-1 channel (i.e. $`2`$ mJy). The deepest absorption occurs at a heliocentric frequency of 1163.075 MHz, i.e. at a heliocentric redshift of $`z=0.221250\pm 0.000001`$.

### 3.1 The spin temperature

For optically thin absorption by a homogenous HI cloud, the 21-cm optical depth $`\tau _{21}`$ is related to the column density $`N_{\mathrm{HI}}`$ and spin temperature $`T_s`$ by

$$N_{\mathrm{HI}}=\frac{1.8\times 10^{18}T_s}{f}\tau _{21}𝑑V$$
(3)
where $`f`$ is the covering factor of the absorbing gas. OI 363 is a highly compact radio source (Lane et al. (2000); Stanghellini et al. (1997)) and, as discussed in Chengalur & Kanekar (1999) and Lane et al. (2000), the covering factor of the absorber is likely to be close to unity. As mentioned in Sect. 1, the earlier, lower sensitivity GMRT observations of Chengalur & Kanekar (1999) yielded a high spin temperature $`T_s=1120\pm 200`$ K for the absorber. The deeper Arecibo observations can be used to obtain a more precise estimate of the spin temperature of the system. The 3.125-MHz Arecibo spectrum was used for this purpose as this, of all the Arecibo spectra, provides the optimum balance between resolution and signal-to-noise ratio. The integrated optical depth of the spectrum in Fig. 1\[C\] gives an HI column density of $`N_{\mathrm{HI}}=0.889\pm 0.007\times 10^{18}T_s`$ cm-2 for the absorbing gas. The column density obtained from the HST Lyman-$`\alpha `$ profile is $`N_{\mathrm{HI}}=7.9\pm 1.4\times 10^{20}`$ cm-2 (Rao & Turnshek (1998)). Comparing the two yields a spin temperature $`T_s=890\pm 160`$ K, which agrees within the errors with the values obtained earlier by Lane et al. (1998) and Chengalur & Kanekar (1999).

In the Galaxy, the neutral ISM has no stable phase with a temperature of $`1000`$ K (although recent Arecibo observations indicate that a significant fraction of neutral gas may be in the unstable phase with $`500`$ K $`<T_k<5000`$ K; Heiles & Troland (2000); Heiles (2001)). Instead, there exists a cold phase (the Cold Neutral Medium – CNM) with a temperature of $`80`$ K and a warm phase (the Warm Neutral Medium – WNM) with a temperature of $`8000`$ K. For each individual phase, the spin temperature is essentially the same as the kinetic temperature of the gas. However, the measured spin temperature for a multi-phase absorber is the column density weighted harmonic mean of the temperatures of the different phases (provided that the optical depth of the gas in each phase is small; see e.g. Kulkarni & Heiles 1988). The high spin temperature of the $`z=0.2212`$ DLA suggests that the bulk of its neutral gas is in the warm phase, if it has a multi-phase ISM similar to that of the Galaxy.

### 3.2 Temperatures of the individual phases: detection of the WNM

The high resolution and sensitivity of the Arecibo observations allow us to resolve the HI absorption profile into its individual components. As the measured optical depths are much smaller than unity, this can be used to obtain information on the temperatures of the different phases of neutral hydrogen in the absorber. Optically thin absorption lines have Gaussian shapes if the absorbing gas has a thermal distribution. The kinetic temperature $`T_k`$ of the gas is then related to the velocity width of the absorption profile by

$$T_k=21.87\times \mathrm{\Delta }V^2\mathrm{K},$$
(4)
where $`\mathrm{\Delta }V`$ is the FWHM of the Gaussian line in km s-1. In fact, the measured velocity width provides an upper limit to the kinetic temperature, even in cases of non-thermal contributions to the line width, since the measured width must be larger than (or equal to) the width due to thermal motions. Thus, given sufficient velocity resolution, one can obtain the kinetic temperatures (or upper limits on $`T_k`$) of the different absorption components, and then, using equation (3), their HI column densities (since $`T_sT_k`$, see Kulkarni & Heiles 1988). This gives an independent estimate of the HI column density of the absorber, which can be compared to that obtained from the Lyman-$`\alpha `$ profile.

Since the narrow component seen in the Arecibo and GMRT spectra is asymmetric and there is additional broad weak absorption, we attempted to simultaneously fit three Gaussians to the absorption profile. The 3.125-MHz Arecibo spectrum was again used for this purpose. (Attempts were also made to fit only two Gaussians to the spectrum but, as expected, this was found to leave large residuals.) The three component fit to the 3.125-MHz spectrum decomposes the central feature into two components, the first with a velocity width (FWHM) $`\mathrm{\Delta }V_1=3.76\pm 0.12`$ km s-1 and peak optical depth $`\tau _1=0.076\pm 0.002`$, and the second with $`\mathrm{\Delta }V_2=2.87\pm 0.25`$ km s-1 and $`\tau _2=0.022\pm 0.004`$. The third, wide component has an FWHM of $`\mathrm{\Delta }V_3=18.65\pm 1.11`$ km s-1 and a peak optical depth $`\tau _3=0.0046\pm 0.0004`$. This best-fit model is superposed on the Arecibo 3.125-MHz spectrum in Figs. 1\[C\] and \[D\]; here, the fit is shown as a solid line, while the open squares indicate the original spectrum. Fig. 1\[E\] shows the spectrum after subtracting the two Gaussians fit to the narrow central component; the third, wide component is clearly visible. This spectrum also shows the fit to the wide component (solid line), which appears quite reasonable. Finally, Fig. 1\[F\] shows the spectrum after subtracting all three Gaussian components. The residuals are seen to lie within the noise.

The 0.781-MHz bandwidth Arecibo spectrum (shown in Fig. 2) has far lower sensitivity than the 3.125-MHz spectrum (owing to a much shorter integration time). It is consequently not very sensitive to the wide component. An independent check of the fit to the narrow components can however be made by fitting solely to these components, while keeping the parameters of the wide component fixed at the values determined from the 3.125-MHz spectrum. The parameters obtained from this fit agree (within the errors) with those listed above for the 3.125-MHz spectrum although there is a suggestion that the secondary narrow component may be even narrower than determined from the latter. Similarly, because of its relatively poor resolution, the GMRT spectrum is not particularly sensitive to the decomposition of the narrow component. However, the fit to the wide component (as obtained after keeping the parameters of the narrow components fixed to the values obtained from the 3.125-MHz Arecibo spectrum) is in excellent agreement with that obtained independently from the Arecibo data. Table 1 summarises the parameters of the fits to the different spectra.

Equation (4) can now be used to obtain the kinetic temperatures of the individual Gaussian components, using the velocity widths listed in Table 1. This yields $`T_{k_1}=308\pm 24`$ K and $`T_{k_2}=180\pm 30`$ K, for the two narrow components, and $`T_{k_3}=7600\pm 1250`$ K, for the broad component. Clearly, the measured spin temperature $`T_s=890\pm 160`$ K is quite different from the physical temperatures of the absorbing clouds. The kinetic temperatures of the first two components are larger than those of cold clouds in the Milky Way (Braun & Walterbos (1992)), while the temperature of the third ($`T_k`$ 7600 K) is in excellent agreement with estimates of the temperature of the WNM ($`50008000`$ K; Kulkarni & Heiles 1988, Carilli et al. 1998). Note that recent Arecibo observations of the WNM in the Milky Way have found some evidence for lower temperatures than the above, with $`T_k2000`$ K (Heiles & Troland (2000); Heiles (2001)), although these results are still in preliminary form.

These estimates of the kinetic temperature can be used in equation (3) to obtain the HI column densities of the different components. This yields $`N_{\mathrm{HI}}(1)=1.7\pm 0.24\times 10^{20}`$ cm-2 and $`N_{\mathrm{HI}}(2)=2.1\pm 1.0\times 10^{19}`$ cm-2 for the two narrow components, and $`N_{\mathrm{HI}}(3)=1.26\pm 0.49\times 10^{21}`$ cm-2 for the wide component. The total column density in all three components is $`N_{\mathrm{HI}}=1.45\pm 0.49`$ cm-2, larger than (but, given the errors, still in agreement with) the value of $`7.9\pm 1.4\times 10^{20}`$ cm-2 obtained from the Lyman-$`\alpha `$ line (Rao & Turnshek (1998)). Given that the 21-cm $`N_{\mathrm{HI}}`$ measurements are, strictly speaking, upper limits, since there may be non-thermal contributions to the line width, the agreement between the column densities obtained from the 21-cm profile and the Lyman-$`\alpha `$ profile is quite good. Thus, the 21-cm profile of this absorber agrees fairly well with what would be expected from an absorber with a multi-phase medium much like that of the Galaxy (at least, in terms of the temperatures of the two phases).

It should be noted that non-thermal motions of a given magnitude will make a larger difference to narrow lines than to wide lines. It is therefore likely that the column density in the narrow components (which we identify with the CNM) are more severely over-estimated. The total contribution of the CNM to the HI column density is $`N_{\mathrm{HI}}(\mathrm{CNM})1.9\pm 0.25\times 10^{20}`$ cm-2, i.e. at most 24% of the total column density obtained from the damped Lyman-$`\alpha `$ line (Rao & Turnshek (1998)). Of course, it is possible that the wide component also has a low kinetic temperature and that its large width is primarily due to non-thermal motions of the absorbing gas. For example, this could be due to the blending of a number of narrow CNM lines of low optical depth, rather than due to absorption by the WNM. Even in such a situation, however, the total contribution of such clouds to the HI column density would be very low, leaving unaccounted a substantial fraction of the column density, which must lie in a still hotter component. For example, if we assume that the hypothetical blended cold clouds have kinetic temperatures $`T_k100`$ K, then the total HI column density in the wide component is negligible, $`N_{\mathrm{HI}}1.7\times 10^{19}`$ cm-2. The bulk of the gas seen in the Lyman-$`\alpha `$ profile would hence still be required to be in a phase whose temperature is sufficiently large to make the 21-cm optical depth lower than our detection threshold. Thus, regardless of whether or not the wide component is identified with the WNM, one requires $`76\%`$ (or possibly, even more) of the HI to be contained in the WNM. Indeed, the mere fact that we observe components in the absorption profile whose kinetic temperatures are smaller than the average spin temperature of the gas means that the gas must have multiple phases, including a warm phase. Given the relatively good agreement between the damped Lyman-$`\alpha `$ and 21-cm HI column densities and the reasonable value of the derived kinetic temperature of the wide component, we consider it highly likely that the wide component is indeed gas in the WNM phase. Note that in calculating the fraction of gas in the WNM phase we have assumed that the damped Lyman-$`\alpha `$ $`N_{\mathrm{HI}}`$ measurement is the best estimate of the total neutral-hydrogen column density.

## 4 Discussion

As discussed in the previous section, the 21-cm absorption profile of the $`z=0.2212`$ DLA is in excellent agreement with that expected were the absorption to arise in a multi-phase medium similar to that of the Milky Way. However, unlike the Galaxy, where the CNM and WNM both make equitable contributions to the total HI column density (Kulkarni & Heiles (1988)), $`75\%`$ of the neutral hydrogen along this line of sight through the DLA must be in the warm phase, i.e. with temperature $`8000`$ K, in order to account for its high estimated spin temperature.

The average spin temperature for the $`z=0.2212`$ absorber of $`900`$ K is far higher than the typical spin temperatures of $`100200`$ K found in the Galaxy and nearby spirals (Braun & Walterbos (1992); Braun (1997)). High spin temperatures of similar magnitude were earlier obtained by Carilli et al. (1996) in DLAs at high redshift. It was suggested there that the high $`T_s`$ values at high $`z`$ might be explained by evolutionary effects. Since then, however, there has been a substantial increase in the number of DLAs with 21-cm observations (Lane et al. (1998), Chengalur & Kanekar (1999, 2000); Kanekar & Chengalur (2001)) and, as Chengalur & Kanekar (2000) point out, high spin temperatures appear to be typical for DLAs at all redshifts. So far, the only DLAs which show low $`T_s`$ values are those known to be associated with the disks of spiral galaxies. Chengalur & Kanekar (2000) (see also Kanekar & Chengalur 2001) suggested that the high-$`T_s`$ DLAs were likely to be associated with dwarf or LSB-type galaxies, where a combination of low central pressures, low dust content and low metallicities result in a smaller fraction for the CNM. Our conclusion that $`75\%`$ of the gas along the line of sight through the $`z=0.2212`$ DLA is in the WNM phase is in good agreement with the observations of Young et al. (2000), who find that nearby dwarf galaxies have $`80\%`$ of their neutral gas in the WNM phase.

Apart from possible selection effects, the association of DLAs with dwarf galaxies is somewhat surprising, both because of the existing paradigm of DLAs being associated with massive rotating disks (Prochaska & Wolfe (1997, 1998)), and the expectation (based on a census of the HI content of $`z=0`$ optically catalogued galaxies by Rao & Briggs (1993)) that the bulk of the neutral HI at low redshifts is in large spiral galaxies. However, blind searches for HI emission at low redshift (i.e. unbiased by the presence of a catalogued galaxy; Schneider et al. (1998); Rosenberg & Schneider (2000)) also indicate that there could be substantial amounts of HI in optically faint galaxies, although these results are still controversial (e.g. see Zwaan et al. (1997), for an opposing point of view).

In this context, it is of interest that the three lowest redshift DLAs known have all been (tentatively) identified as dwarf (or LSB) galaxies (Bowen et al. (2001); Turnshek et al. (2001); Cohen (2001)) (where, following Turnshek et al. 2001, we only consider systems to be DLAs if they meet the “classical” selection criterion for a DLA, i.e. for which an observed Lyman-$`\alpha `$ profile yields an HI column density $`N_{\mathrm{HI}}2\times 10^{20}`$ cm-2). In the case of the current absorber, Le Brun et al. (1997) suggested that a galaxy at an impact parameter of $`6^{^{\prime \prime }}`$ from OI 363 was likely to be the DLA host. The spectrum of this galaxy (Cohen (2001)) confirms that it is indeed at the correct redshift to produce the damped absorption. Turnshek et al. (2001) present both detailed multi-wavelength photometry and optical spectroscopy of this system, and find that its colours are consistent with a dwarf ($`L0.1L_{}`$) early-type galaxy. The radial profile, however, indicates the presence of both a bulge and a disk. Hence, these authors suggest that this galaxy could be the equivalent of the dwarf spirals seen at low redshifts (Schombert et al. (1995)) and/or might have evolved from the faint blue galaxies seen at higher redshifts. It should also be noted that the impact parameter ($`18`$) kpc is somewhat large for a dwarf galaxy and it is thus also possible that the absorption arises in an even fainter companion galaxy.

The present detection of the WNM in the $`z=0.2212`$ absorber towards OI 363 is the second case of evidence for a multi-phase medium in an extragalactic system. Lane et al. (2000) found that the $`z=0.0912`$ absorber towards the same quasar also has a multi-phase medium, with at most $``$ one-third of the gas in the CNM phase. Interestingly, this DLA is also likely to be associated with a dwarf galaxy; Turnshek et al. (2001) place an upper limit of $`0.1L_{}`$ on its K band luminosity. It is possible that such systems dominate current samples of DLAs because the obscuration for lines of sight passing through gas with both high metallicity and high dust content might well be sufficient to make medium resolution spectroscopy of the background quasar extremely difficult (Fall & Pei (1993)).

As conjectured earlier, the high observed spin temperatures of DLAs thus seem to be a consequence of their having a higher fraction of the WNM than is found for the Galaxy. The fact that the two lowest redshift known DLAs have high $`T_s`$ means that this cannot be due to evolutionary effects. The possibility that it is due to a selection effect (i.e. a bias against highly obscured lines of sight) cannot, however, be ruled out. Such a bias can only be properly quantified by searches for DLAs against bright radio sources, regardless of their optical magnitude. Several such searches are currently under way (see e.g. Ellison 2000) and an observational determination of the importance of dust obscuration should be available in the near future.

###### Acknowledgements.

We are grateful to Phil Perillat and Chris Salter for their help with observations and data reduction and to Chris for detailed comments and suggestions on an earlier draft of this paper. We also thank Frank Briggs for illuminating discussions on the “double-switched” mode of observation. The NAIC is operated by Cornell University under a cooperative agreement with the NSF. The GMRT observations presented in this paper would not have been possible without the many years of dedicated effort put in by the GMRT staff to build the telescope.


text:
# Hope and Inquietudes in Nucleo-cosmochronology

## 1. Introduction

The use of radionuclides to estimate astrophysical ages has a long history, a milestone of which is the much celebrated piece of work of Fowler & Hoyle (1960). For long, the field of nucleo-cosmochronology that has emerged from this paper has been aiming at the determination of the age $`T_{\mathrm{nuc}}`$ of the nuclides from abundances in the material making up the bulk of the solar system. If indeed the composition of this material witnesses the long history of the compositional evolution of the Galaxy prior to the isolation of the solar material, a reliable evaluation of $`T_{\mathrm{nuc}}`$ (clearly a lower bound to the age of the Universe) requires (i) the identification of radionuclides with half-lives commensurable with estimated reasonable galactic ages (i.e. $`t_{1/2}>\mathrm{\hspace{0.17em}\hspace{0.17em}10}^9`$ y), (ii) the construction of nucleosynthesis models that are able to provide the isotopic or elemental yields for these radionuclides, (iii) high quality data for the meteoritic abundances of the relevant nuclides, and, last but not least, (iv) the build-up of models for the evolution of the abundances of these nuclides in the Galaxy, primarily in the solar neighborhood. All these requirements clearly make the chronometric task especially demanding. While everybody would agree this far, there are different ways to look at the question.

A pessimistic view is that nucleo-cosmochronology can at best set limits on $`T_{\mathrm{nuc}}`$ through the use of a so-called ‘model-independent’ approach. Using this formalism, Meyer & Schramm (1986) conclude that $`9<T_{\mathrm{nuc}}(\mathrm{Gy})<\mathrm{\hspace{0.17em}\hspace{0.17em}27}`$ (only the lower limit is truly model-independent. The upper limit depends on some model assumptions). This is clearly not a highly constraining range! An optimistic view is that, given the presumed complexity of the chemical evolution of the galactic disk, it is by far preferable to describe its nucleosynthetic history by a simple function with some adjustable parameters. This has been advocated by Fowler over the years with the use of the so-called ‘exponential model’. A practitioner’s view is that it is really worth studying nucleo-cosmochronology in the framework of chemical evolution models which are simple enough not to account for all the dynamical aspects of the formation of the present galactic disk, but which imperatively satisfy as many observational constraints as possible \[e.g. Yokoi et al. (1983), Takahashi (1998)\].

A new chapter in the story of nucleo-cosmochronology has been written with the discovery of isotopic anomalies attributed to the in situ decay in a minute fraction of the meteoritic material of radionuclides with half-lives in the approximate $`10^5<t_{1/2}<\mathrm{\hspace{0.17em}\hspace{0.17em}10}^8`$ y range. These observations are hoped to provide some information on discrete nucleosynthesis events that presumably contaminated the solar system at times between about $`10^5`$ and $`10^8`$ y prior to the isolation of the solar material from the general galactic material. Constraints on the chronology of nebular and planetary events in the early solar system could be gained concomitantly.

Finally, the observation of Th in some very metal-poor stars and of U in one of them has opened the way to a possible nuclear-based evaluation of the age of individual stars other than the Sun. This clearly broadens the original scope of nucleo-cosmochronology still further.

In Sect. 2, we reiterate the inquietude originally expressed by Yokoi et al. (1983) concerning the classical $`{}_{}{}^{232}\mathrm{Th}`$-$`{}_{}{}^{238}\mathrm{U}`$ and $`{}_{}{}^{235}\mathrm{U}`$-$`{}_{}{}^{238}\mathrm{U}`$ pairs, which may not be as reliable galactic clocks as it is often stated. In contrast, we express some hope concerning $`{}_{}{}^{187}\mathrm{Re}`$-$`{}_{}{}^{187}\mathrm{Os}`$ in Sect. 3. Our second inquietude relates to the chronological information one may really hope to gain from the observation of Th in very low-metallicity stars (Sect. 4). The situation would be brighter if one could rely on precise measurements of the Th/U ratio in such stars (Sect. 5). The chronometry using short-lived radionuclides is not discussed here. The interested reader is referred to e.g. Arnould et al. (2000) for a brief review of this question and references (see also T. Lee, these proceedings).

## 2. Inquietude 1: The trans-actinide clocks

The most familiar long-lived $`{}_{}{}^{232}\mathrm{Th}`$-$`{}_{}{}^{238}\mathrm{U}`$ and $`{}_{}{}^{235}\mathrm{U}`$-$`{}_{}{}^{238}\mathrm{U}`$ clocks based on the present meteoritic content of these nuclides are reviewed by J.W. Truran (these Proceedings). At several occasions, we have expressed reservations about the use of these pairs as reliable evaluators of $`T_{\mathrm{nuc}}`$ \[e.g. Arnould & Takahashi (1990)\].

The first reason for this inquietude relates to the clear necessity of knowing with high precision the production ratios of the involved actinides. Such quality predictions are clearly out of reach at the present time. One is indeed dealing with nuclides that can be produced by the r-process only, which suffers from very many astrophysics and nuclear physics problems, as we have emphasized at many occasions \[e.g. Arnould & Takahashi 1999; Goriely & Clerbaux (1999)\]. In particular, the true astrophysical site(s) of the r-process remain(s) so far unknown, preventing any firm (sometimes far-reaching) conclusions to be drawn in relation with nucleosynthesis applications. On the nuclear physics side, the nuclear properties (such as nuclear masses, deformations, …) of thousands of exotic nuclei located between the valley of $`\beta `$-stability and the neutron drip line have to be known, as well as their transmutation rates through $`\alpha `$\- or $`\beta `$-decay, various fission channels, as well as through nuclear reactions, such as ($`n,\gamma `$) and ($`\gamma ,n`$). Despite much recent experimental effort, none of these quantities are known for the nuclei involved in the r-process, so that they have to be extracted from theory. In addition, the Th and U nuclides are the only naturally-occurring ones beyond $`{}_{}{}^{209}\mathrm{Bi}`$, so that any extrapolation relying on semi-empirical analyses and fits of the solar r-process abundance curve is in danger of being especially unreliable.

Recent r-process calculations (Goriely & Clerbaux 1999) provide production ratios in the $`0.8<P_{235}/P_{238}<\mathrm{\hspace{0.17em}\hspace{0.17em}1.2}`$ and $`1.4<P_{232}/P_{238}<\mathrm{\hspace{0.17em}\hspace{0.17em}2.7}`$. The extent of these ranges largely forbids the build-up of precise nucleo-cosmochronometries. It has to be noticed that this problem would linger even if a realistic r-process model were given.

A second source of worry relates to the necessity of introducing nucleo-cosmochronology in chemical evolution models of the Galaxy that satisfy at best as many astronomical observables as possible, and to carefully check the internal consistency of such extended chemical models. In fact, this step is a quite complex one. Even if the nucleosynthesis yields of the radionuclides of relevance are assumed to be reliably known for all stellar masses and metallicities, which is far from being the case in reality, one still has to worry about such effects as the so-called ‘astration’, that is the possible more or less substantial destruction during the stellar lifetime of those nuclei which were absorbed from the interstellar medium at the stellar birth. From their constrained one-zone model for the evolution of the composition of the galactic disk in the solar neighborhood, Yokoi et al. (1983) conclude that (i) the predicted ($`{}_{}{}^{235}\mathrm{U}`$/$`{}_{}{}^{238}\mathrm{U}`$)0 and ($`{}_{}{}^{232}\mathrm{Th}`$/$`{}_{}{}^{238}\mathrm{U}`$)0 ratios at the time $`T_{}`$ of isolation of the solar system material from the galactic one about 4.6 Gy ago (here and in the following, the subscript $`0`$ refers to this time) is only very weakly dependent on galactic ages, at least in the explored range from about 11 to 15 Gy. This is analyzed as resulting largely from the expected rather weak time dependence of the stellar birthrate (except possibly at early galactic epochs, but a reliable information on these times is largely erased by the subsequent long period of chemical evolution), and (ii) the predicted abundance ratios at $`T_{}`$ are consistent with those derived at the same time from meteoritic analyses if the r-process production ratios lie in the approximate ranges $`1<P_{235}/P_{238}<1.5`$ and $`1.7<P_{232}/P_{238}<2`$. The latter values are consistent with the predicted ones reported above, the former ones being only marginally so. At this point, it has not to be forgotten that the estimate of the level of convergence between predicted production ratios and observed abundances is blurred not only by the large uncertainties in the estimated r-process actinide yields, but also by the still quite large uncertainties affecting the meteoritic Th and U abundances, which amount to at least 25% and 8%, respectively (Grevesse et al. 1996).

Finally, let us remind that most of the huge amount of work devoted to the trans-actinide chronometries (e.g. J.W. Truran, these Proceedings) relies on the simple exponential model whose substantial mathematical ease is obtained at the expense of a quite scanty astrophysical content. This situation makes the use of the Th-U chronologies especially unreliable. As examplified by Arnould & Takahashi (1990), a given exponential model may predict an increase by a factor of 3 in the $`T_{\mathrm{nuc}}`$ value by just changing the meteoritic ($`{}_{}{}^{232}\mathrm{Th}`$/$`{}_{}{}^{238}\mathrm{U}`$)0 ratio from 2.32 to 2.67, which is compatible with existing data (Grevesse et al. 1996)!

From the above considerations, one may restate the conclusion already drawn by Yokoi et al. (1983) that the relatively large uncertainties in the measured solar ($`{}_{}{}^{232}\mathrm{Th}`$/$`{}_{}{}^{238}\mathrm{U}`$)0 and ($`{}_{}{}^{235}\mathrm{U}`$/$`{}_{}{}^{238}\mathrm{U}`$)0 ratios coupled with the relatively weak dependence with galactic ages of these calculated ratios make it next to impossible to obtain a reliable value of $`T_{\mathrm{nuc}}`$ from the trans-actinide chronometries as they stand now. This conclusion holds even in the most favorable situation where the r-process predictions can be made compatible with the abundance measurements in the framework of a given model for the chemical evolution of the Galaxy. One has to be aware of the fact that there is no guaranty at this time to reach this necessary compatibility in a ‘natural’ way, i.e. without having to play around with a rich variety of parameters.

## 3. Hope 1: The $`{}_{}{}^{187}\mathrm{Re}`$ \- $`{}_{}{}^{187}\mathrm{Os}`$ chronometry

First introduced by Clayton (1964), the chronometry using the $`{}_{}{}^{187}\mathrm{Re}`$ \- $`{}_{}{}^{187}\mathrm{Os}`$ pair is able to avoid the difficulties related to the r-process modelling. True, $`{}_{}{}^{187}\mathrm{Re}`$ is an r-nuclide. However, $`{}_{}{}^{187}\mathrm{Os}`$ is not produced directly by the r-process, but indirectly via the $`\beta ^{}`$-decay of $`{}_{}{}^{187}\mathrm{Re}`$ ($`t_{1/2}42`$ Gy) over the galactic lifetime. This makes it in principle possible to derive a lower bound for $`T_{\mathrm{nuc}}`$ from the mother-daughter abundance ratio, provided that the ‘cosmogenic’ $`{}_{}{}^{187}\mathrm{Os}`$ component is deduced from the solar abundance by subtracting its s-process contribution. This chronometry is thus in the first instance reduced to a question concerning the s-process. This is a good news, as the s-process is, generally speaking, better under nuclear or astrophysics control than the r-process. Other good news come from the recent progress made in the measurement of the abundances of the concerned nuclides in meteorites, which provide in addition the decay constant of the neutral $`{}_{}{}^{187}\mathrm{Re}`$ atoms. The derived value $`\lambda =(1.666\pm 0.010)^{11}`$ y-1 is substantially more precise than its direct determination (Faestermann 1998). This improved input is essential for the establishment of a reliable chronometry.

Even if the s-process models are by far in much better shape than the r-process ones, the evaluation of the relative production of $`{}_{}{}^{186}\mathrm{Os}`$ and of $`{}_{}{}^{187}\mathrm{Os}`$ by the s-process is not a trivial matter. One difficulty relates to the fact that the $`{}_{}{}^{187}\mathrm{Os}`$ 9.75 keV excited state can contribute significantly to the stellar neutron-capture rate because of its thermal population in s-process conditions ($`T>\mathrm{\hspace{0.17em}\hspace{0.17em}10}^8`$ K). The ground-state capture rate measured in the laboratory has thus to be modified. Several estimates of this correction factor $`F_\sigma `$ based on preliminary experimental data analyzed in the framework of Hauser-Feshbach models are available \[e.g. McEllistrem et al. (1989)\]. The question has been re-examined with the code MOST (Goriely 1998). In particular, the impact on the predictions of uncertainties in various key ingredients of the model (like the $`\mathrm{\Gamma }_\gamma `$-width or the neutron optical potential) has been analyzed (Goriely, unpublished). There is also reasonable hope to reduce the uncertainty on $`F_\sigma `$ through further dedicated experiments (Koehler and Mengoni, private communications).

A second difficulty has to do with the possible branchings of the s-process path in the $`184A188`$ region which may affect the evaluated $`{}_{}{}^{187}\mathrm{Os}`$/$`{}_{}{}^{186}\mathrm{Os}`$ s-process production ratio (Arnould et al. 1984). The modelling of these branchings has been improved substantially with the measurements of radiative neutron capture cross sections in the mass range of relevance (Käppeler et al. 1991), as well as thanks to detailed s-process calculations in realistic model stars. We note in particular that estimate in the framework of the proton-mixing scenario of thermally pulsing AGB stars (Goriely & Mowlavi 2000) predict branching effects up to 20% on the $`{}_{}{}^{187}\mathrm{Os}`$/$`{}_{}{}^{186}\mathrm{Os}`$ ratio.

The development of the Re - Os chronology also needs a reliable estimate of the $`{}_{}{}^{187}\mathrm{Os}`$ and $`{}_{}{}^{187}\mathrm{Re}`$ yields from stars in a wide range of masses and metallicities. This evaluation requires not only a good-quality modeling of the s-process in order to predict the $`{}_{}{}^{186}\mathrm{Os}`$/$`{}_{}{}^{187}\mathrm{Os}`$ ratio, but also of other $`{}_{}{}^{187}\mathrm{Os}`$ and $`{}_{}{}^{187}\mathrm{Re}`$ transmutation channels in stellar interiors which may affect the $`{}_{}{}^{187}\mathrm{Re}`$/$`{}_{}{}^{187}\mathrm{Os}`$ ratio (‘astration’ effects). One of these mechanisms is the possibility of enhanced $`{}_{}{}^{187}\mathrm{Re}`$ $`\beta `$-decay in stellar interiors. This is especially the result of the bound-state $`\beta `$-decay phenomenon which has the dramatic effect of reducing the $`{}_{}{}^{187}\mathrm{Re}`$ half-life from about 42 Gy when one is dealing with a neutral atom to a mere $`32.9\pm 2.0`$ y when complete ionization is obtained. The experiment that has allowed the measurement of this half-life (Bosch 1996) is a significant step forward in the establishment of a reliable Re - Os chronometry. It also put on safer grounds the evaluation of the rate of transformation of $`{}_{}{}^{187}\mathrm{Os}`$ into $`{}_{}{}^{187}\mathrm{Re}`$ that can occur in certain stellar layers through continuum electron captures (Arnould 1972, Takahashi & Yokoi 1983). A further complication arising in the evaluation of the astration effects comes from the fact that neutron captures can modify the $`{}_{}{}^{187}\mathrm{Re}`$/$`{}_{}{}^{187}\mathrm{Os}`$ ratio as well (Yokoi et al. 1983).

Clearly, the yield evaluation also requires the modelling of a variety of stars with different masses and metallicities. Model stars adopted in recent studies of the Re - Os chronology are briefly described by Takahashi (1998). The relevant yields can also be found in his work.

Last but not least, it remains to construct a model for the chemical evolution of the matter from which the solar system formed. This is the hardest part of all, even in the framework of the simple constrained models already referred to above. In their update of the study of Yokoi et al. (1983), Takahashi (1998) concludes that the $`{}_{}{}^{187}\mathrm{Re}`$ \- $`{}_{}{}^{187}\mathrm{Os}`$ pair leads to $`T_{\mathrm{nuc}}`$ values in the reasonable $`15\pm 4`$ Gy range.

This result may not be as impressive as one may wish. However, there is good hope that the Re - Os chronometry will turn well. Since the work of Yokoi et al. (1983), much progress has been made on the nuclear physics and meteoritic sides, and there is likely much more to come. This optimistic note cannot be expressed for the trans-actinide clocks (Sect. 2). Of course, more sophisticated galactic evolution models have to be devised. This is certainly of no small difficulty, but this does not defy hope.

## 4. Inquietude 2: Th in very metal-poor stars

The recent observations of r-nuclides, including Th, in the metal-poor halo stars CS 22892-052 or HD115444 (see C. Sneden and J.W. Truran, these Proceedings) have initiated a flurry of nucleo-cosmochronological excitement, both observationally and theoretically. The search for r-process-rich very low metallicity stars has been given an impressive boost. This is illustrated by the analysis of CS 31082-001. This star is the first one whose U content (not just an upper limit) has been measured (Cayrel et al. 2001). The abundances of other r-nuclides have also been measured in this same star (V. Hill et al., these Proceedings).

On the theoretical side, it is now commonplace to claim that an ideal nucleo-cosmochronometer has been found at last, the observed Th in the above-mentioned stars providing a clean way of measuring the ages of these stars, and consequently a reliable lower limit for the age of the Galaxy. In this concerted optimism, some individuals (among whom the authors of this contribution) dare expressing some reservation, however.

### 4.1. Is the r-process pattern ‘universal’?

Almost all astrophysicists dealing with the Th data in very low-metallicity stars claim that the observed patterns of r-nuclide abundances are demonstrably solar, implying a ‘universal’ abundance distribution. This universality is of essential importance for bringing the observed Th to the status of a chronometer. It is clearly as essential not to take it too easily for granted!

Goriely & Arnould (1997) have tackled this question. They reach the conclusion that the CS 22892-052 r-process composition in the best observationally documented $`56Z76`$ range is remarkably close to the abundances obtained from a distribution that fits very nicely the whole solar distribution. However, they stress that it is very easy to construct ‘artificial’ r-nuclide distributions that reproduce almost equaly well the CS 22892-052 data in the $`Z`$ range mentioned above, while they diverge substantially from the solar data outside of this range (including the actinides). Their so-called ‘random distribution’ even appears to reproduce relatively well (and by far better than the solar distribution) the observed $`Z<56`$ abundance distribution.

From these results, Goriely & Arnould (1997) \[see also Goriely & Clerbaux (1999)\] conclude that the convergence of the solar, CS 22892 - 052 and HD115444 abundance patterns in the $`56Z76`$ range does in no way demonstrate the universality of the r-process, without excluding it, however. In fact, they stress that the r-pattern convergence is to a large extent the signature of the nuclear properties of the r-progenitors of the $`56Z70`$ elements, and does not provide any useful information on the stellar conditions under which the r-process may develop. This conclusion fully applies as well to the recent abundance determinations of $`50Z70`$ elements in 22 metal-poor r-process-rich stars (Johnson & Bolte 2001). In fact, only observations of $`A=90130195`$ peak elements can shed light on astrophysics issues concerning the r-process.

In addition, there has been some bad news for the many proponents of the r-process universality with a report on the preliminary analysis of the very metal-poor halo star CS 31082 - 001, which shows large neutron-capture element enhancements comparable to the ones observed in CS 22892 - 052 (V. Hill et al., these Proceedings). While a large similarity between the $`56<Z<70`$ element patterns in CS 22892 - 052, HD115444 and CS 31082 - 001 is reported, the abundances in the latter star differ significantly from those of the other two stars in the $`Z>70`$ range. This includes Th, the Th/Eu ratio in CS 31082 - 001 being 2.8 times larger than in CS 22892 - 052. Hence, under the universality assumption, CS 22892 - 052 (with \[Fe/H\]=-3.1) is older than CS 31082 - 001 (with \[Fe/H\]=-2.9) by 21 Gy and would be about 35 Gy old (see below). In addition of smashing to bits the idea of the universality of the r-process which is so much beloved by some, the analysis of CS 31082 - 001 also reinforces our views that the question of the number of r-processes (two being these days in favor in a substantial part of the nuclear physics community) is of no substantial scientific interest. It would be more useful to unravel the basic mysteries of the r-process before trying to establish the number of r-process events!

### 4.2. And if the r-process were indeed universal, would it help much the Th chronometry?

From this point on, we will assume that the r-pattern of abundances is universal. To make things clear, this means nothing more and nothing less than the following: we assume that all possible blends of ‘r-process events’ always lead to the same final abundance pattern, an event being defined here, as in the canonical model of the r-process, by the ensemble ($`T,N_n,t_{irr}`$) of an assumed constant temperature and neutron concentration during the irradiation time $`t_{irr}`$. In direct relation with this statement, it may be worth making some remarks: (i) calling for a blend of r-process events is not at all equivalent to considering an ensemble of stars able to produce r-nuclides. As an example, a single supernova is most likely the site of some continuum of r-process events; (ii) the precise characteristics of the individual events which may contribute to the universal mix are unknown, as well as the relative level of the contribution of each of the events to the mix, and (iii) it cannot be excluded that different combinations of different individual r-events lead to the same final mix.111To make an analogy, it is well known in statistical mechanics that each macroscopic state of a complex gas system can be obtained through a variety of different superpositions of the states of the individual particles of the gas

Once the r-process universality is taken for granted, the procedure for estimating the age of the Th-bearing metal-poor stars is straightforward, at least in its principle. From the best possible fit to the solar system r-process abundance distribution, the Th r-process production Thr can be deduced. The confrontation between this value and the observed abundances leads trivially to the stellar ages. Quite clearly, the consideration of very metal-poor stars allows to make the economy of a model for the chemical evolution of the Galaxy. This very nice feature is unfortunately compensated by the nightmare of evaluating Thr with the high accuracy which is indispensable for building-up a chronometry.

As already mentioned in Sect. 2, the r-process remains the most complicated nucleosynthetic process to model from the astrophysics as well as nuclear physics point of view and is subject to large uncertainties that transpire directly into the Thr predictions. The Th predictions are found to be especially sensitive to the nuclear mass evaluations. As shown by Goriely & Clerbaux (1999), different mass models lead to stellar age differences that can amount to more than 20 Gy for r-process models fitting equally well the r-process data for CS 22892 - 052 and HD 115444 in the $`56Z82`$ range. The reader may wonder why the quoted uncertainty is by far much larger than the one classically claimed in the literature. The reason may be summarized as follows: it is a common practice to identify the ‘best’ nuclear mass models from a confrontation between r-process predictions and the solar data (which are identical to the stellar ones through the assumption of universality). This choice is biased, however. It results indeed from implicit assumptions that are made concerning the characteristic r-process events making up the universal mix. Other assumptions may lead to different best nuclear models. In other words, it is meaningless to select best mass models as long as the detailed characteristics of the suite of r-process events contributing to an assumed universal r-process pattern remain unknown.

This is indeed clearly the case as even the proper site(s) for the r-process is (are) not identified yet, all the proposed scenarios facing serious problems. The astrophysics uncertainty that most critically affect the reliability of the predictions of the Th production is clearly the still unknown maximum strength of the neutron irradiation that can be obtained in an r-process event. Age uncertainties amounting to about 16 Gy can result (Goriely & Clerbaux 1999).

Finally, one does not have to underestimate the uncertainties that still affect the evaluation of the contribution of the r-process to the solar-system Pb - Bi peak, the predicted Th abundance being directly correlated to this contribution. This situation is responsible for an uncertainty of about 20 Gy in the Th chronometry (Goriely & Clerbaux 1999).

As a conclusion, it is our opinion that the Th abundances observed in very low-metallicity stars are of no chronometric virtues even if the universality of the r-process is assumed, which is far from being demonstrated. As an example, uncertainties in the age of CS 22892 - 052 just originating from the errors in the Th abundance determination amounts to about 3.5 Gy. A comparable precision of theoretical origin would impose a 15 - 20 % level of accuracy in the r-process production of Th. This is just impossible to achieve! In fact, Goriely & Clerbaux (1999) report an age for CS 22892-052 lying in the $`7<T^{}[\mathrm{Gyr}]<\mathrm{\hspace{0.17em}\hspace{0.17em}39}`$ range! The many sources of uncertainties briefly mentioned above indeed blur the picture substantially, at least if no undue resort is made to too many ‘toothfairies’.

## 5. Hope 2: Th/U in very metal-poor stars

As already stated elsewhere (Arnould & Takahashi 1999, Goriely & Clerbaux 1999), a way to rescue the Th chronometry discussed in Sect. 4 would be to have accurate measurements of the Th/U ratio in individual very low-metallicity stars. These nuclides are indeed likely to be produced concomitantly, so that one may hope to be able to predict their production ratios more accurately than the ratio of Th to any other r-element, in particular Eu.

A Th/U ratio has been reported recently for the star CS 31082 - 001 (Cayrel et al. 2001). This is real good news, even if the situation is not free of observational and theoretical difficulties. The former ones are discussed by Cayrel et al. (2001). On the theoretical side, one is still facing the severe question of the universality of the r-process (Sect. 4.1.). In addition, even if reduced, uncertainties remain in the evaluation of the Th/U production ratio. Goriely & Clerbaux (1999) estimate that it is likely to lie in the $`1<(\mathrm{Th}/\mathrm{U})_r<\mathrm{\hspace{0.17em}\hspace{0.17em}1.3}`$ range. This result, combined with the observed value log$`ϵ(\mathrm{Th}/\mathrm{U})=0.74\pm 0.15`$ leads to an age for the considered star of $`14\pm 3\pm 2`$ Gyr (where the errors correspond to observational and theoretical uncertainties, respectively).

Clearly, the Th/U chronometry based on data for individual very metal-poor stars has substantial potentialities which remain to be exploited. The detection and analysis of other stars similar to CS 31082 - 001 would represent a major step forward in this direction.

## 6. Conclusion

Nucleo-cosmochronology has the virtue of always being able to provide numbers one can interpret as ages. The real challenge is to evaluate the reliability of these predictions. We estimate that the $`{}_{}{}^{187}\mathrm{Re}`$ \- $`{}_{}{}^{187}\mathrm{Os}`$ will turn well as a chronometer based on meteoritic data. We are much more pessimistic concerning the classical $`{}_{}{}^{232}\mathrm{Th}`$ \- $`{}_{}{}^{238}\mathrm{U}`$ and $`{}_{}{}^{235}\mathrm{U}`$ \- $`{}_{}{}^{238}\mathrm{U}`$ pairs. On the other hand, we consider that it will remain close to impossible for long to date individual stars in a secure way without the help of precise determinations of the Th/U ratio in these stars.

#### Acknowledgments.

S.G. is FNRS Research Associate.

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