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# More on A Statistical Analysis of Log-Periodic Precursors to Financial Crashes

## 1 The Sornette-Johansen Paradigm

The economic theory proposed by Sornette and Johansen (SJ) to explain the incidence of log-periodicity in securities prices is described in  and summarized in Section 2 of our own paper . Their model assumes that log-periodicity arises from the interaction of a large group of irrational agents who reside on a network with discrete scale invariance. They also include in their model a single rational agent who is risk neutral and has rational expectations. The introduction of this agent served two purposes. It was intended to defuse the criticism that a log-periodic bubble could be exploited by rational agents to make unbounded profits. In addition, the no-arbitrage condition derived from this agent’s preferences supplies a mathematical link between the price of the security and the probability of a crash induced by the irrational agents.

In their model, they consider a security which earns no dividends, so any positive price would signify a bubble in the security price $`p(t)`$. The price can be described in the notation of stochastic calculus as following the process

$$\frac{dp}{p(t)}=\mu (t)dt+\epsilon (t)\lambda dj\text{,}$$
(1)
where $`\mu (t)`$ is a time-dependent drift and $`\epsilon (t)`$ is a mean-zero noise term. The binary variable $`j(t)`$ keeps track of the impending crash. It will equal zero before a crash and one afterwards, so $`dj`$ will vanish except at the instant of the crash, at which time the price of the security will fall by the factor $`\lambda `$. (A more general model would have $`\lambda `$ be the mean of a distribution of possible crash sizes.) The no-arbitrage condition is then a martingale condition on the price:

$$E[dp]=0\text{.}$$
(2)
One observation made in , which was also made by Ilinski , is that such a no-arbitrage condition precludes the possibility of making positive profits with certainty. That is why it is called a no-arbitrage condition. At this point, it is important to note that what an economist means when using the term profit differs from what an accountant or the typical layperson would mean. Economic profit is the surplus of revenue over opportunity cost, opportunity cost being the stream of income that is lost because one did not allocate the resources in question to some other purpose. In this context, the opportunity cost will be the income lost because one did not invest one’s resources in the best possible alternative manner. When we say that the no-arbitrage condition precludes the possibility of making a certain, positive profit, we do not mean that investors can earn no revenue from trading in this security. Rather, we mean that an agent cannot improve on a strategy which earns zero expected return.

In , SJ argue incorrectly that, in fact, positive profits could be earned by a savvy investor in their model. They make a distinction between average returns and conditional returns. The no-arbitrage condition (2) requires that the average unconditional return be zero. However, the return conditional on no crash having occurred, represented by $`\mu (t)`$, can and generally will be nonzero.

This is true, but they are missing the point. Investors are not interested in conditional returns. They cannot depend on a crash not happening. If they could simply ignore the possibility of a crash, there would be no bubble. So yes, it is possible that, after the fact, an investor might find he has earned some money by trading in this security. However, before the fact, he will have just as much expectation that he might lose that same amount. There is no way to construct a trading strategy that will exploit this bubble to earn an expected return greater than zero. That is the upshot of the no-arbitrage condition. If one is going to presume that the Sornette-Johansen paradigm is valid–keeping in mind we do not advocate that presumption–then it would be quite irrational to attempt to devise a money-making strategy which uses log-periodicity to forecast crashes. One might as well spend one’s time seeking to invent a perpetual motion machine.

As SJ note , there is some empirical evidence that the efficient market hypothesis is false and that it might be possible to earn positive profits relative to a standard diversification strategy. However, this evidence does not support their model. On the contrary, it goes against the assumptions of their model.

Another point which Ilinski  made that we expanded upon in  was the criticism that SJ’s model is based on the unrealistic assumption that only a single rational agent exists, who also happens to be risk neutral. In , SJ make a fair stab at loosening the risk neutrality assumption. They draw upon a stochastic discount factor (SDF) model in  to broaden their results and conclude that “the most general form of risk aversion does not invalidate our theory.” As anyone familiar with the literature on expected utility theory should know, Cochrane’s model, while certainly useful, is by no means an exhaustive model of risk averse preferences. However, this specification is presumably general enough to serve the purpose of showing their model can accomodate the possibility that their single rational agent is risk averse.

Unfortunately for SJ, the multiplicity issue will be much more difficult to tame. They note in passing  that “the SDF is not different from one agent to the next . . . because it describes the aggregate perception by the rational agents of the level of risks.” Essentially, SJ are invoking what is known as a representative-agent model of the macroeconomy. Under certain conditions, such as complete markets, it can be shown that *in equilibrium* an economy of many agents can be replaced by a single imaginary agent, and, indeed, the stochastic discount factor of all the individual agents would equal the SDF for this imaginary agent .

The problem with this argument is that it is circular reasoning, for it requires than an equilibrium consistent with the bubble exists. They are assuming what they are supposed to be proving. One purpose of introducing the rational agent was to forestall the criticism that a rational agent might exploit a log-periodic bubble to earn unbounded profits, a situation that could not occur in equilibrium and has never been observed empirically. Quoting from Johansen *et al* in , “Lest this sound like voodoo science, let us reassure the reader that the ability to predict the critical date is perfectly consistent with the behavior of the rational agents in our model: they all know this date, the crash may happen anyway, and they are unable to make any abnormal risk-adjusted profits by using this information.” Thus far, we are not reassured.

It is straightforward to construct a price process consistent with equilibrium for one rational agent, but it is considerably more difficult to accomplish this for two or more rational agents. Allowing an exotic price bubble compounds the situation further. It is more than likely that very stringent assumptions would have to be put on agents’ preferences to construct a market equilibrium with a log-periodic price bubble.

Of course, one could dispense with rationality and no arbitrage, and then it is trivial to get log-periodicity in price processes as Sornette and Ide demonstrated in . The trick is to combine all these elements, and so far no one has accomplished this except under highly unrealistic assumptions.

## 2 Fitting the Price Curve

The majority of  is devoted to attacking the third section of  in which we review past work on identifying log-periodicity. In their words, “We are obviously not going to divulge our technique and methodology for crash prediction but instead offer a few common sense guidelines to avoid the rather obvious traps in which Feigenbaum has fallen.” One could just as well argue that they are the ones falling into the traps. We see only a marginal role for common sense in determining their guidelines. Their rules of thumb appear to have been chosen to produce the results they want to show. They give no econometric justification for rejecting our own inferences.

The specification that we used in  came from . The log of the price is assumed to obey

$$\mathrm{ln}(p(t))=A+Bf_1(t)+Cf_2(t),$$
(3)
where

$$f_1(t)=\frac{(t_ct)^\beta }{\sqrt{1+\left(\frac{t_ct}{\mathrm{\Delta }_t}\right)^{2\beta }}}$$

and

$$f_2(t)=f_1(t)\mathrm{cos}\left[\omega \mathrm{ln}(t_ct)+\frac{\mathrm{\Delta }_\omega }{2\beta }\mathrm{ln}\left(1+\left(\frac{t_ct}{\mathrm{\Delta }_t}\right)^{2\beta }\right)+\varphi \right].$$

This is a specification with three linear parameters $`A`$, $`B`$, and $`C`$; and six nonlinear parameters $`\omega `$, $`\beta `$, $`\mathrm{\Delta }_t`$, $`\mathrm{\Delta }_\omega `$, $`t_c`$, and $`\varphi `$. We should note that the critical time $`t_c`$ does not correspond to the time of the crash but, rather, to a time when the probability of a crash is maximized.

Econometrically, this is an extremely unfriendly model because there are so many nonlinearities. Furthermore, in the Sornette-Johansen paradigm this specification is supposed to correspond to an integral of the function $`\mu (t)`$ in Eq. (1), which would imply that $`\mathrm{ln}p(t)`$ is autocorrelated. As we demonstrated with a pedagogical example in Section 4 of , regressing an autocorrelated time series on functions of time alone can lead to spurious results, and this kind of regression is precisely what is being done when one fits a stock index to the specification (3).

The many curve fits of log-periodic spells existing in the literature are producing descriptive statistics regarding the realization of price trajectories. However, these descriptive statistics may offer no information about the structural parameters of the underlying stochastic process. SJ’s primary objection  to our results in  is that we often obtain values for the nonlinear parameters which are either too large or too small relative to some unspecified standard. In the absence of any real log-periodic structure in the data, there is no basis for expecting the nonlinear parameters to satisfy their criteria. If we blindly apply a complicated regression specification to a data set, we will necessarily obtain parameter estimates, but these estimates will be meaningless if the specification is wrong.

SJ put great faith in the values of $`\beta `$ and $`\omega `$ that they find in their many examples of log-periodic spells, and they are quite impressed that they always manage to get similar values. However, we do not replicate this result with our own procedure. For example, our best fit for the 80-87 data set produces very different values of $`\beta `$ and $`\omega `$ from what Johansen *et al* report in . One possible explanation for this discrepancy, suggested by their criticism mentioned above, is that they are constraining their fitting procedure to consider only values of the nonlinear parameters which fall into a chosen set. If this is what they are doing, it would generally be considered inappropriate and would cloud the issue of whether they are actually estimating the population parameters they believe they are estimating.

Regarding the Lomb periodograms of , we erroneously stated in  that this procedure offered an independent means of estimating the frequency of a log-periodic fit. In fact, the method described in  is not independent from their curve-fitting procedure since they use the fit to determine $`t_c`$ and to detrend the data. It would be very surprising indeed if they found a low power at the frequency $`\omega `$ after they have already shown they can fit the data to an oscillation with frequency $`\omega `$. Consequently, the consistency of their Lomb periodograms with their curve fitting does not help to corroborate SJ’s claims.

In , SJ also express some outrage regarding our dismissal of previous statistical analyses carried out by Johansen *et al* - and by Feigenbaum and Freund . We stand by our comments from the first paper. With respect to Monte Carlo simulations, we can only use them to establish statistical properties of a stochastic process if the data-generating process (DGP) used in these simulations shares those properties. The fact that simulations produce behavior different from what we observe in real markets only proves that the DGP driving these simulations is not the true DGP.

With respect to studies involving fits of out-of-sample data, many of SJ’s supposed fits are not impressive. Just leafing through the figures in , we find examples where the alleged log-periodic oscillations are dwarfed by the volatility in the data and it is very hard to believe we are looking at the best fit to satisfy the specification (3), which may not even be a correct specification. Financial economists can tell many stories of the folly in putting too much faith in patterns discovered by poring through out-of-sample data. If log-periodicity is truly a harbinger of crashes, this is not going to be established with data mining. Its power as a forecasting tool can only be measured by its ability to forecast. We must wait to see what the future brings to judge this issue.

That said, SJ do present one interesting new piece of evidence in . They describe the result of a systematic scan of data for the Hang-Seng index using a moving window of 1.5 years from 1980 to 1999. During this period, they found 9 examples of log-periodic spells that satisfy their criterion. All but one of these was followed by a drawdown of 5% or more, a result so good that it should make one suspicious. This was also a period in which they claim at least eight (independent) drawdowns of 10% or more occurred. Clearly, the Hang-Seng is a highly volatile index. The average time between these large drawdowns is about 2.5 years, about the same order of magnitude of their window size.

Now, of course, SJ would argue that this is great evidence of the power of log-periodicity to predict crashes. But they give no information about how well the estimation of $`t_c`$ using their procedure does at estimating the actual time of the ensuing crash, and this suggests another mechanism might be at work here. It is possible that their selection criteria will, with great probability, rule out time periods in which a large drawdown occurs. If that is the case, their procedure may simply be flagging periods in which crashes do not occur. And since crashes are very frequent in this 20-year interval, the time between a flagged period and the next crash is likely to be short, so it may look like their procedure is forecasting crashes when it is not really doing that at all.

## 3 Behavior of First Differences

The most important section of , where we made our main original contribution, received the least attention from SJ in . As we already noted in the previous section, if we assume $`\mathrm{ln}p`$ is following a process of the form (1) then least squares estimators of the parameters in Eq. (3) can give spurious results if one regresses $`\mathrm{ln}p`$ directly on functions of time. Instead, the appropriate procedure is to look at the first differences of $`\mathrm{ln}p`$. We did this in Section 4 of  for the log-periodic spell in the S&P 500 leading up to the October 1987 crash.

As we discussed in the previous paper, the least-squares objective function for the specification (3) does not have a clearly defined global minimum with respect to the nonlinear parameters, so it is not clear how one should properly estimate the mean and, more importantly, the variance of least-squares estimators for these nonlinear parameters. We, therefore, focused on the linear parameters $`A`$, $`B`$, and $`C`$. It is well accepted in the finance literature that the noise-term $`\epsilon (t)`$ in (1) is dependent on previous values of $`\epsilon `$, which would invalidate standard error formulas for the estimation of $`A`$, $`B`$, and $`C`$. (SJ  insinuate that, because the distribution of $`\epsilon `$ is fat-tailed as opposed to Gaussian, least squares methods are inappropriate for estimation in this context. However, consistent estimation with least squares methods does not require Gaussian noise distributions, which are by far the exception in econometrics.) To overcome the problem of serial dependence, we estimated critical values for the $`T`$ statistics of the linear parameters using a Monte Carlo simulation. This procedure requires that we specify a DGP to model the behavior of the S&P 500. We used a random walk for this purpose. While we do not believe the S&P 500 actually follows a random walk, we can set the parameters of the random walk to match some of the properties of the S&P 500, in this case the first two moments.

In , SJ make note of an apparent inconsistency here. In , we dismissed their Monte Carlo results because they only considered one possible DGP for securities prices, a GARCH model. Yet here, we expect them to accept our own Monte Carlo results which also consider only one DGP.

There is a subtle point of reasoning that SJ evidently missed here. In their case, they are trying to persuade readers to accept an alternative hypothesis. In contrast, we were testing and rejecting such a hypothesis. As they admit, “No truth is ever demonstrated in science; the only thing that can be done is to construct models and reject them at a given level of statistical significance.” In classical statistics, one either rejects a hypothesis or one fails to reject it. In their case, they rejected the null hypothesis that a GARCH model could produce the behavior they observed in real markets. If their experiment had turned out the other way, we would probably not be writing this paper because people would have concluded there was nothing extraordinary about log-periodic fits. Instead, the experiment went as they hoped, and we can conclude that the actual stochastic process is not a GARCH process. That is all we can conclude. We cannot draw any conclusions about the validity of log-periodicity because the space of possible DGPs is huge, and all they ruled out is an infinitesimal fraction of it. Note also that the fact that the GARCH model is “one of the most fundamental benchmarks of the industry” is irrelevant. The GARCH model is a very good model of how stock prices behave under normal circumstances, but SJ’s own investigations demonstrate how poorly it captures the behavior of stock prices under the extreme circumstances surrounding a large drawdown.

In contrast to their rejection of the GARCH, we failed to reject the null hypothesis that a random walk could produce the log-periodic behavior we were looking at. We can, therefore, conclude that the random walk-like properties of the true DGP are enough to produce this behavior. It is reasonable to expect that other DGPs with similar properties can also replicate this behavior. Whereas SJ have merely eliminated from consideration one out of an infinite number of possible DGPs, we have established that the observed log-periodic behavior in first differences is not extraordinary. Thus, the negative result of our paper speaks much louder than the positive results that they and others have found.

We tested the specification

$$\mathrm{\Delta }\mathrm{ln}p(t_i)=0=A+B\mathrm{\Delta }f_1(t_i)+C\mathrm{\Delta }f_2(t_i)+\underset{s=2}{\overset{4}{}}D_s\delta _{si}+\epsilon _i,$$
(4)
where we had closing prices sampled at $`N`$ dates $`t_1,\mathrm{},t_N`$ and $`\epsilon _i`$ is a mean-zero noise term. The covariate $`\delta _{si}`$ is a delta function equal to 1 if $`\mathrm{\Delta }t_i=s`$ and 0 otherwise. Note that in the Sornette-Johansen paradigm the constant $`A`$ and the time dummy variables $`D_2`$, $`D_3`$, and $`D_4`$ will vanish. One criticism of SJ’s work is that they have done no specification tests. They assume their hypothetical specification is the correct one and do not consider the possibility that an alternative might do better, which would constitute a rejection of their hypothesis. The inclusion of these extra terms here allows for the possibility that the upward trend seen in most stock prices leading up to a drawdown results from a constant drift rather than the more complicated $`f_1`$ term of their specification.

For the period from January 1980 to September 1987, we found that $`B`$, the coefficient of $`\mathrm{\Delta }f_1`$, was not statistically significant. Thirty percent of our Monte Carlo simulations produced a $`T`$ statistic $`B`$ equal or larger in magnitude than what we obtained for our best fit. In , SJ dismiss this finding, attributing the insignificance of $`f_1`$ to “the intrinsic difficulty in quantifying a trend and an acceleration in very noisy data.” However, one could invoke similar difficulties to dismiss the entire field of log-periodic precursors.

For $`C`$, the coefficient of the log-periodic term, we found that it was statistically significant at the 5% level if we considered the whole data set. However, if we restrict our attention to the period from 1980-1986, twenty-five percent of our Monte Carlo simulations produced a $`C`$ equal or larger in magnitude to the result of the best fit. Thus, we concluded that the log-periodic component was not statistically significant for the bulk of the log-periodic spell preceding the 87 crash. In , SJ dismiss this result also: “It is as if a worker on critical phenomena was trying to get a reliable estimation of $`t_c`$ and $`\beta `$ by thrashing the last 15% of the data, which are of course the most relevant.” This argument presupposes that we are, in fact, looking at a critical phenomenon, which in our opinion has yet to be established. In any case, that is beside the point. If it was our purpose to measure nonlinear parameters like $`t_c`$ and $`\beta `$, then clearly it would be a mistake to throw out the data where the critical behavior is most pronounced. But that was not our purpose. Our purpose was to determine whether these functions had a statistically significant presence throughout the data, and the answer is they do not. Granted, this does not prove that log-periodicity is absent from the first difference series during these six years. It only proves we cannot convincingly detect log-periodicity there. Nevertheless, given this null result, a theory which can explain the log-periodic behavior in $`\mathrm{ln}p`$ without requiring log-periodic behavior in $`\mathrm{\Delta }\mathrm{ln}p`$ will be preferred over the Sornette-Johansen paradigm by Occam’s Razor.

Before moving on, we must point out that SJ are being hypocritical when they chastise us for throwing out the last year of data. As we noted in , it is common practice in this literature to throw out from these curve-fitting procedures the end data points closest to the crash, sometimes eliminating a period as large as a few months. SJ even confess to this practice in . These end data points are even closer to the alleged critical point than most of the data we excluded. If these are the crucial data points, then we have all committed a great sin.

## 4 The Frequency Distribution of Drawdowns

The last subject considered in  was SJ’s claim, first put forward in  and later elaborated upon in , that large events like stock market crashes are outliers in the frequency distribution of drawdowns. They maintained that all but the largest drawdowns fit well to an exponential or a stretched exponential distribution, and they, therefore, posited that a different mechanism must be producing these outlier events. We responded to this claim by doing a specification test on this drawdown distribution, and we found both the exponential and the stretched exponential specifications could be rejected.

In , SJ answer this challenge with three new pieces of evidence. First, they describe the results of a bootstrap test. They reshuffled the sample of daily returns for the NASDAQ composite index from 1971 to 2000 and generated 10000 days of simulated data. The resulting drawdown distribution produced a much smaller frequency of large events than is observed in the real data. However, this is not surprising. They are bootstraping the unconditional distribution of daily returns, but it is well established that daily returns are dependent on previous returns, and, in fact, the stock market may even be a long memory process. All of these dependencies are ignored by this bootstrap test. We can conclude from this test that these dependencies, indeed, play an important role in producing large drawdowns, but this does not establish that large drawdowns are outliers.

Next, they describe the drawdown distribution resulting from Monte Carlo simulations of the stock market as a GARCH process. This simulated distribution also differs from the empirical distribution, but again this only substantiates their result that the true DGP underlying securities prices is not a GARCH process.

Finally, they corroborate our result that the stretched exponential does not fit well to moderate drawdowns larger than 5%. But instead of abandoning the claim that large drawdowns are outliers, they expand the class of drawdowns that they consider to be outliers. To some extent, we must recognize that this is an argument over semantics. What do we mean by an outlier?

Moving beyond semantics, we do not agree with SJ’s claim that “the exponential distribution is the natural null hypothesis for uncorrelated returns.” In , Johansen *et al* derive the result that the drawdown distribution should be exponential under the same assumption of their bootstrap test that changes in a stock price from one instant to the next are independent. This assumption is certainly false, though it may be a reasonable approximation for small drawdowns. As the length of a chain of similarly signed innovations increases, however, the serial dependence in this chain will likely become more important. Thus, while it may be a natural null hypothesis that the distribution should be exponential in the limit of small drawdown sizes, it is not fair to extrapolate this hypothesis to large drawdown sizes. Moreover, this weaker null hypothesis that the distribution be exponential only in the small drawdown limit is supported by the preponderance of the evidence.

We also quibble with their claim that one could not “prove” that large drawdowns are outliers. As we discussed in , if one could reliably distinguish drawdowns with a log-periodic precursor from drawdowns lacking such a precursor, then one could determine the distribution of these two populations of drawdowns. If the distributions differ in a statistically significant manner, that would go a long way to establishing the claim that a different mechanism is responsible for the two kinds of drawdowns.

## 5 Concluding Remarks

Speaking as a researcher who has been involved from the beginning in the study of log-periodicity in the stock market, we believe that the initial evidence of crashes as critical phenomena was certainly intriguing. However, it is important not to get carried away by a new hypothesis and lose one’s scientific objectivity. SJ lament  that “it is an all too common behavior to dismiss lightly a serious hypothesis by not taking the trouble to learn the relevant skills necessary to test it rigorously.” However, they themselves have thrown roadblocks in the way of testing it rigorously. As long as they keep the details of their methodology secret, their results cannot be independently tested or reproduced. They have also disregarded many econometric procedures that would generally be considered the most appropriate tools for addressing the problems they encounter. Instead, they cobble together methods with little or no theoretical basis and then they question why nobody follows their trail. Furthermore, when one finds that standard methods produce results contrary to their hypothesis, one has to consider if maybe they have rejected these standard methods precisely because the results obtained do not support their hypothesis.

SJ also draw an analogy between log-periodicity and global warming. We think a better analogy can be made to the *canalis* of Mars. For over a hundred years, astronomers like Giovanni Schiaparelli and Percival Lowell were almost fanatical in their belief that they could see evidence of a great Martian civilization through their telescopes. Eventually, telescopic resolutions improved to the point where astronomers could clearly see there was no system of artificial canals crisscrossing the surface, yet it took a long time for the idea to die.

Acknowledgements

We would like to thank Simon Lee, Gene Savin, Charles Whiteman, and Robert Wickham for their input. We are also grateful to J. D. Farmer for his encouragement.


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# New Hadrons Formed by the Fourth SM Family and Iso-singlet Quarks

## 1 Introduction

It is known that $`t`$ quark does not form meson and baryon states because of the high value of $`m_t`$ and full strength of $`tbW`$ vertex. On the other hand, there are strong reasons that the fourth Standard Model (SM) family should exist . We expect that the masses of the fourth family quarks lie between 300 and 700 GeV with preferable value $`m_4=4g_W\eta =8m_W640`$ GeV . New heavy quarks are also predicted by various extensions of SM and the most wide-known examples are weak iso-singlet quarks predicted by E6 GUT , which is favored by super string theory . In spite of the fact that the masses of new quarks are larger than $`m_t`$, they can form hadrons because of the smallness of mixing between new heavy and ordinary quarks. Indeed, according to the parametrization of mass matrices given in , mixing between the fourth and third family quarks is predicted to be $`\left|V_{qU_4}\right|10^3`$. Similar situation is expected for iso-singlet quarks. The condition for forming new hadrons states is

$$m_Q(100GeV)\left|V_{Qq}\right|^{2/3}\text{.}$$
(1)
New quarks will be copiously produced at the LHC. The observation of the fourth SM family quarks in ATLAS has been considered in . In this paper, we discuss the properties of new heavy mesons formed by new quarks. In section 2, the properties and the systematics of new hadrons have been investigated. Production of these hadrons at TeV energy lepton colliders have been considered in section 3. Finally, we give some concluding remarks.

## 2 New Heavy Mesons

According to the Eq. (1), fourth SM family and $`E_6`$ isosinglet quarks have formed hadron states if their mixing with known quarks is sufficiently small. In the case of fourth family quarks, parametrization given in  satisfies this condition, whereas new hadrons are not formed in the case of parametrization given in . Concerning $`E_6`$ isosinglet quarks, we do not have similar parametrization (in this case one deals with $`6\times 6`$ mass matrix) and one can make only qualitative estimations. For example, if the lightest isosinglet quark has the mass $`m_D0.5`$ TeV, new heavy hadrons are formed for $`\left|V_{qD}\right|<0.09.`$

In order to calculate the masses of new mesons we use the logarithmic potential

$$V(r)=A\mathrm{log}(r)+V_0\text{ ,}$$
(2)
where $`r`$ is the radial distance between quarks. For two particles system, Schrodinger equation has the form ($`\mathrm{}=c=1`$)

$$\left[\frac{p^2}{2\mu }+V(r)\right]\mathrm{\Psi }(r)=E\mathrm{\Psi }(r)\text{ ,}$$
(3)
where $`\mu =m_1m_2/(m_1+m_2)`$. One can find the binding energy of meson for arbitrary $`n,l`$ states as

$$E_{nl}V_0+A\eta _{nl}\text{ ,}$$
(4)
where $`\eta _{nl}`$ is solution of the equation

$$\left[\frac{d^2}{dr^2}+\mathrm{log}(r)+\frac{l(l+1)}{r^2}\right]g(r)=\eta g(r)\text{.}$$
(5)
Below, instead of numerical calculations, we use simplified analytical procedure (for details see ) to solve Eq. (5), which gives the results coinciding with numerical ones with precision of order $`10^3`$. Thus the bound state mass of the $`q_i\overline{q}_j`$ system is

$$M(q_i\overline{q}_j)_{nl}=m_{q_i}+m_{q_j}+V_0+A\eta _{nl}$$
(6)
The calculations involve the potential parameters of the model $`(A,V_0)`$ and the quark masses $`\left(m_u=m_d,m_s,m_c,m_b\right)`$. The potential parameters and the quark masses are obtained from the experimental masses of $`\mathrm{\Psi }(1S)`$, $`\mathrm{\Psi }(2S),`$ $`\mathrm{{\rm Y}}(1S),\mathrm{{\rm Y}}(2S),`$ $`D^0(1S)`$ and $`s\overline{s}(1S)`$ by fitting Eq. (6): $`(A,V_0)=`$ (0.7328 GeV, -0.8684 GeV), $`m_u=m_d=`$0.367 GeV, $`m_s=`$0.561 GeV, $`m_c=`$1.6 GeV, $`m_b=`$4.7816 GeV. In addition to these parameters, the fourth SM family up-quark and $`E_6`$ isosinglet quark masses are chosen as 638.6 GeV  and 0.5 TeV, respectively. With these parameters, we calculate the masses of bound states of $`c\overline{c}`$ and $`b\overline{b}`$, which are given in Table 1. It is seen that our results are in good agreement with experimental data  (for comparison see ).

In Table 2 we present the masses of quarkonia and mesons formed by the fourth SM family up-quark and $`E_6`$ isosinglet quark, respectively. It is seen that the decay of $`3S`$ quarkonia states into mesons containing $`u`$ and $`d`$ quarks is admitted. In the case of $`4S`$ quarkonia decays into mesons containing $`s`$ quark is added. In our opinion, the best mechanism for the production of heavy mesons formed by $`u_4`$ and $`D`$ quarks is the resonance formation of $`3S`$ and $`4S`$ quarkonia at lepton colliders with subsequent decay into corresponding meson-antimeson states.

## 3 Production of New Mesons at Future Lepton Colliders

The spin averaged Breit-Wigner cross section for a spin-J resonance produced in the collision of the particles of spin $`S_1`$ and $`S_2`$  is

$$\sigma _{BW}(E)=\frac{2J+1}{(2S_1+1)(2S_2+1)}\frac{4\pi }{k^2}\frac{B_{in}B_{out}\mathrm{\Gamma }_{tot}^2}{4(ER_R)^2+\mathrm{\Gamma }_{tot}^2}$$
(7)
where $`k`$ is the $`c.m.`$ momentum, $`E`$ is the $`c.m.`$ energy, and $`B_{in}`$ and $`B_{out}`$ are the branching fractions of the resonance into the entrance and exit channels. In our case, at $`E=E_R`$ Eq. (7) takes the form

$$\sigma ^{res}=\frac{12\pi }{M^2}B_{in}B_{out}$$
(8)
where $`M`$ is the mass of corresponding quarkonium.

Since lepton colliders have the certain energy spread, the average cross section at $`\sqrt{s}M`$ can be estimated from

$$\sigma ^{ave}\frac{\mathrm{\Gamma }_{tot}}{\mathrm{\Delta }E_{coll}}\sigma ^{res}\text{.}$$
(9)
Here, we take into account that $`\mathrm{\Gamma }_{tot}\mathrm{\Delta }E_{coll}`$. Indeed, $`\mathrm{\Delta }E_{coll}=O`$ (1 GeV) for muon collider  and $`\mathrm{\Delta }E_{coll}=O`$ (10 GeV) for CLIC . Concerning $`\mathrm{\Gamma }_{tot}`$, we use Couloumb potential in order to estimate partial decay widths to $`e^+e^{}`$ and $`W^+W^{}`$ (which is dominant one among the decays into fundamental SM particles ) taking into account that distance between quarks and antiquarks is much less than $`1`$ $`f`$ due to large value of new quarks masses. Results are presented in Table 3. Then, decay width of 3S levels into meson-antimeson states is expected to be $`O`$ (100 MeV). Multiplying average cross-sections with integrated luminisity, which are 50 fb-1 per year for muon collider  and 200 fb-1 per year for CLIC , one can easily obtain numbers of new mesons produced via formation and decays of 3$`S`$ resonance per working year, namely, $`1000`$ at muon collider and $`400`$ at CLIC for mesons containing $`u_4`$ and first family quarks. Corresponding numbers for mesons formed by $`D`$ and first family quarks are $`340`$ and $`140`$, respectively.

If these new mesons are sufficiently long-lived (which means very small mixing of heavy quarks with light quarks ) we will observe corresponding traces in the detector. The decay length is given by $`\beta \gamma c\tau `$. In our case, $`\gamma 1`$ and $`\beta 610^4`$. For mesons containing $`u_4`$ quarks (here we assume the dominance of mixing between fourth and third SM families and take into account that $`m_{u_4}m_{W,Z}`$)

$$\tau \frac{8x_W}{\alpha _{em}\left|V_{u_4b}\right|^2}\times \frac{m_W^2}{m_{u_4}^3}$$
(10)
where $`x_W=\mathrm{sin}^2\theta _W0.21`$. Therefore, $`l=610^2`$ m$`/\left|V_{u_4b}\right|^2`$ and taking into account present experimental resolution $`100\mu m`$ we conclude that $`\left|V_{u_4b}\right|`$ should be less than 2.5$``$10-9. Similar consideration for meson containing $`D`$ quarks leads to sin$`\phi =\left|V_{Du}\right|<1.510^9`$ (here we assume the dominance of $`Dd`$ mixing and taking account flavor changing interactions ). In our opinion, this scenario is hardly to be realized.

Let us finish this section with some remarks on mesons containing $`D`$ quark. As mentioned above, in this case, flavor changing neutral current appear at tree level and for $`m_Dm_Wm_Dm_Zm_Zm_W`$ one has $`Br(Du+W)0.6`$ and $`Br(Du+Z)0.4`$ . Therefore, we expect $`Br(Djet+l^+l^{})0.012`$ and $`Br(Djet+\nu \overline{\nu })0.072`$ for decay modes which differ isosinglet quark from the fourth SM family quarks. For a most spectacular cases, namely one of the mesons decays into jet and $`l^+l^{}`$ pairs ($`l=e,\mu `$) or jet and $`\nu \overline{\nu }`$ pairs and the other one decays into three jets we expect $`60`$ events per working year at muon collider and $`20`$ events at CLIC.

## 4 Conclusion

We show that mesons formed by new heavy quarks can be observed at future lepton colliders due to formation (and corresponding decay) of heavy quarkonia. The numbers of events are not huge (hundreds events comparing to tens thousands $`Q\overline{Q}`$ pairs which will be produced at LHC ). However, pure experimental environment provide an advantage for clarifying the properties of new hadrons.

## 5 References

1. A. Datta and S. Raychaudhuri, Phys. Rev. D 49 (1994) 4762.
2. A. Celikel, A. K. Ciftci and S. Sultansoy, Phys. Lett. B 342 (1995) 257.
3. S. Sultansoy, arXiv:hep-ph/0004271 (2000).
4. F. Gursey, P. Ramond and P. Sikivie, Phys. Lett. B 60 (1976) 177.
5. J.L. Hewett and T.G. Rizzo, Phys. Reports 183 (1989) 193.
6. S. Atag et al., Phys. Rev. D 54 (1996) 5745.
7. I. Bigi et al., Phys. Lett. B 181 (1986) 157.
8. E. Arik et al., Phys. Rev. D 58 (1998) 117701.
9. ATLAS Detector and Physics Performance TDR, CERN/LHCC/99-15 (1999).
10. H. Ciftci, E. Ataser and H. Koru, in preparation.
11. D.E. Groom et al., Review of Particle Physics, Eur. Phys. J. C 15 (2000).
12. N. Barik, S. N. Jena and D. P. Rath, Phys. Rev. D 41 (1990) 1568.
13. R.N. Faustov, V.O. Galkin, A.V. Tatarintsev and A.S. Vshivtsev, Int. J. Mod. Phys. A 15 (2000) 209.
14. http://pubweb.bnl.gov/users/bking/www/mucoll/overview.pdf
15. http://cern.web.cern.ch/CERN/Divisions/PS/CLIC/Report/Appendix.html
16. V. Barger et al., Phys. Rev. D 35 (1987) 3366.
17. A. K. Ciftci, R. Ciftci and S. Sultansoy, arXiv:hep-ph/0106222 (2001).
18. P. H. Frampton and P. Q. Hung, Phys. Rev. D 58 (1998) 057704.
19. P. H. Frampton, P. Q. Hung and M. Sher, Phys. Rep. 330 (2000) 263.
20. S. Sultansoy, Turkish J. of Phys. 22 (1998) 575.

Table.1. The masses of the $`c\overline{c}`$ and $`b\overline{b}`$ bound states (in MeV).

| Level | $`c\overline{c}`$ calculated | $`c\overline{c}`$ experiment  | $`b\overline{b}`$ calculated | $`b\overline{b}`$ experiment  |
| --- | --- | --- | --- | --- |
| 1S | 3097 | 3096.87$`\pm `$0.04 | 9461 | 9460.30$`\pm `$0.26 |
| 2S | 3686 | 3685.96$`\pm `$0.09 | 10050 | 10023.26$`\pm `$0.31 |
| 3S | 4010 | 4040$`\pm `$10 | 10374 | 10355.2$`\pm `$0.5 |
| 4S | 4234 | 4159$`\pm `$20 | 10598 | 10580.0$`\pm `$3.5 |
| 5S | 4405 | 4415$`\pm `$9 | 10769 | 10865$`\pm `$8 |
| 1P | 3523 | 3510.51$`\pm `$0.12 | 9898 | 9892.7$`\pm `$0.6 |
| 2P | 3888 | - | 10272 | 10268.5$`\pm `$0.4 |

Table 2. The masses of the bound states formed by the fourth SM family

$`u_4`$ and isosinglet $`D`$ quarks (in GeV).

| Level | $`u_4\overline{u}_4`$ | $`u_4\overline{u}`$ | $`u_4\overline{s}`$ | $`D\overline{D}`$ | $`D\overline{u}`$ | $`D\overline{s}`$ |
| --- | --- | --- | --- | --- | --- | --- |
| 1S | 1277.10 | 638.86 | 639.06 | 999.90 | 500.26 | 500.46 |
| 2S | 1277.69 | 639.45 | 639.65 | 1000.49 | 500.85 | 501.05 |
| 3S | 1278.01 | 639.78 | 639.97 | 1000.81 | 501.18 | 501.37 |
| 4S | 1278.23 | 640.00 | 640.20 | 1001.03 | 501.40 | 501.60 |

Table 3. Partial decay widths of heavy quarkonia to $`e^{}e^+`$ (in keV)

and $`W^{}W^+`$ (in MeV). $`1`$ and $`2`$ correspond to $`u_4\overline{u}_4`$ and $`D\overline{D}`$, respectively.

| Level | Mass($`1`$) | $`\mathrm{\Gamma }_{e^+e^{}}`$($`1`$) | $`\mathrm{\Gamma }_{W^+W^{}}`$($`1`$) | Mass($`2`$) | $`\mathrm{\Gamma }_{e^+e^{}}`$($`2`$) | $`\mathrm{\Gamma }_{W^+W^{}}`$($`2`$) |
| --- | --- | --- | --- | --- | --- | --- |
| 1S | 1277.10 | 35 | 400 | 999.90 | 6.6 | 142 |
| 2S | 1277.69 | 4.4 | 50 | 1000.49 | 0.8 | 18 |
| 3S | 1278.01 | 1.3 | 15 | 1000.81 | 0.24 | 5 |
| 4S | 1278.23 | 0.5 | 6.2 | 1001.03 | 0.1 | 2.2 |


text:
# Untitled Document

CAN HST MEASURE THE MASS OF THE ISOLATED NEUTRON STAR

RX J185635-3754 ?

Bohdan Paczyński

E-mail: bp@astro.princeton.edu

Princeton University Observatory, 124 Peyton Hall, Princeton, NJ 08544-1001, USA

ABSTRACT

In June 2003 the isolated neutron star RX J185635-3754 will pass within $`0.3^{\prime \prime }`$ of a 26.5 mag star, changing its position by about 0.6 mas. The displacement, caused by gravitational lensing, will be proportional to the neutron star mass. The total event duration will be approximately 1 year.

\- - - - - - - -

The possibility of measuring stellar masses using astrometric effects of gravitational lensing were discussed by Hog et al. (1995), Miyamoto & Yoshii (1995), Paczyński (1995, 1996, 1998), Miralda-Escudé (1996), and Boden et al. (1997). The recent detection of a fast moving nearby neutron star RX J185635-3754 (Walter 2001) offers an opportunity to implement this method in practice. RX J185635-3754 is at the distance of 61 pc, and in June 2003 it will pass within $`0.3^{\prime \prime }=300\mathrm{mas}`$ of the star marked as # 115 in Fig. 1 of Walter (2001). The star #115 has magnitude $`M_{F606W}=26.5`$, the neutron star has a parallax of 16 mas, and a proper motion of $`\dot{\phi }=332`$ mas/year.

While the neutron star will be passing within $`\mathrm{\Delta }\phi 300`$ mas of our line of sight towards the star #115, the position of the latter will be displaced by up to

$$\delta \phi =\frac{\phi _\mathrm{E}^2}{\mathrm{\Delta }\phi },$$
$`(1)`$
where $`\phi _E`$ is the neutron star’s Einstein ring radius (cf. Fig. 1 and eq. 4 of Paczyński 1996).

Einstein ring radius is given with the eq. (1) of Paczyński (1996):

$$\phi _\mathrm{E}=\left(\frac{4\mathrm{G}\mathrm{M}}{\mathrm{c}^2\mathrm{d}_\pi }\right)^{1/2}$$
$`(2)`$
where $`1/\mathrm{d}_\pi `$ is the parallax distance to the lens (RX J185635-3754) as measured with respect to the more distant source (star #115):

$$\frac{1}{\mathrm{d}_\pi }\frac{1}{\mathrm{D}_\mathrm{d}}\frac{1}{\mathrm{D}_\mathrm{s}}.$$
$`(3)`$
Adopting $`\mathrm{D}_\mathrm{d}=61\mathrm{pc}`$, $`\mathrm{D}_\mathrm{s}/\mathrm{D}_\mathrm{d}1`$, and $`\mathrm{M}1.4\mathrm{M}_{}`$ we obtain

$$\phi _\mathrm{E}14\mathrm{mas}.$$
$`(4)`$
By coincidence this Einstein ring radius is almost the same as the parallax of the neutron star. The time scale for the lensing event will be

$$\mathrm{\Delta }\mathrm{t}\frac{\mathrm{\Delta }\phi }{\dot{\phi }}1\mathrm{year}.$$
$`(5)`$
The maximum displacement of the position of star #115 due to lensing by the neutron star will be approximately (cf. eq. 1):

$$\delta \phi \frac{(14\mathrm{mas})^2}{300\mathrm{mas}}0.6\mathrm{mas}.$$
$`(6)`$
This is a very small displacement, but it may be measurable with the new Advanced Camera for Surveys (ACS - http://www.stsci.edu/cgi-bin/acs), which is to be mounted on the Hubble Space Telescope before the end of 2001.

The angles $`\phi _E`$, $`\mathrm{\Delta }\phi `$, and $`\delta \phi `$ as given above, are only estimates. However, when all these angles are measured the mass of the neutron star follows from the combination of eqs. (1-3):

$$\frac{\mathrm{M}}{\mathrm{M}_{}}=\frac{\mathrm{c}^2\mathrm{d}_\pi }{4\mathrm{G}}\delta \phi \mathrm{\Delta }\phi =2.25\frac{\mathrm{d}_\pi }{61\mathrm{pc}}\frac{\delta \phi }{1\mathrm{mas}}\frac{\mathrm{\Delta }\phi }{300\mathrm{mas}}.$$
$`(7)`$
There are many precedents for the HST based determination of a parallax with an accuracy of $`0.1`$ mas (e.g. McArthur et al. 2001), but those were done for stars much brighter than either star #115 or RX J185635-3754. The parallax of the faint neutron star was measured with an accuracy of $`2`$ mas with the Wide Field Planetary Camera 2 (Walter, 2001). The HST astrometry should be more accurate with the Advanced Camera for Surveys, which will become operational by early 2002, with plenty of time to make the preparations for the lensing event of June 2003. Such a measurement may provide a novel check on the estimates made by Pons et al. (2001)

This paper is posted on astro-ph only, and it will not be submitted to any paper journal. The author welcomes all critical comments by the readers, in particular about missing references. It is a pleasure to acknowledge the support from the NSF grant AST-9820314.

REFERENCES

Boden, A. F., Shao, M., & Van Buren, D. 1997, ApJ, 502, 538

Hog, E., Novikov, I. D., & Polnarev, A. G. 1995, A&A, 294, 287

McArthur, B. E. et al. 2001, astro-ph/0107026

Miralda-Escudé, J. 1996, astro-ph/9605138 = ApJ, 470, L113

Miyamoto, M., & Yoshii, Y, 1995, AJ, 110, 1427

Paczyński, B. 1995, astro-ph/9504099 = AcA, 45, 345

Paczyński, B. 1996, astro-ph/9606060 = AcA, 46, 291

Paczyński, B. 1998, astro-ph/9708155 = ApJ, 494, L23

Pons, J. A. et al. 2001, astro-ph/0107404

Walter, F. M. 2001, astro-ph/0009031 = ApJ, 549, 433


text:
# Testing the effective scale of Quantum Gravity with the next generation of Gamma Ray Telescopes

## 1 Introduction

Imaging Cherenkov Telescopes have proven to be the most successful tool developed so far to explore the cosmic gamma rays of energies above few hundred GeV. A pioneering generation of installations has been able to detect a handful of sources and start a whole program of very exciting physics studies. Now a second generation of more elaborated telescopes is under construction and will provide soon with new observations. One of the main characteristics of these new telescopes is the ability to detect lower energy gamma rays, which could fill the observational gap between 10 and 300 GeV.

One of the most interesting results in fundamental physics from the existing telescopes is a limit, given by the Whipple collaboration , on the Quantum Gravity scale to be larger than $`4\times 10^{16}`$ GeV (about 1/250th of the Planck mass) at the 95 % confidence level. In that study, the data from a TeV gamma-ray flare associated with the active galaxy Markarian 421 observed on 15 May 1996 was used to place bounds on the possible energy-dependence of the speed of light in terms of an effective scale for quantum gravitational effects.

The basic idea behind the measurement is that gamma rays traversing cosmological distances should notice the quantum fluctuations in the gravitational vacuum which unavoidably should happen in any quantum theory of gravitation. These fluctuations may occur on scale sizes as small as the Planck length $`L_P10^{33}`$ cm or time-scales of the order of $`t_P1/E_P`$ ($`E_P10^{19}`$ GeV).

These gammas will therefore experience a “vacuum polarization” correction which should be very small ($`O(E/E_{QG})`$ where $`E`$ is the gamma energy and $`E_{QG}`$ is an effective scale for Quantum Gravity, which might be as large as $`E_P`$) but might become measurable after the gamma has traversed cosmological distances. In this Quantum Gravity scenario, the requirement of violation of the Lorenz-Invariance symmetry  emerges naturally, providing an energy-dependent propagation speed for electromagnetic waves. Therefore, gammas of different energies being emitted simultaneously by a distant source should reach our observatories at different times.

In fact, for practical purposes, this delay with respect to the ordinary case of an energy-independent speed c for massless particles, for a source at a distance L can be expressed as

$$\mathrm{\Delta }t\xi \frac{E}{E_{QG}}\frac{L}{c}$$
(1)
This delay should be one of the cleanest signatures that Cherenkov telescopes are able to study in order to spot Quantum Gravity effects. Nevertheless, as it has already been pointed out in the literature, it might be mimicked by effects related to the source physics (internal production delays for higher energy gammas) or propagation (time delay due to cascading in intergalactic magnetic fields ). Therefore it will be mandatory to use the scaling of the effect with redshift to distinguish between Quantum Gravity effects and any source-dependent phenomena .

The new generation of telescopes, should have an improved sensitivity and lower threshold. The first characteristic might help in resolving faster time structures while the second one should allow to observe sources at much longer distances because of a smaller absorption in the intergalactic medium. Therefore, some clear improvement in this kind of measurements should be expected.

The goal of this work is trying to estimate how these characteristics would actually help in improving the quest for Quantum Gravity effects. For that, this writeup is organized as follows: first, a very brief overview of the theoretical framework used in this study is presented. Second, the results of the expected delay as a function of the gamma ray energy and the source redshift location for different Quantum Gravity scenarios is discussed. Third, the effect of the existence of a Gamma Ray Horizon, including consistently the effect of the Lorenz Invariance Violation, is shown. After that, a discussion about the observational picture when all these effects are put together is presented and finally, in the conclusions we give our prospects for these observations with the coming generation of Cherenkov telescopes.

## 2 Overview of the theoretical framework

When developing any model for Quantum Gravity, it appears naturally the necessity to modify some of the most basic continuous symmetries of space-time, such as Lorentz Invariance . In this analysis we shall focus in the violation of the Lorentz Invariance symmetry (LIV) caused by Quantum Gravity because it is the responsible of the main changes in the kinematics in which is based this study.

The violation of the Lorentz Invariance symmetry (LIV) modifies the dispersion relation giving the propagation speed for gamma rays in a theory-dependent manner. However, since in all plausible approaches the actual effects are expected to be small, they can be studied from a phenomenological point of view using an expansion in terms of the gamma energy divided by the effective Quantum Gravity scale. Therefore, the actual gamma dispersion relation for a massless particle can be expressed in leading order as

$$E^2c^2\stackrel{}{p}^2E^2\xi \left(\frac{E}{E_{QG}}\right)^\alpha $$
(2)
where $`E`$ and $`\stackrel{}{p}`$ denotes the energy and the momentum of gammas, $`\xi `$ and $`\alpha `$ are the LIV free parameters and $`E_{QG}`$ is the energy scale for Quantum Gravity.

In this scenario, gamma rays travelling in vacuum can be seen like traversing a material medium . Hence, the propagation speed of gamma rays should be computed as

$$v=\frac{dE}{dp}=c\left[1+\xi \frac{1+\alpha }{2}\left(\frac{E}{E_{QG}}\right)^\alpha \right]$$
(3)
where $`E`$ is actually the gamma comoving energy. In terms of the measured gamma energy at the Earth $`E_\gamma `$, the velocity when the gamma is at a redshift $`z`$ is

$$v=\frac{dE}{dp}=c\left[1+\xi \frac{1+\alpha }{2}\left(\frac{E_\gamma (1+z)}{E_{QG}}\right)^\alpha \right]$$
(4)
Therefore, the actual time-of-flight for a gamma ray coming from a source at redshift $`z`$, is given by

$$t=_0^z\frac{c}{v}\frac{dt}{dz}𝑑z$$
(5)
where

$$\frac{dt}{dz}=\frac{1/(1+z)}{H_0[\mathrm{\Omega }_M(1+z)^3+\mathrm{\Omega }_K(1+z)^2+\mathrm{\Omega }_\mathrm{\Lambda }]^{1/2}}$$
(6)
being $`H_0`$ the Hubble constant and $`\mathrm{\Omega }_M`$, $`\mathrm{\Omega }_K`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }`$111In this analysis we have used the current best fit values for the fundamental cosmological parameters $`H_0=68\pm 6kms^1Mpc^1`$, $`\mathrm{\Omega }_M=0.35\pm 0.1`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.65\pm 0.15`$ following reference . the standard cosmological parameters.

For practical purposes, we need the difference in the time-of-flight for gamma rays of different energies ($`E_\gamma `$ and $`E_\gamma ^{}`$) produced at the same redshift $`z`$ because this is the signature that Gamma Ray Telescopes are able to study. This difference is given by

$`\mathrm{\Delta }t=t_{E_\gamma }t_{E_\gamma ^{}}`$ $`=`$ $`{\displaystyle _0^z}\left({\displaystyle \frac{c}{v_{E_\gamma }}}{\displaystyle \frac{c}{v_{E_\gamma ^{}}}}\right){\displaystyle \frac{dt}{dz}}𝑑z`$ (7)
$``$ $`\xi {\displaystyle \frac{1+\alpha }{2}}{\displaystyle \frac{E_\gamma ^\alpha E_\gamma ^{}_{}{}^{}\alpha }{E_{QG}^\alpha }}{\displaystyle _0^z}(1+z)^\alpha {\displaystyle \frac{dt}{dz}}𝑑z`$
If in the above expressions we take $`\alpha =1`$, $`E_\gamma >>E_\gamma ^{}`$ and the limit $`z<<1`$, we recover the simple expression used by the Whipple collaboration.

$$\mathrm{\Delta }t\xi \frac{E}{E_{QG}}\frac{z}{H_0}=\xi \frac{E}{E_{QG}}\frac{L}{c}$$
(8)
## 3 The expected delay

The free parameters used in our phenomenological approach are the ones used in references , namely $`\xi `$, $`\alpha `$, and $`E_{QG}`$. $`\xi `$ is only a sign ambiguity and hence its possible values are $`\xi =\pm 1`$. Out of the two possible values, in this work we have chosen to use $`\xi =1`$ because it fits better the present experimental constraints . In what concerns $`\alpha `$, in Quantum Gravity theories corrections going like $`(E/E_p)^\alpha `$, where $`E_p`$ is the Planck energy, typically appear as leading order of more complex analytic expressions . This motivates us to study the cases $`\alpha =1`$ and $`2`$. Nevertheless, $`\alpha =2`$ means an $`E_{QG}`$ suppression factor in the difference of time of flight. This would lead to a non measurable $`\mathrm{\Delta }t`$ ($`<10^{15}s`$). Therefore we cannot exclude the possibility that the leading term of LIV goes as $`(E/E_{QG})^2`$ but, if it was the case, the Gamma Ray Telescopes would not have any chance to test it with the gamma time-of-flights. That forces us to study only the most favourable case (potentially largest Quantum Gravity effects) hence $`\alpha =1`$.

In this scenario equation 7 is reduced to

$$\mathrm{\Delta }t\frac{\mathrm{\Delta }E}{E_{QG}}_0^z(1+z)\frac{dt}{dz}𝑑z$$
(9)
Figure 1 shows the lines in the plane $`\mathrm{\Delta }E`$ versus $`\mathrm{\Delta }t`$ provided by the above equations for a set of different source redshifts. From this plot it is clear that, for a given energy difference between the detected gammas, being capable of observing sources at larger redshifts should allow to check the $`E_{QG}`$ with less demanding time resolutions. Or conversely it should allow, for a fixed time resolution, to use lower energy gammas to check the $`E_{QG}`$. This should help because, given the steep power-law energy spectrum of all the known high energy gamma astrophysical sources, lowering the gamma energy scale should allow to observe a larger number of gammas and, hence, to improve the experimental accuracy.

Nevertheless, in spite of the fact that the effective distance integral giving the $`z`$ dependence of the time delay has a correction of $`(1+z)`$ to the lookback time integrand (which increases the effective gamma propagation time) it is clear from figure 1 that this dependence on the redshift saturates quite quickly.

Actually the main target of the time-of-flight studies is to explore the $`E_{QG}`$ scale. In figure 1 it is shown the effect of observing sources at different redshifts to test a given value of $`E_{QG}`$ ($`E_{QG}=E_p`$). Alternatively, fixing the observable delay time scale, this result can be shown as in figure 2, as the capability of exploring higher Quantum Gravity scales as the source redshift increases.

## 4 The modified Gamma Ray Horizon

The above considerations about the benefit of observing higher redshift sources to explore higher Quantum Gravity effective scales were implicitly assuming that the gamma rays traverse the intergalactic space without being altered. In reality, we expect high energy gamma rays traversing cosmological distances to be absorbed by their interaction with the diffuse background radiation fields, or “Extragalactic Background Light” (EBL), producing $`e^+e^{}`$ pairs. The $`\gamma _{HE}\gamma _{EBL}e^+e^{}`$ cross section is strongly picked to $`E_{CM}1.8\times (2m_e)`$ and therefore, there is a specific range in the EBL energy which is “probed” by each gamma ray energy .

This effect should lead to the existence of a “Gamma Ray Horizon”, limiting the feasibility of observing very high energy gamma rays coming from very far distances. The actual value of this horizon distance for gamma rays of a given energy, depends on the number density of the diffuse background radiation of the relevant energy range, which is traversed by the gamma rays. In the range of gamma ray energies which can be effectively studied by the next generation of Gamma Ray Telescopes (from, say, 10 GeV to 50 TeV), the most relevant EBL component is the infrared contribution.

Quite precise predictions 222In spite of the precision of these predictions they have still rather considerable systematic uncertainties due to the poor knowledge of some of their ingredients (direct measurement of the EBL at small redshifts and theoretical extrapolation to large redshifts) and are therefore quite inaccurate. This situation is, nevertheless, improving quite quickly with a whole harvest of new measurements. of the Gamma Ray Horizon have been made but, unfortunately, so far no clear confirmation can be drawn from the observations of the present generation of Gamma Ray Telescopes. In this work we have used the approach and procedures described in  which predict a Gamma Ray Horizon as shown in figure 3.

Nevertheless, the above prediction has been obtained by assuming purely Standard Model Physics. Recent claims of observation of very high energy gamma ray events coming from Mkn 501 , a blazar at redshift $`z0.03`$ which would somehow contradict the above prediction of the Gamma Ray Horizon, have motivated some authors  to revise that prediction. It has been pointed out that the actual existence of LIV should also affect the calculation of the Gamma Ray Horizon, since the threshold energy of the EBL needed to produce $`e^+e^{}`$ pairs is modified . This effect could explain the very high energy observed events.

Therefore, to be consistent with the framework of our analysis, we’ve also undertaken the task of implementing consistently in the complete calculation of the Gamma Ray Horizon the inclusion of the threshold-modifying effects coming from the effective Quantum Gravity inspired dispersion relations discussed in the previous sections. For that we’ve followed the approach of reference , where the modified threshold value for the gamma ray momentum to produce $`e^+e^{}`$ pairs is deduced333In , the notation is slightly different. There appears a parameter $`\eta `$, which is $`\xi (E_p/E_{QG})^\alpha `$

$$p_{th}=\frac{m_e^2}{ϵ}+\xi \frac{p_{th}^{2+\alpha }}{4ϵE_{QG}^\alpha }\left(\frac{1}{2^\alpha }1\right)$$
(10)
where $`ϵ`$ is the energy of the EBL gammas and $`p_{th}`$ it the threshold momentum for the gamma ray.

In the standard calculation of the Gamma Ray Horizon , the optical depth for gamma rays of energy $`E_\gamma `$ coming from a source at redshift $`z`$ is obtained from the integration

$$\tau (E_\gamma ,z)=_0^z𝑑z^{}\frac{dl}{dz^{}}_0^2𝑑x\frac{x}{2}_{ϵ_{tr}}^{\mathrm{}}𝑑ϵn(ϵ,z^{})\sigma [2xE_\gamma ϵ(1+z^{})^2]$$
(11)
where $`x1cos\theta `$ being $`\theta `$ the gamma-gamma scattering angle, $`n(ϵ,z^{})`$ the spectral density of the EBL gammas $`n(ϵ)`$ at the given z’ and $`ϵ_{th}`$ the threshold energy for the EBL gammas which is given by

$$ϵ_{tr}=\frac{2m_e^2}{E_\gamma x(1+z^{})^2}$$
(12)
After we include LIV, we arrive to a modified threshold condition of

$$ϵ_{tr}=\frac{2m_e^2}{E_\gamma x(1+z^{})^2}+\xi \frac{2}{x(1+z^{})}\frac{[E_\gamma (1+z^{})]^{1+\alpha }}{4E_{QG}^\alpha }\left(\frac{1}{2^\alpha }1\right)$$
(13)
where $`E_\gamma `$ and $`ϵ_{tr}`$ are the energies at the Earth and, therefore, we had to add some $`(1+z^{})`$ factors respect to the equation 10. The dependence on the scattering angle has also been introduced as a global factor $`2/x`$.

The results comparing the optical depths with and without this threshold correction (once again in the $`\alpha =1`$ and $`\xi =1`$ scenario) are shown in figure 4. For these parameter values the net effect of the correction is increasing the threshold energy in such a way that, for any given gamma energy, harder EBL photons are responsible for their absorption.

In the Optical Depth calculation without LIV, the gamma rays of $`10^5`$ GeV “probe” the EBL spectrum at around $`\lambda _{EBL}100\mu m`$ where the density has a maximum, while when the LIV correction is present, they probe the EBL spectrum at lower wavelengths, where the value of the density is smaller . The main consequence of this is that in the calculation with LIV corrections the universe becomes transparent again for large energy gammas whereas the results for the lower energy gammas of the plots remain basically unchanged. The correction for large energy gammas is so severe that avoids the existence of a Gamma Ray Horizon for moderate redshift sources, like Mkn 421, giving then a plausible explanation for the observed gamma events as has already being mentioned.

The obtained Gamma Ray Horizon is shown in figure 5 for different $`E_{QG}`$ and compared with the “standard” one. If one assumes high $`E_{QG}`$, it is clear from that plot that the main difference due to LIV should happen for low and moderate redshift sources whereas for large redshift sources no effect should be observable in the Gamma Ray Horizon. On the other hand for not so high $`E_{QG}`$, the universe becomes transparent again for a gamma ray energy that can be reached with current AGN models  (15 TeV for $`E_{QG}=E_p/100`$). The fact that $`\gamma `$ rays of this high energies have been detected for close objects ($`z=0.03`$)  but not for objects at larger redshift suggests that the $`E_{QG}`$ must be in excess of $`E_p/100`$. Actually, one of the most recent results about the effects of LIV in the Gamma Ray Horizon was presented in  where TeV gamma ray observations of the active galaxy Markarian 501 were used to set a lower limit on the Lorentz Invariance breaking parameters.

## 5 Discussion

We shall now put together the effects discussed in the previous sections to get a complete picture of the expectations. As already mentioned, on the one hand the capability of observing more distant sources should allow to have more lever arm to explore higher effective Quantum Gravity scales. Unfortunately, on the other hand, for more distant sources, the gamma absorption in the EBL is stronger and the Gamma Ray Horizon happens at smaller gamma energies.

This trade-off is clearly summarized in figures 6 where, on top of the $`\mathrm{\Delta }E`$ versus $`\mathrm{\Delta }t`$ lines predicting the propagation delays, one can see the parameter region beyond the Gamma Ray Horizon. It must be stressed here that the Gamma Ray Horizon does not mean a “hard boundary” since it just gives the condition for an e-fold reduction of the observed flux. Because of that, the shaded area given by the Gamma Ray Horizon has to be understood as the region in which the flux reduction due to the absorption starts being strong enough to make the source observation difficult.

From these figures it is clear that the time resolution needed depends strongly on the actual effective Quantum Gravity scale that one would like to test. To explore up to the Planck mass, time resolutions on the scale of just few seconds will be mandatory if gamma rays of up to few hundred GeV are used (or few tens of seconds if gammas of few TeVs are used) quite independently on the actual source redshift. But resolution of several minutes could be enough for a scale of one hundredth of the Planck mass.

In view of these figures it is not obvious how much having a reduced threshold would help the next Cherenkov Telescope generation to improve in this kind of analysis. In fact, from the above figures the straight conclusion is that the observation of the nearby Blazars (Mkn 421, at $`z=0.031`$ is actually the closest known Blazar) in an energy range of $`10^310^4`$ GeV seems to be the most comfortable scenario for exploring the highest effective Quantum Gravity scale.

## 6 Conclusions

In this work the potential of the next generation of Gamma Ray Telescopes in improving the existing tests of an effective Quantum Gravity scale from the study of the propagation delay for gamma rays of different energies coming from a distant astrophysical source has been analyzed. These new telescopes should have better sensitivity and lower threshold than the present ones, enabling a better time resolution and the observation of sources at higher redshift and therefore, a clear improvement in this kind of measurements should be expected.

Detailed calculations on the actual expected delay for sources at any redshift have been presented. They show that the effective delay time grows with the redshift faster than the lookback time. In spite of that, the redshift dependence of the relationship between the gamma energy scale and the observable arrival time delay has been shown to saturate rather quickly as the source redshift increases.

In addition, a calculation of the Gamma Ray Horizon due to the gamma absorption in the extragalactic background light (EBL) taking consistently into account the Lorenz Invariance Violation (LIV) effects has been carried out. This absorption should limit the observability of high energy gammas coming from very distant sources but, as it has already been realized in the past, the inclusion of LIV effects opens a window for very high energy gammas.

Putting all these effects together, the global picture is that quite stringent requirements on the time resolution (in the scale of few seconds) should be achieved to be able to explore an effective Quantum Gravity scale close to the Planck mass. In fact, given the effect of the Gamma Ray Horizon, this demanding time resolution constraint cannot be avoided by using large redshift sources unless very high energy gamma rays are used. Although, this resolution is less restrictive (several minutes) for a scale around one hundredth of the Planck mass. In view of this situation, maybe the observation of the nearby Blazars in an energy range of $`10^310^4`$ GeV could be the most comfortable scenario for exploring the highest effective Quantum Gravity scale. Given this result, the new generation of telescope arrays might be the most promising choice since they can provide a much larger collection area for higher energy gamma rays.

We would like to thank our colleagues of the MAGIC collaboration for their comments and support. We are indebted to S.M.Bradbury from the VERITAS collaboration for triggering our interest in this subject. We thank R.Pascual for discussions and comments on this manuscript. We’d like also to thank J.Cortina, O. de Jagger, J.Garriga, A.Grifols, E.Lorenz, K.Mannheim and A.Saggion for their encouraging comments. And finally, we’d like to thank to O. Bertolami, G. Amelino-Camelia and F. Stecker for their comments in the preprint stage of this article.


text:
# Mechanisms of the 𝑓₀(980) production in the reaction 𝜋⁻𝑝→𝜋⁰𝜋⁰𝑛

## Abstract

The model of the pure one-pion exchange mechanism, which gives a good description of the GAMS results on the alteration of the $`S`$-wave $`\pi ^0\pi ^0`$ mass spectrum in the $`f_0(980)`$ region in the reaction $`\pi ^{}p\pi ^0\pi ^0n`$ with increasing $`t`$, is compared with the recent detailed data on the $`m`$ and $`t`$ distributions of the $`\pi ^{}p\pi ^0\pi ^0n`$ events obtained by the BNL-E852 Collaboration. It is shown that the predictions of this model are not confirmed by the BNL data. Therefore the observed phenomenon should be explained by the different exchange mechanism. It is most likely to be the $`a_1`$ exchange mechanism.

PACS number(s): 12.40.Nn, 13.75.Lb, 13.85.Hd

I. INTRODUCTION

In two recent experiments on the reaction $`\pi ^{}p\pi ^0\pi ^0n`$ at high energies performed by the GAMS Collaboration at Institute of High Energy Physics  and the BNL-E852 Collaboration at Brookhaven National Laboratory (BNL)  it has been found a very interesting phenomenon consisting in the alteration of the $`S`$-wave $`\pi ^0\pi ^0`$ mass spectrum in the vicinity of the $`f_0(980)`$ resonance with increasing of $`t`$, where $`t`$ is the square of the four-momentum transferred from the incoming $`\pi ^{}`$ to the outgoing $`\pi ^0\pi ^0`$ system. If, for small values of $`t`$, where the reaction $`\pi ^{}p\pi ^0\pi ^0n`$ is dominated by the one-pion exchange mechanism, the $`f_0(980)`$ resonance manifests itself in the $`S`$-wave $`\pi ^0\pi ^0`$ mass spectrum as a dip due to its strong destructive interference with the large and smooth background, then, for large values of $`t`$, it appears as a peak \[1-4\].

The GAMS and BNL-E852 results are based on high statistics and impose severe demands on the phenomenological models constructed for their explanation.

Historically, the first description of the GAMS results on the $`f_0(980)`$ resonance  has been performed in Ref.  on the basis of the pure one-pion exchange (POPE) model. To explain the observed dip and peak behavior of the $`f_0(980)`$ in this model the authors of Ref.  had to provide the individual contributions to the full $`S`$-wave $`\pi ^+(t)\pi ^{}\pi ^0\pi ^0`$ amplitude (where $`\pi ^{}(t)`$ is a Reggeized pion) with rather exotic $`t`$ dependencies. With minor modifications such a treatment of the GAMS data  has been also reproduced in a series of the subsequent publications . Then, we suggested a crucially new explanation of the GAMS results on the $`f_0(980)`$ production in which a main role was assigned to the $`\pi ^{}pf_0(980)n`$ reaction amplitude with the quantum numbers of the $`a_1`$ Regge pole in the $`t`$ channel . In brief, our scenario came to the following. At small $`t`$, the reaction $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ \[hereafter $`(\pi \pi )_S`$ denotes a $`\pi \pi `$ system with the orbital angular momentum $`L=0`$\] is dominated by the one-pion exchange mechanism, and the $`f_0(980)`$ resonance appears as a minimum in the $`(\pi ^0\pi ^0)_S`$ mass spectrum. However, the one-pion exchange contribution decreases very rapidly with $`t`$ and the $`a_1`$ exchange mechanism becomes the dominant one in the reaction $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ at large $`t`$ . The $`f_0(980)`$ resonance produced via the $`a_1`$ exchange shows itself as a peak in the $`(\pi ^0\pi ^0)_S`$ mass spectrum because precisely such a manifestation of the $`f_0(980)`$ has been observed in all known reactions in which the $`f_0(980)`$ production channel differs from that of the elastic $`\pi \pi `$ interaction .

In spite of the quite satisfactory descriptions of the GAMS data in Refs.  and , both above mentioned models are certainly in need of further experimental tests . Note that the scenario considered in Ref.  can be rejected only by the measurements of the reaction $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ on polarized targets because only they will make it possible an explicit separation of the $`\pi `$ and $`a_1`$ exchange mechanisms. As to the test of the POPE model , it can be easily fulfilled experimentally owing to the specific predictions of this model, for example, for the $`t`$ distributions of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ events in the region $`0<t<0.2`$ GeV2 for $`m<1`$ GeV \[where $`m`$ is the invariant mass of the $`(\pi ^0\pi ^0)_S`$ system\]. In part, we have already drawn attention to this circumstance in Ref. . It is necessary to note that the comparison with the available GAMS data does not allow to reveal all predictions hidden in the POPE model . Fortunately, the recent data on the $`m`$ and $`t`$ distributions of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ events presented by the BNL-E852 Collaboration  give a unique possibility to carry out the detailed comparison of the POPE model with experiment. Such a comparison is the main goal of this work.

In Sec. II, we briefly recall the initial POPE model constructed in Ref.  for the description of the dip and peak behavior of the $`(\pi ^0\pi ^0)_S`$ mass spectrum in the $`f_0(980)`$ region. All subsequent versions  of this model are also briefly discussed. We emphasize that the POPE model  leads to a full violation of the $`t`$ dependence factorization hypothesis for the $`S`$-wave $`\pi ^{}(t)\pi \pi \pi `$ amplitude. In contrast, this hypothesis, as it is well known, has been widely used previously as a simple and reliable working tool for obtaining the data on the lower $`\pi \pi `$ scattering partial waves (see, for example, Refs. \[8,11-16\]). Here we also discuss possibilities of the unambiguous experimental verification of the POPE model predictions associated with the above violation. In Sec. III, we perform a detailed comparison of the POPE model  with the BNL data . Our conclusions are briefly summarized in Sec. IV.

II. MODEL OF THE ONE-PION EXCHANGE AMPLITUDE FOR THE REACTION $`\pi ^{\mathbf{}}p\mathbf{}\mathbf{(}\pi ^\mathrm{𝟎}\pi ^\mathrm{𝟎}\mathbf{)}_Sn`$

The double differential distribution in $`m`$ and $`t`$ of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ reaction events at fixed incident pion momentum is defined by the authors of the POPE model  as follows

$`{\displaystyle \frac{d^2N}{dmdt}}=C\left|{\displaystyle \frac{\sqrt{t}}{m_\pi ^2t}}F(t)a_{\pi \pi }(m,t)\right|^2,`$ (1)
where $`C`$ is the normalization constant, $`F(t)`$ is the form factor pertaining to the $`\pi ^{}(t)NN`$ vertex and $`a_{\pi \pi }(m,t)`$ is the $`S`$-wave $`\pi ^{}(t)\pi \pi \pi `$ amplitude with isospin $`I=0`$. To construct the amplitude $`a_{\pi \pi }(m,t)`$ the $`K`$ matrix method was used in Ref. , and to describe the data in the region $`0.7<m<1.2`$ GeV contributions of two resonances coupled to the $`\pi \pi `$ and $`K\overline{K}`$ channels and some background terms were taken into account in the $`K`$ matrix. From the general formula for the amplitude $`\widehat{A}=\widehat{K}(t)(Ii\widehat{\rho }\widehat{K})^1`$, where $`\widehat{A}`$ and $`\widehat{K}`$ are $`2\times 2`$ matrices describing the transitions in the $`\pi \pi `$ and $`K\overline{K}`$ channels, and $`\widehat{\rho }`$ is a diagonal matrix of the phase volumes, it follows that

$$a_{\pi \pi }(m,t)=\frac{K_{\pi \pi }(t)+i\rho _K[K_{\pi K}(t)K_{K\pi }K_{\pi \pi }(t)K_{K\overline{K}}]}{1i\rho _\pi K_{\pi \pi }i\rho _KK_{K\overline{K}}+\rho _\pi \rho _K[K_{\pi K}K_{K\pi }K_{\pi \pi }K_{K\overline{K}}]},$$
(2)
where, according to Ref. , $`\rho _\pi =(14m_\pi ^2/m^2)^{1/2}`$, $`\rho _K=(14m_K^2/m^2)^{1/2}`$ ($`\rho _Ki|\rho _K|`$ for $`0<m<2m_K`$ ), $`K_{ab}=K_{ab}(t=m_\pi ^2)`$, $`K_{\pi K}=K_{K\pi }`$,

$$K_{ab}(t)=\left[\frac{g_a(t)g_b}{M_1^2m^2}+\frac{G_a(t)G_b}{M_2^2m^2}+f_{ab}(t)\right]\left(1\frac{m_\pi ^2}{2m^2}\right),$$
(3)
$`f_{K\overline{K}}(t)=0`$ ($`a=\pi ,K`$; $`b=\pi ,K,\overline{K}`$; $`g_{\overline{K}}=g_K`$ and $`G_{\overline{K}}=G_K`$). 111Using the representation (2), it is easy to show that the authors of Ref.  missed in Eq. (1) the $`m`$ dependent factor $`m\rho _\pi `$ which is approximately equal to 1 only in the vicinity of $`m=1`$ GeV.

In order to simplify the discussion of the expression (2), it is convenient, for the moment, to neglect in Eq. (3) all background terms $`f_{ab}(t)`$ and the quantity $`m_\pi ^2/2m^2`$ which is negligible for $`m1`$ GeV. With these simplifications in mind, Eq. (2) can be rewritten in the following more transparent form:

$$a_{\pi \pi }(m,t)=\frac{g_\pi (t)[D_2(m)g_\pi +\mathrm{\Pi }_{12}(m)G_\pi ]+G_\pi (t)[D_1(m)G_\pi +\mathrm{\Pi }_{12}(m)g_\pi ]}{D_1(m)D_2(m)\mathrm{\Pi }_{12}^2(m)},$$
(4)
where $`D_1(m)=M_1^2m^2ig_\pi ^2\rho _\pi ig_\pi ^2\rho _K`$ and $`D_2(m)=M_2^2m^2iG_\pi ^2\rho _\pi iG_K^2\rho _K`$ are the inverse propagators for the initial bare resonances, and $`\mathrm{\Pi }_{12}(m)=ig_\pi G_\pi \rho _\pi +ig_KG_K\rho _K`$ is the amplitude describing the transitions between these resonances through the real $`\pi \pi `$ and $`K\overline{K}`$ intermediate states. In Eq. (4), it is easily recognized the amplitude of the process $`\pi ^{}(t)\pi \pi \pi `$ with $`L=I=0`$ due to the contributions of two mixed resonances coupled to the $`\pi \pi `$ and $`K\overline{K}`$ channels.

It is now well understood that the observed alteration of the $`(\pi ^0\pi ^0)_S`$ mass spectrum can be described with the considered model only if the destructive interference between two resonances at $`m1`$ GeV, which occurs in the low $`t`$ region, is replaced by the constructive one with increasing $`t`$. According to Eq. (4), this means a change of the interference type between the terms proportional to $`g_\pi (t)`$ and $`G_\pi (t)`$. In its turn, this is possible only if, as $`t`$ increases, one of the residues, for example, $`g_\pi (t)`$, decreases in absolute value, vanishes at a certain value $`t=t_0`$, and then changes its sign. According to the fit to the GAMS data presented in Ref. , this has to occur for $`t<0.2`$ GeV2. Hence, due to such an approach, the $`t`$ dependence of the amplitude $`a_{\pi \pi }(m,t)`$ must not factorize at $`m1`$ GeV even in the low $`t`$ region. Here, in addition to the remark mentioned in the Introduction about the $`t`$ dependence factorization hypothesis, we note that the results on the $`\pi \pi `$ scattering obtained by using this hypothesis were always in close agreement with those of the more general Chew-Low extrapolation method \[11-16\]. In its simplest and most frequently used form \[8,11-16\], the factorization hypothesis implies in this case that, at least for small values of $`t`$, i.e. in the region $`0<t<(0.150.20)`$ GeV2, the amplitude $`a_{\pi \pi }(m,t)`$ is proportional to the on-mass-shell amplitude $`a_{\pi \pi }(m,t=m_\pi ^2)`$. In doing so, the factor of proportionality is generally taken in the form $`\mathrm{exp}[b(tm_\pi ^2)]`$. On the other hand, if one explains the GAMS data in the framework of the POPE model , then the factorization hypothesis must be rejected from the outset.

In Ref. , the following parametrization for the residues $`g_\pi (t)`$, $`G_\pi (t)`$, $`f_{\pi \pi }(t)`$, and $`f_{\pi K}(t)`$ was postulated:

$$g_\pi (t)=g_\pi +(1t/m_\pi ^2)tg_\pi ^{}/m_\pi ^2,G_\pi (t)=G_\pi +(1t/m_\pi ^2)tG_\pi ^{}/m_\pi ^2,$$
(5)
$$f_{\pi \pi }(t)=(1t/m_\pi ^2)tf_{\pi \pi }^{}/m_\pi ^2,f_{\pi K}(t)=f_{\pi K}+(1t/m_\pi ^2)tf_{\pi K}^{}/m_\pi ^2.$$
(6)
In the best of the three fit variants given in Ref. , $`M_1=0.773`$ GeV, $`M_2=1.163`$ GeV, $`g_\pi =0.848`$ GeV, $`g_\pi ^{}=0.0479`$, $`G_\pi =0.848`$ GeV, $`G_\pi ^{}=0.0259`$ GeV, $`f_{\pi \pi }^{}=0.0963`$, $`f_{\pi K}=0.687`$, and $`f_{\pi K}^{}=0.0818`$. It follows from Eq. (5) that $`g_\pi (t)`$ vanishes at $`t0.0728`$ GeV2. 222Furthermore, as $`t`$ varies from 0 to 1 GeV2, the functions $`g_\pi ^2(t)`$ and $`G_\pi ^2(t)`$ increase, respectively, by approximately factors of 22000 and 6000. The appearing enormous rise with $`t`$ of the amplitude $`a_{\pi \pi }(m,t)`$ in Eq. (1) is compensated by the very rapidly dropped form factor $`F(t)=[(\mathrm{\Lambda }m_\pi ^2)/(\mathrm{\Lambda }t)]^4`$ with $`\mathrm{\Lambda }=0.1607`$ GeV2 which the authors of Ref.  ascribed to the nucleon vertex (see also Refs. ). The critical discussion of such an ascription leading to unsolvable difficulties in different reactions has been given in Ref. . For example, the above form factor would yield an abnormally sharp drop of the one-pion exchange (OPE) contribution to the differential cross section of the charge exchange reaction $`pnnp`$. Since $`d\sigma ^{(OPE)}(nppn)/dt|F(t)|^4`$, then, in the $`t`$ region from 0 to 0.2 GeV$`^2`$ this cross section drops like $`\mathrm{exp}(56t)`$, which is comparable only to the fall of the cross sections of diffractive processes on complex nuclei. Hence, with increasing $`t`$, a dip in the $`(\pi ^0\pi ^0)_S`$ mass spectrum in the $`f_0(980)`$ region gradually disappears and eventually turns into a resonancelike enhancement . Here it is worth noting that the amplitude (2) on the mass shall \[$`a_{\pi \pi }(m,t=m_\pi ^2)`$\] vanishes at $`m=m_00.986`$ GeV, i.e. just below the $`K\overline{K}`$ threshold, due to the destructive interference between the various contributions, and that the phase shift of $`a_{\pi \pi }(m,t=m_\pi ^2)`$ goes through 180 at this point in close agreement with the experimental data . Analyzing the model of Ref.  we revealed that, as $`t`$ increases, the amplitude (2) also vanishes but for different values of $`m<2m_K`$. The zero “trajectory” of the amplitude (2) in the plane of the $`m`$ and $`t`$ variables is shown in Fig. 1. It is seen that with increasing $`t`$ the amplitude zero shifts, gradually speeding up, from the region of $`m2m_K`$ to the lower mass region. For example, as $`t`$ increases from 0.09 GeV2 only by 0.026 GeV2, it crosses the wide region of $`m`$ from 0.91 to 0.60 GeV.

Thus, we discover at once two striking predictions of the POPE model . First, for each fixed $`(\pi ^0\pi ^0)_S`$ invariant mass value $`m<2m_K`$ (or more precisely, for each small $`m`$ bin) the presence of a dip in the $`t`$ distribution, $`dN/dt`$, is predicted in the low $`t`$ region. For example, in any interval of $`m`$ from the region $`0.6<m<0.91`$ GeV, a dip in $`dN/dt`$ must be located near $`t0.1`$ GeV2, and, as $`m`$ increases from 0.91 to 0.986 GeV, it must move to $`t=0`$. Second, the model predicts that the $`m`$ distribution of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ reaction events, $`dN/dm`$, for $`0.6<m<0.9`$ GeV must be suppressed in the vicinity of $`t0.1`$ GeV2 because in this region of the variables the one-pion exchange amplitude is close to zero, but, for $`m>0.9`$ GeV it must sharply increase. Thus, the model of Ref.  describing the GAMS data  on the alteration of the $`(\pi ^0\pi ^0)_S`$ mass spectrum in the $`f_0(980)`$ resonance region for $`t>0.3`$ GeV2 can be unambiguously checked owing to its predictions for the $`dN/dt`$ and $`dN/dm`$ distributions for $`0<t<(0.20.25)`$ GeV2 and $`0.6\text{ GeV}<m<2m_K`$. Certainly, to do this much more detailed data are required than those presented by the GAMS Collaboration. Let us recall that the GAMS data  on the reaction $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ include single $`dN/dm`$ distribution in the region $`0.8<m<1.2`$ GeV for $`0<t<0.2`$ GeV2 (i.e. for the low $`t`$ region as a whole) and, in addition, the $`dN/dm`$ distributions in the region $`0.6<m<1.4`$ GeV for five overlapping intervals of $`t`$ covering the region $`0.3<t<1`$ GeV2.

In the subsequent versions  of the POPE model , the $`K`$ matrix analysis of the $`IJ^{PC}=00^{++}`$ waves has been extended to the more wide regions of $`m`$ and a larger number of the coupled channels. In Ref. , four resonances coupled to $`\pi \pi `$, $`K\overline{K}`$, $`\eta \eta `$, and $`4\pi `$ channels have been included in the $`K`$ matrix and the region up to 1.55 GeV has been analyzed. Five resonances coupled to five channels have been taken into account in Refs.  and the region of the data description has been extended up to 1.9 GeV. Certainly the further resonances with masses in the range $`1.21.9`$ GeV  exert some influence on the mass region below 1 GeV. However, with the exception of some details, all essential predictions of the two-resonance model  for $`m<1`$ GeV remain valid. For example, the most essential feature of the one-pion exchange amplitude parametrization proposed in Ref. , namely, the passage through zero of the residue of the lowest-mass resonance with increasing $`t`$, takes place in all subsequent variants. The mass of the lightest resonance varies with the $`K`$ matrix parametrization way from 0.65 to 0.86 GeV \[5-7,9,10\]. According to the best fit of Ref.  the residue of the resonance vanishes at $`t=0.0728`$ GeV2 (this fact has been already mentioned above), according to Ref.  (solution I) at $`t=0.117`$ GeV2, according to Ref.  (solution I) at $`t=0.0683`$ Gev2, and according to Ref.  at $`t=0.038`$ GeV2. Unfortunately, in Ref. , the parameter values needed for the determination of the zero location are absent.

Note that after the publication of our work  involving new explanation of the GAMS results and criticism of the POPE model  the $`a_1`$ exchange contribution also appeared in Ref. . However, this contribution was taken into account in Ref.  by a “ purely cosmetic way” since, in doing so, the parametrization of the one-pion exchange amplitude and its dominant role in the description of the observed alteration phenomenon actually left unchanged. As the $`a_1`$ exchange contribution is really small in the low $`t`$ region, it is reasonable that the predictions of the model  for small $`t`$ and $`m<1`$ GeV as a whole turned out to be close to those of the POPE model  which were qualitatively described above. In fact, this claim can be done immediately on inspection of Figs. 3 and 5 of Ref.  showing the predicted $`m`$ and $`t`$ distributions of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ events. It is revealing that in the last publication  the authors again do not take into account the $`a_1`$ exchange mechanism as previously in Refs. \[5-7\].

III. COMPARISON WITH THE BNL DATA

The BNL-E852 Collaboration presented the high-statistics $`m`$ distributions of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ reaction events in the region $`2m_\pi <m<2.2`$ GeV with the 0.04 GeV-wide step in $`m`$ for nine sequential fine bins in $`t`$ covering the region $`0<t<0.4`$ GeV2 and for a single wide $`t`$ interval from 0.4 to 1.5 GeV2 . The BNL data, which we use to check the predictions of the POPE model , are shown in Figs. 2 and 3. Let us stress that we are not concerned with the fitting of these data in the framework of the POPE model . We just use the model with those values of its parameters which ensure the best fit to the GAMS data  and compare its predictions with the BNL data  both on the $`m`$ distributions pertaining to the six fine $`t`$ bins covering the region $`0<t<0.2`$ GeV2 and on the $`t`$ distributions for six 0.04 GeV-wide intervals in $`m`$ which we selected as an example from the region $`0.6<m<1.12`$ GeV. Similar detailed distributions have not been presented by the GAMS Collaboration . The only parameter the value of which is needed to be determined once again is the overall normalization constant $`C`$ in Eq. (1). We found this parameter by normalizing the theoretical distribution to the total number of events in the interval $`0.6<m<1.2`$ GeV for $`0.01<t<0.03`$ GeV2. The data on the distribution $`dN/dm`$ for this region of the $`m`$ and $`t`$ variables are shown in Fig. 2b. Note that among all the isometric intervals of $`t`$ the interval $`0.01<t<0.03`$ GeV2 contains the maximal number of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ events in the region $`0.6<m<1.2`$ GeV. We consider such a choice of overall normalization to be quite applicable to give a descriptive comparison between the experimental and theoretical distributions in $`m`$ and $`t`$.

Figure 2 shows that there is a satisfactory qualitative agreement of the experimental and theoretical distributions $`dN/dm`$ in the intervals $`0<t<0.01`$ GeV2 and $`0.01<t<0.03`$ GeV2. However, with increasing $`t`$, the shape of the theoretical distributions in $`m`$ sharply changes. Note that this fact is in line with the expectations given in Sec. II. In addition, it can be seen from Fig. 2 that, according to the POPE model , the transformation of a dip in the $`f_0(980)`$ region to a resonancelike bump occurs in the $`t`$ range from 0.1 to 0.2 GeV2, i.e. too rapidly. As is also clearly seen from Fig. 2, the experimental distributions $`dN/dm`$ leave, in fact, similar to each other throughout the low $`t`$ region from 0 to 0.2 GeV2 and all of them have a dip on the place of the $`f_0(980)`$ resonance. Let us emphasize again that unlike the detailed information presented by the BNL-E852 Collaboration for $`0<t<0.2`$ GeV2, the GAMS Collaboration has presented for this $`t`$ region, containing some 90% of all $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ events, a single “global” distribution $`dN/dm`$, and it is precisely this rough one that has been fitted successfully by using the POPE model .

The BNL data  on the $`t`$ distributions and the corresponding theoretical predictions are shown in Fig. 3. It is seen that the POPE model  predicts the presence of a dip in these distributions in the low $`t`$ region if $`m<2m_K`$. In direct contradiction, no such dip is observed in reality.

It is evident that the character of the POPE model predictions cannot be altered if the finite experimental resolutions in $`m`$ and $`t`$ are taken into account in the construction of the theoretical curves. In any case, the agreement of the model with the BNL data cannot be improved essentially.

IV. CONCLUSION

The question whether the observed alteration of the $`(\pi ^0\pi ^0)_S`$ mass spectrum in the reaction $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ with increasing $`t`$ can be described exclusively in terms of the amplitude with quantum numbers of the $`\pi `$ Regge pole in the $`t`$ channel is absolutely valid and deserves to be thoroughly considered. Therefore the first attempt to solve this question undertaken in Ref.  was of great importance. In our opinion, the merit of this work is the formulation of the particular one-pion exchange model containing some clear predictions which can be easily tested by experiment. The above analysis shows that these predictions are in rough contradiction with the detailed BNL data on the $`m`$ and $`t`$ distributions of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ events. However, from our point of view, it is valuable that the way outlined in Ref.  has been completed conclusively. Note that the GAMS Collaboration selected the highest statistics on the reaction $`\pi ^{}p\pi ^0\pi ^0n`$ , that is why the publication of their $`m`$ and $`t`$ distributions of the $`(\pi ^0\pi ^0)_S`$ production events for fine $`t`$ and $`m`$ bins for $`0<t<0.2`$ GeV2 and $`m<1`$ GeV is highly desirable.

In accordance with the aforesaid discussion, it is pertinent also to note that those consequences that were extracted in Refs.  and  from the analyses of the experimental data based on the models of Refs. \[5-7,9,10\] are not justified.

The present work was supported in part by the grant INTAS-RFBR IR-97-232.

FIGURE CAPTIONS

Fig. 1. The zero “trajectory” of the amplitude $`a_{\pi \pi }(m,t)`$ in the model of Ref.  in the plane of the $`m`$ and $`t`$ variables.

Fig. 2. The $`(\pi ^0\pi ^0)_S`$ mass spectra, $`dN/dm`$, in the reaction $`\pi ^{}p\pi ^0\pi ^0n`$ for six sequential intervals of $`t`$ shown just in the plots. The data are from the BNL-E852 Collaboration . The curves are constructed by using Eqs. (1)–(3), (5), and (6). The used values of the parameters are mentioned in the text.

Fig. 3. The $`t`$ distributions, $`dN/dt`$, of the $`\pi ^{}p(\pi ^0\pi ^0)_Sn`$ reaction events for six intervals of the invariant mass of the $`(\pi ^0\pi ^0)_S`$ system, $`m`$, shown just in the plots. The data are from the BNL-E852 Collaboration . Here, as well as in Fig. 14 of Ref. , the data for the intervals $`0<t<0.01`$ GeV2 and $`0.01<t<0.03`$ GeV2 are combined. The curves are constructed by using Eqs. (1)–(3), (5), and (6). The used values of the parameters are mentioned in the text.