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# HST Imaging in the Chandra Deep Field South: II. WFPC2 Observations of an X-Ray Flux-Limited Sample from the 1 Msec Chandra Catalog1footnote 11footnote 1Based on observations made with the NASA/ESA Hubble Space Telescope, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS 5-26555.

## 1 Introduction

A principal question in astrophysics today involves understanding the formation and evolution of galaxies. Central to this is the connection between large scale structure formation, hierarchical mergers, and the presence of supermassive black holes at the centers of most galaxies (e.g., Magorrian et al. 1998). Addressing these issues requires detailed multi-waveband observations of a variety of galaxy classes, including normal galaxies, starbursts and active galactic nuclei (AGN). Deep X-ray surveys in recent years have provided a wealth of new information on the properties of AGN and starbursts, and their role in galaxy evolution (e.g., Hasinger et al. 1998, 1999; Miyaji et al. 2000). For example, the observed strong evolution of the low end of the AGN luminosity function at high redshifts is likely related to an increased rate of interactions and distorted/irregular morphologies in the early universe (Lilly et al. 1998; Abraham et al. 1999). Recent ultra-deep X-ray surveys with Chandra have extended such results to fainter fluxes and harder X-ray energies (cf. Giacconi et al. 2001a, 2001b; Brandt et al. 2001; Hornschemeier et al. 2001; Mushotzky et al. 2000; Tozzi et al. 2001). Further evidence of a connection between AGN and galaxy evolution has been provided by the strong correlation between black hole mass and host galaxy bulge velocity dispersion (Gebhardt et al. 2000; Ferrarese & Merritt 2000). However, the fundamental question of whether nuclear activity drives galaxy evolution, or vice versa, still remains open, and can only be addressed by obtaining high-resolution multi-wavelength observations of AGN and their hosts over a wide range of redshifts. The combination of HST and Chandra provides a unique opportunity to address these issues by first detecting distant AGN at X-ray energies, and subsequently obtaining high-resolution HST images of their host galaxy morphologies and environments.

In our first paper in this series (Schreier et al 2001, hereafter Paper I), we presented preliminary results from our program using the HST Wide Field Planetary Camera 2 (WFPC2) to image three regions in the Chandra Deep Field South (hereafter CDFS; Giacconi et al. 2001a). The analysis in that paper was based on the X-ray catalog and results from the first 300 ksec Chandra exposure (Tozzi et al. 2001).

In the present paper, we extend our discussion to the full 1 Msec X-ray dataset (Giacconi et al 2001b). This provides a well-defined X-ray flux limited sample of objects that have optical counterparts observed with HST. We also present a more detailed discussion of our HST/WFPC2 observing strategy and analysis. In Section 2 we describe the observational strategy used with HST, in Section 3 we discuss the techniques used to reduce the data, in Section 4 we present the results from the observations, and in Section 5 we present a discussion of the implications of the various optical properties of the X-ray sources. Throughout this paper we adopt a cosmology with $`\mathrm{\Omega }_\mathrm{M}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, and $`H_0=70`$ km s-1 Mpc-1.

## 2 Observing Strategy

The CDFS is centered at R.A. 03 32 28, Dec. $``$27 48 30 (J2000), with deep X-ray data covering an area $`\mathrm{\hspace{0.17em}0.1}`$ deg2 (Giacconi et al. 2001a, 2001b). We used HST/WFPC2 to observe three regions within the CDFS, during $`2227`$ July 2000. Each of the three regions was observed for a total of five orbits, comprising $`\mathrm{\hspace{0.17em}2}`$ orbits in the F606W filter and $`\mathrm{\hspace{0.17em}3}`$ orbits in F814W. These two filters provide an optimal combination of high throughput, wide bandwidth and minimal spectral overlap, with well characterized photometric accuracy; the spectral coverage is continuous between $`50009500`$ Å, with a small overlap between the filters at $`7200`$ Å. Thereby these observations were specifically designed to yield good sensitivity to the color gradients and other morphological features that we expected to observe in the moderate-redshift galaxies in these fields (cf. Williams et al. 1996; Casertano et al. 2000). We chose a somewhat shorter exposure time for the F606W filter due to its higher overall throughput, thereby aiming to match our sensitivity to isophotal features on comparable spatial scales in both bands. In Table 1 we present a summary of the field coordinates (specified as the location of the WFALL-FIX aperture reference position on WFPC2, which we used to obtain the observations), as well as the total exposure times and position angle of the +V3 axis of the telescope.

Several instrumental issues need to be addressed when observing with HST/WFPC2; these include the removal of cosmic rays, the presence of hot pixels and other detector artifacts, and the fact that the HST point spread function (PSF) is substantially undersampled by the $`\mathrm{\hspace{0.17em}0}\stackrel{}{\mathrm{.}}1`$ pixels in the three WF cameras (WF2, WF3 and WF4). We therefore obtained the observations in each filter using the “dither” mode, which involves offsetting the telescope by small increments to move the sources around the detector. We restricted the offsets to a maximum of $`\mathrm{\hspace{0.17em}0}\stackrel{}{\mathrm{.}}75`$ along each axis (corresponding to a total of 7.5 WF pixels). The use of larger shifts would have improved the cosmetic appearance of the final combined dataset, particularly by increasing the counts in the inter-chip gaps between the cameras. However, the $`2\%`$ geometric distortion present across each camera introduces increasingly significant non-uniform subsampling across the chip for offsets much larger than $`\mathrm{\hspace{0.17em}10}`$ pixels. Since our primary objective was to obtain consistent sub-sampling across each chip, we therefore used the minimal offsets.

We employed a 4-point parallelogram dither pattern, in which the telescope was moved in steps of integral plus 1/2-pixel increments along both axes of the detector. The integral pixel shifts mitigate the effect of bad pixels, while the additional 1/2-pixel increments allow subsampling of the PSF. The ratio of pixel scales between the PC and the three WF cameras is $`\mathrm{\hspace{0.17em}0.45}`$, thus an offset of $`0\stackrel{}{\mathrm{.}}25`$ corresponds to a 2.5-pixel shift in each of the three WF cameras, and a 5.5-pixel shift in the PC. The 4-point parallelogram dither pattern is therefore designed so that sources are optimally subsampled by all 4 quadrants of a pixel. We changed filters at each dither location, to minimize the number of offsets that the telescope was required to perform and also to reduce overhead. At each of the four dither locations we further obtained two exposures to improve removal of cosmic rays, as well as providing some redundancy to ensure that subsampling was achieved with at least one exposure in each of the 4 pixel quadrants, for most pixels across each chip. The multiple dithered exposures also reduce photometric errors due to flatfielding uncertainties.

In Table 2 we show the fractional pixel shifts in all 4 cameras, for each of the offsets. The dither offsets were specified in the POS TARG reference frame of the WFALL-FIX aperture of WFPC2, and therefore indicate the direction of motion of the field along the X and Y axes of the WF3 detector. The orientation of the shifts for the other cameras rotates, corresponding to the 90 degree rotational differences between the reference frames of the various chips.

In Figure 1 we show the offsets that were achieved for each of the three fields. Since each field was observed for five contiguous orbits, a full guide star acquisition was only required at the start of each set of five orbits, while a re-acquisition was carried out at the start of each of the subsequent four orbits. For each of the three fields the observations were obtained in FINE LOCK mode, with successful acquisition of both guide stars. This permitted accurate offsetting and tracking during each set of five orbits. We measured an overall offsetting precision of $`\mathrm{\hspace{0.17em}10}`$ mas r.m.s. when comparing the actual offsets with those that were commanded to the telescope. This translates to a fractional pixel positioning accuracy of $`\mathrm{\hspace{0.17em}0.1}`$ pixel r.m.s. on each of the three WF chips, sufficient for our desired $`\mathrm{\hspace{0.17em}1}/2`$-pixel subsampling. The corresponding fractional pixel offset r.m.s. is larger on the PC camera due to its smaller pixel size, but this is mitigated by the fact that the PC pixels provide much better sampling of the PSF. Figure 1 confirms that the WF fractional pixel offsets generally lie within their respective pixel quadrants.

In Table 3 we present a summary of the observations, showing how the exposures in each filter were divided in terms of their dither pattern location. Some asymmetries in the exposure times at the different dither locations had to be introduced as a result of dividing four dither positions into five orbits, along with our requirement for obtaining a longer overall exposure time in F814W than F606W. However, we aimed to maintain exposure times that were as uniform as possible at each dither location. Thus the F814W exposure times varied between $`600800`$ s with a mean of 725 s, and the F606W exposures varied between $`400700`$ s with a mean of 463 s. This variation does not significantly compromise the statistical noise properties of the final images.

## 3 Data Reduction and Analysis Procedures

### 3.1 Pipeline Processing

The observations were initially processed with the standard pipeline calibration, at the point when they were retrieved from the HST Data Archive. This procedure consists of the following steps: masking bad pixels; analog-to-digital conversion; subtraction of the mean bias level; subtraction of the “superbias” image; subtraction of the “superdark” image (scaled according to the darktime of the observation); and multiplying by the flat field reference image for the appropriate filter. These standard procedures are documented in further detail in the HST Data Handbook V3 (Voit et al. 1997). After the data had been retrieved, they were recalibrated a few weeks later when the most up-to-date dark calibration reference files for the time of the observation became available.

### 3.2 Dithered Image Registration

After calibration, the images were processed using tasks in the IRAF/STSDAS dither package. The steps outlined in this section are similar to those used recently for the HST/WFPC2 observations of the HDF-S (Casertano et al. 2000), and also described in substantially more detail in the HST Dither Handbook (Koekemoer et al. 2000). Here we present a summary of the steps involved, and further details can be obtained by consulting these references.

The first step in this procedure involved removal of the sky background from each of the separate chips, using the task sky to bin the pixel fluxes into a histogram and calculate the mean background based on the width of the histogram distribution about its peak value. After sky subtraction, new pixel flux histograms were constructed to verify that the peak of the histogram distribution was now centered at zero for each chip.

We chose to use cross-correlation to calculate the relative offsets between images, since the F606W and F814W filter images of all three fields generally contained a sufficient number of objects bright enough to enable successful cross-correlation. The results from the cross-correlation were later verified by examining the jitter files for each observation retrieved from the HST Data Archive, and this generally revealed good overall agreement between the two methods (better than 10 mas).

To prepare the images for cross-correlation, the task precor was run on each chip. This task essentially filters the image, producing an output image that has flux in pixels only for sources having a given number of adjacent pixels above some specified value. This strategy allowed effective removal of most cosmic rays, by setting the required number of adjacent pixels sufficiently high. In the output image, blank regions and very faint objects were set to zero, in order to avoid adding noise to the cross-correlation.

Next, the task offsets was run, which makes use of the program crosscor to perform the cross-correlation. Each dither location contained 8 exposures for each of the two filters. The first of the 8 images was defined as the reference image, and crosscor then produced cross-correlation images for the other pointings relative to this image.

The task shiftfind was then run on the output cross-correlation images from crosscor, fitting a two-dimensional Gaussian to the central cross-correlation peak and yielding as output the x and y pixel location of the peak, together with their 1-$`\sigma `$ uncertainties. Finally, the task avshift was run on the shifts of all 4 WFPC2 chips, using known information about the geometric relationships between the chips to average the shifts that were obtained independently for each chip, thereby producing a final improved value of the x,y shift of each WFPC2 pointing in the series of 8 images (these are the shifts displayed in Figure 1).

### 3.3 Cosmic Ray Rejection and Image Combination

After determining the shifts, the next steps involved combining the images and simultaneously carrying out cosmic ray rejection. To do this, we made use of a new capability of the drizzle software (Fruchter & Hook 2001), which permits direct removal of cosmic rays from individual images while at the same time performing the steps involved in combining them. We adopted an output image scale of 0.5 input WF pixels, motivated by the general success of our observational strategy in achieving half-pixel subsampling across all three WF cameras. While we obtained two images at each of the 4 dither positions, this was primarily intended to ensure redundancy in the subsampling; any attempt to remove cosmic rays by simply combining the two images would not result in optimal cosmic ray removal. Therefore we adopted a strategy of treating all 8 images separately in the cosmic ray removal process outlined here.

To create the cosmic ray masks, we first ran drizzle on each input image, using the offsets determined previously to shift them all onto separate output images having a common alignment. These images were then combined using a robust median rejection technique to remove all the cosmic rays, producing a somewhat noisy but clean image containing only real astronomical sources. This image was then transformed back onto the original frame of each input image, using the task blot, which essentially reverses the shifts that were applied by drizzle. The tasks deriv and driz\_cr were then run on these images, thereby creating a final mask for each input image that contained all the cosmic rays, bad pixels, and other defects.

After creating the masks, the final step involved running drizzle once more on the input images, using the same shifts, but with the difference being that all the input images were “drizzled” onto a single output image, and also making use of the mask images to prevent cosmic rays and other defects from propagating onto the output image. The drizzle program also creates a corresponding “weight” image, representing the relative contribution of input pixels to each output pixel. We shrunk the footprint of the input pixels by a factor of 0.7 (specified by the drizzle parameter pixfrac), thereby improving the resolution of the output image by reducing the overall scale with which the output pixels are convolved, while still retaining sufficiently uniform sampling of the input image plane by the output pixel grid. More detailed discussions of these effects are presented in Koekemoer et al. (2000) and Fruchter & Hook (2001). We also created another set of images with pixfrac set to 1, which yielded somewhat lower resolution but improved weighted image statistics for object detection and photometry. These images were used to carry out the source detection described in the next section, while the higher resolution images with pixfrac set to 0.7 were subsequently used to examine the detailed morphology of the detected X-ray sources, as presented in this paper.

### 3.4 Optical Identification of the X-ray Sources

We first created a detection image for each WFPC2 field by adding the F606W and F814W images, and then extracted objects using the SExtractor program. The measured count-rates were converted to the HST/WFPC2 ABMAG photometric system using the best available information (cf. HST/WFPC2 Instrument Handbook, V.5, 2000). Our source detection and extraction procedures are described in Paper I. In a forthcoming paper (Grogin et al. 2001, in preparation) we will describe in more detail our photometric procedures, including radial surface brightness photometry and profile fitting.

In Figure 3 we present greyscale images of the three fields, made by combining the F606W and F814W datasets. We also overlay the locations of all the X-ray sources in the 1 Msec catalog that are within the field of view of our WFPC2 images. Our three WFPC2 fields contain a total of 40 X-ray sources listed in the 1 Msec Chandra catalog, with $`1215`$ X-ray sources per field.

We registered each of the three WFPC2 fields independently to the CXO reference frame by subtracting the error-weighted median offset of the nearest HST/WFPC2 optical counterpart to each CXO source. The overall offset is different for each of the three fields since different guide stars were used — the general size of the offsets ($`\mathrm{\hspace{0.17em}1}`$″) is consistent with the uncertainties inherent in the HST guide star catalog, as well as additional astrometric uncertainties present in the Chandra image.

After registering the frames by removing the overall offsets, we next examined the positional offset between each CXO source position and the location of the nearest HST source. The mean offset between the X-ray and nearest optical source was found to be $`0\stackrel{}{\mathrm{.}}33`$ in right ascension and $`0\stackrel{}{\mathrm{.}}38`$ in declination. When we examined the distribution of positional offsets in right ascension and declination combined, we found a 1-$`\sigma `$ r.m.s. deviation of $`0\stackrel{}{\mathrm{.}}5`$, which is consistent with the general CXO positional uncertainties quoted by Tozzi et al. (2001), particularly given that the CXO PSF becomes substantially degraded at the locations of some of our WFPC2 fields, away from the CDFS field center. In Figure 2(a) we show the positional offsets between the X-ray sources and the nearest detected optical counterparts, for each X-ray source, and in Figure 2(b) we show the magnitude of the offset as a function of off-axis angle in the Chandra ACIS-I image. The scatter in the offsets remains approximately constant and does not show any strong increase at larger off-axis angles. We found that 37 of the 40 X-ray catalog sources have an optical counterpart detected within our 3$`\sigma `$ positional tolerance from the X-ray location. We note that in some cases, more than one optical identification is located within $`0\stackrel{}{\mathrm{.}}5`$ of the X-ray source, hence there remains a formal statistical uncertainty in these cases about which optical source is the true counterpart. However, in these cases, a comparison between the X-ray and optical image generally reveals that the X-ray contours are well centered on a single object, as we discuss further in Section 4 where we present the X-ray overlays on the optical images.

The remaining three X-ray sources are more than 2″ away (i.e., $`4`$$`\sigma `$) from the nearest HST/WFPC2 object above our detection threshold. All three of these sources are on the PC and have $`3\sigma `$ detection limits of F606W$``$26.9 and F814W$``$26.4, based on 0$`\stackrel{}{\mathrm{.}}`$5-radius apertures centered on the CXO coordinates. We note, however, that the detection limits on the PC are shallower than on the WF chips, primarily resulting from the increased read-noise due to the fact that there is a higher number of the smaller PC pixels per unit area on the sky. When we examine the fluxes of our remaining sample of 37 objects, we find that 35 of these (94.6%) would still have been detectable by the PC chip. Thus, for our total sample of 40 sources, the detection efficiency of the PC would be 87.5%, which is not statistically different from the 94.6% efficiency previously inferred (given the sample size of 40 sources). Since the PC field of view covers only $`6\%`$ of our total area, we consider it somewhat unlikely that the three non-detections on the PC could form part of a completely different population that is much fainter than any of the other sources that are detected on the WF chips.

To explore this issue further, however, we also examine the X-ray properties of the three undetected sources, as compared with the rest of the sources. Their average flux is $`2.14\times 10^{16}`$ ergs s-1 and $`1.32\times 10^{15}`$ ergs s-1 in the soft and hard band respectively. Of the optically identified sources, 19 have total X-ray fluxes greater than this, while 18 have fainter X-ray fluxes, thus the average flux of the three optically undetected sources lies near the median of the X-ray flux distribution. Of the 18 optical identifications that have fainter X-ray flux, 2 would not have been detected had they landed on the PC chip. Moreover, when we examine the constraints on the X-ray/optical flux ratios of the three undetected sources, we find that the lower limits on this ratio are not inconsistent with the typical values for the remainder of the sources, as can be seen by examining the X-ray fluxes and optical magnitudes in Table 4. Thus, although we cannot completely rule out the possibility that these three objects may have a much higher X-ray/optical ratio than the other sources in our sample, we consider it more plausible that they would likely have been detected had they fallen on the WF chips instead of the PC, and that these sources may thus form part of the same population as some of the optically faint sources that are detected on the WF chips.

## 4 Results

### 4.1 Optical Properties of the X-Ray Sources

Figure 4 shows $`20\mathrm{}\times 20\mathrm{}`$ HST subimages (derived from the combined F606W and F814W datasets), centered on the coordinates of each of the 40 CXO sources from the 1 Msec catalog (Giacconi et al. 2001b) that are located within our WFPC2 fields, with contours overlaid from the 1 Msec $`0.57`$ keV X-ray image. It can be seen that, in general, the agreement between the centroid of the CXO contours and the peak of the optical emission is remarkably good. This is the case not only for optically bright, unresolved objects but also for many of the fainter objects as well as those that are extended in the optical images but do not display a dominant nuclear component. We also note that the X-ray contours in general are unresolved or display only marginal spatial extent; the variation in the structure of the X-ray contours is predominantly due to changes in the CXO PSF across the fields of view covered by our HST observations (Giacconi et al. 2001b).

In Table 4, we list the F606W and F814W magnitudes (or 3$`\sigma `$ upper limits) for all 40 CXO sources located in our WFPC2 fields, as measured from our SExtractor photometry. We also tabulate the CXO fluxes in the soft ($`0.52`$ keV) and hard ($`210`$ keV) bands (columns $`F_{\mathrm{XS}}`$ and $`F_{\mathrm{XH}}`$ respectively), together with the X-ray hardness ratio values $`HR`$ reported by Giacconi et al. (2001b) (ranging from $`HR=1`$ for sources detected only in the soft band, to $`HR=+1`$ for sources detected only in the hard band).

In Table 4 we also present information about the optical morphology of the HST counterparts, indicating whether or not the source is resolved and if so, what galaxy class it appears to be. We found that the SExtractor star/galaxy separation was reliable to F606W$`\mathrm{\hspace{0.17em}25.5}`$, substantially fainter than the majority of the counterparts to the CXO sources. Thirty of the 37 optical counterparts to the X-ray sources are clearly resolved, of which 25 were sufficiently extended to permit detailed examination and classification as elliptical, spiral or irregular galaxies. The remaining five were too faint and/or not sufficiently extended to permit reliable classification, thus we list them as “indeterminate” morphology in Table 4.

### 4.2 Color-Magnitude Properties of the X-ray Optical Counterparts

In Figure 5 we plot the F814W magnitudes and F606W$``$F814W colors of all the sources in our SExtractor catalog (Grogin et al. 2001, in preparation). The field galaxies (unassociated with any X-ray source) are plotted as small dots; the 37 optical counterparts of the CXO sources are plotted with larger symbols indicating their optical morphology and X-ray properties. Circles represent resolved early-type galaxies (types S0 and earlier); squares are resolved late-type spirals / irregulars (types Sa and later); stars represent clearly unresolved sources; and triangles are objects of indeterminate morphology. The sizes of the symbols correspond to total X-ray flux in the $`0.510`$ keV band, with size being proportional to higher flux. The symbols are also shaded with a greyscale intensity according to their hardness ratio: soft sources are shown with a light shading, while hard sources are darker.

With our increased number statistics, we are able to confirm the dichotomy (reported in Paper I) in the color magnitude distribution of the optical counterparts of the X-ray sources: a brighter group with F814W $`1824`$, and a fainter group with F814W$`24`$. The fainter group is consistent in its color distribution with the field galaxy population. The other group is both significantly brighter and significantly redder, on average, than the population of field sources.

We overlay predicted templates for elliptical, spiral, and irregular / starburst galaxies, as well as Type 1 AGN (as in Paper I; see also Williams et al. 1996). These tracks show that the population of bright, extended X-ray sources should consist of a mix of morphological types at low to moderate redshifts, including Type 1 AGN, while the optically fainter X-ray sources are likely too blue to be early-type galaxies.

In order to further explore this apparent dichotomy in color-magnitude space, we present in Figure 6 a montage of all the WFPC2 images of the X-ray sources, with blue representing F606W, red representing F814W, and green a mean image of the two. The overall structure of this figure is schematically similar to Figure 5: the vertical panels are arranged in order of decreasing apparent magnitude toward the bottom, with redder objects toward the right; the horizontal panels at the bottom represent the faint group (most of which are blue) together with the three X-ray sources that have no optical counterparts in the HST images. The sources are divided into the following groups, according to their distribution in the color-magnitude diagram presented in Figure 5:

* Bright (F814W $`24`$); blue (F606W$``$F814W $`0.7`$): These sources all contain an unresolved nucleus, contributing a substantial portion of the total flux of the object – they are likely Type 1 AGN, and this is confirmed by the optical spectra as well as the X-ray and optical luminosities of those objects for which spectra are available so far. More specifically, we have so far obtained spectra for 4 of these objects (CDFS ID’s 39, 60, 62, and 63), and all of them can be definitively classified as Type 1 AGN on the basis of their spectra. More detailed discussions concerning the analysis and interpretation of the spectroscopic data will be presented in a forthcoming paper (Hasinger et al. 2001, in preparation).
* Bright (F814W $`24`$); intermediate color (F606W$``$F814W $`0.71.2`$): These objects are all spatially resolved by our HST observations, and we are able to classify them morphologically as either elliptical, S0, or spiral galaxies. The fluxes of these objects are dominated by their host galaxies rather than by a bright, unresolved nucleus; a faint nucleus may however be present in a number of these objects. We further divide these objects into soft (left-hand column) and hard (right-hand column); there appears to be no discernible systematic difference between these classes in terms of either the host galaxy morphological type, the prominence of the central nucleus (or lack thereof), or apparent magnitude. However, these sources are in general harder than the bright blue population.
* Bright (F814W $`24`$); red (F606W$``$F814W $`1.2`$): The objects in this class are also spatially resolved in our data, and appear to consist predominantly of early-type galaxies. Two of them display some hint of spiral structure, but their overall color is still much redder than the more spatially extended spirals in the bluer populations; this may be due either to a higher redshift or intrinsically large amounts of dust. We again divide these objects into soft (left-hand column) and hard (right-hand column), and once more there is no clear morphological difference between the two types.
* Faint (F814W $`24`$): These objects are plotted as horizontal panels near the bottom of the figure, divided into hard (top panel) and soft (bottom panel). Although these objects are small, they are all nonetheless resolved by our HST observations — there is no indication of any unresolved nuclear component contributing a substantial part of the flux. Thus we are able to rule out the possibility that these are distant Type 1 AGN; furthermore Type 1 AGN at these optical flux levels would have been too faint to be detected in the current Chandra dataset. Instead, these objects appear to be drawn from the same population as the rest of the faint blue galaxy population. We draw attention to one exceptional object, which is much redder than the others and presumably belongs to a different class; we will return to a more detailed discussion of this source in the next section.

For completeness, we also show the three non-detections at the bottom of Figure 6). These were all on the PC chip where the detection threshold is shallower than on the WF chips, as we have discussed earlier in Section 3.4.

## 5 Discussion: Optically Bright and Faint Sources – Two Distinct Populations

The single most prominent result from this study is the clear separation of the X-ray sources into two apparently distinct populations in color-magnitude space. Our earlier study, based on the 300 ks data (Paper I) suggested this but contained only 5 sources in the faint population. By extending our study to the full sample of X-ray sources from the 1 Msec catalog, this result has now been shown to remain robust, with 10 faint sources and 27 in the brighter group.

To quantitatively examine the nature of these two populations, we used published SEDs and luminosity functions for various classes of galaxies to calculate the expected numbers of objects detected in our study (as described in Paper I, and also to be addressed in more detail in a forthcoming paper, Koekemoer et al. 2001, in preparation). In Figure 7, we present a histogram of the F814W magnitude distribution of the X-ray sources, together with the predicted distributions for ellipticals, spirals, starbursts, and AGN in the area of sky corresponding to our three WFPC2 fields, and applying the appropriate X-ray detection thresholds. We have not adjusted any free parameters in the models when calculating the distributions, which could of course improve the normalizations somewhat — rather, we have simply adopted the published luminosity functions as representative of each of the galaxy classes that we detect. Specifically, the distribution of each galaxy class is simply the result of calculating the number counts of that type of object based on the assumed SED, luminosity function and evolution (which produces a distribution that rises steeply toward fainter magnitudes), and applying the X-ray flux limits corresponding to the 1 Msec survey. This begins to cut off the rising distribution at the corresponding F814W magnitude, which to first order is characteristic of the $`F_X/F_{\mathrm{opt}}`$ ratio of each class of object; second-order effects such as redshift K-correction produce a tail toward fainter magnitudes. It is thus encouraging that the models agree with the observed distributions to this level of detail.

The models in Figure 7 suggest that the majority of the X-ray optical counterparts are expected to be relatively bright, comprising a wide range of galaxy types including ellipticals, spirals, starbursts, and AGN, and this is completely consistent with what we observe. We note that many of the objects classified as “spirals” (from the SEDs published by Schmitt et al. 1997) may in fact harbor low-luminosity, X-ray emitting AGN, as suggested by Ho, Filippenko & Sargent (1995); their X-ray luminosities are likely to be at least one to two orders of magnitude below that of the objects classified by Schmitt et al. (1997) as “Seyferts’. Much more interesting, however, is the realization that the population of fainter, blue X-ray emitting sources apparently consist predominantly of Type 2 AGN located at higher redshifts ($`z12`$). This interpretation is supported independently from a study recently completed by Alexander et al. (2001) for the CDF-N, and here we further explore some of its implications.

The lack of Type 1 AGN in the population of optically faint X-ray sources is primarily a consequence of the $`F_X/F_{\mathrm{opt}}`$ ratio, and can be understood as follows. If we consider Type 1 and Type 2 AGN of comparable X-ray luminosity, located in similar host galaxies at redshifts $`z1`$, then the detected X-ray emission from both types of objects would be comparable — although some of the softer X-rays from the Type 2 AGN would be absorbed by the obscuring torus, the majority of the X-rays harder than a few keV are able to penetrate, and at higher redshifts these X-rays are shifted toward the soft end, thereby producing comparable total X-ray fluxes for Type 1 and Type 2 AGN in the $`0.510`$ keV Chandra bandpass. Thus, we can consider the hard X-ray emission to be approximately isotropic. However, the total optical emission from a source containing a Type 1 nucleus is brighter than that of a comparable Type 2 by a few magnitudes, because of the dominant contribution from the unobscured Type 1 nucleus. Hence, Type 1 AGN detected near the X-ray sensitivity threshold of the 1 Msec survey cannot be optically fainter than F814W$`2224`$. However, Type 2 AGN detected near the same X-ray threshold can be considerably fainter in the optical since the nuclear emission is obscured, and only the host galaxy contributes to the observed optical emission. If the Type 2 AGN is of only moderate luminosity, as expected on the basis of the X-ray fluxes presented here, then it is likely located in a late-type galaxy, which at $`z12`$ would become optically indistinguishable from the faint blue galaxy population. We note that more distant, or less luminous, Type 1 AGN may of course still be present among the faint blue galaxy population (F814W$`24`$). They would be too faint at X-ray energies to be detected at the depth of the 1 Msec survey, but in this scenario they should become visible in deeper Chandra observations, for example as currently planned for the CDF-N.

We can similarly rule out starbursts as a possible explanation for the faint blue X-ray population, once again based on the ratio of X-ray to optical emission which is substantially lower for starbursts than for Type 2 AGN. Given the X-ray sensitivity thresholds of the 1 Msec catalog, starbursts detected in this survey are not likely to be optically fainter than F814W$`23`$ at most, since any fainter (more distant) starbursts would not be detectable in the X-rays. The same arguments apply to ellipticals and spirals without AGN — those that are at sufficiently high redshift to be in the part of the diagram with F814W$`24`$ would not be detected in the 1 Msec survey. These arguments are supported quantitatively by the comparison between the models and the observed number distributions of objects in Figure 7, which imply that the predominant population of faint blue X-ray sources has to be low to moderate luminosity Type 2 AGN, located at redshifts $`z12`$.

We finally describe one object of particular interest in the faint population, CDFS ID #515 (J033232.2$``$274652), located on the WF4 chip in the CDFS1 field. This object is at least one magnitude redder than the rest of the faint blue population; it is undetected in F606W down to a 3$`\sigma `$ limit of 27.9, thus its color is F606W$``$F814W $`1.4`$. If this object is a Type 2 AGN then its host galaxy is early-type or excessively dust-rich. However, we cannot rule out the possibility that this object could be an highly reddened QSO — i.e., an AGN of much higher intrinsic luminosity than the other active nuclei discussed in this section, but reddened by substantial amounts of dust. The fact that we only observe one of these in our sample could support the interpretation of a higher intrinsic luminosity, thus a lower space density, for this object, although other explanations may also be possible. It is expected that deep spectroscopic observations would yield more definitive information about this object.

## 6 Conclusions

We have presented HST/WFPC2 observations of an X-ray flux limited sample of 40 sources from the 1 Msec CDFS catalog, thereby completing our earlier study which had been based on the 300 ks X-ray catalog. We find that 37 of the X-ray sources in our WFPC2 fields have apparent optical counterparts within $`\mathrm{\hspace{0.17em}1}`$ arcsec; the three non-detections were all on the PC chip where the detection threshold is shallower than on the WF chips, but their non-detection is not inconsistent with the optical/Xray fluxes of the faint sources detected on the WF chips at comparable magnitudes. In fact, had they fallen on the WF chips we find that they would most likely have been detected; since all 37 sources on the WF chips are detected, we conclude that HST/WFPC2 observations to this depth are potentially capable of detecting all the sources from the 1 Msec catalog.

The principal result from this work, which had been suggested with a small number of sources in Paper I and now confirmed with a substantially increased sample in the present paper, is the realization that the optical counterparts of the 1 Msec X-ray sources consist of two distinct populations: a brighter population, with F814W $`1824`$; and a fainter population, with F814W $`24`$. The brighter population is both significantly brighter and significantly redder on average than the population of field sources. The fainter population, on the other hand, is consistent in its magnitude and color distribution with the majority of the faint blue field galaxy population.

Specifically, we have shown that this optically faint blue group is likely to consist predominantly of low to moderate luminosity Type 2 AGN at reasonably high redshifts for this class of object (at least $`z12`$). Their optical properties would be dominated by their hosts, most probably late-type galaxies. These Type 2 AGN are the only population of sources with a sufficiently high ratio of X-ray to optical emission to be detectable in the 1 Msec catalog while simultaneously displaying such faint optical magnitudes; other classes of objects (including normal galaxies, starbursts, and unobscured AGN) are observed at brighter optical magnitudes but would not be detectable in the 1 Msec catalog at these faint magnitude levels.

We have also discovered a faint, red X-ray source that is undetected in F606W and has an F606W$``$F814W color at least 1 magnitude redder than the rest of the faint X-ray emitting population. This object may also be a Type 2 AGN of comparable luminosity to the others but located in a redder host galaxy, for example an early-type galaxy or one that contains excessive amounts of dust. However, this object may also be an example of a class of much more luminous (hence more sparse) reddened, dusty QSOs located at higher redshift. Deep spectroscopy should yield more clues about its nature.

In conclusion, we can state that the combination of deep Msec-level X-ray surveys together with the unprecedented spatial resolution of HST, are for the first time providing us with the ability to probe the faint end of the obscured AGN luminosity function at cosmologically interesting redshifts. This is supported by the relatively robust agreement between our observations and models based on luminosity functions of AGN and normal galaxies. These results show that we now have the capability to investigate in detail the morphological properties of these sources and classify them accordingly. Our HST observations cover only $`7.5\%`$ of the full-depth 1 Msec CDFS area (Giacconi et al. 2001b), thus there is clearly an enormous potential for further observations to increase both the sample size and the depth at which these objects are studied. Combined with deep spectroscopy on 8m-class telescopes and studies at other wavebands (including, for example, mid- to far-IR imaging with SIRTF), such samples will eventually be able to probe up to and beyond the expected peak in AGN density evolution at $`z2`$, as well as revealing their relationships to starbursts and other galaxy classes.

We gratefully acknowledge the award of HST Director’s Discretionary time in support of this project. We also acknowledge support for this work which was provided by NASA through GO grants GO-08809.01-A and GO-07267.01-A from the Space Telescope Science Institute, which is operated by AURA, Inc., under NASA Contract NAS 5-26555. We thank the referee for very useful suggestions that helped to improve this paper.


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# Football goal distributions and extremal statistics

## 1 Introduction

Few authors have considered football scores from a statistical point of view. Moroney  showed that the numbers of goals scored by individual teams, and the total goal scores, were well described by a “modification of the Poisson”; Reep et al.  later identify this as the negative binomial distribution, and found similar results for other ball games. Maher  then pointed out that a negative binomial distribution may arise from the aggregate of Poisson-distributed scores with a different mean for each team. The short-term predictability of results has subsequently been modelled using independent Poisson distributions with means dependent on teams’ past performances ; an improved model  includes the scoring-rate dependence on both time and the current score.

Other aspects of the game have been examined including the effects of certain conditions on the scores - see  for a review. Seeking a broader understanding, it has been suggested  that the distribution of goals per player may be linked with anomalous diffusion via the Zipf-Mandelbrot law. In this paper we show, in agreement with analyses of matches from the 1960s , that 13, 000 English top division and 5, 000 FA Cup matches between the seasons of 1970/71 and 2000/01  are closely-fitted by either Poisson or negative binomial distributions. However, we find that the number of goals scored by home and away teams, and the total goals, in over 135, 000 domestic football games (leagues and cups, hereafter referred to as domestic matches) from 169 countries between 1999 and 2001 , cannot be fitted over their entire ranges by Poisson or negative binomial distributions. Instead, we find that the data can be modelled by extremal statistics (explained in Sect. 3).

The ubiquity of power-law relationships in both nature  and the field of econophysics  has spawned a significant amount of literature in recent years. Intriguingly, extremal statistics in a global measure are found in turbulent fluids and other highly-correlated systems . Hence the significance and origin of extremal and power-law-tailed distributions are currently of considerable interest in statistical physics; the use of probability distributions in the modelling of complex systems is a topical approach to the inverse problem. From an operational perspective, knowledge of the statistics would be an important constraint on any model for the game.

## 2 The probability density function (PDF)

The first step in our analysis of each data set is the construction of its PDF. The PDF $`P(x)`$ of a variable $`X`$ is defined such that the probability that $`X`$ lies within a small interval $`dx`$ centred on $`X=x`$, is equal to $`P(x)dx`$. $`P(x)`$ is normalised so that

$$_{x_{min}}^{x_{max}}P(x)𝑑x=1.$$
(1)
Here, $`x`$ takes the integer values of goals scored ($`x_{min}=0`$ and $`x_{max}`$ is the maximum number of goals scored in the sample of matches) so Eq. 1 becomes $`_{x_{min}}^{x_{max}}P(x)=1`$. We further normalise each PDF to the sample mean $`\mu `$ and standard deviation $`\sigma `$ to enable comparison with extremal distributions (see Sect. 3).

The Poisson distribution is defined by

$$P(x\mu )=\frac{\mu ^x}{x!}e^\mu I_{(0,1,\mathrm{})}(x),$$
(2)
where $`I_{(0,1,\mathrm{})}(x)`$ ensures that $`P(x)=0`$ for non-integer $`x`$. In the Poisson PDF $`\mu =\sigma ^2`$; for data to be well-fitted by this distribution we require $`\mu \sigma ^2`$. It is explained in  that this condition does not hold for football goals because a constant probability per unit time of scoring a goal is not a valid assumption. Instead, a *compound Poisson* or *negative binomial* distribution is used, defined by

$$P(xr,p)=\left(\genfrac{}{}{0pt}{}{r+x1}{x}\right)p^rq^xI_{(0,1,\mathrm{})}(x)$$
(3)
where $`x`$ is the number of goals scored with probability $`q`$ per goal before $`r`$ “failed goals” (probability $`p=1q`$) have occured. The negative binomial PDF has $`\mu =r(1p)/p`$ and $`\sigma ^2=r(1p)/p^2`$; fitting to data thus requires $`\mu /\sigma ^2=p1`$ and $`\mu p/(1p)=r`$ where we round $`r`$ to the nearest integer.

## 3 Extremal statistics

Our data analysis presented in Sect. 4 (Figs. 1 to 3) shows that the tails of the PDFs of goal scores in the domestic matches clearly deviate from both the Poisson and the negative binomial distributions. Here, we compare the PDFs of the data with those arising from extremal statistics. We choose extremal distributions fitted over the entire dataset in preference to a piecewise fit of arbitrary functions as (1) they have been observed in a wide variety of natural systems; (2) they may suggest a physical interpretation, as they arise in situations where only the largest events are observed; (3) following normalisation of the data, only one parameter ($`a`$) remains to be estimated, and (4) unlike log-normal PDFs, they can be applied to data including zero values.

The two limiting distributions of interest are “Gumbel’s asymptote” and Fréchet . In outline, the limiting distributions result from selecting the maximum value $`x_{max}`$ from each of a large number of large samples whose individual members are drawn from a distribution $`P(x)`$. When $`P(x)`$ decreases more rapidly than any power-law (as $`x\mathrm{}`$), “Gumbel’s asymptote” has the form

$$P_G(x_{max})=K(e^{ue^u})^a$$
(4)
$`\mathrm{with}u=b(xs)`$

where in the limit of an infinite number of measurements $`a1`$; the constants $`K`$, $`b`$, and $`s`$ are fixed by normalisation as in Sect. 2 (see ). Selecting the *second* largest values from the same large samples produces a PDF of the same functional form as Eq. 4 but with $`a2`$.

Fréchet distributions $`P_F(x_{max})`$ arise in the same manner when the underlying PDF $`P(x)`$ is power-law; the power-law tail of this underlying distribution is preserved in the Fréchet, thus lending itself to the fitting of heavy-tailed data. Mathematically, $`P_F(x_{max})`$ can be defined by Eq. 4 but with $`u=\alpha +\beta \mathrm{ln}(1+x/G)`$, where $`K`$, $`\alpha `$, and $`G`$ are again fixed by normalisation, and $`\beta =(1a)^1`$ . These curves exist for $`a>1`$.

A simple heavy-tailed distribution often encountered in nature is the log-normal. Log-normal distributions with the same means and variances as the datasets provide very poor models in all cases if scores of zero are included. The domestic home and away scores are quite well modelled by log-normal PDFs *providing zero scores are neglected*. Alternatively, one goal can be added to all scores but, since the log-normal is not invariant under translation, the results are no more meaningful. Scores of zero occur frequently and should not be removed; we seek a single heavy-tailed PDF appropriate for modelling integer data from zero upwards.

## 4 Results

As discussed in Sect. 1, the Poisson distribution has been demonstrated to be inferior to the negative binomial when modelling football scores; only where this is *not* the case do we include a Poisson fit in Figs. 1-3. In Fig. 1 we show the PDFs of home team scores with their respective negative binomial PDFs (fitted to $`\mu `$ and $`\sigma `$) along with the best-fit extremal distribution (see Sect. 3) for the domestic matches.

While the league scores follow a negative binomial PDF, it is clear that the domestic scores are better described by a Fréchet distribution beyond about $`\mu +3\sigma `$ (a home score of about 6 goals). Although the Cup scores are suggestive of some departure from a negative binomial PDF, we cannot quantify the functional form of this tail. Counting errors caused by binning a finite dataset are omitted from Figs. 1-3 for the purpose of clarity; typical sizes of counting errors are indicated by fluctuations around a smooth trend and become apparent in the final few bins.

We plot the away team scores in Fig. 2.

Again, the domestic scores are consistent with a Fréchet distribution above $`\mu +4\sigma `$ (an away score of about 6 goals) whereas negative binomial PDFs suffice for the league and Cup scores if the last few points are discounted as explained above. The total goal scores with fitted negative binomial PDFs are plotted in Fig. 3. Here we find that the domestic scores are consistent with a Gumbel distribution (see Sect. 3) above $`\mu +3\sigma `$ (9 goals), and that the league scores are more suggestive of a Poisson than a negative binomial PDF.

We now provide more detailed analysis of the goodness of fit of the extremal PDFs to the domestic scores. Figures 4-6 show in linear form the closeness of fit of various distributions to the domestic data. To quantify whether the data are consistent with the fitted PDFs, one must estimate the likely counting errors in the numbers of points in the bins (introduced by the finite size of the dataset). We are interested in the distribution of the number of points in a bin, given both the total number of data points and the probability that any point will lie in that particular bin (given directly by the fitted PDF). A binomial distribution of counting errors is a reasonable estimate, and one can thus estimate the upper and lower limits of the number of points one would expect to find in any bin on $`95\%`$ of occasions; these are plotted with dashed lines. The ending of a dashed line indicates that the lower/upper limit of the expected number of occurences of the corresponding score is zero; where both limits stop, no higher scores are expected given the size of the dataset. From these plots we again conclude that a Fréchet a=1.04 PDF is the best fit to domestic home scores, a Fréchet a=1.10 PDF is the best fit to domestic away scores, and a Gumbel a=1 PDF is the best fit to domestic total scores.

The empirical PDF varies between the negative binomial and extremal PDF in each case; for low scores both the negative binomial and extremal distributions provide satisfactory fits. However, as shown in the previous figures, there is a strong departure from the negative binomial on to heavier-tailed distributions for the higher scores. Our aim here is to identify a single distribution that fits the whole dataset rather than an arbitrary piecewise fit. The latter could always be achieved given a sufficient number of independent distribution functions to fit to different ranges of data, but would ultimately be less informative of the underlying processes.

In this context it is important to note that the distribution of the aggregate of many thin-tailed datasets (i.e. the pooled data) is heavy-tailed if the variances of the component datasets differ . Hence the heavy-tails seen in worldwide football results could arise simply from the aggregation of scores from many teams. Individual teams’ scores may follow different Poisson distributions, which when pooled produce countries’ scores following negative binomials, and then the aggregation of countries’ scores is heavy-tailed. Testing this hypothesis would require significantly more data than used here, and would run over an interval of time that may imply significant changes in the game process. The alternative – and more interesting – possibility is that the heavy tails are the result of some inherent process that increases the likelihood of high scores over their Poisson-based expectations.

We also find that both the English data and the worldwide domestic results show a mean goal difference (home score minus away score) of 0.51, an aggregate home advantage (see ), and a bias towards uneven scores as the total score rises is evident in the larger domestic dataset; these trends are well-known in the world of football.

It is important to note that the observation of a departure from negative binomial distributions is not the result of a larger dataset for domestic matches. Whilst more rare events are observed in a larger sample and the distribution extends to higher values with lower probabilities, it is nevertheless possible to distinguish between the different distributions, as we have shown, without considering these extreme values. We have looked briefly at other individual countries and find similar trends to those shown for English matches.

## 5 Conclusions

We have shown that the simplest models – the thin-tailed Poisson and negative binomial distributions based on the assumption of uncorrelated processes – do not fit domestic (worldwide) football matches between 1999 and 2001 beyond the low scores. Heavier-tailed distributions are required if these datasets are to be fitted with single PDFs. Log-normal distributions do not include zero scores whereas extremal distributions can model the entire range of scores. Extremal distributions have been observed in a variety of complex systems and our results may then inform the modelling of football games.

In addition, using English top division and FA Cup matches in the seasons of 1970/71 to 2000/01, we confirm the Poisson or negative binomial nature of English scores as reported in analyses of earlier football seasons.

We are grateful to Nick Watkins and Richard Dendy for helpful discussions. JG and PCB acknowledge Research Studentships from the UK Particle Physics and Astronomy Research Council. Data provided by members of the Recreational Sport Soccer Statistics Foundation and SportingData.com.


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# Confining Phases of a Compact 𝑈(1) Gauge Theory from the Sine-Gordon/Massive Thirring Duality

## Abstract

We consider the phase structure of a pure compact $`U(1)`$ gauge theory in four dimensions at finite temperature by treating this system as a perturbative deformation of the topological model. Phases of a gauge theory can be investigated from the phase structure of the topological model. The thermal pressure of the topological model has been calculated, from which its phase structure can be derived. We have obtained phases of a compact $`U(1)`$ gauge theory. Moreover, the critical-line equation has been explicitly evaluated.

Confinement, Monopoles, Vortex, Coulomb gas, Sine-Gordon model, Massive Thirring model, Finite temperature, Phase structure  preprint: KUCP-0198preprint: hep-th/yymmxxx

A novel scenario to study the confinement is a perturbative deformation of the topological model Hata and Taniguchi (1995a, b); Izawa (1993); Kondo (1998a, b); Yoshida (2000, 2001); Yoshida and Souma (a) and it has clarified various properties of the confinement, string tension, phase structure, etc. The phase structure of a gauge theory can be described by that of the topological model. In this scenario we choose a modified gauge fixing which leads to an $`OSp(4,2)`$ symmetry in the topological model. This symmetry enables us to apply the Parisi-Sourlas (PS) dimensional reduction Parisi and Sourlas (1979) for the topological model. Due to the PS reduction the topological model is equivalent to the two-dimensional non-linear sigma model (NLSM2). In particular, the behavior of topological objects in the NLSM2 decides whether a confining string between test particles appears or not. The advantage of this scenario is that the dynamics and mechanics of the confinement are very tractable.

In the case of a compact $`U(1)`$ gauge theory, the topological model is equivalent to an $`O(2)`$ NLSM2. It has vortex solutions which form a two-dimensional Coulomb gas (CG). Phases of a compact $`U(1)`$ gauge theory are determined by the behavior of a CG. It has been shown that the confining phase transition of a compact $`U(1)`$ gauge theory at zero temperature can be described by the Berezinskii-Kosterlitz-Thouless (BKT) phase transition Berezinskii (1971); Kosterlitz and Thouless (1973); Kosterlitz (1974) and obtained that the critical gauge coupling is $`g_{\mathrm{cr}}=\pi `$ Kondo (1998c) due to the compactness of the gauge group as in three dimensions Polyakov (1975, 1977). Now we consider the continuum formulation but the confining phase exists as in the lattice gauge theory because we use singular configurations with regularization. If we remove the regularization, then the effect of topological objects and the confining phase disappears as well known in Guth’s work Guth (1980). In this sense, regularization for monopoles is important for the existence of the confining phase. It is well known that an $`O(2)`$ NLSM2 is equivalent to some models such as sine-Gordon (SG) model, massive Thirring (MT) model, and XY model. In our previous works Yoshida (2000, 2001); Yoshida and Souma (a) we have studied phases of a pure compact $`U(1)`$ gauge theory at finite temperature using these equivalences and obtained the results consistent to the prediction by Svetitsky and Yaffe Svetitsky and Yaffe (1982); Svetitsky (1986).

In this letter we will report the existence of the confining phase in a pure compact $`U(1)`$ gauge theory in four dimensions at finite temperature as in the lattice gauge theory.

Our consideration is based on demonstrating the phase structure of the topological model using the thermal pressure. We can calculate this quantity from the SG/MT duality and the equivalence between the one-dimensional CG and MT model at high temperature Nicola et al. (2000). Moreover, we have obtained the explicit critical-line equation.

We start with the action of the original $`U(1)`$ gauge theory and treat the theory as a perturbative deformation of the topological model that can be mapped to the SG model Kondo (1998c); Yoshida and Souma (a). Thus we can obtain the relationship between parameters in the compact $`U(1)`$ gauge theory and SG model as follows,

$$\lambda =\frac{128\pi ^6}{g^4}\zeta \mathrm{\Lambda }^2,m=\frac{4\pi ^{3/2}}{g}\zeta ^{1/2}\mathrm{\Lambda }.$$
(1)
Here $`m`$ and $`\lambda `$ are a mass and a coupling constant in the SG model respectively, and $`g`$ is a gauge coupling in the compact $`U(1)`$ gauge theory (For notations and details, see Ref. Yoshida and Souma (a)). The $`\zeta `$ is defined by $`\zeta \kappa ^{2\pi /g^2}`$ where the dimensionless parameter $`\kappa `$ is defined by $`\kappa R_0/a`$ and $`R_0`$ is a radius for the regularization of vortices in an $`O(2)`$ NLSM2. This quantity is inherently related to (regularized) Dirac monopoles in four dimensions and important for the existence of the confining phase. The limit $`\zeta 0`$ corresponds to remove the regularization, and the monopole effect vanishes and the confining phase disappears.

The $`\mathrm{\Lambda }1/a`$ is introduced in a CG through the regularization of the two-dimensional potential,

$$V(r)\mathrm{ln}\frac{r}{a},$$
(2)
and denotes a cut-off for the small distance. In four dimensions, $`\mathrm{\Lambda }`$ corresponds to a cut-off for the short-range interaction between monopoles. Moreover, the string tension $`\sigma _{\mathrm{st}}`$ in a gauge theory (at zero temperature) is given by

$$\sigma _{\mathrm{st}}\zeta \frac{1}{a^2}=\zeta \mathrm{\Lambda }^2.$$
(3)
We cannot obtain the string tension at finite temperature yet, but we can guess even in the finite-temperature case that the behavior of a CG would determine whether the confining string appears or not. The $`\mathrm{\Lambda }`$ plays an important role and decides the scale of the theory (The $`\mathrm{\Lambda }`$ has been missed until this paper. The expression in this paper is correct.). Note that Eq. (1) does not depend on the temperature and holds at any temperature. It has been shown that the duality between the SG and MT model holds at zero temperature Coleman (1975) and even finite temperature Del$`\stackrel{´}{\mathrm{e}}`$pine et al. (1998); Nicola and Steer (1999) if the following relation

$$\frac{4\pi m^2}{\lambda }=1+\frac{g_{\mathrm{MT}}^2}{\pi },\frac{m^4}{\lambda }=\rho m_{\mathrm{MT}},$$
(4)
is satisfied. Here $`m_{\mathrm{MT}}`$ and $`g_{\mathrm{MT}}^2`$ are a renormalized mass and a dimensionless coupling constant, respectively. Here the renormalization scale is set as $`\rho =m_{\mathrm{MT}}`$. Combining Eq. (1) with Eq. (4), we can write parameters of the MT model by those of the gauge theory as

$$m_{\mathrm{MT}}=\sqrt{2\zeta }\mathrm{\Lambda },g_{\mathrm{MT}}^2=\frac{g^2}{2\pi }\pi .$$
(5)
Here we should remark that the physical temperature $`T`$ is common in the SG model, MT model and gauge theory by derivation in our scenario.

The equivalence between the one-dimensional CG and MT model at high temperature has been shown in the dimensional reduction (DR) regime Nicola et al. (2000)

$`Tm_{\mathrm{MT}},g_{\mathrm{MT}}^2>0,`$ (6)
$`Tm_{\mathrm{MT}},g_{\mathrm{MT}}^2/\pi 1.`$ (7)
A one-dimensional CG system is an exactly solvable and has two phases, which are a molecule phase and a plasma phase Lenard (1961); Edwards and Lenard (1962). Thus a one-dimensional CG system undergoes a BKT-like phase transition at certain temperature of the CG system. This phase transition can be explained by the intensity of the thermal pressure,

$$P_{1\mathrm{C}\mathrm{G}}(z,\theta ,\sigma )=2\pi \sigma ^2\gamma _0(\widehat{z}),\widehat{z}\frac{z\theta }{2\pi \sigma ^2},$$
(8)
where $`z`$ and $`\theta `$ are the fugacity and temperature of the CG system respectively, and $`\sigma `$ is a charge of the particle forming the CG. The $`\gamma _0`$ is the highest eigenvalue of Mathieu’s differential equation

$$\left[\frac{d^2}{d\varphi ^2}+2\widehat{z}\mathrm{cos}\varphi \right]y(\varphi )=\gamma y(\varphi )$$
(9)
with $`y(\varphi +2\pi )=y(\varphi )`$. The thermal pressure of the MT model can be written as Nicola et al. (2000)

$`P_{\mathrm{MT}}(T,m_{\mathrm{MT}},g_{\mathrm{MT}})={\displaystyle \frac{\pi }{6}}T^2+P_{1\mathrm{C}\mathrm{G}}(T,m_{\mathrm{MT}},g_{\mathrm{MT}}),`$ (10)
$`P_{1\mathrm{C}\mathrm{G}}(T,m_{\mathrm{MT}},g_{\mathrm{MT}})={\displaystyle \frac{2\pi T}{1+g_{\mathrm{MT}}^2/\pi }}\gamma _0(\widehat{z}),`$ (11)
where $`\widehat{z}`$ is defined by

$$\widehat{z}\frac{m_{\mathrm{MT}}^2}{4\pi T^2}\left(1+\frac{g_{\mathrm{MT}}^2}{\pi }\right)\left(\frac{2T}{m_{\mathrm{MT}}}\right)^{(1+g_{\mathrm{MT}}^2/\pi )^1}.$$
(12)
The first term in Eq. (10) is the finite-size effect and the dominant CG contribution of the thermal pressure comes from $`\gamma _0(\widehat{z})`$. Since $`\gamma _0(\widehat{z})`$ is a monotonously increasing function, $`\widehat{z}`$ becomes the order-parameter of the one-dimensional CG and MT model due to the behavior of $`\gamma _0(\widehat{z})`$. If $`\widehat{z}1`$, then the CG is in a molecule phase and the MT model is in the chirally symmetric phase. If $`\widehat{z}1`$, then the CG is in a plasma phase and the MT model is in the chirally broken phase.

The numerical plot of $`\widehat{z}`$ is shown in FIG. 1.

We can translate phases in the CG and MT model as those of a gauge theory using Eq. (5). The order-parameter $`\widehat{z}`$ can be rewritten as

$$\widehat{z}=\frac{g^2}{2\pi ^3}\left(\frac{2T^2}{\zeta \mathrm{\Lambda }^2}\right)^{\pi ^2/g^21}.$$
(13)
The phase of a gauge theory at high temperature is determined by a one-dimensional CG Yoshida (2001). Therefore, if $`\widehat{z}1`$, then it is in a deconfining phase, and if $`\widehat{z}1`$, then it is in a confining phase. We have numerically plotted Eq. (13) as shown in FIG. 2. We can see two precipices which corresponds to confining phases. One corresponds to the traditional confining phase predicted in the lattice gauge theory Svetitsky and Yaffe (1982); Svetitsky (1986). Another is an unpredicted confining phase, though it is out of the region that the result is valid as noted later.

Moreover we can evaluate the critical-line equation by setting $`\widehat{z}1`$, because $`\gamma _0(\widehat{z})`$ increases very rapidly more than $`\widehat{z}1`$. As a result, we obtain

$$T\frac{\zeta ^{1/2}\mathrm{\Lambda }}{\sqrt{2}}\left(\frac{2\pi ^3}{g^2}\right)^{g^2/2(\pi ^2g^2)}.$$
(14)
We have also numerically plotted Eq. (14) as shown in FIG. 3. This result explicitly shows the critical behaviors of the traditional confining phase and another confining phase.

In the strong-coupling region, $`g^2\pi ^2`$, the critical-line equation (14) becomes

$$T\frac{\zeta ^{1/2}\mathrm{\Lambda }}{2\pi ^{3/2}}g.$$
(15)
This equation (15) is identical with the asymptotic form of the critical-line equation obtained by the calculation of the one-loop effective potential in the SG model Yoshida and Souma (a). This coincidence surely confirms our results in this paper.

Here we should comment on the validity of our results. Recall that we have used the equivalence between the one-dimensional CG and MT model at high temperature in our derivation. This equivalence is valid in the DR regime where the thermo-dynamical limit exists. This regime in a gauge theory is expressed by

$`T\sqrt{2\zeta }\mathrm{\Lambda },g^2>2\pi ^2,`$ (16)
$`T\sqrt{2\zeta }\mathrm{\Lambda },g^24\pi ^2.`$ (17)
The above constraints for the temperature have no problem, but those for the gauge coupling are obstacles to propose the existence of another confining phase. As discussed in Ref. Nicola et al. (2000), we may formally take the gauge coupling $`g`$ arbitrary from the viewpoint of the gauge theory and the CG, although extra renormalizations at least would be required from the standpoint of the MT model. However, it is quite well known that the density of the magnetic monopoles decreases rapidly as the coupling constant gets smaller Banks, Myerson, and Kogut (1977). That, the monopole effect would almost vanish in this region. Therefore another confining phase would not exist. Also, the existence of this phase depends on the value of $`\kappa `$. If we take $`\kappa >1`$, then this phase disappears.

Also, the traditional confining phase is consistent as shown in FIG. 3, and we can also see the universal behavior near the critical coupling $`g_{\mathrm{cr}}=\pi `$. This region is also out of the DR regime. Nevertheless, the critical-line equation behaves as expected. The reason is unknown.

In summary we have investigated the phase structure of a pure compact $`U(1)`$ gauge theory at finite temperature using the scenario of a perturbative deformation of the topological model. The topological model has been mapped to the two-dimensional MT model through the PS dimensional reduction and SG/MT duality. Due to the equivalence between the one-dimensional CG and MT model at high temperature, we have obtained the thermal pressure of the topological model. In conclusion our results suggest that the confining phase would exist and we propose the phase structure of a pure compact $`U(1)`$ gauge theory in four dimensions at finite temperature as shown in FIG. 4. The confining phase at weak-coupling and high temperature region has not been predicted in Ref. Svetitsky and Yaffe (1982); Svetitsky (1986) and our results are invalid in this region. Therefore this phase would be an error in our calculation. Moreover we have explicitly evaluated the critical-line equation. This result shows the traditional confining phase as known in the lattice Svetitsky and Yaffe (1982); Svetitsky (1986), and also includes the result obtained in our previous work Yoshida and Souma (a). The detailed analysis will be done in the forthcoming paper Yoshida .

The phase transition of a gauge theory could be translated to the chiral symmetry restoration in the two-dimensional MT model at finite temperature. It is expected to have something to do with the monopole condensation of a gauge theory in four dimensions. It can be also described by the behavior of a one-dimensional CG, that is a BKT-like phase transition. Concerning with these descriptions, we may consider that topological objects in the SG model should play an important role in the thermal phase transition of a gauge theory. This perspective is also attractive.

In addition we can investigate the phase structure of a gauge theory by calculating the Gaussian effective potential (GEP) in the SG model and derive the critical-line equation. In this approach, we would be able to study the low-temperature region and evaluate the critical-line equation more precisely Yoshida and Souma (b). We have almost calculated and obtained confirmed results.

###### Acknowledgements.

The author would like to thank W. Souma for useful discussion and valuable comments. He also acknowledges H. Aoyama and K. Sugiyama for their support in his working.


text:
# Spectral, polarisation and time–lag properties of GRS 1915+105 radio oscillations

## 1 Introduction

GRS 1915+105 is a luminous and spectacularly variable source of radiation from radio through to hard X-ray regimes. Its behaviour in both hard and soft X-rays is unique (e.g. Foster et al. 1996; Morgan, Remillard & Greiner 1997; Belloni et al. 2000), and it is a celebrated source of relativistic jets (Mirabel & Rodríguez 1994; Fender et al. 1999; Rodríguez & Mirabel 1999; Dhawan, Mirabel & Rodríguez 2000, Giovannini et al. 2001).

X-ray flux variations on a variety of timescales have been interpreted as the repeated draining and refilling of the inner accretion disc, possibly due to extremely rapid transitions between ‘canonical’ black hole accretion states (e.g. Belloni et al. 1997a,b; Feroci et al. 1999; Belloni et al. 2000); however the physical meaning of these apparent changes in inner disc radius is not entirely certain (Merloni, Fabian & Ross 2000). Quasi-sinusoidal oscillations with similar periods, almost certainly the signature of synchrotron emission from repeated ejection events, have been observed at radio, millimetre and infrared wavelengths (Pooley & Fender 1997; Fender et al. 1997; Eikenberry et al. 1998, 2000; Mirabel et al. 1998; Fender & Pooley 1998, 2000). These oscillations appear to have a direct connection to the X-ray dips (Pooley & Fender 1997; Eikenberry et al. 1998, Mirabel et al. 1998, Klein-Wolt et al. 2001), although there is some debate as to whether they are associated with ‘soft’ (e.g. Naik & Rao 2000) or ‘hard’ (e.g. Klein-Wolt et al. 2001) X-ray states. Delays between different radio bands (Pooley & Fender 1997; Mirabel et al. 1998) and between the infrared and radio bands (Mirabel et al. 1998; Fender & Pooley 1998) clearly indicate that optical depth effects play an important role in the observed emission from these ejections. Details such as the magnitude and variability of these delays are crucial for gaining a quantitative understanding of the outflow process.

## 2 Observations

### 2.1 RATAN-600

The RATAN-600 observations were carried out as a part of a monitoring program of microquasars to study their flare activity across a broad frequency range. Observations were performed at 3.9, 7.7, 11.2 and 21.7 GHz; the 3–11 GHz data are presented in the top panel of Fig 1. The flux density calibration was performed using observations of 3C286 (1328+30) and PKS1345+12. Although interference sometimes prevented realisation of the maximum sensitivity of the radiometers, daily observations of reference sources indicate that the error in the flux density measurements for 1915+10 did not exceed 5-10% at 2.3, 3.9, and 11.2 GHz and 10-15% at 21.7 GHz. For further details see Trushkin, Majorova & Bursov (2001).

### 2.2 XTE ASM

We have made use of public data from the Rossi X-ray Timing Experiment (XTE) All-Sky Monitor (ASM; Levine et al. 1996). These data are available at xte.mit.edu. The total intensity and HR2 X-ray colour (ratio of counts in 5–12 to 3–5 keV bands) are presented in Fig 1.

### 2.3 ATCA

We have observed GRS 1915+105 with the Australia Telescope Compact Array (ATCA) for approximately six hours on 2000 July 26. The override observations were triggered as a result of the radio flare observed by the RATAN-600 telescope around MJD 51750. At this time the array was in a compact configuration. As a result, in order to reduce the effects of field sources (see e.g. Chaty et al. 2001 for radio images of the field) we only used interferometer baselines $`2200`$m at 4800 MHz. The compact configuration and relatively poor hour-angle coverage precluded any attempt to confidently calibrate Stokes V, and so we were not able to make a circular polarisation measurement.

In Fig 2 we present dual-frequency total intensity, spectral index and linear polarisation measurements of GRS 1915+105 obtained during the ATCA run. Care has been taken to check the reality of the low-level linear polarisation (ie. Stokes Q, U) measurements, and we are confident that those presented in Fig 2 are realistic. Mapping the data in linear polarisation produces results consistent with averaging the data presented in Fig 2. Note however that for the last few scans the polarisation calibration solutions were not good and those data are not used.

## 3 Results

The 40-day light curves presented in Fig 1 clearly reveal the existence of radio flaring and dramatically varying X-ray flux and hardness. It has been previously established (e.g. Foster et al. 1996, Fender et al. 1999) that the prolonged (ie. more than a few days) hard states, or ‘plateaux’, are accompanied by flat or inverted spectrum radio emission and appear to be always followed by an optically thin radio flare. The inverted-spectrum emission probably corresponds to a powerful self-absorbed quasi-continuous jet (Dhawan et al. 2000; Fender 2001) and the optically thin post-plateau flares have been directly resolved into relativistically outflowing components (e.g. Mirabel & Rodriguez 1994; Fender et al. 1999). In terms of Fig 1, we consider the plateau phase to be between MJD 51756–51762, and its resultant flare to be the radio event which peaked around MJD 51762. What is less clear is whether the flare of $``$ MJD 51750.0 was related to this subsequent plateau or to the shorter X-ray hard state around MJD 51746–51747. It is the decay of this flare, and the subsequent emergence of core-oscillation events, which were studied in detail with our ATCA observations. Note that there appears to be a third smaller flare associated with a drop in the X-ray flux around MJD 51768.

### 3.1 Optically thin decay

The characteristic decay and optically thin spectral index during the first two scans with ATCA (MJD 51751.45–51751.50) are indicative of ejecta from the observed outburst fading away as they propagate through the ISM, as directly imaged for previous outbursts by e.g. Mirabel & Rodriguez (1994), Fender et al. (1999). At a bulk velocity of $`0.9c`$ these synchrotron emitting clouds are likely to be by this stage hundreds of AU from the system and totally decoupled from the accretion process.

During these period the mean total intensities observed from GRS 1915+105 were $`90`$ mJy (4.8 GHz), and $`70`$ mJy (8.64 GHz), corresponding to a spectral index $`\alpha =\mathrm{\Delta }\mathrm{log}S_\nu /\mathrm{\Delta }\mathrm{log}\nu 0.4`$.

### 3.2 Core oscillation events

After MJD 51751.51, the light curve and spectral index indicate a transition to radio oscillation events (Pooley & Fender 1997; Fender & Pooley 1998, 2000) which are known to be associated with rapid changes in the accretion flow (as indicated by simultaneous radio and X-ray observations – Pooley & Fender 1997; Mirabel et al. 1998; Klein-Wolt et al. 2001).

After this point the spectral index as plotted in Fig 2 clearly shows oscillations between optically thin ($`\alpha _{\mathrm{min}}0.7`$) and thick ($`\alpha _{\mathrm{max}}+0.2`$). While it could be qualitatively appreciated from previous dual-frequency radio observations (e.g. Pooley & Fender 1997; Mirabel et al. 1998), this is by far the clearest illustration to date of the rapid changes in the spectral index of the emission from GRS 1915+105 during the radio oscillation events.

### 3.3 Polarisation and rotation measure

Linear polarisation was measured at both frequencies from GRS 1915+105 during both the optically thin and core-oscillation phases of our observations.

During the optically thin phase the mean linearly polarised flux densities were $`3`$ mJy (4.8 GHz) and $`1`$ mJy (8.64 GHz), corresponding to fractional linear polarisations were $`3`$% (4.8 GHz) and $`2`$% (8.6 GHz). During the transition to the oscillation phase the polarised flux density at 4.8 GHz drops significantly and becomes comparable to that at 8.6 GHz as the total intensity spectrum similarly flattens. The flattening of the linear polarisation spectrum, as well as the apparent halt in its initial decay at 4800 MHz, strongly suggest that it is associated with the core events and not remnant emission from the major optically thin ejection. Therefore we conclude that our data measure around 1 mJy of linearly polarised flux density associated with the oscillations at each frequency, corresponding to a fractional linear polarisation of 1–2%.

The position angles of the linear polarisation are similar for both phases, with averages for the entire run of pa(4800 MHz) $`=(112\pm 2)^{}`$ and pa(8640 MHz) $`=(96\pm 2)^{}`$. The 4800 MHz position angle is similar to that measured by MERLIN for the inner regions of the jet in Fender et al. (1999). Ascribing the difference in position angles to Faraday rotation, we can estimate a minimum rotation meausure of $`100`$ rad m-2, with an associated intrinsic position angle of $`90^{}`$ (neither exactly parallel or perpendicular to the observed jet axis). This is consistent with rotation measures of radio pulsars at distances of several kpc or more (e.g. Han, Manchester & Qiao 1999). However, this rotation measure seems to contradict the observations of Rodríguez et al. (1995) whose measurements of linear polarisation at three frequencies seem to imply an upper limit to the rotation measure of $`50`$ rad m-2. Possibly the magnetic field structure in the jet rotates between the regions from which the 8640 and (downstream) 4800 MHz emission arise. Whatever the intrinsic polarisation angle, the fact that the observed position angles remain approximately constant indicates the persistence over the observation of some magnetic field structure.

### 3.4 ‘Pulse folding’ the data

In order to understand the oscillations better, we have attempted to fold the data onto a single period. Using the Starlink package PERIOD, we have determined a best-fit single period of 0.02144 days, and folded the data onto that period. The detrended (see below) folded spectral index and total intensity light curves are plotted in Fig 3. The technique worked surprisingly well – there is a clear modulation in the folded light curves at both frequencies and in the spectral index, $`\alpha `$. In fact the same period in the signal, to within 2%, was found in independent period searches on the 4800 and 8640 MHz data. It is clear that variations in $`\alpha `$ are dominated by the 8640 MHz light curve, which has significantly larger degree of modulation and as a result a clearer profile. From Fig 3 we can see that the lag between the two light curves is about 0.25–0.35 in phase, corresponding to 7 – 11 minutes, consistent with the lag obtained in the cross-correlation analysis below. We have also attempted to fold the polarised flux and position angle on the oscillation period. There is a hint in the folded light curves that the linearly polarised flux is modulating, but it is not statistically significant.

## 4 Optical depth time delays

We have performed a cross-correlation analysis of the two lightcurves shown in Figure 2, using the discrete correlation function (DCF) of Edelson & Krolik (1988). Unlike the Interpolated Correlation Function (ICF) of Gaskell & Peterson (1987), which interpolates between individual points of the driving lightcurve (the lightcurve at 8640 MHz), the DCF determines the correlation coefficient at discrete time lags, which are then binned to create a uniformly sampled cross-correlation function. The DCF was preferred due to the large, quasi-regular gaps in the data and its ability to attach meaningful error-bars to the resulting correlation function.

In order to remove the long term trend from the lightcurves, which could introduce spurious correlations into the correlation function, we subtracted a quadratic fit to the two data sets (‘detrending’) before calculating the DCF. The resulting DCF is shown in Figure 4; the strongest peak of the correlation function has a lag of 625 seconds, with a correlation coefficient of 0.47$`\pm `$0.08, although the feature is broad, which may indicate that a range of lags are present and/or reflect the less distinct pulse shape at the lower frequency (Fig 3). The DCF also shows secondary peaks at approximately $`\pm `$ 1800 seconds from the main peak, which are present in the auto-correlation function and are due to the periodic nature of the variability.

In Table 1 we summarise the frequency-dependent time lags reported for the radio–infrared oscillations in GRS 1915+105. It is clearly of interest to know whether these times lags are variable. From table 1 it is clear that the data reported here are now the second case of different delays between the same two frequencies:

1. Pooley & Fender (1997) reported delays between 15 GHz and 8.3 GHz which were significantly shorter than those reported by Mirabel et al. (1998).
2. The delay reported by Mirabel et al. (1998) between 5 – 8 GHz was also considerably longer than that reported between almost the same frequencies in this paper.

What could cause different time delays at different epochs ? There are two obvious possibilities – different physical size scales at different epochs, or changes in the Doppler factor of the jet (since the delay between different frequencies originates in the relativistically flowing medium). In reality there may be some combination of these, and other, effects.

If the first explanation is the main reason however, we may expect some observational relation between radio flux levels and delays. The simultaneous 8 & 15 GHz light curves presented in Pooley & Fender (1997) had flux densities in the range 50–100 mJy. The oscillations presented in this paper have a range of about 40–100 mJy. The amplitudes reported in Mirabel et al. (1998), up to 100 mJy, appear to be somewhat larger. Thus the longer delays may be due to jet structure which is larger overall, and we would expect, given more data, to see a correlation between delay length and oscillation amplitude.

If the explanation is instead due to a changing Doppler factor, this may be most naturally explained as being due to a change in the angle of the jet to the line of sight (although we cannot rule out changes in the bulk Lorentz factor), for example if the jet is precessing. For a bulk Lorentz factor of 5 and angle of jet to the line of sight of $`65`$ degrees, as calculated for GRS 1915+105 ejections for a distance of 11 kpc (Fender et al. 1999), a swing of $`20`$ degrees would be required in order to change the Doppler factor by the factor of $`2`$ indicated by table 1 (for larger Lorentz factors a smaller swing in angle is required, but this would have further implications for e.g. energetics). In the event that varying delays were caused by a periodically varying jet angle to the line of sight, we might expect to see, in the long-term, a repeating pattern of ‘long’ and ‘short’ delays.

## 5 Conclusions

In a set of high-sensitivity dual-frequency radio observations of GRS 1915+105 with ATCA during a period of radio oscillations we have captured in detail some key characteristics.

Firstly we have clearly shown that the GHz radio spectrum of GRS 1915+105 repeatedly cycles between optically thick and thin during periods of radio oscillations. While this could be qualitatively appreciated from previous sparse observations and simple concepts, we have for the first time captured the strong quasi-periodic signal in the radio spectrum. It can now be directly appreciated, from Fig 2, that were we to average over multiple oscillation events (for e.g. a weaker source or a shorter oscillation period), we would measure a spectral index which was a combination of both optically thick and optically thin emission, with an average close to zero, as seen in hard states of black hole candidate X-ray binaries (Fender 2001). The transition from optically thin to flat/inverted radio spectra following the outburst is also reminiscent of the hard state transients (see e.g. Fig 3 of Fender 2001). In addition, the $`1`$% level of linear polarisation associated with the oscillations at both frequencies is comparable to that measured for the flat spectrum in the hard states of two black hole candidates, GS 2033+338/V404 Cyg (Han & Hjellming 1992), and GX 339-4 (Corbel et al. 2000), and this level of linear polarisation may be a generic feature of such flat spectra in BHC low/hard states (Fender 2001). The similarity of the linear polarisation position angle for both the optically thin flare and oscillations may indicate a preferred orientation of magnetic field for the outflow. In addition in this case we have measured the spectrum of the linear polarisation, and find it also to be approximately flat.

Finally, we have performed a cross-correlation analysis of the two radio lightcurves in order to establish a mean delay. This is the most thorough analysis of the time delays to date; previous attempts were ‘by eye’ or involved only the peaks of single events. Comparing all the reported frequency-dependent time delays for the oscillations from the literature, we find that there are significant differences at different epochs. The longest time delays reported seem to be associated with the large-amplitude oscillations in Mirabel et al. (1998), which may indicate a relation between event amplitude and subsequent time delay. However, at this stage a changing Doppler factor or some other effect cannot be ruled out.

Detailed observations such as these are crucial to a quantitative understanding of the physics involved in jet production, and may be vital in distinguishing between, for example, models of discrete ejections (e.g. van der Laan 1966; Mirabel et al. 1998) or shocks propagating along quasi-continuous flows (e.g. Blandford & Königl 1979; Kaiser, Sunyaev & Spruit 2000).

## Acknowledgements

We would like to thank the referee, Ralph Spencer, for constructive criticism of this paper, and R. Ramachandran for a discussion about radio pulsar rotation measures. S.A.T. is thankful to RFBR for support (grant N98-02-17577). The Australia Telescope is funded by the Commonwealth of Australia for operation as a National Facility managed by CSIRO. RXTE ASM results were provided by the ASM/RXTE teams at MIT and at the RXTE SOF and GOF at NASA’s GSFC.


text:
# ’t Hooft loops and consistent order parameters for confinement

## 1 Introduction

It is well known that the deconfinement transition which occurs at a critical temperature $`T_c`$ in Yang-Mills theory corresponds to the spontaneous breaking of center symmetry. It is natural then to expect that the center degrees of freedom of the gauge field are somehow responsible for confinement and its disappearance. Indeed, numerical studies tend to show that the center vortices, extracted from the gauge field after partial gauge-fixing, confine linearly at $`T0`$ with the Y-M string tension , at least in the continuum limit . Here, we show quantitatively, in a gauge-invariant way, that the free energy of a center vortex is an order parameter for the deconfinement transition, as anticipated in . It jumps from $`0`$ to $`+\mathrm{}`$ as the temperature is raised.

Alternatively, one should be able to use the free energy $`F_q`$ of a static fundamental charge, jumping from $`+\mathrm{}`$ to $`0`$ at $`T_c`$. The Polyakov loop $`P`$ is commonly used for this purpose in lattice studies. If $`TrP=e^{\frac{1}{T}F_q}`$, the symmetric (broken) phase gives for $`F_q`$ an infinite (finite) value. However, the periodic boundary conditions (b.c.) within which $`TrP`$ is measured are incompatible with the presence of a single charge. And, like any Wilson loop, $`TrP`$ is subject to UV-divergent perimeter terms, such that $`TrP=0`$ at all temperatures as the lattice spacing $`a0`$. Here, following , we measure the gauge-invariant, UV-regular free energy of a static fundamental charge, and show that it has the expected behaviour, dual to that of a center vortex. Moreover, the string tension below $`T_c`$ and the dual (vortex) string tension above $`T_c`$  are quantitatively related by a universal ratio, for more details, see .

## 2 ’t Hooft loop, center vortices, and t.b.c.

The ’t Hooft loop $`\stackrel{~}{W}`$, defined on the dual lattice, multiplies every Wilson loop linked to it by a $`Z_N`$ center element. In the case of an $`R_x\times R_y`$ loop in $`SU(2)`$, it is constructed by flipping the sign of the coupling $`\beta \beta `$ of the $`R_x\times R_y`$ $`(z,t)`$-plaquettes dual to $`\mathrm{\Sigma }`$, the rectangle bounded by $`\stackrel{~}{W}`$. \[To compute the ’t Hooft loop, we actually flip $`\beta `$ one plaquette at a time as in .\] Equivalently, as shown explicitly by a change of integration variables, one could choose for $`\mathrm{\Sigma }`$ any other surface bounded by $`\stackrel{~}{W}`$. In any case, a set of plaquettes will carry the extra $`Z_N`$ flux of a center vortex, whose precise location is gauge-dependent. The gauge-invariant ’t Hooft loop $`\stackrel{~}{W}`$ therefore generates a fluctuating center vortex sheet bounded by $`\stackrel{~}{W}`$.
When an $`L\times L`$ spatial ’t Hooft loop is created in an $`L^3\times N_t`$ lattice, every $`L\times N_t`$ temporal plane dual to it must carry a $`Z_N`$ flux. This is equivalent to enforcing twisted boundary conditions (t.b.c.) in this temporal plane. Calling $`Z_0`$ the periodic b.c. partition function, we measure the free energy cost $`e^{F_k}=Z_k(i)/Z_0`$ of t.b.c. in $`i=1,2`$ and 3 temporal planes as a function of temperature $`T`$. Our results for $`Z_k(1)/Z_0`$ are shown in Fig. 1 for lattices of size $`N_t=4,L=\mathrm{6..20}`$. As expected from Finite-Size Scaling (FSS), they are well described around $`T_c`$ by a single function of $`L/\xi `$, where the correlation length $`\xi `$ diverges near $`T_c`$ as $`|t|^\nu `$, with $`t=\frac{T}{T_c}1`$ the reduced temperature and $`\nu 0.63`$ for the $`3d`$ Ising model universality class. This is shown in Fig. 2, where the FSS variable is $`x=LT_c|t|^\nu `$. The large-$`x`$ asymptotic behaviour shows an area law $`exp(\stackrel{~}{\sigma }_0x^2)`$ in the deconfined phase, and screening $`exp(exp(bx))`$ in the confined phase. In the thermodynamic limit, $`Z_k/Z_0`$ is a step function and can be used as a UV-regular order parameter as advertised. The interpretation of this behaviour is simple. Twisted b.c., or equivalently large center vortices, can be imposed at exponentially small cost when the system size becomes large compared to the confinement correlation length at $`T0`$. At finite temperature, the spread of the center vortex in a temporal plane is now limited by the compact dimension $`1/T`$. Above $`T_c`$, the Polyakov loop acquires a non-zero expectation value. Temporally twisted b.c., which enforce antiperiodicity on the Polyakov loop, then create an interface of minimal area $`L^2`$ separating positive and negative Polyakov loops. Such interfaces and the corresponding center vortices are exponentially suppressed by the dual-string or interface tension. T.b.c. in 2 and 3 temporal planes modify the minimal area of the interface to $`L^2\sqrt{2}`$ and $`L^2\sqrt{3}`$ respectively. We observe that the dual string tension $`\stackrel{~}{\sigma }_0`$ is multiplied by precisely $`\sqrt{2}`$ and $`\sqrt{3}`$.

## 3 Confinement/screening of fundamental charge: electric flux

As seen above, temporally (say, $`(z,t)`$) twisted b.c. enforce antiperiodicity on the Polyakov loop: $`TrP^{}(\stackrel{}{x})P(\stackrel{}{x}+L\widehat{z})=1`$, instead of $`+1`$ with periodic b.c. Consider then the expectation value of this binary observable, in an enlarged partition function $`Z_{enl}`$ which sums over all possible temporal b.c., periodic or twisted in each plane. $`Z_{enl}=Z_0+3Z_k(1)+3Z_k(2)+Z_k(3)`$. Contrary to $`Z_0`$, $`Z_{enl}`$ allows for the consistent introduction of a static fundamental charge, which is neutralized by its image in the twisted direction (say $`\widehat{z}`$). Keeping track of the $`(z,t)`$-flux for each b.c. ,

$`TrP^{}(\stackrel{}{x})P(\stackrel{}{x}+L\widehat{z})Z_e(1)`$ (1)
$`={\displaystyle \frac{1}{Z_{enl}}}(Z_0+Z_k(1)Z_k(2)Z_k(3))`$
Similar expressions (in fact, $`Z_2`$ Fourier transforms of the $`Z_k`$’s) follow for 2 and 3 orthogonal ’electric’ fluxes . Fig. 3 shows $`Z_e(1)`$. Its behaviour is dual to that of $`Z_k(1)`$. It also is a function of the FSS variable $`x`$, and it shows screening $`exp(exp(\stackrel{~}{b}x^2))`$ above $`T_c`$ and confinement $`exp(\sigma _0x)`$ below $`T_c`$, see Fig. 4. Moreover, because $`Z_e`$ and $`Z_k`$ are simply related by Fourier transform, one obtains that $`\stackrel{~}{b}=\stackrel{~}{\sigma }_0`$ and $`b=\sigma _0`$.

Universality states that the FSS functions measured here for $`SU(2)`$ are the same as for the $`3d`$ Ising model after a single rescaling of $`x`$. This allows a precise determination of the large-$`x`$ coefficients $`\sigma _0,\stackrel{~}{\sigma }_0`$ by matching only the small-$`x`$ part of the FSS functions between the two models . Another universal ratio is given by

$$\stackrel{~}{\sigma }_0/\sigma _0^2=\stackrel{~}{\sigma }(T_c^+)/\left(\frac{\sigma (T_c^{})}{T_c^{}}\right)^20.41.$$
(2)
Our data is consistent with this prediction, which relates the two sides of the phase transition.

## 4 Summary

Let us give an intuitive description of the deconfinement transition in Yang-Mills theory:
$``$ At low temperature, center vortices can spread to lower their free energy. Their proliferation disorders the Wilson loop and makes the average Polyakov loop traceless, reflecting confinement.
$``$ As the temperature is raised, the squeezing of center vortices in the compact $`1/T`$ dimension prevents them from arbitrarily lowering their free energy. Eventually, they cannot disorder the Polyakov loop anymore. Macroscopic regions of Polyakov loops of a definite center sector appear, separated by interfaces whose tension exponentially suppresses center vortices. Confinement has disappeared. This squeezing does not affect center flux in spatial planes, so that the spatial string tension persists at all temperatures.

Because the free energy $`F_q`$ of a fundamental charge results from the cancellation of partition functions with different b.c., $`Z_e=e^{\frac{1}{T}F_q}`$ is exponentially small in the confined phase, and $`1`$ in the deconfined phase. We have shown that the ratios of partition functions $`Z_k/Z_0`$ or $`Z_e/Z_0`$, which are well-defined continuum quantities, can both be used as order parameters for the transition.

If dynamical fundamental charges (quarks) are introduced in the system, the picture becomes murky, reflecting the change from a phase transition to a crossover. To start with, the ’t Hooft loop now depends on the particular surface $`\mathrm{\Sigma }`$ along which center flux is introduced. Its relevance in full QCD remains to be studied.

We thank M. García Pérez, M. Hasenbusch and M. Pepe for discussions.