text:
# 1 sin²{2𝜃} has been plotted against the renormalization scale. The values of 𝑀_𝐻, 𝜇₀ and 𝑀 are 115 GeV, 1 TeV and 30 TeV, respectively. The different plots correspond to different combinations of ({𝑑𝜅|}_𝑀, {sin²{2𝜃}|}_𝑀) given by: (a) (1.5×10⁻⁴,0.05), (b) (1.5×10⁻⁴,0.1), (c) (1.5×10⁻⁴,0.01), (d) (1.3×10⁻⁴,0.05), and (e) (1.7×10⁻⁴,0.05).

SINP/TNP/02-04

hep-ph/0202147

Power law enhancement of neutrino mixing angles
in extra dimensions
Gautam Bhattacharyya 1, Srubabati Goswami 1, Amitava Raychaudhuri 2

1. Saha Institute of Nuclear Physics, 1/AF Bidhan Nagar, Kolkata 700064, India
2. Department of Physics, University of Calcutta, 92 Acharya Prafulla Chandra Road,
Kolkata 700009, India

## Abstract

We study the renormalization of the $`llHH`$-type Majorana neutrino mass operator in a scenario where there is a compactified extra dimension and the fields involved correspond to only the standard model particles and their Kaluza-Klein excitations. We observe that in a two flavour scenario, where one of the neutrinos is necessarily $`\nu _\tau `$, it is indeed possible to generate a large mixing at $``$ 100 GeV starting from a very small mixing near the ultra-violet cutoff $``$ 30 TeV. En passant, we also derive the Higgs mass upper and lower limits from perturbative unitarity and stability of the potential, respectively.

PACS Nos: 14.60.Pq, 11.10.Kk, 11.30. Hv., 11.25.Mj

If lepton number is not a good symmetry of the Lagrangian, then, without enlarging the standard model (SM) particle content, a neutrino Majorana mass operator can be written as (with $`i,j`$ as generation indices)

$`^{\mathrm{SM}}={\displaystyle \frac{\kappa _{ij}}{M_X}}\overline{l^c}_il_jHH+\mathrm{h}.\mathrm{c}.`$ (1)
This dimension-5 operator can be viewed as a consequence of integrating out a superheavy right-handed neutrino of mass $`M_X`$ which is exchanged at the tree level. Here $`l`$ is the SM lepton doublet and $`H`$ is the SM Higgs doublet. Eq. (1) gives a neutrino mass matrix $`m_{ij}\kappa _{ij}(v^2/M_X)`$, where $`v`$ is the vacuum expectation value of the SM Higgs. Assuming $`\kappa 1`$, a choice of $`M_X10^{15}`$ GeV produces $`m0.1`$ eV. It has been pointed out in  that starting from a small mixing angle between two active neutrinos at a high scale, a large mixing between them can be generated at a low scale due to renormalization group (RG) evolution. In this paper we intend to investigate the renormalization of the above operator in extra-dimensional models. For simplicity, we consider only one additional space dimension which is compactified on a circle. Since both solar and atmospheric neutrino data prefer large neutrino mixing, our primary aim is to examine whether the extra-dimensional models can reproduce this feature. We restrict ourselves only to the case of oscillation between two active generations where one of the two neutrinos is necessarily $`\nu _\tau `$. Even though the mass scales in such models are expected to be quite close – around 1 TeV in our choice – and the energy range for RG running small, we will show that because of the power law evolution of the $`\kappa `$ operator, the neutrino mixing angle runs rather fast once the Kaluza-Klein (KK) modes of the higher dimensional fields open up. As a result, even if the two-flavour mixing angle happens to be quite small near the ultra-violet cut-off $`\mathrm{\Lambda }𝒪`$ (10 TeV), where the textures are defined, near-maximal mixing can be generated at the 100 GeV scale. If the mixing is large at the high scale then it undersgoes further enhancement due to RG running.

We stick to a very simple extra-dimensional scenario in which the extra space dimension ($`y`$) is compactified on a circle of radius $`R`$, i.e., $`yy+2\pi R`$. In our simple approach, all fermions are localized at the brane at $`y=0`$, but the bosons can also travel in the bulk . In the effective 4-dimensional representation, after the fifth coordinate is integrated out, the resulting Majorana mass operator looks like

$`^{\mathrm{eff}}={\displaystyle \frac{\kappa _{ij}}{\pi M^2R}}\overline{l^c}_il_jH_0H_0+\mathrm{h}.\mathrm{c}.`$ (2)
Above, $`H_0(x)`$ is the zero mode of the KK excitations of the doublet scalar in five dimensions: $`H(x,y)=(1/\sqrt{\pi R})_{n=\mathrm{}}^{\mathrm{}}H_n(x)\mathrm{exp}(iny/R)`$. $`M`$ corresponds to some higher dimensional mass scale beyond which new physics sets in.

The neutrino mass matrix is given by $`m_{ij}\kappa _{ij}(v^2/\pi M^2R)`$. For definiteness, we assume $`\mu _0R^1=𝒪`$ (1 TeV). $`\mu _0`$ determines the mass splittings of the KK excitations. The appearance of $`M`$ may be interpreted as a consequence of integrating out some physical states around $`M`$ (e.g., a right-handed neutrino $`N`$ with a mass $`M`$ that couples like $`LHN`$) which leads to the effective operator in Eq. (2). Thus below the scale $`M`$ the theory is essentially non-renormalizable in the sense that a heavy state is integerated out leading to effective Lagrangian in Eq. (2). Since we are basically interested in the evolution of $`\kappa `$, which in turn requires the running of gauge, Yukawa, and Higgs self-couplings, it seems quite reasonable to associate the cut-off parameter $`\mathrm{\Lambda }`$ with $`M`$.

Now we attempt to briefly address the issue of a second kind of non-renormalisibility which stems mainly from the presence of an infinite tower of KK states after compactification to 4 dimensions (for an extensive discussion see Appendix B of ). In fact, as stressed in , the couplings do not strictly run in a non-renormalizable theory. Instead they receive finite quantum corrections whose magnitudes explicitly depend upon the cut-off $`\mathrm{\Lambda }M`$. It also turns out that very often the mathematical dependence of a coupling on $`\mathrm{\Lambda }`$ is identical to its scale-dependence that follows from a naive calculation assuming a renormalizable theory. Since the root of this non-renormalisibility lies in having an infinite KK tower, the remedy, as suggested in , is to consider a truncated KK series which has been shown to serve as an excellent approximation for calculating the scale dependence of couplings. Under the above guideline, we continue to describe the quantum corrections of couplings as their RG running. Indeed, all the couplings have to remain perturbative throughout the energy interval $`M_Z<\mu <M`$, and a rough estimate of the hierarchy , namely $`(M/\mu _0)^\delta \mathrm{ln}(M_{\mathrm{GUT}}/M_W)`$, with $`M_{\mathrm{GUT}}`$ as the 4-dimensional GUT scale and $`\delta `$ as the number of extra dimensions, yields $`M30\mu _0`$ for $`\delta =1`$.

Here, for the sake of clarity, we stress that $`M`$ should not, in general, be equated to the 5-dimensional Planck scale $`M_{}`$. In fact, it follows from the relation $`M_P^2=M_{}^2(M_{}R)^\delta `$, where $`M_P`$ is the 4-dimensional Planck scale, that $`M_{}10^{10}10^{11}`$ TeV for $`\delta =1`$ and $`R^1=1`$ TeV. Thus $`M_{}M`$ and hence quantum gravity effects on the effective Majorana mass operator at the scale $`M`$ or below are insignificant.

Assuming $`\kappa 1`$, a further suppression of 9 orders of magnitude is required to produce a neutrino mass of order 0.1 eV. Such a suppression may come from a distant brane where lepton number ($`L`$) is violated and the effect at the brane under consideration is damped by the distance between the two branes .

Since quark mixing angles are small, our main curiosity in this paper will be to check whether a small $`\nu _\tau `$-$`\nu _e`$ or $`\nu _\tau `$-$`\nu _\mu `$ mixing near $`\mathrm{\Lambda }M`$ can indeed become large at $`M_Z`$ due to power law RG running. The mixing angle depends not on the absolute value of $`\kappa _{ij}`$, but on the degree of degeneracy of $`\kappa _{11}`$ and $`\kappa _{22}`$. We will need to tune this difference at $`M`$ to obtain a large mixing angle at $`M_Z`$. In fact, we have found that this tuning ensures the mixing at $`M_Z`$ to be large for essentially any initial mixing, small or large.

The presence of extra dimension modifies the running of $`\kappa `$ (matrix) in the region $`\mu >\mu _0`$ as follows:

$`16\pi ^2{\displaystyle \frac{d\kappa }{d\mathrm{ln}\mu }}`$ $`=`$ $`\left(3g_2^2+2\lambda +2S\right)t_\delta \kappa {\displaystyle \frac{3}{2}}t_\delta \left[\kappa (Y_l^{}Y_l)+(Y_l^{}Y_l)\kappa \right],`$ (3)
where $`S=\mathrm{Tr}(3Y_u^{}Y_u+3Y_d^{}Y_d+Y_l^{}Y_l)`$, and $`t_\delta =(\mu /\mu _0)^\delta X_\delta `$. In Eq. (3), $`t_\delta `$ controls the power law behaviour, where $`X_\delta `$ can be expressed in terms of the Euler Gamma function as $`X_\delta =2\pi ^{\delta /2}/\delta \mathrm{\Gamma }(\delta /2)`$. For $`\delta =0(1)`$, $`X_\delta =1(2)`$. It is important, for later discussions, to bear in mind that Eq. (3) is homogenous in $`\kappa `$.

The running of the Yukawa couplings ($`Y_u,Y_d`$) and Higgs self-coupling ($`\lambda `$) for $`\mu >\mu _0`$ are given by

$`16\pi ^2{\displaystyle \frac{dY_u}{d\mathrm{ln}\mu }}`$ $`=`$ $`{\displaystyle \frac{3}{2}}t_\delta \left(Y_uY_u^{}Y_uY_d^{}Y_dY_u\right)+t_\delta SY_ut_\delta \left(8g_3^2+{\displaystyle \frac{17}{20}}g_1^2+{\displaystyle \frac{9}{4}}g_2^2\right)Y_u,`$
$`16\pi ^2{\displaystyle \frac{dY_d}{d\mathrm{ln}\mu }}`$ $`=`$ $`{\displaystyle \frac{3}{2}}t_\delta \left(Y_dY_d^{}Y_dY_dY_uY_u^{}\right)+t_\delta SY_dt_\delta \left(8g_3^2+{\displaystyle \frac{1}{4}}g_1^2+{\displaystyle \frac{9}{4}}g_2^2\right)Y_d,`$ (4)
$`16\pi ^2{\displaystyle \frac{d\lambda }{d\mathrm{ln}\mu }}`$ $`=`$ $`12t_\delta \lambda ^2\left({\displaystyle \frac{9}{5}}g_1^2+9g_2^2\right)t_\delta \lambda +{\displaystyle \frac{9}{4}}t_\delta \left({\displaystyle \frac{3}{25}}g_1^4+{\displaystyle \frac{2}{5}}g_1^2g_2^2+g_2^4\right)`$
$`+`$ $`4S\lambda 4\mathrm{T}\mathrm{r}\left[(Y_l^{}Y_l)^2+3(Y_d^{}Y_d)^2+3(Y_u^{}Y_u)^2\right].`$
It should be noted that in the limit $`\delta =0`$ (i.e., $`t_\delta =1`$) one reproduces the SM expressions  which control the evolution in the interval $`M_Z<\mu <\mu _0`$. We stress here that our calculation of $`\kappa `$ evolution agrees with that of  who have pointed out a small error in the original calculations of : more specifically, the numerical factor in front of the leptonic Yukawa contribution in Eq. (3) is indeed 3/2 rather than 1/2.

The evolution of the gauge couplings in an extra-dimensional scenario have been worked out in , and for $`\mu >\mu _0`$ are given by

$`16\pi ^2{\displaystyle \frac{dg_i}{d\mathrm{ln}\mu }}`$ $`=`$ $`b_ig_i^3,\mathrm{where}`$ (5)
$`b_1`$ $`=`$ $`41/10+(t_\delta 1)(1/10),`$
$`b_2`$ $`=`$ $`(19/6)(t_\delta 1)(41/6),`$
$`b_3`$ $`=`$ $`7(t_\delta 1)(21/2).`$
In the interval $`M_Z<\mu <\mu _0`$, the gauge couplings run as in the SM and the corresponding beta functions are obtained by putting $`t_\delta =1`$ in Eq. (5).

The computational procedure behind the power law running behaviour is simple . In the scenario under consideration, gauge bosons and scalars have KK excitations, but fermions are localised at a brane, which is a fixed point. The external boson legs in any diagram are their KK zero modes which represent their SM states. In the loop diagrams there can be either one or two internal KK modes. If there is only one, then each time a KK threshold is crossed, the diagram contributes the same as in the SM regardless of the KK number of the internal line. Such a situation may arise only when an internal boson meets a fermion at the brane where KK number is not conserved due to the breakdown of the fifth-dimensional translational invariance at the fixed point. If there are two internal KK modes, then both should have the same KK number as the latter is assumed to be conserved at the vertex, hence a single summation. As before, each time such a KK threshold is crossed, the diagram contributes an amount identical to the SM. Then after summing over an infinite tower of KK modes, as shown in , one obtains the following simple working rule: identify the diagram which contains internal KK modes and multiply its SM contribution by $`t_\delta `$. In fact, $`t_\delta `$ represents the volume of a $`\delta `$-dimensional sphere of radius $`\mu `$ where the unit of volume is $`\mu _0^\delta `$ – it counts the number of KK modes excited upto an energy scale $`\mu `$. So, in a sense, $`t_\delta `$ is a measure of the density of KK modes which accelerates the running by inducing an explicit $`\mu ^\delta `$ dependence on the right hand side of Eqs. (3), (S0.Ex1) and (5). Clearly, in the limit $`\delta =0`$, one recovers the usual logarithmic running. Intuitively, the power law behaviour stems from the fact that couplings which are dimensionless in 4 dimensions become dimensionful in higher dimensions.

Before embarking on the main theme of the running of the neutrino mixing angle, we touch upon a related issue which concerns the allowed range of the Higgs mass. In the SM, where Higgs constitutes the only scalar, the requirement that the scalar potential remains bounded from below (i.e., $`\lambda >0`$) throughout the energy thoroughfare $`M_Z<\mu <M_{\mathrm{GUT}}`$ restricts the Higgs mass to lie above $`145`$ GeV. The crucial controlling factor is, in fact, the splitting between the top and the Higgs masses. Supposing the Higgs to weigh $`115`$ GeV, where a preliminary hint was claimed by the LEP Collaborations, the one-loop RG running in the SM drives the $`\lambda `$ parameter towards negative values near a scale as close as $`10^410^5`$ GeV, which prompted the authors of Ref.  to invoke the case for supersymmetry which prevents the occurence of a negative $`\lambda `$. In our case, which deals with only SM and its bosonic KK excitations, the energy interval, as we discussed before, is $`M_Z<\mu <M`$, where $`M30`$ TeV with $`R^1=1`$ TeV. We have found, with the RG running given by Eq. (S0.Ex1), that (i) the stability of the potential ($`\lambda >0`$) requires a lower limit $`M_H>98`$ GeV, and (ii) the requirement of perturbativity demands an upper limit $`M_H<153`$ GeV. Admittedly, these limits are merely indicative as they are based on only one loop RG evolution.

Now let us take a stock of the parameters which control the running of $`\kappa _{ij}`$ and the neutrino mixing angle ($`\theta `$). The values of all the gauge and the relevant Yukawa couplings at the weak scale are input parameters. Similarly, a choice of the Higgs mass is necessary to fix the quartic coupling, $`\lambda `$, at the weak scale. We have checked that the mixing angle evolution is insensitive to the choice of the Higgs mass as long as the latter respects the stability and the perturbativity conditions of the potential. As a reference point, we have chosen $`M_H=115`$ GeV. Then a two-step running determines the values of all these couplings at the scale $`M`$. In the interval $`M_Z<\mu <\mu _0`$, the running is logarithmic, controlled by the SM beta functions (putting $`\delta =0`$), while in the range $`\mu _0<\mu <M`$, power law running takes over with $`\delta =1`$. We choose $`\mu _0=10^3`$ GeV and $`M=10^{4.5}`$ GeV = 30 TeV to be our reference scales. Variations of $`\mu `$ and $`M`$ around these reference values do not throw much insight into our agenda, and hence, for the sake of brevity and concise illustration, we stick to these values throughout this paper. The $`\kappa `$ matrix is defined and parametrized at the scale $`M`$ for the two-flavour case as $`d\kappa (\kappa _{11}\kappa _{22})/\kappa _{22}`$. The other parameter to be fixed at $`M`$ is the neutrino mixing angle given by $`\mathrm{tan}2\theta =2\kappa _{12}/(\kappa _{22}\kappa _{11})`$, in a basis in which the charged lepton mass matrix is diagonal. The mixing angle runs according to

$`16\pi ^2{\displaystyle \frac{d\mathrm{sin}^22\theta }{d\mathrm{ln}\mu }}`$ $`=`$ $`\mathrm{sin}^22\theta (1\mathrm{sin}^22\theta )(y_2^2y_1^2){\displaystyle \frac{\kappa _{22}+\kappa _{11}}{\kappa _{22}\kappa _{11}}},`$ (6)
where $`y_2`$ and $`y_1`$ are the charged lepton Yukawa couplings. In our case, $`y_2`$ is $`Y_\tau `$ and $`y_1`$ is either $`Y_e`$ or $`Y_\mu `$. It is important to note, as emphasized by Chankowski et al. in , that although $`\theta =0`$ is a fixed point, $`\theta =\pi /4`$ is not. In fact, the evolution of $`d\kappa `$ does not have a fixed point at $`d\kappa =0`$.

Our goal is to choose small but non-zero values of $`\mathrm{sin}^22\theta |_M`$ and then investigate whether appropriate values of $`d\kappa |_M`$ exist which would magnify $`\mathrm{sin}^22\theta |_{M_Z}`$ following a two-step running. An inspection of Eq. (6) reveals that this running would be significant only when $`d\kappa `$ is less than or close to $`Y_\tau ^2`$. This requires $`\kappa _{22}<\kappa _{11}`$ at $`M`$. In fact, during the process of running, $`\kappa _{11}`$ and $`\kappa _{22}`$ cross each other at some energy scale leading to a resonance in the mixing angle at that scale. This happens due to the appearance of $`d\kappa `$ in the denominator of the right hand side of Eq. (6). Indeed, the scale at which this resonance occurs depends crucially on the interplay between $`d\kappa |_M`$ and the distinct lengths of the logarithmic and power law running determined by the choices of $`\mu _0`$ and $`M`$. Our purpose is to attribute a very small mixing angle at $`M`$ and probe the appropriate parameter range that generates a large mixing angle near $`M_Z`$.

In Fig. 1 we have plotted $`\mathrm{sin}^22\theta `$ as a function of the renormalization scale for different values of $`d\kappa |_M`$ and $`\mathrm{sin}^22\theta |_M`$. The graphs labelled by (a), (b) and (c) correspond to the choices of the initial mixing angle $`\mathrm{sin}^22\theta |_M=0.05,0.1`$ and $`0.01`$, respectively, for a fixed $`d\kappa |_M=1.5\times 10^4`$. We observe that for the plots (a) and (b) $`\mathrm{sin}^22\theta |_{M_Z}`$ reaches near maximal values, while for (c) it is still quite large. For the other two cases (d) and (e), $`\mathrm{sin}^22\theta |_M`$ has been fixed to $`0.05`$, only that for (d) $`d\kappa |_M=1.3\times 10^4`$ while for (e) $`d\kappa |_M=1.7\times 10^4`$. We make two observations: (i) for smaller values of $`d\kappa |_M`$, the mixing angle resonance occurs at a higher scale as a result of $`\kappa _{22}\kappa _{11}`$ approaching zero with less running from above, and (ii) with smaller values of $`\mathrm{sin}^22\theta |_M`$, the values of $`\mathrm{sin}^22\theta |_{M_Z}`$ are smaller, as expected. Thus, with the ultimate goal of generating a large mixing angle at $`M_Z`$ in mind, a significantly large fine-tuning is admittedly involved in the selection of $`d\kappa |_M`$, but the situation is not at all fine-tuned when it comes to the choice of the initial mixing angle.

Since $`d\kappa 0.5\mathrm{\Delta }m^2/m^2`$, where $`m=(m_{11}+m_{22})/2`$, the requirement of the mixing angle resonance near $`M_Z`$ almost pins down the associated mass splitting. For the reference case $`d\kappa |_M=1.5\times 10^4`$, we obtain $`(\mathrm{\Delta }m^2/m^2)_M=3\times 10^4`$. Now, we have observed that $`d\kappa `$ decreases by one order of magnitude during the RG evolution from $`M`$ to $`M_Z`$, the bulk of the effect coming from the power law region $`M>\mu >\mu _0`$. This means $`(\mathrm{\Delta }m^2/m^2)_{M_Z}3\times 10^5`$. According to the recently claimed evidence of neutrinoless double beta decay , $`m`$ is expected to lie in the range 0.05 to 0.84 eV at 95% C.L. Now with $`\nu _\tau `$-$`\nu _e`$ oscillation in mind, with $`m`$ towards the higher end of the above range, corresponding to $`\kappa 10^8`$, we find a mass splitting appropriate for a MSW solar neutrino oscillation in the LMA region, while with $`m`$ sitting in the lower end of that range, which arises when $`\kappa 10^9`$, we may expect a MSW solar neutrino oscillation in the LOW region . We make two observations at this point. First, it is not possible to produce a $`\mathrm{\Delta }m^2`$ large enough to explain the atmospheric neutrino data. Second, if we consider $`\nu _\mu `$-$`\nu _e`$ oscillation, i.e., leave out $`\nu _\tau `$ from consideration, then $`d\kappa `$ would have to be $`Y_\mu ^2`$ to ensure mixing angle resonance, but the corresponding $`\mathrm{\Delta }m^2`$ would be too small to fit any experimental data.

If we take the neutrinoless double beta decay upper and lower limits on the absolute Majorana mass seriously, then from one stand-point our prediction can be contrasted with that of the usual 4-dimensional model. While in our extra-dimensional case, as we pointed out, both LMA and LOW solutions can be obtained, in the 4-dimensional scenario only the LOW solution can be easily achieved. Interestingly, the LOW solution is only marginally allowed after the incorporation of the SNO neutral current data .

Evidently, the large mixing angle which is being sought will be in the so-called ‘dark side’ if $`\kappa _{22}\kappa _{11}`$ is negative and $`\kappa _{12}`$ positive or vice versa. Only the magnitude of $`\kappa _{12}`$ is fixed by $`\mathrm{sin}^22\theta `$, while its sign is arbitrary. If we take $`\kappa _{12}`$ to be negative (positive) then the reference boundary value chosen, namely, $`d\kappa |_M=1.5\times 10^4`$, puts this solution in the bright (dark) side at both $`M`$ and $`M_Z`$ ($`\mathrm{sin}^22\theta `$ has not crossed unity in curve (a) of Fig. 1). It is also possible to have small mixing in the dark (bright) side at $`M`$ become large mixing in the bright (dark) side at $`M_Z`$ by choosing, for example, $`d\kappa |_M=1.3\times 10^4`$ (see curve (d) in Fig. 1) and $`\kappa _{12}`$ positive (negative).

The main thrust of the paper has been on the magnification of a small mixing angle at $`M`$ to a large one at the scale $`M_Z`$. For the examples that have been presented, we have verified that for the chosen parameters essentially any initial mixing results in a large mixing at the low scale.

Our main focus of attention has been the RG running of the neutrino mixing angles in the extra-dimensional scenario. In the process, we have also examined the evolution of the other SM parameters and we summarize the essential features now. Till the scale $`\mu _0`$ no KK modes are excited and all couplings evolve as in the SM. The running is different only in the $`\mu _0<\mu <M`$ range. The gauge couplings, $`g_i(i=1,2,3)`$ achieve a near equality at a scale of $`1.4\times 10^4`$ GeV, as noted already in . The quark Yukawa couplings run much faster than in the SM and $`m_b=m_\tau `$ is achieved at around $`1.6\times 10^4`$ GeV. The evolution of the quartic scalar coupling $`\lambda `$ is critical for limiting the range of the allowed Higgs masses and has already been discussed earlier. Beyond $`\mu _0`$ it initially falls faster but then there is a slowing down and eventually even a slight increase. This is a major departure from the SM.

In summary, we have considered the effect on the RG evolution of the Majorana neutrino mass operator and the different SM (gauge, Yukawa, and quartic scalar) couplings due to the KK excitations arising from the compactification of one extra dimension. In the scenario under consideration, the fermions are restricted to a fixed brane and have no KK excitations, while the bosons can travel in the bulk and have higher KK modes. Our main conclusion is that in a two flavour picture, due to power law acceleration, the mixing between the $`\nu _\tau `$ and another active neutrino can achieve near maximal values at $`M_Z`$ even if it is only a few per cent at the $`𝒪`$ (10 TeV) scale. It is worth extending our analysis to the cases which concern fermionic KK excitations and promoting the analysis to the study of three flavour oscillation. Furthermore, all these questions can be addressed in the context of supersymmetry.

Acknowledgements: GB acknowledges hospitality of the CERN Theory Division and LPT, Orsay, where part of the work was done. The research of AR has been supported by the Council of Scientific and Industrial Research, India.


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# The Angular Expansion and Distance of the Planetary Nebula BD+30∘3639

## 1 INTRODUCTION

Understanding the fundamental properties of planetary nebulae (PNe) requires knowledge of their distances. For planetary nebulae, because of the absence of a standard quantity common to all, there is no well-calibrated standard distance scale and distances estimated from different independent methods often disagree with each other. One way to determine the distance of a planetary nebula is to measure its angular expansion during a period of time and combine this with its Doppler expansion velocity. This method has been used for both VLA (Very Large Array) radio maps (Hajian et al., 1993, 1995; Hajian & Terzian, 1996; Kawamura & Masson, 1996), and optical images from the Hubble Space Telescope (HST) (Reed et al., 1999).

BD+303639 (hereinafter, “BD+30”) is a rapidly evolving, chemically inhomogeneous nebula (Waters et al., 1998). It is one of the few nebulae with detected X-ray flux from its bubble of shocked stellar wind (Kreysing et al., 1992; Arnaud et al., 1996; Guerrero, Chu, & Gruendl, 2000; Leahy, Kwok, & Yin, 2000; Kastner et al., 2000). This justifies extensive observations of this object. To understand the rapid chemical evolution of BD+30, we need to know the mass and luminosity of its central star, and this requires a reasonably accurate distance. The earliest expansion distance of BD+30 was obtained by Masson (1989) from VLA maps, who gave a result of $`2.8_{1.2}^{+4.7}`$ kpc. Hajian et al. (1993) used different two-epoch VLA observations, resulting in a distance of $`2.68\pm 0.81`$ kpc. Kawamura & Masson (1996) combined the observations used by Masson (1989) with a new set of data obtained in 1993, and derived the most accurate measurement at that time of $`1.5\pm 0.4`$ kpc.

To obtain a more accurate determination of the distance, and details of its expansion, we used the two-epoch optical observations of Wide Field Planetary Camera (WFPC2) on board the HST to measure the expansion of this nebula. The total expansion of BD+30 was estimated to be about 15 mas between the first and second epochs, which is about 1/3 of the Planetary Camera (PC) 0$`\stackrel{}{\mathrm{.}}`$0455 pixel. This tiny displacement in diffuse objects can be measured because of the high resolution of WFPC2 images (Currie et al., 1996), and we can do even better for a number of diffuse knots sharing a common proper motion.

Much evidence shows that BD+30 is not actually a spherical object (Masson, 1989; Bachiller et al., 1991; Shupe et al., 1998; Bryce & Mellema, 1999; Bachiller et al., 2000). We thus use an ellipsoidal kinematic model of BD+30 to combine the angular expansion with the radial expansion velocities from spectroscopic observations to find the distance and kinematic age of this nebula.

## 2 Observations

HST narrow-band images from our GO programs 5403 and 8116 were used for this study (Table 1); the observations were separated by 5.663 years. For both epochs, images through F656N (H$`\alpha `$) and F658N (\[N II\]) narrow-band filters were obtained. In the first epoch there were two images for each band with the same pointing but different exposure times. The images with longer exposure time were saturated in places. For the second epoch, there were three images for each band, with the same exposure time and orientation, but slightly shifted by fractional pixels with respect to each other for the purpose of drizzling. Since the orientation differs for the two epochs, the images had to be aligned to a common center and orientation.

## 3 Data Reduction

The data reduction includes cosmic ray rejection, drizzling, and image alignment. Other adjustments or corrections like geometric distortion correction, saturated pixel masking, were also done during the three main steps.

Because the 2nd epoch H$`\alpha `$ and \[N II\] images were dithered cosmic rays cannot be removed by the commonly used IRAF task crrej. However, Mutchler and Fruchter (1997) and Fruchter & Hook (1998) introduced a method to remove cosmic rays from a group of dithered HST images, as well as an IRAF package drizzle for this purpose. We first used IRAF task cross\_driz, shiftfind, and imshift to find the relative displacement between images, and align the images. Then, we used crrej to combine the aligned images to produce cosmic-ray-free images. Finally, driz\_cr was used to create cosmic ray masks, which were used in the drizzling step.

Using the IRAF package drizzle, three 2nd epoch H$`\alpha `$ images and three 2nd epoch \[N II\] images with PC image resolution 800$`\times `$800 were combined into images with resolution 1600$`\times `$1600, respectively. To compare images from the two epochs, the old (the 1st epoch) images were also mapped into the same 1600$`\times `$1600 grid by the drizzle package, and cosmic rays were removed by the same strategy as for new (the 2nd epoch) images. It is easy to tell that some features are sharper in the new drizzled images than in the old images (which were merely mapped onto finer grids). The drizzled H$`\alpha `$ image is shown in Fig. 1.

To perform the comparison between new images and the old ones, images had to be aligned in displacement and position angle. The relative rotational angle and shift between two epochs of images were found by IRAF task cross\_driz, rotfind, and shiftfind, iteratively. The most ideal and simplest situation is that the expansion is isotropic, so that it looks symmetrical. We took this as the 0th order approximation, and did the alignment by trail-and-error strategy with the following measurements to make the measured average expansion along radial lines as symmetrical as possible.

## 4 Expansion Measurement

By blinking the aligned images taken at two different epochs back and forth, the expansion can be seen clearly by eye. The expansion in 1600$`\times `$1600 images is estimated about 0.5 to 1 pixel (or 0.25 to 0.5 PC pixels). The actual measurements were performed using several different independent methods.

### 4.1 Methodology

Basically, there are two ways to measure the expansion; one is magnification, which is whole-image-based, the other is to measure the shifts of individual features. If the expansion is spherically symmetric, the new image should be a magnified version of the old image. This method can be applied to the whole image, or along sectors in particular directions from the image center.

Because the old (first epoch) images have many saturated pixels, while the new (second epoch) ones do not, we reduced the new images to fit the old images, which avoids any manipulation of the saturated-pixel masks. The reduction factor was determined by minimization of the square of the difference image rather than by cross-correlation, which we found less sensitive. We estimate the uncertainty at 25% for the global magnification factor and for the magnification factors along radial lines.

However, since the expansion of the nebula may be asymmetrical, the magnification method cannot provide the details of the angular expansion. Thus we made measurements of individual features and took the results of the magnification method as a consistency check. Compared to other PNe such as NGC 6543, BD+30 is more diffuse, so it is not possible to measure small regions of only a few pixels in size. To determine the best size of regions for shift measurements, we tested the effects of square size on some randomly selected features by plotting the curve of measured shifts against the size of the region. We found that when the square size was around 20 pixels (i. e., 10 PC pixels), shifts were the most insensitive to the size of the region. We therefore adopted 20 $`\times `$ 20 pixel squares for the measurements.

The basic compare-and-fit strategy used here is just like what is used to produce a cross-correlated image. First, move one image by, for example, $`\mathrm{\Delta }x`$ pixels in the $`x`$ direction and $`\mathrm{\Delta }y`$ pixels in the $`y`$ direction. Then compare and quantify the difference by summing up the squares of differences of corresponding pixels as in a least-squares fit. This gives the value of the point ($`\mathrm{\Delta }x`$, $`\mathrm{\Delta }y`$) in the least-squares image. Finally, find the minimum of the least-squares image by Gaussian 2-D fitting. This position ($`\mathrm{\Delta }x`$, $`\mathrm{\Delta }y`$) gives the relative shift between two features.

Care must be exercised in the treatment of the edges of the squares, since almost all regions cut from the original images have non-zero edges (and the edges of saturated pixel masks are also sharp discontinuities). Tapering is not satisfactory, because the regions are very small, as are the shifts; tapering the edges will drag the measured shifts to zero. The method we employed was to treat the 20 pixel square, combined with the saturated pixel mask within the square region, as a window. We first moved the second epoch image, which contained no saturated pixels, then looked at both images through that window, and compared the visible parts by least squares. To simplify the process, IDL routines were developed which can select small regions from images interactively, and calculate the shifts automatically.

### 4.2 Results

We used the magnification method at two levels, one for whole image, another along every radial line at 10 intervals from 0 to 360. Numerical fitting for the whole image gave magnification factors of 0.99384 for H$`\alpha `$ and 0.99361 for \[N II\].

The results from radial line magnification are shown in Fig. 2. As mentioned above, one criterion of alignment was to make the angular distribution of magnification as symmetrical as possible. Even so, we can still notice that the measured expansion shows some structure. The expansion is greatest near the openings in the northeastern and southwestern quadrants. While the distribution of walls and openings is irregular, the smallest expansion seems associated with regions where the shell is brightest. The direction of greatest expansion is not along the longest axis of the nebula’s image; this may be because the nebula is a tri-axial ellipsoid, with none of the axes aligned with the line of sight, so the expansion might not be aligned along the longest axis of the image. This might also explain why some features near the center were measured to have inward displacements.

The shifts of nearly 200 features in the H$`\alpha `$ images and the \[N II\] images are shown in Fig. 3 and Fig. 4, respectively, which illustrates the details of expansion. Again, except for a few features, the results from the two independent wave-bands show a high degree of consistency (Fig. 5). The agreement between H$`\alpha `$ and \[N II\] gives us confidence in the results. The discrepancies between the two wave-bands may partly be due to slight misalignment, so that the same coordinates in different images might refer to slightly different regions. In addition, since the ratio of \[N II\] to H$`\alpha `$ emission varies from point to point within the nebula, there may be real differences in the shifts of features seen in the two wave-bands.

The expansions of the major axis and minor axis of the optical shell are summarized in Table 2. The kinematic age of the nebula, defined as $`\theta /\dot{\theta }`$, varies somewhat with the method of measuring the expansion as well as from region to region. A good average value is 800 years. The magnification factor derived for the whole image gives kinematic ages of 920 and 880 years for H$`\alpha `$ and \[N II\], respectively. The magnification factors along sectors give somewhat smaller ages, and the ages along the minor axis tend to be less than along the major axis. Finally, expansions from feature shifts give the smallest kinematic ages, 740-800 years, and are again smallest along the minor axis. As discussed below, we are particularly interested in the expansion along the position of a spectrographic slit at position angle 99; the kinematic age along this direction is about 600 years.

## 5 Modeling of BD+30 and Distance Measurement

If we want to derive the distance of the nebula, some kind of kinematic model – implicit or explicit – must be employed to relate the tangential expansion rate to the expansion velocity along the line of sight.

Bryce & Mellema (1999) recently discussed the kinematics of BD+30 based on ground-based optical emission-line spectra. They measured the spectra along two slits roughly aligned to the east-west and north-south directions through the center, which, approximately, are the major and minor axes of the nebula. For the modeling of BD+30, they used a tilted ellipsoidal shell, with a high velocity expanding H2 ring in the equatorial plane. Furthermore, they found that there is a difference between the low ionization and high ionization regions of this nebula. Compared with low ionization regions, the high ionization regions are smaller, but have much higher velocities. They found the expansion velocity along the line of sight to the central star to be $`28\pm 1`$ km s-1 for \[N II\] profiles and $`35.5\pm 1`$ km s-1 for \[O III\] profiles.

### 5.1 The HST STIS Echelle Spectra

Because the nebula is compact, ground-based long-slit spectra do not have the optimum degree of spatial resolution. As part of our HST program, we obtained STIS spectra with the E230H echelle grating using a $`6\mathrm{}`$ x $`0\stackrel{}{\mathrm{.}}2`$ slit. The grating was set to include the strong C II\] multiplet $`\lambda `$2324.21, 2325.40, 2326.11, 2327.64 and 2328.84, as well as the \[O II\] doublet $`\lambda `$2470.97, 2471.09. The echelle mode of STIS is available only with the ultraviolet MAMA detector, so substantial dust extinction was unavoidable. Two position angles were observed, 25 and 99. The 25 orientation suffers badly from extinction, especially to the north, so we we rely primarily on the 99 p.a. slit. The slit was positioned so that it passed $`0\stackrel{}{\mathrm{.}}4`$ north of the central star to avoid contamination by the stellar continuum. The location of the 99 slit on the H$`\alpha `$ image is shown in Fig. 7. To increase the S/N ratio, the spectrum was shifted by 1.53Å and added to itself to superimpose C II\] 2327.64 and 2326.11, the two strongest components. The results are shown in Fig. 6. Panel A is the 25 orientation and B1 and B2 the 99 slit. In this figure, the top of the slit is to the east. The \[O II\] line appears identical to C II\], but has lower S/N, so we do not discuss it further.

We see that the line has well-defined red and blue components, which yield an accurate expansion velocity. If the nebula were a uniformly expanding ellipsoid, the echelle profile would be an ellipse – tilted, if the ellipsoid major axis were inclined to the line of sight. While our profile is roughly elliptical, there are clearly local irregularities in the expansion. Panel (B1) shows an ellipse which fits the data reasonably well. The vertical extent of this ellipse is 4$`\stackrel{}{\mathrm{.}}`$94 and the horizontal splitting (at the center) is $`\pm `$36.25 km s-1. The ellipse is tilted to the right by 5 from vertical. While the splitting seems to be well determined, the tilt of the ellipse is not secure.

But basically, it is a tilted ellipse, which indicates that a tilted ellipsoidal shell is an appropriate model of the nebula. The lower edge is fainter due to local dust extinction (Harrington et al., 1997). Since C II, like N II, is a lower stage of ionization, we were surprised that the expansion velocity of this line was close to the result Bryce & Mellema (1999) found, not for \[N II\], but for the high ionization \[O III\] line. Perhaps our higher spatial resolution gives a more accurate velocity, while the lower ground-based resolution fills in the profile center, lowering the average velocity. Another consideration is that, although the C+ ions will avoid the highly ionized central regions, the excitation level of this UV line is high, so the emission will be biased toward the hottest parts of the nebula.

Because the expansion velocity was only measured along the STIS slit, we made measurements of the astrometric shifts of features along that cut. According to our kinematic model, the tangential expansion is along radial directions, and is linearly proportional to the distance from the center. Under these conditions, projections of expansion velocities on any axis are proportional to the corresponding projections of distances on that axis. So for point ($`x`$, $`y`$) of the image where the center is at (0, 0), its expansion velocity ($`v_x`$, $`v_y`$) satisfy $`v_xx`$ and $`v_yy`$, and it does not matter which direction you specify as $`x`$ direction. Therefore, we extracted the components of the shifts along the slit for each feature along the cut, and plotting them against the distances to the center of the slit, fitted them to a straight line, as shown in Fig. 7. The least-squares line goes through the center, which is a good demonstration of symmetry. Obviously, the error of the central point will be large, since its shift should be perpendicular to the slit. A fit excluding the center three points, which are likely to have large errors, gave almost the same line. In this way, the expansion rate at the edge of the nebula, which corresponds to the upper and lower edge of the spectral ellipse, was measured to be $`4.25\pm 0.32`$ mas yr-1 at $`2\stackrel{}{\mathrm{.}}47`$ away from the center.

If the nebula were a uniformly expanding spherical shell, then the above tangential expansion, combined with the 36.25 km s-1 velocity along the same cut, implies a distance of 1.80 kpc. There is evidence, however, that the nebula is not spherical. In the next section, we will attempt to develop a better kinematic model.

### 5.2 Shape Derived from the Surface Brightness Variation

BD+30 is optically thick to ionizing radiation – it is surrounded by a neutral halo (Harrington et al., 1997) – but the photoionized shell is also geometrically thin (perhaps because of the pressure of the $`3\times 10^6`$ K X-ray emitting gas which fills the interior of the shell). Under these conditions, the variation in the surface brightness across the nebula contains information about the three dimensional structure of the nebular shell. Since it would be difficult to correct for the internal extinction due to dust which affects the optical images, we have used the 5 and 15 GHz VLA radio maps described in Harrington et al. (1997) for this analysis. A similar approach was previously used by Masson (1989), who modeled the apparent EW elongation and surface brightness variations of BD+30 in terms of an inclined prolate ellipsoid tilted from our line of sight along the EW direction, consistent with a limited kinematic information available at that time.

The relevant equations are developed in the Appendix. The constancy of flux in pie-shaped sectors radiating from the central star supports the idea of complete absorption of the ionizing radiation. The ratio of the central surface brightness to the total flux indicates that the nebula is elongated along the line-of-sight: the central intensity is substantially less than would be the case for a sphere. Unfortunately, the angular expansion vanishes near the center of the nebula; what we need is information on the shape of nebula where we have measured the angular expansion. We can, however, find the shape of the shell along a chosen wedge from the surface brightness distribution (eq. A3). We integrated the surface brightness in 25 sectors chosen to overlap the region cut by our 99 STIS slit. The results are shown in Fig. 8. The values near the central star are very noisy due to the low signal at the wedge apex. Also, near the edge of the nebula, the finite shell thickness invalidates the assumptions of the method. But overall, the shell seems to be well fit by an ellipse with an axial ratio of 1.5 to 1 along our line-of-sight, as indicated by the dotted line in Fig. 8. This fit also closely matches the shell distance of 3$`\stackrel{}{\mathrm{.}}`$7 in the direction of the central star – the triangle in Fig. 8 – found from the central intensity (eq. A1).

In obtaining the shape from eq. A3 we made the assumption that the front and back surfaces of the shell contribute equally to the surface brightness. But if we look at the echelle profile, we see that there is a great asymmetry between the front (blue-shifted) and back (red-shifted) branches. We might attribute this to dust extinction, and indeed we feel that the relative weakness of the lower (west) part of the profile is likely due to dust. But this cannot explain the relative brightness of the upper, red-shifted side of the line, because this radiation comes from the back side of the nebula: this radiation must suffer at least as much extinction as the weaker blue side.

A slit placed across a uniformly expanding shell in the form of a tilted ellipsoid will result in a spectral line in the form of a tilted ellipse. (The tilt angle of the major axis in a plot of the line profile will vary depending upon the relative scales of chosen for the x-axis and y-axis. The ratio of the x displacement of the top of the ellipse to the width of the ellipse on the x-axis is, however, an invariant.) Because the ellipse that best fits our echelle profile seems tilted, we considered the appearance of a tilted ellipsoidal shell. Equation A7 gives the front and back surface brightnesses, which we found, for the parameters relevant here, to differ by up to a factor of two. We can sum the front and back contributions and apply eq. A3 to the result, to simulate our analysis of the VLA data assuming symmetry. We find that an ellipsoid of axial ratio 1.56, tilted by 10, closely resembles an untilted ellipsoid of axial ratio 1.5. (Such a solution is shown on Fig. 8 as a dashed line.)

Since the top of our echelle spectrum seems tilted redward, this would imply an ellipsoid with the near side tilted down (westward). Unfortunately, with such a tilt, it is the front (approaching, blue-shifted) side which is brighter at the top (east) end of the slit, just the opposite of what is observed. In an attempt to clarify this situation, we examined the spectra presented by Bryce & Mellema (1999), who reproduce two spectra taken with an east-west slit (close to the orientation of our 99 slit), one in the \[O III\] $`\lambda `$5007 line and the other in the relatively weak \[N II\] $`\lambda `$5754 line. The \[O III\] profile is clearly tilted with the east side blueward, opposite the apparent tilt of our C II\] line. The \[N II\] profile also seems to be tilted with the east side blueward, but determination of the tilt is difficult in this case because the parts of the profile corresponding to high velocities are very faint compared to the bright parts at lower velocities. We find that if we apply the same analysis as above to the STIS profile, this time fitting the VLA surface brightness and the tilt of the Bryce & Mellema (1999) \[O III\] profile, we get a good fit with an ellipsoid of axial ratio 1.56, with the near end tilted up (eastward) by 9.7. This is the same direction of tilt shown in Fig. 4 of Bryce & Mellema (1999). We were guided by the C II\] profile in setting the central velocity and spatial extent of this fit, since the relatively low resolution of the \[O III\] profile provided less constraint. Fig. 9 shows this predicted profile superimposed on the Bryce & Mellema (1999) data.

While no simple ellipsoidal model seems able to fit these complex data, we feel that this is the best compromise, since it (a) fits the VLA surface brightness, (b) produces a front/back brightness ratio in the same sense as that seen in both the C II\] and \[O III\] profiles, (c) fits the central velocity seen in the C II\] profile, and (d) fits the direction and magnitude of the tilt seen in the \[O III\] line. The problem is that this model predicts a tilt in the opposite sense to that seen in the C II\] line remains. In view of the low S/N of this profile, however, its tilt is uncertain. Also, the fact that the ellipsoidal models are only slightly inclined to the line of sight means that irregularities in the shape of the shell can easily change the tilt of the line profiles.

The ultimate goal of our kinematic model is to relate the tangential expansion, as determined by the linear fit in Fig. 7, to the Doppler splitting seen in the echelle spectrum. The model discussed above – a tilted ellipsoid with a 1.56 axial ratio – has a tangential to radial velocity ratio of 0.667. This reduces our estimate of the distance to BD+30 to 1.20 kpc. The error attached to this distance is hard to estimate. The formal error in the linear fit to the astrometric shifts along the slit is less than 10%, and the error in the expansion velocity smaller yet. This implies an error of about 10% in the distance, but only if we have an accurate kinematic model.

It is clear that the shape and kinematics have an important but somewhat uncertain impact on our derived distance, almost surely reducing the value significantly below the spherical value, but by an amount that must remain somewhat uncertain. Progress might be made by a program of extensive kinematic mapping with multiple narrow slits – preferably in the infrared to minimize the effects of extinction by internal dust.

We should also bear in mind that all the foregoing analysis is based on the assumption that the expansion of the nebula is radial, and with a velocity proportional to the distance from the center – such an expansion will preserve the shape of the nebula. While this is a reasonable and conservative assumption, it is not hard to imagine that there may be more material around the waist of the nebula (the plane perpendicular to the major axis) which may impede expansion in that direction. Such a situation would reduce the derived distance to the nebula still further.

## 6 Discussion

We have used pairs of HST WFPC images separated by 5.663 years to produce detailed maps of the angular expansion of BD+30. Images in both H$`\alpha `$ and \[N II\] show similar patterns of expansion. Near the northeastern corner, the direction deviations of expansion flow are very regular, and the magnitudes of expansion are also close to each other. If we look at the opening near the northeastern corner, the movements of the material in the inner part tends to move toward the opening, not always along the radial direction. Because measurements were performed on small independent regions, this cannot be a systematic error. It appears that the material in the inner part is trying to go out through the opening, which has relatively low density, instead of moving along a radial direction. This probably shows that the inner material has a higher velocity than the outer shell. The west parts of the image do not have very regular patterns over a large scale, but we can still notice some systematic movements. For example, the expansions along the southwestern direction going outward are almost all along one direction with same magnitude, and there is another convergence center at the southwestern part of the image. The velocities are particularly large at the outer edge of the southwest quadrant. It is interesting that the largest proper motions are approximately along the axis of the bipolar outflow as delineated by CO ”bullets” imaged by Bachiller et al. (2000), rather than along the (EW) major axis. Apparently, measurements of the angular expansion can reveal the “true” bipolar axis, consistent with ground-based kinematics.

Overall, our measurements are more secure than earlier results, since the high resolution of these images allows us to measure the displacements of small, discrete features – in contrast to the radio work, which could only measure the global expansion. A comparison of proper motions listed in Table 2 with the radio expansion measured by Kawamura & Masson (1996) shows a good agreement, but both measurements are significantly larger than the radio expansion determined by Hajian et al. (1993). The difference between these two radio proper motion measurements arises from a correction used by Kawamura & Masson (1996) to account for the decreasing surface brightness of BD+30 as it expands at an assumed constant luminosity. The present measurements confirm the validity of this correction, which must be applied if an optically thick nebula is observed with an instrument whose spatial resolution is comparable to the size of the object. While the HST spatial resolution is superior with respect to the existing radio observations, a rather remarkable agreement with measurements of Kawamura & Masson (1996) demonstrate that ground based radio observations can provide reliable proper motions for compact PNe.

Although our STIS spectra have rather poor S/N, their high spatial resolution gives us a precise measure of the expansion of the brightest part of the nebular shell in a well defined location. This velocity data can be combined with the astrometric shifts along the same cut to derive a distance. Here, the greatest uncertainty is the shape and kinematics of the nebula: how elongated is the shell and how uniform and radial is the expansion? We have used the radio surface brightness to address the shape, but we have had to assume uniform radial expansion – even though our maps of angular expansion show clear non-radial motions is some sectors. Still, we feel that our resulting distance determination of 1.2 kpc is better justified than previous distance estimates, and offers an improvement over the most recent value of $`1.5\pm 0.4`$ kpc found by Kawamura & Masson (1996) from radio expansion measurements combined with the ground-based kinematic data.

At a distance of 1.2 kpc, the luminosity of the central star of BD+30 is equal to 4250 L, following the recent determination of Crowther et al. (2002) based on modeling of the stellar spectrum. (This is 60% lower than the luminosity based on the earlier model of Leuenhagen, Hamann, & Jeffrey (1996).) Most of the stellar radiation is absorbed within the nebula, primarily by dust in the neutral halo (the infrared luminosity is 2000 L) and in the photoionized shell (nebular models indicate that $`800`$ L is required to account for the observed radio continuum). The mostly neutral nebular mass is equal to 0.13 M, based on the \[ C II \] 158 $`\mu `$m line luminosity derived from the Infrared Space Observatory (ISO) measurements of this line flux (Liu et al., 2001) and the 1.2 kpc distance. In terms of its mass and luminosity, BD+30 is not exceptional among Galactic PNe. But its central Wolf-Rayet WC star is hydrogen poor and ISO observations revealed the presence of crystalline silicate dust in this carbon-rich nebula (Waters et al., 1998), signaling a recent change from the oxygen- to carbon-dominated chemistry. The origin of these rapid abundance variations is not understood at present. One promising hypothesis involves a final thermal pulse (Waters et al., 1998; Herwig, 2001) which occurred at most a few thousand yr ago, shortly before BD+30 left the Asymptotic Giant Branch phase of evolution. With the fairly well determined distance, perhaps this bright and well-observed PN can provide a stringent test of various hypotheses invoked to explain the origin of WC stars and the presence of abundance inhomogeneities in PNe.

Support for this work was provided by NASA through grants GO-08116.01-97A and GO-08116.02-97A from the Space Telescope Science Institute, which is operated by the Association of Universities, Inc., under NASA contract NAS5-26555. We would like to thank Dr. Myfanwy Bryce for supplying the data from Bryce & Mellema (1999) used in Fig. 9.

## Appendix A Appendix

To the extent that the temperature in the nebular gas is constant, and if we neglect the secondary effects of diffuse radiation produced within the gas, the emission in a hydrogen recombination line or in the free-free continuum will depend only upon the flux of stellar ionizing radiation that is absorbed in the volume of gas. Consider a nebular shell which is optically thick to ionizing radiation but which is geometrically thin. Then, the emission from the surface of the shell will simply be proportional to the solid angle of the surface element as seen from the central star. Consider an element of the shell $`dS`$ which is inclined so that the angle between the normal to the surface and our line-of-sight is $`\beta `$. Let $`\alpha `$ be the angle between the radial vector from the star and the normal to $`dS`$. Then $`dS`$ will appear to have a surface brightness $`\mathrm{\Sigma }`$ of

$$\mathrm{\Sigma }=\frac{F}{4\pi }\frac{\mathrm{cos}\alpha }{\mathrm{cos}\beta }\left[\frac{D}{r}\right]^2$$
(A1)
where $`F`$ is the total flux from the whole nebula, $`r`$ is the distance of $`dS`$ from the central star, and $`D`$ is the distance from the nebula to the observer. Near the central star, where $`\mathrm{cos}(\alpha )=\mathrm{cos}(\beta )`$, the ratio of $`\mathrm{\Sigma }`$ to $`F`$ provides the distance of the surface from the star (in angular units: (r/D) radians). One complication is that we see both the front and back sides and must separate these contributions or assume symmetry. From the central surface brightness of the radio frequency images, it is apparent that the nebula is elongated along the line-of-sight, since the central intensity is substantially less that would be the case for a sphere. We find (r/D) to be at least $`3\stackrel{}{\mathrm{.}}4`$; extrapolation to zero radius of the flux in rings about the center yields $`3\stackrel{}{\mathrm{.}}7`$.

Consider a spherical coordinate system whose origin is the central star, with the z-axis directed towards the observer. Call the azimuthal angle $`\varphi `$ and the angle between the z-axis and the vector to a point on the surface $`\theta `$. The flux in any pie-shaped section of the image, bounded by angles $`\varphi _1`$ and $`\varphi _2`$, must be $`F(\varphi _2\varphi _1)/2\pi `$, because that part of the image arises from the absorption of the fraction of the stellar flux emitted into the volume bounded by the planes $`\varphi =\varphi _1`$ and $`\varphi =\varphi _2`$. In fact, this provides a check on our assumption that the nebula is optically thick and that diffuse nebular radiation is not important: equal pie-shaped segments of the radio image should have the same flux. This check is satisfied to within 5%, except for a sector at p.a. $`60^{}`$, where there is deficit of 11%. (We use the radio images because the H$`\alpha `$ images are affected by dust absorption/scattering.) Unfortunately, the angular expansion vanishes near the center of the nebula; what we want is information on the shape of nebula where we have measured the angular expansion.

Let $`p`$ be the (projected) angular distance of a bit of the surface $`dS`$ from the star. Then the flux in the image segment between $`[p,p+dp]`$ and $`[\varphi ,\varphi +d\varphi ]`$ is equal to the product $`\mathrm{\Sigma }(p,\varphi )pdpd\varphi `$ There are two contributions to $`\mathrm{\Sigma }`$: radiation from the front and back surfaces. We assume that we can separate them or that they are equal. So $`\mathrm{\Sigma }`$ here refers just to the front or back surface. The emitting piece of surface is located at the (unknown) angle $`\theta `$ from the star. The flux emitted by the surface is $`Fd\mathrm{\Omega }/4\pi `$, where $`d\mathrm{\Omega }`$ is the solid angle subtended by the surface as seen from the star. $`d\mathrm{\Omega }=\mathrm{sin}(\theta )d\varphi d\theta `$, so that the flux is $`[F/4\pi ]\mathrm{sin}(\theta )d\varphi d\theta `$. By equating fluxes we can write

$$\frac{F}{4\pi }\mathrm{sin}(\theta )d\varphi d\theta =\mathrm{\Sigma }(p,\varphi )pdpd\varphi $$
(A2)
Consider a thin segment of the nebula between $`\varphi `$ and $`\varphi +d\varphi `$. Integrate the expression above from an angle $`\theta `$, corresponding to some impact parameter $`p`$, to $`\theta =\pi /2`$, corresponding to $`p_0`$. ($`\theta =\pi /2`$ is the plane passing through the star and perpendicular to the line-of-sight. If the nebula is expanding radially, then this is the plane with zero radial velocity.) We find that

$$\mathrm{cos}\theta =\frac{4\pi }{F}_p^{p_0}\mathrm{\Sigma }(p,\varphi )p𝑑p$$
(A3)
The expression on the right hand side is just the integrated flux from the azimuthal segment (from back or front shell only), divided by $`F/4\pi `$. We use this relation to find $`\theta (p)`$. Now $`p=r\mathrm{sin}(\theta )`$ and $`z=r\mathrm{cos}(\theta )`$, so $`z=p/\mathrm{tan}(\theta )`$. The p-z plot is the cross-section of the nebula in the $`\varphi `$-plane.

As a simple example, let the nebula be an ellipsoid of revolution about the z axis with the minor axis $`b`$ in the plane of the sky and the major axis (z-axis) $`a`$ along the line of sight. Then the radius vector from the star to a point on the surface is

$$r=\frac{ab}{\sqrt{b^2\mathrm{cos}^2(\theta )+a^2\mathrm{sin}^2(\theta )}}$$
(A4)
The angle between the z-axis and the normal to the ellipsoid surface is

$$\beta =\mathrm{arctan}[(a/b)^2\mathrm{tan}(\theta )]$$
(A5)
Then from equation (1), we can show that the surface brightens is

$$\mathrm{\Sigma }=\frac{a^2}{r^4\mathrm{cos}(\theta )}$$
(A6)
Now, $`p=r\mathrm{sin}(\theta )`$ and $`\frac{dp}{d\theta }=\frac{r^3\mathrm{cos}(\theta )}{a^2}`$, so that $`\mathrm{\Sigma }pdp=\mathrm{sin}(\theta )d\theta `$, and equation (3) is satisfied.

If the ellipsoid is inclined to the x-axis by an angle $`i`$, the surface brightness becomes

$$\mathrm{\Sigma }=\frac{(ab)^2}{r^4}\frac{1}{b^2\mathrm{cos}(\theta )\mathrm{cos}(i)a^2\mathrm{sin}(\theta )\mathrm{sin}(i)}$$
(A7)
In this expression, $`\mathrm{\Sigma }`$ is negative for values of $`\theta `$ corresponding to the back side of the shell. Even for modest $`i`$ and $`a/b`$, the effects of $`\beta `$ and $`r`$ may combine to produce large front-to-back shell brightness ratios.


text:
# The Chandra Deep Field North Survey. XI. X-ray emission from luminous infrared starburst galaxies

## 1 Introduction

Faint 15 $`\mu `$m ISOCAM surveys have revealed a large population of strongly evolving luminous infrared (IR) starbursts at $`z1`$ (e.g., Aussel et al. 1999; Elbaz et al. 1999; Elbaz et al. 2002). The space density of these sources is an order of magnitude higher than that found for luminous IR starbursts in the local Universe (i.e., $`z\stackrel{<}{}0.1`$). Although these sources only account for a small fraction of the star-forming galaxy population, they are likely to contribute a significant fraction of the star-formation history of the Universe (e.g., Chary & Elbaz 2001; Elbaz et al. 2002).

In this Letter we use the 1 Ms Chandra Deep Field-North (CDF-N; Brandt et al. 2001b, hereafter Paper V) and ISOCAM HDF-N (Aussel et al. 1999, 2002) surveys to show that these strongly evolving luminous IR starbursts are identified with the population of apparently normal galaxies detected in deep X-ray surveys (e.g., Giacconi et al. 2001; Hornschemeier et al. 2001, hereafter Paper II; Brandt et al. 2001a, hereafter Paper IV). Previous cross-identification studies have shown that $``$ 20% of the ISOCAM sources are AGN-dominated; however, few constraints have been placed on the larger fraction of ISOCAM sources that do not have obvious AGN activity (e.g., Paper II; Paper IV; Fadda et al. 2002). The primary focus of this paper is to place constraints on the X-ray properties of these sources. The Galactic column density toward the CDF-N is $`(1.6\pm 0.4)\times 10^{20}`$ cm-2 (Stark et al. 1992), and $`H_0=65`$ km s-1 Mpc-1, $`\mathrm{\Omega }_\mathrm{M}=\frac{1}{3}`$, and $`\mathrm{\Omega }_\mathrm{\Lambda }=\frac{2}{3}`$ are adopted throughout this Letter.

## 2 Infrared and X-ray observations

The 1 Ms CDF-N observations were centered on the HDF-N (Williams et al. 1996) and cover $`450`$ arcmin2 (Paper V). The $``$ 21.5 arcmin2 region of the CDF-N survey coincident with the 15 $`\mu `$m ISOCAM observations is close to the CDF-N aim point. Forty-nine high-significance X-ray sources (i.e., wavdetect false-positive probability threshold of 10-7) are detected in this area down to on-axis 0.5–2.0 keV (soft-band) and 2–8 keV (hard-band) flux limits of $`3\times 10^{17}`$ erg cm-2 s-1 and $`2\times 10^{16}`$ erg cm-2 s-1, respectively (Paper V).

The ISOCAM observations were performed at 6.7 $`\mu `$m and 15 $`\mu `$m. Because of the significantly smaller field-of-view of the 6.7 $`\mu `$m observations and the small number of sources detected, only the 15 $`\mu `$m observations are considered here. Discrete sources are detected down to $`f_{15\mu \mathrm{m}}`$ 20 $`\mu `$Jy, although the ISOCAM observations are far from complete at this depth. In this study we focus on the 41 sources with $`f_{15\mu \mathrm{m}}`$ 100 $`\mu `$Jy in the complete 15 $`\mu `$m selected sample of Aussel et al. (2002).

## 3 The Infrared-X-ray Connection

### 3.1 Basic source properties

Optical ($`I`$-band) sources taken from the photometric catalog produced in Alexander et al. (2001b, hereafter Paper VI) were matched to X-ray and 15 $`\mu `$m sources using matching radii of 1′′ and 3′′, respectively (see Paper VI; Aussel et al. 2002).111The $`I`$-band photometric catalog was produced using the Barger et al. (1999) image publicly available from http://www.ifa.hawaii.edu/$``$cowie/hdflank/hdflank.html. The 15 $`\mu `$m sources have $`I=`$ 18–23, and all but one source have redshifts in the catalogs of Cohen et al. (2000), Cohen (2001) or Dawson et al. (2001). By contrast, $``$ 40% of the X-ray sources in the 15 $`\mu `$m ISOCAM region have $`I23`$, although all but two of the $`I<23`$ sources have redshifts.

In total 14 of the 41 15 $`\mu `$m sources have X-ray counterparts in the high-significance X-ray source catalog.222X-ray sources detected in the soft band (0.5–2.0 keV), hard band (2–8 keV) or full band (0.5–8.0 keV) are matched to 15 $`\mu `$m counterparts. However, given the comparitively low source density of 15 $`\mu `$m sources, we can search for lower significance X-ray sources associated with 15 $`\mu `$m sources without introducing a significant number of spurious X-ray detections. We ran wavdetect with a false-positive probability threshold of 10-5 and found six further

matches to 15 $`\mu `$m sources; we would expect $``$ 0.01 of these six X-ray sources to be spurious. Finally, we calculated X-ray upper limits for the 21 X-ray undetected 15 $`\mu `$m sources following §3.2.1 of Paper V. The fraction of 15 $`\mu `$m sources with X-ray counterparts is $`49_{11}^{+14}`$% (see Figure 1).333All errors are taken from Tables 1 and 2 of Gehrels (1986) and correspond to the $`1\sigma `$ level; these were calculated assuming Poisson statistics.

We also matched the X-ray sources to the 15 $`\mu `$m sources in the fainter 15 $`\mu `$m sample of Aussel et al. (1999) and computed 15 $`\mu `$m 3$`\sigma `$ upper limits for all the X-ray sources without 15 $`\mu `$m counterparts following Aussel et al. (2002). Five X-ray sources have 15 $`\mu `$m detected counterparts with $`f_{15\mu \mathrm{m}}<`$ 100 $`\mu `$Jy (see Figure 1); these 15 $`\mu `$m sources fall below our sample threshold and are not included in any further discussion.

### 3.2 Source-type classification

We have classified our sources since AGN-dominated sources are predicted to have different X-ray-to-IR flux ratios than non-AGN dominated sources (see Barcons et al. 1995; Alexander et al. 2001a). We adopt three source-type classifications: AGN-dominated sources, emission-line galaxies (ELGs), and absorption-line galaxies (ALGs). We considered a source to be AGN-dominated if it has either a “Q” (i.e., broad emission lines) optical spectral classification from Cohen et al. (2000), a rest-frame 0.5–8.0 keV

luminosity $`>3\times 10^{42}`$ erg s-1, or a flat effective X-ray spectral slope (i.e., $`\mathrm{\Gamma }<1.0`$, an indicator of obscured AGN activity).444All X-ray luminosities in this paper are calculated conservatively assuming $`\mathrm{\Gamma }=2.0`$ and no intrinsic or Galactic absorption.,555When determining if a source has a flat X-ray spectral slope, we only considered sources bright enough to place meaningful constraints (see §3.2.1 in Paper V). Clearly there can be AGN-dominated sources not selected by these criteria (e.g., an AGN with $`\mathrm{\Gamma }>1.0`$ and a rest-frame 0.5–8.0 keV luminosity $`<3\times 10^{42}`$ erg s-1). We considered a source to be an ELG if it is not AGN dominated and has a classification including an “E” or “I” in Cohen et al. (2000). All sources with an “A” classification in Cohen et al. (2000) are considered ALGs; ALGs comprise both elliptical and quiescent spiral galaxies and can be AGN dominated.

### 3.3 AGN-dominated sources

In Figure 2 we show the full-band X-ray flux versus $`I`$-band magnitude for all of the 15 $`\mu `$m and X-ray detected sources. Almost all of the 19 AGN-dominated sources have $`\mathrm{log}(\frac{f_\mathrm{X}}{f_\mathrm{I}})>1`$, consistent with the findings from previous X-ray surveys (e.g., Schmidt et al. 1998; Akiyama et al. 2000). Four AGN-dominated sources have 15 $`\mu `$m counterparts. The resulting fraction ($`21_{11}^{+18}`$%) is consistent with that found by Fadda et al. (2002) and should be considered an upper limit since many of the unclassified sources with $`\mathrm{log}(\frac{f_\mathrm{X}}{f_\mathrm{I}})>1`$ are probably also AGN dominated. These four AGN-dominated sources are among the X-ray brightest sources (i.e., full-band fluxes $`>2\times 10^{15}`$ erg cm-2 s-1). Assuming the highest X-ray-to-IR flux ratio of these AGN-dominated sources \[i.e., $`\mathrm{log}(\frac{f_\mathrm{X}}{f_{\mathrm{IR}}})`$ 0.5\], an AGN-dominated source at the X-ray flux limit of our survey will have $`f_{15\mu \mathrm{m}}`$ 1 $`\mu `$Jy; see §4 for discussion of deeper IR observations.

### 3.4 Emission-line galaxies

Fifteen of the 18 X-ray detected ELGs have 15 $`\mu `$m counterparts; see Figure 2. The three sources not detected at 15 $`\mu `$m have distinctive properties suggesting that their X-ray emission may well be AGN dominated. For example, all three sources have hard-band counterparts while none of the 15 sources detected at 15 $`\mu `$m has a hard-band counterpart. Furthermore, one of the three sources has an X-ray-to-optical flux ratio typical of an AGN-dominated source while another source is only detected in the hard band, suggesting it contains an obscured AGN.666This latter source was not bright enough to place meaningful constraints on its X-ray spectral slope (see §3.2.1 in Paper V). These three 15 $`\mu `$m undetected sources are excluded from further analysis of the X-ray detected ELGs as they are probably AGN dominated. Therefore, our results suggest that up to 100% of the X-ray detected ELGs (without AGN) have 15 $`\mu `$m counterparts. Since 15 $`\mu `$m detected ELGs only account for $``$ 20% of the $`R<23.5`$ ELG population in this region \[as determined from the Cohen et al. (2000) data\], this implies an association between the production of X-ray and IR emission in these sources.

All of the X-ray detected ELGs have faint X-ray emission (i.e., full-band fluxes $`<5\times 10^{16}`$ erg cm-2 s-1), showing clear differences in the X-ray-to-IR and X-ray-to-optical emission relationships of AGN-dominated sources and X-ray detected ELGs (see Figures 1 and 2). While these sources are clearly not AGN-dominated, a fraction may contain a hidden (i.e., obscured) AGN as revealed by a flat X-ray spectral slope. Although none of the sources is detected in the hard band, we can stack the individual non-detections to provide a statistical constraint following §3.3 of Paper VI. This provides a detection in the hard band corresponding to an average band ratio (the ratio of hard-band to soft-band count rate) of $`0.21\pm 0.04`$, corresponding to an effective photon index of $`\mathrm{\Gamma }`$ 2.0. To help interpret this result, we also stacked the 17 optically faint (i.e., $`I24`$) X-ray sources in Paper VI with full-band fluxes $`<5\times 10^{16}`$ erg cm-2 s-1; the majority of these sources are thought to be obscured AGN. The average band ratio from this stacking analysis is $`0.62_{0.08}^{+0.09}`$ ($`\mathrm{\Gamma }`$ 1.3), substantially higher than that found for the ELGs. The reason for this difference is clear: $`59_{18}^{+25}`$% of the optically faint X-ray sources have hard-band detections. Since we applied the same full-band flux limit to both samples, and thus took into account the high hard-band background, these results suggest a low fraction of obscured AGN within the ELG sample.

### 3.5 Absorption-line galaxies

Only one ($`13_{11}^{+30}`$%) of the eight X-ray detected ALGs has a 15 $`\mu `$m counterpart, in stark contrast to the higher 15 $`\mu `$m matching fraction found for the X-ray detected ELGs; see Figure 2. This difference could be due to either enhanced X-ray emission (e.g., an AGN component) or decreased IR emission (e.g., a weaker dust-emission component). Indeed, two ALGs are classified as AGN-dominated (see Figure 2), and the radio properties of a further fraction also indicate AGN activity (Bauer et al. 2002). However, if the absence of 15 $`\mu `$m counterparts in the other sources is due to a weaker dust-emission component, then their 15 $`\mu `$m emission is likely to be dominated by

starlight. Following §3.4.3 of Alexander et al. (2002), the estimated 15 $`\mu `$m flux densities from starlight for these sources are 5–40 $`\mu `$Jy, below the flux threshold of the 15 $`\mu `$m sample. Direct evidence for starlight emission is found in one source that is detected at 6.7 $`\mu `$m but not at 15 $`\mu `$m (CXOHDFN J123649.5+621345; see Paper IV). Our estimated 15 $`\mu `$m flux density ($`f_{15\mu \mathrm{m}}=`$ 40 $`\mu `$Jy) is consistent with the upper limit for this source ($`f_{15\mu \mathrm{m}}<`$ 52 $`\mu `$Jy).

## 4 Discussion

Studies of the faint 15 $`\mu `$m source population have shown that these sources are mostly luminous IR starburst galaxies undergoing intense dust-enshrouded star-formation activity that is re-radiated at IR wavelengths (e.g., Chary & Elbaz 2001). By cross-identifying the sources detected in the 1 Ms CDF-N and 15 $`\mu `$m ISOCAM HDF-N surveys, we have shown that this starburst population is associated with the population of apparently normal galaxies detected at faint X-ray fluxes (e.g., Giacconi et al. 2001; Paper II; Paper VI). With small X-ray-to-optical and X-ray-to-IR flux ratios \[i.e., $`\mathrm{log}(\frac{f_\mathrm{X}}{f_\mathrm{I}})\stackrel{<}{}1`$ and $`\mathrm{log}(\frac{f_\mathrm{X}}{f_{\mathrm{IR}}})<1.5`$, respectively\], these X-ray detected ELGs are clearly different from AGN-dominated sources. None of the X-ray detected ELGs is detected in the hard band (2–8 keV), and their stacked-average X-ray spectral slope of $`\mathrm{\Gamma }2.0`$ suggests a low fraction of obscured AGN activity within the X-ray detected ELG population.

The range of rest-frame soft-band luminosities for the 11 $`z=`$ 0.4–1.3 X-ray detected ELGs suggests they are probably X-ray detected starburst galaxies similar to M82 and NGC 3256 (see Figure 3; e.g., Griffiths et al. 2000; Lira et al. 2002). The most X-ray luminous sources are up to $``$ 3 times more luminous than NGC 3256, the most X-ray luminous nearby starburst galaxy. The range of $`\nu `$$`L_{15\mu m}`$ luminosities ($`2\times 10^{10}`$ to $`2\times 10^{12}`$$`\mathrm{L}_{}`$ depending on the $`K`$-correction used; e.g., Elbaz et al. 2002) are also consistent with M82 and NGC 3256-type starbursts.777We note that far-IR background and sub-mm source-count constraints restrict the number of possible Arp 220-type galaxies (e.g., Chary & Elbaz 2001). Moran, Lehnert, & Helfand (1999) predicted that X-ray detected starbursts would contribute $``$ 5–30% of the X-ray background (XRB). However, the total soft and hard band fluxes of the X-ray detected starbursts in this study ($`7.7\times 10^{16}`$ erg cm-2 s-1 and $`1.5\times 10^{15}`$ erg cm-2 s-1, respectively) only account for $``$ 2% of the XRB (assuming the XRB flux densities given in Garmire et al. 2002). This fraction is below the lower limit given by Moran et al. (1999), although we note that these X-ray observations have probably not fully resolved the XRB (e.g., Cowie et al. 2002) and we might expect these sources to dominate the faint X-ray source counts.

The large fraction of X-ray detected ELGs with 15 $`\mu `$m counterparts suggests an association between the production of X-ray and IR emission. Since the 15 $`\mu `$m emission is considered an unobscured indicator of star-formation rate (e.g., Rowan-Robinson et al. 1997), this further suggests that the X-ray emission can provide an indication of star-formation rate. However, we urge caution since the 17 15 $`\mu `$m detected ELGs undetected at X-ray energies have $`I`$-band magnitude, $`IK`$ color, $`VI`$ color, 15 $`\mu `$m flux density, and redshift distributions indistinguishable from the 11 X-ray detected starbursts (a Kolmogorov-Smirnov test gives probabilities of 98%, 97%, 48%, 78% and 55%, respectively).888The $`IK`$ and $`VI`$ colors were taken from the photometric catalog produced in Paper VI. These results suggest a broad range of X-ray luminosities for starbursts of similar IR luminosities and implies that there may be another factor that effects the production of the X-ray emission. The lack of a statistical difference between the $`VI`$ and $`IK`$ colors suggest that galaxy type and dust extinction effects are not important. However, we note that a much larger fraction of the X-ray detected starbursts have radio counterparts; see Bauer et al. (2002) for further constraints.

The four $`z<0.2`$ sources have X-ray luminosities typical of normal galaxies (i.e., $`\stackrel{<}{}10^{40}`$ erg s-1; see Figure 3; Hornschemeier et al. 2002, hereafter Paper VIII). Their average $`\nu `$$`L_{15\mu m}`$ luminosity of $`6\times 10^8`$$`\mathrm{L}_{}`$ is also typical of normal galaxies. These sources arise at smaller X-ray-to-optical flux ratios than the X-ray detected starbursts \[i.e., $`\mathrm{log}(\frac{f_\mathrm{X}}{f_\mathrm{I}})\stackrel{<}{}2`$\]. Thus to detect higher redshift normal galaxies will require either deeper Chandra observations or the application of X-ray stacking techniques (e.g., Paper VIII).

Deeper IR observations (i.e., GOODS999For details on GOODS, see http://www.stsci.edu/science/goods/.) are planned with SIRTF over $``$ 160 arcmin2 of the most sensitive region of the CDF-N: these should reach a depth in the 24 $`\mu `$m MIPS band to an equivalent 15 $`\mu `$m flux density of $``$ 10 $`\mu `$Jy. In addition to providing a sample of $``$ 100 X-ray detected ELGs with 24 $`\mu `$m counterparts, these observations should be deep enough to detect counterparts for the majority of the X-ray detected ALGs and AGN-dominated sources.

## Acknowledgments

This work would not have been possible without the support of the entire Chandra and ACIS teams. We acknowledge the financial support of NASA grant NAS 8-38252 (GPG, PI), NSF CAREER award AST-9983783 (DMA, FEB, WNB, CV), NASA GSRP grant NGT5-50247 and the Pennsylvania Space Grant Consortium (AEH), and NSF grant AST-9900703 (DPS).


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# 1 The Complementarity Principle

## 1  The Complementarity Principle

Recent evidence suggests that we may live in a space-time that will asymptotically tend to de Sitter Space. If this is so, it is important to understand how quantum gravity should be formulated in such a geometry. Since de Sitter Space has an event horizon many of the questions that confused theorists about the quantum theory of black holes become relevant to cosmology. Perhaps the most important lesson we have learned from black hole quantum mechanics concerns the complementary way that different observers describe events in the black hole environment. That together with the Holographic principle, the UV/IR connection and the counting of black hole microstates is providing a new paradigm for the quantum mechanics of horizons. It is therefore natural to try to apply them to de Sitter Space.

According to the Principle of Black Hole Complementarity  the horizon of a black hole may be regarded by an external observer as an impenetrable thermal membrane which can absorb, thermalize and reemit all information. The principle also says that a freely falling observer encounters nothing special at the horizon. The principle has recieved strong support from the study of gravity in AdS space and its equivalence to the boundary conformal field theory. The horizon of a de Sitter Space is structurally very similar to that of a black hole. A static patch of de Sitter Space is described by the metric

$$ds^2=R^2\left[(1r^2)dt^2(1r^2)^1dr^2r^2d^2\mathrm{\Omega }\right].$$
(1.1)
In this case the horizon surrounds the observer.

It is well known that the static patch has an entropy given by

$$S=\frac{Area}{4G}=\frac{4\pi R^2}{4G}.$$
(1.2)
The proper temperature at $`r=0`$ is given by $`T=\frac{1}{2\pi R}`$. More generally the local proper temperature is given by

$$T(r)=\frac{1}{2\pi R\sqrt{1r^2}}.$$
(1.3)
Note that as in the black hole case the local proper temperature formally diverges near the horizon.

The analog of the Black Hole Complementarity Principle for de Sitter space can be expressed as follows: An observer in de Sitter Space sees the surrounding spacetime as a finite closed cavity bounded by a horizon. The cavity is described by a thermal ensemble at coordinate temperature $`1/2\pi `$. As for any closed system information can never be lost but can be scrambled or thermalized at the hot horizon. Also as in the black hole case, a freely falling observer will experience nothing out of the ordinary when passing through the horizon. These complementary descriptions of the horizon comprise the Complementarity Principle for de Sitter Space.

Next let us consider the attempt by Strominger  to formulate a holographic description of de Sitter Space. The proposal is inspired by the AdS/CFT duality and is based on the fact that the symmetries of de Sitter Space act on the asymptotic boundary of de Sitter Space as conformal mappings. In particular time-translation in the static patch is a dilatation that preserves a point $`p`$ on the boundary. Ordinarily this dilatation invariance would allow us to construct a local field at $`p`$. Take any operator in the static patch at time $`t`$. This operator does not have to be a local bulk operator. Now use time translation to translate it back in time toward $`t=\mathrm{}`$. From the boundary point of view this is a dilation which should shrink the support of the operator to a point. One of the key assumptions of the dS/CFT correspondence is that the matrix elements of such an operator behave like

$$\mathrm{exp}\gamma t$$
(1.4)
where the real part of $`\gamma `$ is positive. Factoring off this exponential leaves a set of matrix elements that are assumed to define local field operators in the boundary CFT. In what follows it will be shown that the assumption of eq. (1.4) must be wrong and that no local field is defined by the above procedure.

## 2 Correlations in QFT

As an example we will follow Bousso, Maloney and Strominger who consider a massive scalar field $`\varphi `$ in $`2+1`$ dimensional de Sitter Space. Straightforward study of the wave equation shows that correlation functions behave like eq. (1.4) with

$$\gamma =H\pm i\sqrt{m^2H^2}$$
(2.1)
where $`H`$ is the Hubble parameter proportional to $`1/R`$. As a particular example consider the two-point function $`\varphi (t)\varphi (t^{})`$ where both points are evaluated at the spatial point $`r=0`$. Eq. (1.4) together with time translation invariance in the static patch imply that the correlation function behaves like

$$\varphi (t)\varphi (t^{})\mathrm{exp}\gamma |tt^{}|.$$
(2.2)
Evidently the correlator exponentially tends to zero with large time separation in the static patch.

## 3 Correlations for Systems of Finite Entropy

The exponential decay of correlations has an interesting explanation from the point of view of the thermal cavity picture. It’s a general property of correlation functions in thermal equilibrium that they exponentially die off with large time. Typically the coefficient in the exponential is some dissipation coefficient. The de Sitter Space correlation functions are simply reflecting the phenomena of dissipation in a thermal bath. However, as we shall see, this is only true if the thermal bath has infinite entropy. For example this would be the case for an infinite heat bath. For a closed system of finite entropy the behavior is much more complicated at asymptotic times. The essential point is that any quantum system with finite thermal entropy must have a discrete spectrum. This is because the entropy is essentially the logarithm of the number of states per unit energy. Of course in many circumstances including classical physics, the entropy arises from an integral over a continuum of states. However it is generally understood that the true information theoretic entropy of such systems contains an additive infinity. Thus if we believe that the entropy is finite and that it has the usual statistical meaning, the spectrum must be discrete. Let us now consider a general finite closed system described by a thermal density matrix and a thermal correlator of the form

$$F(t)=A(0)A(t)=\frac{1}{Z}Tre^{\beta H}A(0)e^{iHt}A(0)e^{iHt}.$$
(3.1)
By finite we simply mean that the spectrum is discrete and the entropy finite. Inserting a complete set of (discrete) energy eigenstates gives

$$F(t)=\frac{1}{Z}\underset{ij}{}e^{\beta E_i}e^{i(E_jE_i)t}|A_{ij}|^2.$$
(3.2)
For simplicity we will assume that the operator $`A`$ has no matrix elements connecting states of equal energy. This means that the time average of $`F`$ vanishes.

Let us now consider the long time average of $`F(t)F^{}(t)`$.

$$L=\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^{+T}𝑑tF(t)F^{}(t)$$
(3.3)
Using eq. (3.2) it is easy to show that the long time average is

$$L=\frac{1}{Z^2}\underset{ijkl}{}e^{\beta (E_i+E_k)}|A_{ij}|^2|A_{kl}|^2\delta _{(E_jE_l+E_kE_i)}.$$
(3.4)
where the delta function is defined to be zero if the argument is non-zero and $`1`$ if it is zero. The long time average $`L`$ is obviously non-zero and positive. Thus it is not possible for the correlator $`F(t)`$ to tend to zero as the time tends to infinity and the limits required by the dS/CFT correspondence can not exist. The value of the long time average for such finite systems can be estimated and it is typically of the order of some power of $`e^S`$ where $`S`$ is the entropy of the system. This observation allows us to understand why it tends to zero in the (bulk) QFT approximation. In studying QFT in the vicinity of a horizon it is well known that the entropy is UV divergent. This is due to the enormous number of short wave length modes near the horizon. Any phenomenon which crucially depends on the finiteness of horizon entropy will be gotten wrong by the approximation of QFT in a fixed background. How exactly do the correlations behave in the long time limit? The most probable answer is not that they uniformly approach constants given by the long time averages. The expected behavior is that they fluctuate chaotically. A large fluctuation which reduces the entropy by amount $`\mathrm{\Delta }S`$ has probability $`e^{\mathrm{\Delta }S}`$. Thus we can expect large fluctuations in the correlators at intervals of order $`e^S`$. These fluctuations are closely related to the classical phenomenon of Poincare recurrences. In the appendix to this paper a numerical study of such correlations is presented for finite systems with random matrix Hamiltonians. It is found that the large time behavior of correlators is chaotic ”noise” with the long time average given by

$$Le^S.$$
(3.5)
Does this mean that an exact dS/CFT correspondence can not exist? This is not entirely clear. Let’s suppose that the CFT is something like a Euclidean version of a gauge theory and that the correspondence is similar to the AdS/CFT case. Quantities associated with the bulk would be described by nonlocal objects such as Wilson loops of finite size; the larger the Wilson loop the further the corresponding point from the past boundary. A correlator at two times would be related to the product of concentric Wilson loops. Now in the usual case the local gauge invariant operators such as the energy momentum tensor can be obtained in terms of shrinking Wilson loops. The argument given in this paper is that the limit in which one of the loops shrinks to zero can not exist but instead must fluctuate in endless Poincare recurrences. Can a gauge theory behave this way and can it form a representation of the conformal group? Perhaps but it would certainly be a very unfamiliar kind of theory. Another point concerns the implications for string theory in de Sitter Space. If boundary correlators made any sense they would be the natural candidates for computables in string theory much in the same way that string theory defines observables in AdS. The non-existence of these correlators raises the question of what objects string theory can define in de Sitter Space. At the moment there is no answer to this question. Finally we should point out that the magnitude of the chaotic effects that we have discussed is of order $`e^S=e^{A/4G}`$ where $`A`$ is the horizon area of de Sitter Space. This has the form of a non-perturbative effect in the gravitational coupling. Maldacena  has discussed very similar effects for eternal black holes in AdS and has suggested that they arise from non-perturbative sums over space-time topology. This may also be possible in de Sitter Space.

## 4 Acknowledgements

The authors would like to thank Bernard Lategan and Hendrik Geyer for their kind hospitality at Stellenbosch University and the Stellenbosch Institute for Advanced Study in South Africa where this work was done.

## 5 Appendix

As an illustration of the late times behavior of systems with finite entropy, we will construct a model and numerically explore its behavior at large times. We will study the thermal correlators of operators A given by the functional form of a scalar field $`\varphi `$ that would behave for large times as in equations 1.4 and 2.1 if the energy spectrum were continuous. The forms $`A_{ij}`$ are then directly related to a Fourier transform of this field, with the energy differences $`E_iE_j`$ as its argument, and $`\gamma `$ as a parameter.

We model the finite entropy system by constructing a finite square matrix of random elements with a normal (Gaussian) distribution and using the eigenvalues of this matrix as the energy levels of the thermal system. The standard deviation of the Gaussian distribution reflects in the density of the spacing of these energy levels. We will assume that the thermal bath has entropy given by $`S=Tr\rho log\rho `$ for the thermal density matrix $`\rho `$. The entropy is varied by varying the temperature. The time dependence of the absolute value of the correlator as given in equation 3.2 can then be examined.

As the entropy increases, the amplitude of significant recurrences within a given time frame was seen to decrease, as illustrated in the first set of diagrams (Figures 1 a,b,and c) for matrix sizes N=5, 10, and 20 respectively.

The time scale for recurrence of significant fluctuations above a fixed absolute magnitude was seen to increase roughly proportionally to eS. This is demonstrated in the next set of graphs (Figures 2 and 3).

These graphs for matrix size N=20 demonstrate that fluctuations of order 0.4 are seen to occur on time scales of roughly 104 units, fluctuations of order 0.5 on time scales of 106, and fluctuations of order 0.7 on time scales of 108. Such fixed order fluctuations are found to have recurrence times that increase very rapidly with the size of the fluctuation. The next graph (Figure 4) demonstrates the recurrence time for significant fixed size fluctuations as a function of the size of the fluctuation for a system with N=10 levels.

The numerical dependence of these late time fluctuations upon the various time scales was explored in an attempt to determine the scaling variables. Assuming that all of the external parameters (such as de Sitter scale H and scalar mass m) are held fixed, there are several time scale parameters in the model which might be relevant to the recurrences; for example, the entropy timescale eS, the inverse range in energy eigenvalues defined for the thermal system $`1/\mathrm{\Delta }E`$, and the inverse of the average energy spacing between the levels N$`/\mathrm{\Delta }E`$, along with various combinations of these time scales. The functional behavior found is illustrated in Figure 5.

As a final consideration, the long time average L from Equation 3.4. The functional dependency of L is displayed in the final diagram (Figure 6),

which shows the logarithm of the long time average as a function of the entropy for a particular set of random matrices. This numerical result is consistent with the form $`Le^S`$, as previously stated.