text:
# Marvel Universe looks almost like a real social network

## 1 Introduction

A recent popular topic of research in social networks has been the study of collaboration networks. In these, the vertexes (or nodes) represent people and the edges that link pairs of nodes denote the existence of some kind of collaboration between them. Their popularity stems mainly from two factors. First, they are more objective than other social networks like friendship or first-name-knowledge networks. Their links have a definite meaning, while, for instance, the meaning of links in friendship networks is subjective and thus possibly non-homogeneous throughout. And second, the existence and availability of large databases containing all information concerning movies, baseball teams, scientific papers, and other large fields of collaboration, makes it easier to create and study these networks, while reliable friendship networks can only be raised through the intensive gathering of information by means of interviews. Furthermore, the databases from which collaboration networks are extracted usually contain information about the time when each collaboration has taken place. This information can be used to describe the evolution of the network and then to extract properties about how social networks grow .

A well-known collaboration network is the *Movie Actors network*, also dubbed the *Hollywood network*. In it, nodes represent actors and actresses, and a link is added between two nodes when they have jointly appeared in the same film. All information concerning this network is accessible at the *Internet Movie Database* , and it has been studied from a mathematical point of view . This is the basis of the popular *Kevin Bacon game* , which consists of trying to connect any given actor or actress to Kevin Bacon through the shortest possible path of collaborations in films.

*Scientific collaboration networks* have also been thoroughly studied in the last years. In such a network, nodes represent scientists and links denote the coauthorship of a scientific piece of work contained in some database. For instance, there is the so-called Erdös collaboration graph. Paul Erdös was a Hungarian mathematician, dead in 1996, who published over 1500 papers with 492 coauthors, more than any other mathematician in history. The *Erdös collaboration graph* is the mathematicians’ collaboration network around Erdös himself , built up through data collected by Grossman . Also, Newman  has studied in detail the scientific collaboration networks corresponding to several databases, namely MEDLINE (biomedical research papers in refereed journals), SPIRES (preprints and published papers in high-energy physics), NCSTRL (preprints in computer science), and Los Alamos e-Print Archive (preprints in physics). Barábasi et al.  have studied the networks based on two databases containing articles on mathematics and neuro-science, respectively, published in relevant journals.

Newman  argues that scientific collaboration networks are true social networks, since most pairs of scientists that have written a paper together are genuinely acquainted with one another. The social meaning of the Hollywood network is, in this sense, weaker, because it has been built up mainly through the decisions of cast directors, producers and agents, rather than the voluntary collaboration of actors. Despite these, and other, differences, all collaboration networks studied so far present the same basic features: (a) on average, every pair of nodes can be connected through a short path within the network; (b) the probability that two nodes are linked is greater if they share a neighbor; and (c) the fraction of nodes with $`k`$ neighbors decays roughly as a function of the form $`k^\tau `$ for some positive exponent $`\tau `$, with perhaps a cutoff for large values of $`k`$. A network satisfying properties (a) and (b) is called a small world , and if it satisfies (c) then it is called *scale-free* .

Does this similarity in features represent some profound principle in human interaction? Or, on the contrary, does any large network with some “collaboration” between nodes present these characteristics? A first, theoretical, step in this direction has been recently made by Newman et al. , who have developed a theory of random collaboration networks and have shown that some statistical data of most “real-life” collaboration networks differ substantially from the data obtained from random models.

In this paper we want to contribute to a possible answer to these questions by analyzing a new collaboration network, that is artificial, but mimics real-life networks: the *Marvel Universe* collaboration network. In it, the nodes correspond to Marvel Comics characters, and two nodes are linked when the corresponding characters have jointly appeared in the same Marvel comic book.

Marvel Comics, together with DC Comics, have been for many decades the two main comic book publishing companies in the world . It was founded in 1939 by M. Goodman, under the name of Timely Comics Inc.; it changed its name in the early 1960s to Marvel Comics, which was also the name of the first comic book published by Timely. After a first decade of popularity, known as the Golden Age of comics (1939-49), and a later period of general waning of interest in super-hero stories, Marvel relaunched in 1961 its super-hero comic books publishing line, starting what has been known as the *Marvel Age of Comics*. Some of the characters created in this period, like Spider-Man, the Fantastic Four, the X-Men, together with other characters rescued from the Golden Age, like Captain America, are world-wide known and have become cultural icons of the western society of the last forty years.

One of the main features of Marvel Comics from the sixties to our days has been the creation and development, under the leading pen of Stan Lee, of the so-called Marvel Universe. Although *crossovers* (a hero with its own title series appears in an issue of another hero’s series) were not uncommon in the Golden Age period, the nature and span of the crossovers in the books from the Marvel Age led to the perception that all Marvel characters lived their adventures in the same fictional cosmos, called the *Marvel Universe*, where they interacted like real actors. This concept was helped by the interrelation of all titles that were being created, which made characters and even plots cross over on a regular basis, by the appearance of the same villains and secondary characters in comic books of different titles, and by continuous references to events that were simultaneously happening, or had happened, in other books. A paradigm of the Marvel Universe could be Quicksilver, who appeared first as a member of Magneto’s Brotherhood of Evil Mutants in the early issues of Uncanny X-Men, then he became a member of the Avengers and later of X-Factor, to end as the leader of the Knights of Wundagore; he is also the son of Magneto, the twin brother of the Scarlet Witch, and he married Crystal, a former fiancée of Fantastic Four’s Human Torch and a member of the Inhumans (as well as of the Fantastic Four as a substitute of the Invisible Woman when she took her “maternal leave”).

The Marvel Universe network captures the social structure of this Marvel Universe, because most pairs of characters that have jointly appeared in the same comic book have fought shoulder to shoulder or each other, or have had some other strong relationship, like family ties or kidnapping. Thus, it shares, in its artificial way, the true social nature of scientific collaboration networks, while the way it has grown has echoes of the Hollywood network, as writers, directors and producers create their characters and assign them to actors in a way that somewhat resembles the way Marvel writers make characters appear in comic books.

Thus, besides any sentimental or cultural motive, this is where the main reason for studying the properties of the Marvel Universe lies: it is a purely artificial social network, whose nodes correspond to invented entities and whose links have been raised by a team of writers without any preconception for a period of forty years. We considered therefore interesting to know if the Marvel Universe network’s artificial nature would resemble real-life collaboration networks, or, on the contrary, would rather look like a random collaboration network. As we shall see, the first is essentially the case: most statistical data of the Marvel Universe differ from the random model in a way reminiscent of real-life collaboration networks. Nevertheless, we must mention that there is one particular value, the clustering coefficient, that also greatly differs from what one would expect in a real-life collaboration network. We shall argue that this difference stems from the way how characters were distributed among books by Marvel writers, which is different from the way how real-life scientists join to write scientific papers. After all, men, even Stan Lee (The Man himself) cannot imitate society.

## 2 The Marvel Universe network

We define the *Marvel Universe network* (*MU*) as the network whose nodes are significant Marvel characters and where two characters are linked when they jointly appear in a significant way in the same comic book. We only consider here comics published after Issue 1 of Fantastic Four (dated November 1961), which is understood as the point of departure of the Marvel Age of Comics.

Any study like this one must be based on a database, which puts the main restriction to its scope. In this case, the database we have used is the *Marvel Chronology Project* (MCP), which, according to its creator, R. Chappell , catalogs every canonical appearance by every significant Marvel character. Thus, the “significant characters” represented by nodes in our network and the “significant appearances” that yield the links in it are, actually, nothing but those characters and appearances currently included in the MCP database. Nevertheless, all in all, this database collects over $`\mathrm{96\hspace{0.17em}000}`$ appearances by more than $`\mathrm{6\hspace{0.17em}500}`$ characters in about $`\mathrm{13\hspace{0.17em}000}`$ comic books, and thus yields quite a complete picture of the Marvel Universe. Although the MCP database is not finished (it has a main gap, as it does not include comic books published between early 1993 and mid 1994, as well as some other minor ones) we believe that this does not affect in a significant way the results obtained in our analysis.

It is necessary to clarify what we understood by a character when building up MU. On the one hand, it is quite common for the same person in the Marvel Universe to take different personalities. As an example, recall Hank Pym, one of the original and most popular Avengers: it has been known, in different periods, as the Ant-Man, the Giant-Man, Goliath, YellowJacket, and has even appeared simply as the world’s greatest biochemist Dr. Henry Pym in many books. On the other hand, from time to time different characters may assume the same personality: for instance, besides Hank Pym, there have been at least two more Goliath’s: Clint Barton (who changed from Hawkeye to Goliath, before returning back to Hawkeye) and Erik Josten (who was Power Man before becoming the third Goliath, and after that he took the name of Atlas, being actually the second character with this nickname). In fact, these problems with the identification of nodes are not specific to MU, but they are shared by all collaboration networks: different authors can appear under the same name in a scientific collaboration network, and an actress could use a nickname during her period as prodigy child, then use her maiden name after adolescence, and then take her husbands’ name after every wedding, coming back to her maiden name in every period between marriages. Fortunately, and contrary to scientific databases or the Internet Movie Database, the MCP database takes care of most vicissitudes concerning name changes. We decided then to assign a node to every “person” (or, more in accordance with the nature of some characters, “entity”), independently of the nickname or personality under which it appears in each comic book. In this way we have obtained $`\mathrm{6\hspace{0.17em}486}`$ nodes, appearing in $`\mathrm{12\hspace{0.17em}942}`$ comic books.

## 3 Analysis of the network

From the data contained in the MCP database, we have built up a bipartite graph (also known as *mode 2 graph*), with nodes corresponding to either Marvel characters or comic books, and edges from every character to all the books where it has appeared. We have extracted then from this bipartite graph the MU network, as its projection on its set of characters, and we have used PAJEK, a program for large network analysis , to compute most of the key values in our study of MU. In this section we discuss in some detail the results we have obtained, which are numerically summarized in Tables 1 and 2.

### 3.1 The bipartite graph

The bipartite graph summarizing the MCP database contains $`\mathrm{6\hspace{0.17em}486}`$ nodes corresponding to characters and $`\mathrm{12\hspace{0.17em}942}`$ nodes corresponding to comic books, and $`\mathrm{96\hspace{0.17em}662}`$ edges going from the characters to the books where they appear.

A Marvel character appears typically in about $`14.9`$ comic books. The number of appearances spans from 1 to $`\mathrm{1\hspace{0.17em}625}`$: this greatest value corresponds to Spider-Man. The average number of characters per comic book is $`7.47`$ with a range spanning from 1 to 111: this last value is achieved by Issue 1 of Contest of Champions (1982), where the Grandmaster and the Unknown took every superhero in the planet and selected two teams to battle it out.

We shall denote by $`P_b(k)`$ the distribution of ingoing edges, and by $`P_c(k)`$ the distribution of outgoing edges in this bipartite graph. That is, $`P_b(k)`$ represents the probability that a comic book has $`k`$ characters appearing in it, and $`P_c(k)`$ represents the probability that a character appears in $`k`$ comic books. To obtain the best fit of these distributions we have logarithmically binned the data and performed a linear regression of $`\mathrm{log}(P(r))`$ on $`\mathrm{log}(r)`$. We have found that $`P_b(k)`$ follows the power-law tail

$$P_b(k)k^{3.1228}.$$

The resulting histogram, together with the tail distribution is shown in Figure 1. The distribution of $`P_b`$ is similar to what can be found in real-life networks and is a new example of the ubiquity of Zipf’s law.

On the other hand the best fit for the distribution of $`P_c(k)`$ is different of what is normally found in bipartite graphs associated to collaboration networks. The best fitting distribution we found is

$$P_c(k)k^{0.6644}10^{k/1895}.$$

The exponent of only 0.66 is much smaller than other values published for similar networks, that usually ranges from 2 to 3. Also, the presence of a cutoff has been seldom reported in the literature. It is also of note that the fitting is not only of the tail, but of all the histogram, with a high correlation of 0.992. The histogram together with the distribution found is shown in Figure 2.

These distributions will be the starting point to create a null random model against which to compare the characteristics of the Marvel Universe network. This model will be described in the next section.

### 3.2 The null random model

To gain some perspective on the results obtained from the MU network, we compare them to a null random model. A reasonable random model would seem to be one with its same set of nodes and whose links have been generated by simply tossing a (possibly charged) coin: each link exists, independently of the other ones, with a fixed probability $`p`$. We shall call this a *random network*. Adjusting $`p`$, we can create a random network with as many nodes as our network and with expected number of links equal to the number of links in our network. This null model is quite popular and has been often times used.

Recently, Newman et al.  have stated that given that collaboration networks are created from bipartite graphs, a better null random model from which our expectations about network structure should be measured is obtained by projecting random bipartite graphs with predetermined distributions of ingoing and outgoing edges. We have followed this approach in this paper. More specifically, the null random model *MU-R* we are going to compare the MU network to is obtained in the following way. We start from a random bipartite graph, which we shall call a *MU-BR* graph, with $`\mathrm{6\hspace{0.17em}486}`$ nodes-characters and $`\mathrm{12\hspace{0.17em}942}`$ nodes-books, and whose edges have been randomly created following exactly the same distributions $`P_c(k)`$ and $`P_b(k)`$ of outgoing and ingoing edges as those of the bipartite graph obtained from the MCP database in the previous subsection. Then, a *MU-R* graph is the projection of this random bipartite graph on its set of nodes-characters: i.e., its nodes correspond to characters and its links represent to be connected to the same book in a *MU-BR* graph. The theoretical data corresponding to this random model have been computed through the formulas given by Newman et al. in loc. cit.

### 3.3 Basic data

Our MU network has $`N_{MU}=\mathrm{6\hspace{0.17em}486}`$ nodes (characters) and $`M_{MU}=\mathrm{168\hspace{0.17em}267}`$ links, i.e. pairs of characters that have collaborated in some comic book. We would like to mention that the actual number of collaborations is $`\mathrm{569\hspace{0.17em}770}`$, but this value counts *all* collaborations in the Marvel Universe history, and while there are $`\mathrm{91\hspace{0.17em}040}`$ pairs of characters that have only met once, other pairs have met quite often: for instance, every pair of members of the Fantastic Four has jointly appeared in around 700 comic books (more specifically, this range of collaborations of the members of the Fantastic Four runs between 668 joint appearances of the Thing and the Invisible Woman to 744 joint appearances of the Thing and the Human Torch).

The number of characters that have jointly appeared with a given character in some comic book is given by the *degree* of this character in the network. The average value for this degree in the MU collaboration network is

$$\frac{2M_{MU}}{N_{MU}}=51.88,$$

i.e., a Marvel character has collaborated, on average, with 52 other characters. The range of this number of collaborators runs from 0 (the MCP database contains characters that have appeared in comic books where no other character is reported to appear) to $`\mathrm{1\hspace{0.17em}933}`$, the number of partners of Captain America.

Even in such a basic quantity as the number of links, or, equivalently, the average degree of a node, we find a big difference between the values obtained in the MU network and in its null random model MU-R. Indeed, according to Newman et al. \[16, Eq. (72)\], in the MU-R graph we would expect all $`\mathrm{569\hspace{0.17em}770}`$ collaborations to form different links, which is about $`3.4`$ times the actual number of links in the MU network. As a consequence, the average degree in MU-R is the average degree in MU multiplied by this same factor, and would therefore become $`175.69`$: should the MU collaboration network (or, rather, the bipartite graph representing character appearances in books) have been created in a purely random way, a Marvel character would have collaborated on average with more than 175 other characters.

It is shown \[16, §V.A\] that in the Hollywood graph and in several scientific collaboration networks the actual average degree is consistently smaller than the theoretical average degree of the corresponding random model, but not by such a large factor as the one found here. This indicates that Marvel characters are made to collaborate repeatedly with the same characters, which reduces their total number of co-partners well below the expected number in the random model, and that they collaborate quite more often with the same people than real movie actors or scientists do. This probably should be a hint of the artificiality of the Marvel Universe.

### 3.4 The giant component

Two nodes in a network are said to be *connected* when there is at least one path in the network, made of consecutive links, that connects them. In a collaboration network, this means that two nodes are connected when they can be linked through a path of intermediate collaborators, or rather, in our case, co-partners. As mentioned before, finding such a path, and more specifically the shortest one, between any actor or actress and Kevin Bacon in the Hollywood network, is the goal of the Kevin Bacon game.

In general, two nodes in a collaboration network need not be connected. But, in all large enough, sensible real-life networks, almost every node is connected to almost every other node. More specifically, large collaboration networks (and other large social networks) usually contain a very large subset of nodes —around 80% to 90% of all nodes— that are connected to each other: when this happens, this large subset of nodes with their corresponding links is called the *giant component* of the network. Also, Newman et al.  show that in random collaboration networks giant components do also occur, provided the corresponding random bipartite graphs have enough edges.

MU contains a giant component of $`\mathrm{6\hspace{0.17em}449}`$ nodes, which cover $`99.42`$% of the characters in it. Let us also mention that the largest group of connected characters in the MU network outside this giant components has only 9 members.

### 3.5 Separation

The *distance* between two connected nodes in a network is defined as the length (the number of links) of the shortest path connecting them, i.e., the least number of links we have to traverse in order to move from one node to the other within the network. Notice that the number of links in a path is equal to the number of intermediate nodes plus one, and thus we could also say that the distance between two connected nodes is the least number of intermediate nodes visited by a path connecting them plus one. For instance, the Kevin Bacon game asks for the distance of any actor or actress to Kevin Bacon in the Hollywood network, as the least number of intermediate co-partners plus one linking that actor or actress to Kevin Bacon. And it is popular among mathematicians to compute *Erdös numbers*, that is his/her distance to P. Erdös in the mathematicians’ collaboration network.

We have calculated all distances between all pairs of connected nodes in MU. The greatest distance between two connected nodes, called the *diameter* of MU in the usual network-theoretical terminology, is 5. It implies that there is always a chain of at most 4 collaborators connecting any two connectable characters in the Marvel Universe.

We have also computed the mean of all distances in the network, which provides the average separation of two characters in it. The value of this average separation is $`2.63`$. Thus, on average, any pair of characters in the MU network can be connected through a path of at most two consecutive partners. This is larger than the expected value in the MU-R network, which is $`1.45`$. Again, the reason is that only a third of the links in MU-R do appear in MU. Nevertheless, the values of both the diameter and the average separation in the MU network are significantly smaller than the values of real-life networks reported so far.

Finally, we have computed the *center* of the giant component, the character that minimizes the sum of the distances from it to all other nodes in the component. It turns out to be Captain America, who is, on average, at distance $`1.70`$ to every other character.

### 3.6 Clustering

In most social networks, two nodes that are linked to a third one have a higher probability to be linked between them: two acquaintances of a given person probably know each other. This effect is measured using the *clustering coefficient*, that is defined as follows. Given a node $`v`$ in a network, let $`k_v`$ be its degree, i.e., the number of neighbors of $`v`$, and let $`N_v`$ be the number of links between these $`k_v`$ neighbors of $`v`$. If all these nodes were linked to each other, then $`N_v`$ would be equal to the number of unordered pairs of nodes belonging to this set of $`k_v`$ neighbors, i.e., to $`k_v(k_v1)/2`$. The clustering coefficient $`C_v`$ of node $`v`$ rates the difference between the actual value $`N_v`$ and this greatest value by taking their quotient

$$C_v=\frac{2N_v}{k_v(k_v1)}.$$

Thus, this coefficient $`C_v`$ measures the fraction of neighbors of node $`v`$ that are linked. Notice that $`0C_v1`$. The *clustering coefficient* $`C`$ of a network is then defined as the mean value of the clustering coefficients of all its nodes. It represents the probability that two neighbors of an arbitrary node are linked.

All collaboration networks studied so far, and in general most social networks, have large clustering coefficients. For instance, the clustering coefficient of the Hollywood network is $`0.199`$,<sup>1</sup><sup>1</sup>1This figure is its last value, published by Newman et al. , and is quite different from the figure $`0.79`$ previously published by Watts  when the network was quite smaller. showing that two actors that have collaborated (possibly in different films) with a third actor, have greater probability of being partners in a movie than two arbitrary, randomly chosen, actors. A similar effect appears in scientific collaboration networks: except for MEDLINE, all other scientific collaboration networks studied so far have their clustering coefficients between, roughly, $`0.3`$ and $`0.8`$, which tells us that a large fraction of the collaborators of a scientist collaborate with each other. This large clustering, together with a low value of the average distance between connected nodes, is taken as the definition of *small-world* networks .

Actually, the word “large” means large compared to the expected value of the clustering coefficient in a null random model. Depending on the choice of the null random model the results differ. It is worthwhile to dedicate some time to discuss the differences as this will shed some light on the nature of the Marvel Universe and how it differs from real-life collaboration networks.

In a random network with $`n`$ nodes and $`m`$ links, it can be proved that the expected value of the clustering coefficient is nothing but the probability $`p`$ that two randomly selected nodes are connected; in other words,

$$C_{\mathrm{random}}=\frac{2m}{n(n1)}.$$

Measured values in collaboration networks are usually “large” in the sense that they are a few orders of magnitude larger than the predicted value of a random network. For instance, the clustering coefficient of the MEDLINE network is $`0.066`$, which seems small, but it becomes very large when compared with the value $`0.0000042`$ of the clustering coefficient of a random network with the same number of nodes and links.

Against what happens with real-life social networks, it turns out that the clustering coefficient of MU is small, even in the last sense. Its value is $`C_{\mathrm{Marvel}}=0.012`$, while the clustering coefficient of a random network with $`\mathrm{6\hspace{0.17em}486}`$ nodes and $`\mathrm{168\hspace{0.17em}267}`$ links is $`C_{\mathrm{random}}=0.008`$. Thus, roughly $`C_{\mathrm{Marvel}}`$ is $`1.5\times C_{\mathrm{random}}`$, and not several orders of magnitude larger.

This result separates the Marvel Universe from all other, real-life, collaboration networks. But if we use the MU-R as null random network to compare the clustering coefficient of the MU network the analysis changes quite drastically. The expected value of the clustering coefficient of the null random model MU-R using the formula given by Newman et al. , is $`C_{\mathrm{MU}\mathrm{R}}=0.0066`$. Thus, the measured clustering coefficient is about double the one predicted by MU-R

$$C_{\mathrm{Marvel}}2\times C_{\mathrm{MU}\mathrm{R}},$$

and this agrees with what is observed in real-life networks, as shown by Newman et al. \[16, Table I\]: the clustering coefficient of the Hollywood network and the MEDLINE and Los Alamos e-Print Archive collaboration networks are between twice and $`2.3`$ times the expected clustering coefficient of the corresponding null random model. So, in this sense, the tendency to clustering in the Marvel Universe is similar to that of real-life collaboration networks.

Our analysis shows that the Marvel Universe behaves “realistically” when compared to MU-R, but not when compared to a random network. Real-life collaboration networks have as clustering coefficient roughly twice the one of their null random model, and the latter turns out to be highly clustered. The clustering coefficient of the MU network is also roughly twice the one of its null random model, but this null random model is not highly clustered, having a clustering coefficient only three times that of a random network with the same number of nodes and links. We believe that, as we already argued in connection with the average degree, this is a hint of the artificiality of the bipartite graph which projects into MU. It seems that Marvel writers have not assigned characters to books in the same way as natural interactions would have done it, with the global effect that the combination of the distributions $`P_c(k)`$ and $`P_b(k)`$ is very different from what would be found in real-life networks, yielding non-clustered graphs. But, once we have these distributions, the Marvel Universe behaves realistically and is different in a significant way from a random network.

### 3.7 Distribution of the number of partners

An interesting statistical datum that can be used to distinguish random networks from non-random networks is the distribution $`P(k)`$ of degrees in the network. For every positive integer $`k`$, let $`P(k)`$ denote the fraction of nodes in a given network that have degree $`k`$. In a random network with $`n`$ nodes and $`m`$ links, the expected value for $`P(k)`$ follows a binomial distribution

$$P(k)=\left(\genfrac{}{}{0pt}{}{n1}{k}\right)p^k(1p)^{n1k}$$

where

$$p=\frac{2m}{n(n1)}.$$

Against these values, it has been observed  that in all collaboration networks considered so far the distribution $`P(k)`$ has a tail that follows either a power law

$$P(k)k^\tau $$

for some constant, positive exponent $`\tau `$, or a power law form with an exponential cutoff

$$P(k)k^\tau 10^{k/c}$$

where $`\tau `$ and $`c`$ are two positive constants, and $`c`$ is large. While the power law component of such a distribution allows the existence of a non-negligible number of nodes with high degree, the cutoff prevents the existence of nodes with very high degree. In most collaboration networks, this cutoff is explained because the collaboration under consideration can only take place in a finite amount of time (for instance, the professional lifetime of an actor or a scientist), which makes unplausible the existence of nodes with a number of collaborators greater than some reasonable upper bound.

When we tested how the data fit a power law distribution with an exponential cutoff, we obtained that the best fitting tail was $`P(k)k^{0.7158}10^{k/2167}`$. Thus, the degree distribution of the MU network has a power law tail with cutoff as can be seen in Figure 3.

A value of $`\tau `$ smaller than 2 means that the average properties of the network are dominated by the few actors with a large number of collaborators. This happens in many real-life networks . The value of $`\tau `$ much smaller than 2 shows that the weight of Captain America, Spider-Man, and other major super-heroes is much larger than what happens in scientific or movie actor collaborator networks. This should be expected: there are no super-heroes in real life.

## 4 Conclusions

Real-life collaboration networks of very different origins, sizes and styles present common basic features: they are scale-free, small worlds. We have tried to ascertain if these characteristics depend on some profound social relationship or are there by chance. We have studied the Marvel Universe, which is a collaboration network that is artificial and has been created with no special intention during the past 40 years by a team of comic book writers.

Although to some extent the Marvel Universe tries to mimic human relations, and in particular it is completely different from a random network, we have shown that it cannot completely hide its artificial origins. As in real-life collaboration and, in general, social networks, its nodes are on average at a short distance of each other, and the distribution of collaborators shows a clear power-law tail with cutoff. But its clustering coefficient is quite smaller than what’s usual in real-life collaboration networks.

We have compared the Marvel Universe network with a null random model obtained as the projection of a bipartite random graph with the same number of character and comic-book nodes and the same distribution of ingoing and outgoing edges as the actual bipartite graph of appearances of characters in books which the Marvel Universe is built upon. From this comparison we deduce that the artificiality of the Marvel Universe network lies mainly on the distributions of edges in the bipartite graph which yields it, because the relationship between the Marvel Universe network’s data and those of its null random model is similar to that of real-life collaboration networks’ data and their corresponding null random models.

From here we conclude that in the construction of real collaboration networks there are two unknown, profound different principles in play. On the one hand, the degree distributions of the bipartite graph which they are based upon are not arbitrary. On the other hand, the final structure of any actual collaboration network, be it real-life or artificial, differs from its null random collaboration network model roughly in the same way, and thus there is probably a common mechanism that produces them. Further study is needed to find what these principles may be.

We believe that continuing to study the Marvel Universe may contribute to this search. Namely, the study of its evolution and its comparison with that of real-life collaboration networks should shed some light on the basis of the aforementioned mechanism and on where the artificiality of this network lies. Fortunately, the MCP database, in the words of its creator R. Chapell, attempts to “not only catalog every canonical appearance by every significant Marvel character, but to place those appearances in proper chronological order,” and thus it contains enough information to allow such study. We hope to report on it in the future.


format: text

text:
# Nova Sco and coalescing low mass black hole binaries as LIGO sources

## 1 Introduction

With the arrival of LIGO, and other planned gravitational radiation observatories, the nascent field of gravitational radiation astronomy is set to prosper, if there are detectable sources in the local universe. A considerable amount of effort has been directed towards identifying potential gravitational radiation sources, and the relative rate of contribution of these sources to the anticipated signals. The canonical scenario envisioned is the final coalescence of a binary neutron star system (NS-NS), where the pair’s orbital energy has been radiated away by gravitational waves.

NS-NS merger *can* produce a copious signal for LIGO, if they occur at high enough a rate locally — current estimates for LIGO phase I place the maximum detection radius for such an event at $`20`$ Mpc or less (Kalogera et al, 2001). The merger rate of NS-NS binaries can be estimated from observed systems (Phinney, 1991; Narayan et al, 1991), such estimates are plagued by small number statistics and possible observer biases (Kalogera, 1998; Kalogera et al, 2001). Alternatively, the rate can be estimated from ab initio theoretical models (see review by Grishchuk et al 2001, also Portegies Zwart & Yungelson 1998; Belczynski et al 2001; Fryer et al 1999; Bloom, Sigurdsson & Pols 1999).

A number of authors have explored binary population synthesis models, making a number of assumptions about the input physics, leading to rates consistent with observational constraints, but uncertain by 1–2 orders of magnitude (Portegies Zwart & Yungelson, 1998; Kalogera, 1998; Kalogera & Lorimer, 2000; Bloom, Sigurdsson & Pols, 1999; De Donder & Vanbeveren, 1998; Belczynski & Bulik, 1999; Lipunov, Postnov & Prokhorov, 1997; Brandt & Podsiadlowski, 1995; Belczynski et al, 2001; Fryer et al, 1999). Conventionally, the rates are expressed in terms of $`R_6`$, the merger rate per million years per Milky Way-like galaxy, assuming normal rates of star formation. Then the rate in the local universe is the integrated rate over the number density of galaxies, the rate per galaxy, scaled to the Milky Way rate, per detection volume. Kalogera et al (2001) find a LIGO I event rate of $`3\times 10^4\mathrm{y}^1`$ for NS-NS mergers within 20 Mpc, assuming $`R_6=1`$. For a given detector sensitivity, higher mass coalescences are detectable to larger volumes, with the detection distance, $`d_LM_{chirp}^{5/6}`$, where $`M_{chirp}=(m_1m_2)^{3/5}/(m_1+m_2)^{1/5}`$ (Thorne, 1994). Since black holes are expected to have masses several times larger than neutron stars, and the event rate scales as $`d_L^3`$ (for $`d_L`$ small compared to the size of the universe), a black hole coalescence rate of order $`R_6`$ implies event rates 2–3 orders of magnitude higher.

The problem of accurately estimating the coalescence rate of compact binaries can be appreciated by noting that the type II supernovae rate in the Milky Way is 1–2 per century, implying that the rate of type II supernova in binaries is about $`10^2\mathrm{y}^1`$, given a 50% binarity rate. Estimates of the coalescence rate are canonically close to $`R_6=10^6\mathrm{y}^1`$ per Milky Way. So the branching ratio for type II supernovae to form merging systems is of the order $`10^4`$. Calculating the mean rate, averaged over all scenarios for coalescence, in the local universe, is hard, with small errors of assumption about the physics of stellar evolution leading to large fractional changes in the branching ratios of particular channels for mergers.

Theoretical models require a series of assumptions, about the mass function of high mass stars, the cut-off points for which zero age masses lead to NS or BH formation, the binary fraction and mass ratio distribution, the amount of mass loss during (binary) stellar evolution, and the amplitude and distribution of natal kicks. Secondary assumptions, that are usually not explored in detail, include the dependence of all of the above on metallicity and environment in which the massive stars form; and the possibility that the NS/BH cut-off, and the natal kick, may depend on stellar rotation and magnetic fields. In fact, it is not implausible that the NS/BH formation boundary is “fuzzy”, that there is not a sharp border in zero-age mass between stars that form neutron stars and those which form black holes. A further potential confounding effect, is that natal kicks are generally assumed to be random, but may in principle be correlated with some macroscopic property of the progenitor star, such as rotation (e.g. Spruit & Phinney 1998; Pfahl et al 2001).

There are two arguments against a high rate of coalescence of compact binaries: most high mass binaries become unbound during the near instantaneous mass-loss at supernova; the second problem is that of the ‘kicks’ believed to be inflicted upon the NS from an asymmetrical supernova blast. While the range of energies imparted by the kick is a subject of intense debate (Lyne & Lorimer, 1994; Hansen & Phinney, 1997; Tauris et al, 1999; Cordes & Chernoff, 1998; Fryer et al, 1998; Arzoumanian, Chernoff & Cordes, 2001), the resulting velocity change is believed to be of the order $`250\text{km sec}^1`$ for a $`1.4\text{M}_{}`$ neutron star. A properly aligned kick can allow the system to remain bound, albeit with dramatically altered orbital parameters, but a random kick is unlikely to be directed so fortuitously, with the extra energy making a bound final state even less likely.

An alternative to the NS-NS scenario is one in which both stars are of sufficient mass to end up as black holes. The minimum mass required for black hole formation is not well known, and is heavily influenced by the evolutionary history of the black hole candidate (see Fryer 1999; Fryer & Kalogera 2001). Accretion induced spin-up of the star prior to collapse could result in a higher minimum mass threshold, while the presence of strong winds could drop the progenitor mass below the required minimum. Finally, unless an unusually flat IMF is assumed (as apparently seen in certain starburst galaxies, see, for example, Doane & Mathews 1993), few of these objects will be produced in the first place.

Nevertheless, precursors to black hole binary systems are more likely to survive both supernovae due to the smaller fractional mass loss during the event. Depending upon the mass of the star, a significant amount of material can fall back upon it just after the blast. Indeed, a sufficiently massive progenitor may not undergo a supernova at all, reaching a point where nearly all of the material is quickly reabsorbed (Fryer, 1999). After losing a significant fraction of mass to stellar winds and (possibly) two supernovae, a typical bound binary system will have expanded considerably, with most $`P_{orb}>10`$ days. Long-period systems do not decay in less than a Hubble time from gravitational radiation, and hence will never reach a frequency range useful to LIGO. However, including asymmetric supernova kicks changes the picture significantly. Assuming that the total momentum change is approximately the same for all supernovae, the velocity imparted to the nascent black hole will be scaled to its mass, via $`\mathrm{\Delta }v_{BH}=\mathrm{\Delta }v_{NS}M_{NS}/M_{BH}`$ (see Grishchuk et al 2001 for review). For a typical $`7\text{M}_{}`$ hole, this gives a kick of the order $`50\mathrm{km}\mathrm{s}^1`$, comparable to or larger than the orbital speed, but not so large as to always rip the system apart. Systems that remain bound are generally in highly eccentric orbits, which expedites their merger through emission of gravitational radiation.

Ultimately, the point is this: the trace of the metric perturbation from gravitational waves, varies as $`hM_{chirp}^{5/6}`$. As the maximum detection radius scales linearly with $`h`$, the maximum search volume scales as $`VM_{chirp}^{5/2}`$. The implied several hundred-fold increase in search volume means that, even if only a small fraction of these systems can merge in $`\tau <1/H_0`$, they may dominate the detected signal.

Our approach is to concentrate on estimating the event rate from one particular coalescence channel. The total branching ratio for coalescence is of course the sum of all possible channels, and it is possible that other channels contribute significantly to the event rate, possibly dominating the total rate; for example, dynamical evolution of cluster binaries may create new channels for merger with high coalescence rates (Sigurdsson & Hernquist, 1993; Portegies Zwart & McMillan, 2000), or accretion induced collapse of neutron stars with soft cores may lead to enhanced rates (Bethe & Brown, 1998). Here, rather than trying to estimate the total event rate, we make an observationally motivated estimate of the rate for one particular channel.

## 2 Example of Nova Sco

Nova Sco 1994 (GRO J1655-40) is a strong candidate for being a black hole binary (Bailyn et al, 1995; Orosz et al, 1997), with the primary being a $`6.3\pm 0.5\mathrm{M}_{}`$ black hole (Greene, Bailyn & Orosz, 2001; Shahbaz et al, 1999). Perhaps its most remarkable feature is an unusually high space velocity, whose lower limit of 106 km s-1 was, until recently, several times greater than any other known black hole transient (Shahbaz et al, 1999; Brandt, Podsiadlowski & Sigurdsson, 1995). The likely true space velocity is greater by a factor of $`\sqrt{3}`$, adjusting for mean projection effects.

A number of scenarios have been put forward to explain the unusual speed of Nova Sco. Brandt, Podsiadlowski & Sigurdsson (1995) point out that the momentum component of Nova Sco along the line of sight is comparable to that of a single $`1.4\text{M}_{}`$ neutron star, having received a natal kick in the range 300–700 km s-1 . This is not an unreasonable value for a neutron star kick (Lyne & Lorimer, 1994; Cordes & Chernoff, 1998; Fryer et al, 1998), and so lends strength to the possibility that Nova Sco can be explained by the primary experiencing a natal kick prior to formation of the black hole. Invoking Blaauw-Boersma kicks (Blaauw, 1961) as the sole acceleration mechanism invites difficulty, as the low mass of the secondary means that most Blaauw-Boersma kicks strong enough to give the observed speed would also disrupt the binary system completely (Brandt, Podsiadlowski & Sigurdsson, 1995). This is not to say that such a scenario is impossible (see, for example, Nelemans et al, 1999). However, the space velocity measurement of the X-ray nova XTE J1118+480 has provided a further example of a black hole binary with a high-velocity Galactic-halo orbit. Mirabel et al. (2001) used the VLBA to obtain a precise proper motion for the system, calculating a speed of 145$`\pm 35`$ km s-1 , with respect to the local standard of rest. The system primary has a mass function of 6.0$`\pm 0.4`$M (McClintock et al, 2001), with a faint ($`19`$mag) optical counterpart. To accelerate this system to the observed peculiar velocity using Blaauw-Boersma kicks alone, roughly 40 M of material would have to be expelled during stellar collapse, an implausibly large amount of matter. This issue remains contentious, however, as calculations in Nelemans et al (1999) show that the velocity of Nova Sco, at least, might be explained by a symmetric supernova where the black hole progenitor lost more than half of its mass. This is marginally possible, but becomes much more tenuous if Nova Sco turns out to have a significant transverse velocity.

One principal difficulty with the natal kick premise is arranging for sufficient neutrinos to drive a supernova explosion prior to being trapped by the formation of an event horizon, ejecting neutrinos or other material asymmetrically. Few neutrinos escape if the horizon forms over the dynamical time of the collapsing core (Gourgoulhon & Haensel, 1993). The drop in the resulting neutrino heating of the envelope allows most or all of the envelope to fall back onto the nascent black hole (see, for example, the hydrodynamical simulations of Janka & Mueller 1996), hence preventing the supernova. However, there is now strong evidence that a supernova must have taken place in the Nova Sco system, from estimates of metal abundances in the atmosphere of the secondary star. Israelian et al (1999) show that the secondary, an F3–F8 IV/III star, possesses a dramatic enhancement (factors of six to ten) in $`\alpha `$ elements such as oxygen, magnesium, silicon and sulfur (and see also the discussion in Podsiadlowski et al 2001). Interestingly, no significant enhancement in iron was found. The implication is that the progenitor of the black hole did experience a supernova during its formation, and a significant amount of the former atmosphere was captured by its companion. As most of the iron core went on to collapse to a singularity, no enhancement of this particular element is seen. The question is then how long after the supernova it took for the black hole to form. One possibility is that the star, at the instant of the supernova, experienced sufficient rotational support to avoid collapse for an extended period of time, until spin-down allowed the system to collapse to a black hole some time later. Another possible scenario has some of the material cast off in the supernova explosion recaptured by the newly-formed neutron star, elevating its mass above the threshold for collapse. In either case, a supernova is seen, with a corresponding asymmetric natal kick. More massive progenitors would form a horizon directly, with no possibility for a kick. We discuss limits for this behaviour in the next section. Nova Sco 1994 and XTE J1118+480 provide strong evidence that black holes do, in fact, experience natal asymmetric kicks, at least under some conditions. The resulting orbital eccentricities tend to accelerate binary coalescence from the enhanced radiation emitted at every periastron passage.

## 3 Population synthesis

We make use of a binary evolution code developed by (Pols & Marinus, 1994), and modified for use in NS-NS systems by (Bloom, Sigurdsson & Pols, 1999). Our extension of the code allows for evolution to the black hole state, with assumptions about the mass function of such objects at the time of collapse.

Initially, the code chooses the mass of the primary from a given mass function. For this work, we have chosen two power law IMFs, with indices $`\alpha `$ of $`2.0`$ and $`2.35`$ (the latter, of course, being the Salpeter IMF). In both cases, we established a lower cutoff of $`4`$ M, confining the code to an interesting range of initial masses; i. e., where at least one supernova is possible. Our primary stellar models are taken from Maeder & Meynet (1989). The helium star models used are a mix of models from Habets (1986) and Paczynski (1971). We assume that the mass ratio distribution between the two components is flat. After choosing an initial separation $`a`$ and eccentricity $`e`$ after Pols & Marinus (1994), the code evolves each binary system until both components have reached their final degenerate form, accounting for mass-transfer-induced stellar regeneration and stellar winds. During the common-envelope phase, the orbit is circularised, and the orbital energy is reduced by the binding energy of the envelope divided by the common-envelope efficiency parameter, which we take to be 0.5. In other words, the orbital energy is reduced by twice the envelope binding energy. Neutron stars are formed from progenitors with ZAMS masses of between 8 and 20 M, inclusive, and are always given a mass of 1.4 $`M_{}`$. More massive stars end up as black holes. As noted in the *Introduction*, this boundary is likely to be “fuzzy”, i.e., not a monotonic function of the progenitor mass, as it is strongly coupled to the spin state of the star prior to collapse, a quantity which our code simply does not track. Even assuming this was known to perfect accuracy, it is far from trivial to estimate the effects of magnetic field and rotational support vis-a-vis the compact object’s end state.

The black hole mass function (i. e., the post-collapse mass of a BH, given its mass just prior to the explosion) is highly speculative at this point, and is almost certainly not merely a function of initial mass, but also of angular momentum, to the extent that this determines the fraction of material falling back onto the collapsing star. In order to experience a kick, the black holes formation must be delayed somewhat, either from rotational support, or because event horizon formation occurs only after delayed fallback of mass initially ejected from the core. Fryer (1999) has performed core-collapse simulations in order to explore the critical mass for black hole formation, and their final masses. As a best working guess, we have constructed a mass relation from a quadratic fit to the limited data set found in Fryer (1999). The mass of the black hole at formation ($`M_{BH}`$) is related to the ZAMS mass of the progenitor ($`M_0`$) by $`M_{BH}=\left(M_0/25\right)^2\times 5.2M_{}`$. We have also chosen a simple criterion for whether a black hole will receive an asymmetric neutrino kick during collapse; namely, all objects below 40 M (referring to the ZAMS mass) experience a random kick. Above this limit, objects collapse directly to a black hole, with no kick. We explore the effect of ignoring black hole kicks in the next section.

As a last step, the results of the code are normalised to the supernova rate of the Milky Way, $`0.01\text{yr}^1`$. Here, the code produces some arbitrarily large number of complete evolutionary sequences, including a large number of supernova events. Scaling all these events to the Milky Way SNR allows us to generate event rates out of data not previously ordered in time. This effectively simulates a constant star-formation rate, where the population of merger candidates has reached a dynamic equilibrium.

## 4 Results

Tables 5 and 5 summarize the investigation. For each IMF, six simulations (generating $`10^6`$ binary systems each) were run, varying two parameters: $`K_{\text{max}}`$, the upper limit of the imparted kick speed (acting on a $`1.4`$ M NS), and $`\sigma `$, the dispersion in the Maxwellian distribution of the kick speed. Maximum kick values were chosen at 500 km s-1 (for $`\sigma `$ = 90 km s-1 and $`\sigma `$ = 190 km s-1 ), and 1000 km s-1 (for $`\sigma `$ = 450 km s-1 ). The inclusion of the 90 km s-1 kick intensity is based upon recent observational work on the velocity distribution of pulsars by Pfahl et al (2001), which suggests a bi-modal kick distribution centered around $`100`$ and $`500`$ km s-1 . Further discussions concerning this bi-modality can be found in Arzoumanian, Chernoff & Cordes (2001); Cordes & Chernoff (1998); Fryer et al (1998). This range has been touched on in previous work (Grishchuk et al, 2001), but we have looked at it specifically as a new observationally-motivated choice in kick magnitude. The following columns show the $`R_6`$ rate of BH-BH , BH-NS , NS-NS and BH-PSR pairs generated in the sample. $`R_6`$ is a rate of 1 event per Myr per Milky Way galaxy, found by scaling event rates to the estimated local supernova rate of 0.01 yr-1. One must take into account that not all stars (and hence not all supernovae) occur in binaries; hence a binarity fraction must be assumed, and we take that value to be 0.5 throughout (i. e. roughly two-thirds of supernovae occur in a binary system). The alternating columns show the $`R_6`$ of such pairs expected to coalesce through emission of gravitational radiation in less than the Hubble time (here, taken as 10 Gyr). Table 5 details the formation and merger rates when black holes and neutron stars are given kicks as described above. Table 5 gives the relevant rates when black holes are not allowed to have asymmetric kicks of any kind (even if below 40 M).

Figure 1 show examples of the generated data sets. Here, the separations of the BH-BH and BH-NS systems after the second supernova (i. e., stellar evolution has ended) are plotted against the post-mortem orbital eccentricity. Dots represent systems stable against orbital decay, whilst triangles represent those systems which will undergo coalescence in less than a Hubble time. Figure 2 shows the distribution of masses in surviving BH-BH binaries, irrespective of whether the system is unstable to orbital decay.. A clear bifurcation in mass is seen, with the vast majority at around 5–6 M, and another, smaller concentration at roughly 35 M. The low end is comprised of black holes with 20–40 M ZAMS progenitors, which lose much of their mass through a supernova (and hence experience a natal kick). The higher mass group are from more massive progenitors, and collapsed to a black hole without a supernova or the resulting kick. The histogram in figure 3 shows the ”chirp” mass distribution for all BH-BH systems that eventually merge from gravitational radiation. As the wave amplitude scales like $`M_{chirp}^{5/6}`$, this plot, coupled with the sensitivity of the LIGO detector, allows us to estimate a detection rate for BH-BH binaries. By way of comparison, two 1.4 $`M_{}`$ objects produce a chirp mass of 1.22 $`M_{}`$.

As can be seen from column 8 in tables 5 and 5, most NS-NS pairs that remain intact coalesce in $`\tau <1/H_0`$, irrespective of IMF and kick strength. This is perhaps not surprising, since NS-NS systems must generally be tightly bound to remain intact through the second supernova. For NS-NS systems, we estimate the Galactic merger rate to range from $``$0.04–8 Myr-1, with a strong dependence on the severity of the natal kick. Given a likely LIGO I detection radius of $`20`$ Mpc for such systems, this would imply a conservative detection rate of 0.01–3 $`\times 10^3`$yr-1 (Phinney, 1991; Kalogera & Lorimer, 2000), with a likely mean rate of $``$10-3 yr-1. These estimates are an order of magnitude lower than those stated in Grishchuk et al (2001).

A more unexpected result was the relative frequency of BH-NS pairs relative to bound NS systems. While far fewer BH-NS systems are formed, their mass allows them to weather two supernovae more frequently than two neutron stars. From an estimate of the BH-NS formation rate, we can say something about the expected frequency of BH-PSR systems. For purposes of discussion, we divide these systems into three categories, based on formation mechanism. The first type results from the standard scenario: a massive black hole forms first, with a regular short-lived pulsar at a later epoch. The second possibility is that the black hole progenitor transfers a substantial amount of matter on to the neutron star progenitor early in the evolution of the system. This results in the neutron star forming *first*, and allows the black hole progenitor to continue to spill matter through its Roche lobe on to the slowing pulsar, thereby recycling it. The last possibility is that the system from scenario two is disrupted by the black hole formation, resulting in a (possibly recycled) pulsar and single black hole. This channel is not relevant for our purposes, as it ceases to be a potential LIGO source. The $`R_6`$ rates for the remaining formation channels are shown in tables 5 and 5. The BH-NS column covers all formation channels for a BH-NS system, whereas the BH–PSR2 column considers only that subset of BH-NS systems where a recycled pulsar is formed first, via channel two, as described above. Surprisingly, of the systems that go on to form a BH-NS pair, around 40% experience the reversal described in case two above, where the initially more massive star forms a compact object last. Only 0.5% of the BH-BH progenitor systems experience a similar reversal. In the first case, an ordinary, short-lived ($`10^6`$ yr) pulsar is created. In the latter, a fast, long-lived ($`10^9`$ yr) millisecond pulsar should often be the result. It is likely that type II BH-PSR systems with recycled pulsars would be observable as radio objects. The small predicted formation rate of such objects, however, is consistent with having not yet been seen among known pulsars. However, their formation rate, while 30–60 times smaller than that of “type 1” BH-NS systems, should mean that they are considerably more common than black holes with normal pulsar companions, being longer-lived. Also, we note that the formation rate of “type 2” BH-PSR systems is more severely affected by kick intensity, as strong kicks may widen the system enough to prevent mass transfer on to the neutron star, leaving an ordinary BH-PSR system. We conclude that the galactic scale height for such systems should be substantially smaller than that of ordinary BH-NS and BH-PSR systems. Further details of the BH-PSR systems (including a prediction of orbital distributions) will be deferred to a future work (Sipior & Sigurdsson, in prep). Note finally that the chirp mass of a typical coalescing BH-PSR system is roughly twice as large as a NS-NS binary. As $`d_L`$ scales with $`M_{chirp}^{5/6}`$, this implies at least a five-fold increase in search volume. Adjusting the estimated $`R_6`$ rates for this implies that BH-NS coalescence should be seen with substantially greater frequency than NS-NS binaries at all kick intensities, with a conservative maximum of $`7\times 10^3`$ LIGO I detections per year for low kick strengths. A more likely “best bet” rate is on the order of 2–3$`\times 10^3`$ yr-1, with a mix of high ($`\sigma =450`$ km s-1 ) and low ($`\sigma =90`$ km s-1 ) kick velocities, with 60% of kicks drawn from the former, the balance from the latter (as suggested by Arzoumanian, Chernoff & Cordes, 2001; Pfahl et al, 2001).

BH-BH systems are shown here to be far more common than either NS-NS or BH-NS hybrids. Only a small fraction of these will merge in a Hubble time, as the larger mass permits the system to remain bound at higher separations. As well, the greater mass of BH-BH systems implies a more gradual response to an increasing kick parameter. Indeed, the $`R_6`$ rate for bound BH-BH system formation remains high (more than thirty per Myr in the Milky Way), even when kicks are permitted to reach $`10^3`$ km s-1 on a 1.4 M object. Figure 3 shows the distribution of chirp masses for all BH-BH systems that coalesce in less than 10 Gyr. As can be seen, there is a concentration of chirp masses around 4 M, implying a twentyfive-fold increase in search volume. Allowing for this, we anticipate a LIGO I detection rate of 0.3–12$`\times 10^3`$ yr-1, with a likely rate of 3–4$`\times 10^3`$ $`yr^1`$, given the two-component kick speed distribution described above. Figure 4 shows the strong correlation between the final system velocity (a function of the kick magnitude and component masses), and the time required for the system to coalesce due to emitted gravitational wave energy. A clear dynamic criterion for coalescence emerges, with slower systems rarely merging in a Hubble time. This is essentially a selection effect, as the kick speed must be of a magnitude comparable to the orbital speed of the system to have a dramatic effect on the merger rate. Relative to the orbital speed, a weak kick will have no appreciable effect, while a strong kick will disrupt the system. So, the kick speeds that bring about more rapid mergers are necessarily tuned to the orbital speed of the system at the second supernova.

## 5 Discussion

We claim a “best guess” LIGO I detection rate of 3–4 $`\times 10^3`$yr-1 for BH-BH coalescence events, 2–3$`\times 10^3`$ yr-1 for BH-NS events, and $``$10-3 NS-NS coalescence per year. LIGO II, with an anticipated order of magnitude increase in sensitivity, should encompass roughly $`10^3`$ times the search volume, with a proportional increase in event detection rates. Unless LIGO I is quite lucky, it seems unlikely that mergers *from this channel* will be detected until the advent of LIGO II in a few years. With LIGO II, we can anticipate an event rate of many per year. These are essentially consistent with the most pessimistic detection rates calculated by Grishchuk et al (2001). There are significant differences between our results and those in Portegies Zwart & Yungelson (1998), primarily regarding BH-BH coalescence, where a negligible merger rate was found. This discrepancy is likely due to our lower cutoff for black hole formation, where we adopt a value of 20 M, against the 40 M cutoff adopted by the latter. While recent models of Fryer (1999) have established a lower black hole mass cutoff, more work is needed to resolve this area of contention. LIGO-measured coalescence rates should provide a clearer resolution on this point.

It is instructive to compare our results with those obtained in two recent population synthesis studies. Fryer et al (1999) performed detailed synthesis calculations in the context of black hole-accretion driven gamma ray bursts. As a result, BH-BH binaries are not considered; however, BH-NS and NS-NS systems are. For the Salpeter IMF, and a Gaussian kick distribution peaked at 100 km s-1 , FWHM of 50 km s-1 (roughly corresponding to our $`\sigma =90`$ km s-1 kicks), the $`R_6`$ rate of BH-NS formation is identical ($`R_6=16`$). We predict many more NS-NS ($`R_6`$ of 11, as opposed to 4.2). This discrepancy arises from the inclusion of hypercritical accretion in Fryer et al scenario I for NS-NS formation. The result is that all neutron stars that pass through a common envelope phase become black holes, removing a significant channel of NS-NS pair formation. At higher kick intensities, the BH-NS formation rates remain in good agreement, whilst the NS-NS rates become more disparate. This is likely because the two high speed kick distributions are not the same, and the discrepancy affects BH-NS systems less dramatically because of the larger mass involved.

Very recently, the paper of Belczynski et al (2001) performed a similar comprehensive study, considering a wide variety of kick paradigms and population synthesis models. Our anticipated LIGO I detection rates are consistently an order of magnitude lower than those reported by the authors for their “standard model”. Though the kick distribution chosen for this standard model is more intense than in our own work (two Maxwellian distributions, with $`\sigma `$ = 175 km s-1 and $`\sigma `$ = 700 km s-1 , with 80% of kicks drawn from the former, and the balance from the latter distribution), the mean neutron star mass is allowed to be much higher (up to 3 M, allowing more systems to remain bound, *and* shed gravitational radiation more quickly. Thus, the overall effect is to enhance the anticipated NS-NS and BH-NS merger rates. It should be noted that our calculated merger rates fall within the range of merger rates calculated by Belczynski et al when all posited model assumptions are considered. The difference between our results and the standard model of the authors for BH-BH systems is larger, by roughly two orders of magnitude (though our results still fall within the wider range resulting from considering all the models presented). Our model assumptions are greatly discrepant at one point in particular; namely, the assumed mass function of newly-formed black holes as a function of ZAMS mass. Where we take a rough interpolation between model results presented in Fryer (1999), the authors use a much more sophisticated relationship between the ZAMS mass and the initial mass of the resulting black hole. This mass function tends to produce substantially more massive holes than those generated from our interpolation, and we believe this to be the principal cause of the discrepancy in merger rates for BH-BH binaries.

After the neutron star/black hole mass cutoff, the second pivotal assumption concerns the distribution of natal kick speeds, and indeed, whether black holes can receive kicks under any circumstances. The cases of Nova Sco 1994 and XTE J1118+480 show that our natal kick assumptions are plausible. However, we suffer from a paucity of data concerning the frequency and scaling (with respect to mass) of black hole kicks. There is mounting evidence that neutron star kick distributions are bi-modal (Arzoumanian, Chernoff & Cordes, 2001), allowing many more NS-NS systems to survive and merge after the second supernova. The greater mass of black holes means that uncertainties in these distributions have less effect on the coalescence of BH-NS and BH-BH systems, as can be seen in table 5. Coupling this fact with the “residual” merger rate one gets when black holes are not allowed natal kicks at all (cf. table 5), we argue that the effects of uncertainty in the natal kick models will not affect the predicted $`R_6`$ rates of BH-BH and BH-NS mergers by more than factors of a few. Interestingly, the large number of BH-BH binaries which remain bound suggests that another merger channel; namely, a merger due to hardening resulting from external dynamical perturbations (Sigurdsson & Hernquist, 1993). We do not quantify this effect here, but note that the extent and duration of a star-formation episode could have a notable effect on the rate at which such interactions occur.

Black holes experience natal kicks only when formation of the event horizon is delayed, from fallback material and/or initial spin support. Therefore it is reasonable to posit a correlation between natal kicks and a high initial spin for the nascent black hole. In a BH-BH system, the first hole is gradually spun down by interaction with the stellar wind of its companion, and will likely be a slow rotator even if it began with maximal spin. The second hole will not experience this, and should retain its high spin. We therefore predict that, for BH systems that experience natal kicks, LIGO will see a slow rotating primary, with a (generally less massive) black hole companion with near maximal spin. If the components do not experience natal kicks, we would anticipate low spins all around, with the coalescence rate primarily determined by the wind mass loss rate and the boundary criterion for black hole formation. This spin signature is a directly testable hypothesis—LIGO II should provide a large array of high-quality sources to verify this prediction, and allow for careful testing of gravitational wave phenomenology.

A similar spin correlation may be found in BH-PSR systems, with the two categories described above having different anticipated signatures. The type I systems (black hole first, followed by standard pulsar) should have two slow rotators, as no pulsar recycling is possible. Type II systems (neutron star forms first, is spun up by black hole progenitor, black hole forms) should have at least one rapid rotator, and possibly two, if the black hole is spun up during its formation, as above. These spin correlations may be demonstrated with high-S/N data from LIGO II. More will be said about the spin signatures of BH-PSR systems in an upcoming paper (Sipior & Sigurdsson, in prep), in addition to a study of the orbital parameters of such systems, and the ratio of BH-PSR to NS-PSR systems, which is relevant for new tests of General Relativity, should these systems be detected.

Model uncertainties, especially involving the details of black hole formation, still dominate the estimates of coalescence rates to be seen by LIGO. Nonetheless, it is becoming clear that BH-BH mergers form a significant channel, comparable to the rates anticipated for NS-NS systems. While LIGO I detection rates appear too small to catch any merger events from this channel, we may still be lucky enough (at the level of a few percent) to serendipitously catch events from this channel (especially given incremental upgrades in the sensitivity of LIGO I throughout its operational lifetime). LIGO II should easily see a large number of these events every year.

Acknowledgments: Both authors would like to profusely thank Onno Pols and Joshua Bloom for access to the code base that we built upon here. Steinn Sigurdsson would like to acknowledge the support of the Center for Gravitational Wave Physics, and the hospitality of the Aspen Center for Physics. The Center for Gravitational Wave Physics is supported by the NSF under co-operative agreement PHY 01-14375. Michael Sipior is supported in part by NASA through grant GO01152 A,B from the Smithsonian Astrophysical Observatory. He would like to acknowledge travel support kindly provided by the Zaccheus Daniel Foundation.


text:
# Entropy and energy of a class of spacetimes with horizon: a general derivation

## Abstract

Euclidean continuation of several Lorentzian spacetimes with horizons requires treating the Euclidean time coordinate to be periodic with some period $`\beta `$. Such spacetimes (Schwarzschild, deSitter,Rindler …..) allow a temperature $`T=\beta ^1`$ to be associated with the horizon. I construct a canonical ensemble of a subclass of such spacetimes with a fixed value for $`\beta `$ and evaluate the partition function $`Z(\beta )`$. For spherically symmetric spacetimes with a horizon at $`r=a`$, the partition function has the generic form $`Z\mathrm{exp}[S\beta E]`$, where $`S=(1/4)4\pi a^2`$ and $`|E|=(a/2)`$. Both $`S`$ and $`E`$ are determined entirely by the properties of the metric near the horizon. This analysis reproduces the conventional result for the blackhole spacetimes and provides a simple and consistent interpretation of entropy and energy for deSitter spacetime. For the Rindler spacetime the entropy per unit transverse area turns out to be $`(1/4)`$ while the energy is zero. The implications are discussed.

Among the class of Lorentzian spacetime metrics which allow a positive definite continuation to the Euclidian time coordinate $`\tau =it`$, there exists a subclass of spacetime metrics which require $`\tau `$ to be treated a periodic with some period $`\beta `$. This usually leads to two-point functions of the quantum field theory, defined via Euclidian continuation, to satisfy the KMS condition. It is natural to interpret such a feature as describing a finite temperature field theory with temperature $`T=\beta ^1`$. (For a review, see e.g., .) A wide class of such spacetimes, analysed in the literature, has the form

$$ds^2=f(r)dt^2f(r)^1dr^2dL_{}^2$$
(1)
where $`f(r)`$ vanishes at some surface $`r=a`$, say, with $`f^{}(a)B`$ remaining finite. When $`dL_{}^2`$ is taken as the metric on 2-sphere and $`r`$ is interpreted as the radial coordinate $`[0r\mathrm{}]`$, equation (1) covers a variety of spherically symmetric spacetimes (including Schwarzschild, Reissner-Nordstrom, deSitter etc.) with a compact horizon at $`r=a`$. If $`r`$ is interpreted as one of the cartesian coordinates $`x`$ with $`(\mathrm{}x\mathrm{})`$ and $`dL_{}^2=dy^2+dz^2,f(x)=1+2gx,`$ equation (1) can describe the Rindler frame in flat spacetime. We shall first concentrate on compact horizons with $`r`$ interpreted as radial coordinate, and comment on the Rindler frame at the end.

Since the metric is static, Euclidean continuation is trivially effected by $`t\tau =it`$ and an examination of the conical singularity near $`r=a`$ \[where $`f(r)B(ra)`$\] shows that $`\tau `$ should be interpreted as periodic with period $`\beta =4\pi /|B|`$ corresponding to the temperature $`T=|B|/4\pi `$. One can prove quite rigorously  that the spacetime described by (1) is endowed with this temperature which — in turn — depends only on the behaviour of the metric near the horizon. The form of $`f(r)`$ is arbitrary except for the constraint that $`f(r)B(ra)`$ near $`r=a`$.

The next logical question will be whether one can associate other thermodynamic quantities, especially the entropy, with such spacetimes.3 Given that the temperature can be introduced very naturally, just using the behaviour of metric near the horizon, one would look for a similarly elegant and natural derivation of the entropy. Such a derivation should not depend on the introduction of external degrees of freedom (like a scalar field) since we want to associate the entropy with the spacetime and not with an external field. Further, the thermodynamical description should depend only on the behaviour of the metric near the horizon. I will show that it is indeed possible to provide such a description for spacetimes of the form in (1), in spite of the fact that notion of energy is ill defined in a generic spacetime.

The class of metrics in (1) with the behaviour $`[f(a)=0,f^{}(a)=B]`$ constitute a canonical ensemble at constant temperature since they all have the same temperature $`T=|B|/4\pi `$ . The partition function for this ensemble is given by the path integral sum

$`Z(\beta )`$ $`=`$ $`{\displaystyle \underset{gϵ𝒮}{}}\mathrm{exp}(A_E(g))`$
$`=`$ $`{\displaystyle \underset{gϵ𝒮}{}}\mathrm{exp}\left({\displaystyle \frac{1}{16\pi }}{\displaystyle _0^\beta }𝑑\tau {\displaystyle d^3x\sqrt{g_E}R_E[f(r)]}\right)`$
where I have made the Euclidian continuation of the Einstein action and imposed the periodicity in $`\tau `$ with period $`\beta =4\pi /|B|`$. The sum is restricted to the set $`𝒮`$ of all metrics of the form in (1) with the behaviour $`[f(a)=0,f^{}(a)=B]`$ and the Euclidean lagrangian is a functional of $`f(r)`$. No source term or cosmological constant (which cannot be distinguished from certain form of source) is included since the idea is to obtain a result which depends purely on the geometry. The spatial integration will be restricted to a region bounded by the 2-spheres $`r=a`$ and $`r=b`$, where the choice of $`b`$ is arbitrary except for the requirement that within the region of integration the Lorentzian metric must have the proper signature with $`t`$ being a time coordinate. The remarkable feature is the form of the Euclidean action for this class of spacetimes. Using the result

$$R=_r^2f\frac{2}{r^2}\frac{d}{dr}\left[r(1f)\right]$$
(3)
valid for metrics of the form in (1), a straight forward calculation shows that

$`A_E`$ $`=`$ $`{\displaystyle \frac{\beta }{4}}{\displaystyle _a^b}𝑑r\left[[r^2f^{}]^{}+2[r(1f)]^{}\right]`$ (4)
$`=`$ $`{\displaystyle \frac{\beta }{4}}[a^2B2a]+Q[f(b),f^{}(b)]`$
where $`Q`$ depends on the behaviour of the metric near $`r=b`$ and we have used the conditions $`[f(a)=0,f^{}(a)=B]`$. The sum in (Entropy and energy of a class of spacetimes with horizon: a general derivation) now reduces to summing over the values of $`[f(b),f^{}(b)]`$ with a suitable (but unknown) measure. This sum, however, will only lead to a factor which we can ignore in deciding about the dependence of $`Z(\beta )`$ on the form of the metric near $`r=a`$. Using $`\beta =4\pi /B`$ (and taking $`B>0`$, for the moment) the final result can be written in a very suggestive form:

$$Z(\beta )=Z_0\mathrm{exp}\left[\frac{1}{4}(4\pi a^2)\beta (\frac{a}{2})\right]\mathrm{exp}\left[S(a)\beta E(a)\right]$$
(5)
with the identifications for the entropy and energy being given by:

$$S=\frac{1}{4}(4\pi a^2)=\frac{1}{4}A_{\mathrm{horizon}};E=\frac{1}{2}a=\left(\frac{A_{\mathrm{horizon}}}{16\pi }\right)^{1/2}$$
(6)
In addition to the simplicity, the following features are noteworthy regarding this result:

(i) The result is local in the sense that it depends only on the form of the metric near the horizon. In particular, the definition of energy does not depend on the asymptotic flatness of the metric.

(ii) The partition function was evaluated with two very natural conditions: $`f(a)=0`$ making the surface $`r=a`$ a compact horizon and $`f^{}(a)=`$ constant which is the proper characterisation of the canonical ensemble of spacetime metrics. Since temperature is well defined for the class of metrics which I have considered, this canonical ensemble is defined without any ambiguity. This allows me to sum over a class of spherically symmetric spacetimes at one go rather than deal with, say, blackhole spacetimes and deSitter spacetime separately. Unlike many of the previous approaches, I do not evaluate the path integral in the WKB limit, confining to metrics which are solutions of Einstein’s equations. (When the path integral sum is evaluated using WKB ansatz for vacuum spacetimes like Schwarzschild blackhole — as, e.g., in the works by Gibbons and Hawking4 — the scalar curvature $`R`$ vanishes and a surface contribution arises from the trace of the second fundamental form on the boundary. The surface contribution which arises in (4) is different.) Conceptually, a canonical ensemble for a minisuperspace of metrics of the form in (1) should be constructed by keeping the temperature constant without assuming the metrics to be the solutions of Einstein’s equation; this is what I do and exploit the form of $`R`$ given by (3). Since this action involves second derivatives, it is not only allowed but even required to fix both $`f`$ and $`f^{}`$ at the boundaries.

(iii) In the case of the Schwarzschild blackhole with $`a=2M`$, the energy turns out to be $`E=(a/2)=M`$ which is as expected. (More generally, $`E=(A_{\mathrm{horizon}}/16\pi )^{1/2}`$ corresponds to the so called ‘irreducible mass’ in BH spacetimes5). Of course, the identifications $`S=(4\pi M^2)`$, $`E=M`$, $`T=(1/8\pi M)`$ are consistent with the result $`dE=TdS`$ in this particular case. The result, however, is applicable to a much wider class of spacetimes. Consider, for example, the class of all spacetimes for which $`f(r)=0`$ at $`r=2M`$ but is widely different from the Schwarzschild metric (but well behaved) for $`r2M`$. Such a class will include spacetimes which are not asymptotically flat so that no natural definition of energy exists in the conventional sense. The analysis above suggests that the energy of such spacetimes for the purpose of thermodynamics is still given by $`E=M`$.

(iv) Most importantly, our analysis provides an interpretation of entropy and energy in the case of deSitter universe which is gaining in popularity. In this case, $`f(r)=(1H^2r^2)`$, $`a=H^1,B=2H`$. Since the region where $`t`$ is timelike is “inside” the horizon, the integral for $`A_E`$ in (4) should be taken from some arbitrary value $`r=b`$ to $`r=a`$ with $`a>b`$. So the horizon contributes in the upper limit of the integral introducing a change of sign in (4). Further, since $`B<0`$, there is another negative sign in the area term from $`\beta BB/|B|`$. Taking all these into account we get, in this case,

$$Z(\beta )=Z_0\mathrm{exp}\left[\frac{1}{4}(4\pi a^2)+\beta (\frac{a}{2})\right]\mathrm{exp}\left[S(a)\beta E(a)\right]$$
(7)
giving $`S=(1/4)(4\pi a^2)=(1/4)A_{\mathrm{horizon}}`$ and $`E=(1/2)H^1`$. These definitions do satisfy the relation $`TdSPdV=dE`$ when it is noted that the deSitter universe has a non zero pressure $`P=\rho _\mathrm{\Lambda }=E/V`$ associated with the cosmological constant. In fact, if we use the “reasonable” assumptions $`S=(1/4)(4\pi H^2),V=(4\pi /3)H^3`$ and $`E=PV`$ in the equation $`TdSPdV=dE`$ and treat $`E`$ as an unknown function of $`H`$, we get the equation $`H^2(dE/dH)=(3EH+1)`$ which integrates to give precisely $`E=(1/2)H^1.`$ This energy is also numerically same as the total energy within the Hubble volume of the classical solution, with a cosmological constant:

$$E_{\mathrm{Hub}}=\frac{4\pi }{3}H^3\rho _\mathrm{\Lambda }=\frac{4\pi }{3}H^3\frac{3H^2}{8\pi }=\frac{1}{2}H^1$$
(8)
(The extra negative sign of $`E=E_{\mathrm{Hub}}`$ is related to a feature noticed in the literature in a different context; see for example, the discussion following equation (71) in the review . )

Let us now consider the spacetimes with planar symmetry for which (1) is still applicable with $`r=x`$ being a Cartesian coordinate and $`dL_{}^2=dy^2+dz^2`$. In this case $`R=f^{\prime \prime }(x)`$ and the action becomes

$`A_E`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}{\displaystyle _0^\beta }𝑑\tau {\displaystyle 𝑑y𝑑z_a^b𝑑xf^{\prime \prime }(x)}`$ (9)
$`=`$ $`{\displaystyle \frac{\beta }{16\pi }}A_{}f^{}(a)+Q[f^{}(b)]`$
where we have confined the transverse integrations to a surface of area $`A_{}`$. If we now sum over all the metrics with $`f(a)=0,f^{}(a)=B`$ and $`f^{}(b)`$ arbitrary, the partition function will become

$$Z(\beta )=Z_0\mathrm{exp}(\frac{1}{4}A_{})$$
(10)
which suggests that planar horizons have an entropy of (1/4) per unit transverse area but zero energy. This includes Rindler frame as a special case. Note that if we freeze $`f`$ to its Rindler form $`f=1+2gx`$, (by demanding the validity of Einstein’s equations in the WKB approach, say) then $`R=f^{\prime \prime }=0`$ as it should. In the action in (9), $`f^{}(a)f^{}(b)`$ will give zero. It is only because I am not doing a WKB analysis — but varying $`f^{}(b)`$ with fixed $`f^{}(a)`$ — that I obtain an entropy for these spacetimes.

I shall now indicate how this analysis can possibly be generalized to handle a wider class of spacetimes with compact horizons. Consider any static metric which requires periodicity in $`\tau `$ under Euclidean continuation. In evaluating the Euclidean action, the integral over $`\tau `$ just leads to a factor $`\beta `$. The spatial integration is over a region bounded by the horizon $``$ and another arbitrary, convenient compact 2-surface which does not intersect the horizon. Since the Lagrangian density $`\sqrt{g}R`$ contains a total derivative term

$$\sqrt{g}R=_l\left[_a\left(\sqrt{g}g^{al}\right)+g^{il}_i(\sqrt{g})\right]+(\mathrm{\Gamma }\mathrm{\Gamma }\mathrm{terms})$$
(11)
the Euclidean action will pick up two surface terms on the horizon:

$`A_E`$ $`=`$ $`{\displaystyle \frac{\beta }{16\pi }}{\displaystyle _{}}d^2\sigma n_b_a\left(\sqrt{g}g^{ab}\right)`$ (12)
$``$ $`{\displaystyle \frac{\beta }{16\pi }}{\displaystyle _{}}d^2\sigma n_lg^{il}_i(\sqrt{g})+(\mathrm{\Gamma }\mathrm{\Gamma }\mathrm{terms})`$
where $`n_a`$ is the normal to the surface. Our analysis suggests that the first term corresponds to the entropy $`S`$ when $``$ is a compact horizon. The contribution to $`\beta E`$ arises from the remaining terms. (In (3), for example, the first term, $`_r^2f`$, arises from the embedding $`t=`$ constant space in 4-dimensions while the second term $`2r^2[r(1f)]^{}`$ is the scalar curvature, $`{}_{}{}^{3}R`$, of the $`t=`$ constant surface).

Another issue which is not adequetely addressed in the literature is the definition of entropy and temperature in spacetimes with more than one horizon — like the Schwarzchild-deSitter solution. Since the surface gravities at the two horizons are different, one would expect any local definition to lead to two different temperatures and peridicity arguments become ambiguous. Our analysis uses a canonical ensemble which, in turn, assumes that there is single temperature associated with the spacetime. But if we ignore this feature and formally extend the result in (4) to a region between two horizons, we will get the sum $`_i(S_i\beta _iE_i)`$ with $`i=1,2`$. While summing over the entropy and energy seems reasonable — they being extensive — it is difficult to interpret the occurrence of two different $`\beta `$’s in a canonical ensemble. These difficulties, of course, have nothing to do the approach described here and exist in all other approaches as well.

Finally, it will be straight forward to use this approach in $`D`$ dimensions with the hope that insights gained in $`D4`$ may be of some help. In $`D=(1+2)`$, for example, metrics of the type in (1) with $`dL_{}^2=r^2d\theta ^2`$ will give $`S=(1/4)(2\pi a)=(1/4)A_{\mathrm{horizon}}`$ with $`E=0`$. The vanishing of energy probably signifies the fact that at the level of the metric, Einstein’s equations are vacuous in (1+2) and we have not incorporated any topological effects \[like deficit angles corresponding to point masses in (1+2) dimensions\] in our approach. These issues are under study.

I thank S.Shankaranarayanan, K.Subramanian and Suneeta Varadarajan for useful discussions.