text:
# An Investigation of Crash Avoidance in a Complex System

## 1 Introduction

The ability to produce large, unexpected changes represents one of the most remarkable dynamical features of complex systems . Examples include crashes in financial markets, jams in traffic and data networks, and the collapse of the immune system in humans. The large changes arising in real-world systems might be exogenous and hence triggered by some event in the environment which is external to the system - however the most intriguing case concerns the *endogenous* large changes which seem to arise ‘out of nowhere’ and cannot be blamed on any particular external cause. The bursting of the dot-com bubble around April 2000 represents a recent finance-related example of an endogenous large change. The practical motivation for studying large changes or so-called ‘extreme events’ is obvious: they are rare, but the damage they cause can be catastrophic. Present practice in assessing the risk of such events is purely statistical . This has two shortcomings. First, these events are rare and hence reliable statistics are difficult to determine. Second, large events such as crashes arise from subtle temporal correlations in the time-series and hence can last over many time-steps. Such changes are therefore not easily captured by examining probability distribution functions involving a fixed number of time-steps . The academic motivation is equally strong, since large changes provide a visible demonstration of the system’s internal dynamics and correlations. Reference  quotes Bacon from Novum Organum: “Whoever knows the ways of Nature will more easily notice her deviations; and, on the other hand, whoever knows her deviations will more accurately describe her ways”. In short, the largest changes will tend to ‘scrape the barrel’ in some way: hence they may provide new insight into the structure of the barrel (i.e. the system) and contents (i.e. the constituent parts and their interactions).

In this paper, we examine large changes using a simple, yet highly non-trivial, model for a complex system comprising a population of objects or ‘agents’ repeatedly competing for a limited global resource. In particular, we study the many possible paths the multi-agent system may take in the vicinity of a possible large change. This ‘many-worlds’ view allows us not only to predict the start and end of a large change in this system, but also to investigate how such a large change might be avoided. We find that the system can be ‘immunized’: by provoking a small response today, the future robustness of the system against large changes can be boosted.

Agent-based models are becoming a standard tool for investigating complex system behavior across many disciplines. Typically each agent has access to a limited set of recent global outcomes of the system; she then combines this information with her limited strategy set, chosen randomly at the start of the game (i.e. quenched disorder) in order to decide an action at the given timestep. These decisions by the $`N`$ agents feed back to generate the system’s output. The Minority Game (MG) introduced by Challet and Zhang offers possibly the simplest paradigm for such a complex, adaptive system and has therefore been the subject of much research activity . Most studies of the MG have focused on a calculation of both time and configuration (i.e. quenched disorder) averaged quantities - in particular the ‘volatility’ $`\sigma `$, where $`\sigma `$ is the standard deviation of the number of agents taking a given decision. Our previous work has shown that the variation of this averaged $`\sigma `$ as a function of memory size $`m`$ can be quantitatively explained in terms of ‘crowd-anticrowd’ collective behavior . In common with other MG theories , our crowd-anticrowd theory implicitly assumes both time-averaging and configuration-averaging.

The approach of studying realization-averaged quantities is standard in
physics. It yields meaningful results for a wide range of physical systems because of the natural self-averaging which occurs in many-particle systems over the time-scales and length-scales of a typical experiment. However it is arguably of limited use in the study of real-world complex systems. This is because the observed evolution of a complex system only provides a *single* realization of the many possible paths that the dynamics can take. A financial market, for example, evolves with the knowledge that a crash happened at a specific moment in the past: there is a definite pre- and post-crash dynamics which will tend to condition the possible future paths. For example, the future behavior of the financial markets is dictated in part by the spectre of the recent dot-com boom and bust. In the context of human evolution, social revolutions dominate the subsequent dynamics within a society. Consequently one would gain little insight into the present state of the world by including all possible scenarios from the past, such as ones where the dinosaurs did not become extinct or ones where US did not gain independence. With this in mind, we have recently introduced two alternative theoretical approaches to analyse the MG, both of which focus on the dynamics for a *single* realization of the quenched disorder. The first approach  views the MG as a stochastically perturbed deterministic system. Averaging over the sources of stochasticity, in particular the coin-tosses used to break ties in strategy scores, yields a set of deterministic mapping equations . Hence, in this system any particular realization of the quenched disorder will give rise to a single path for the future dynamics. The second approach takes a complementary, stochastic viewpoint based on a Markov Chain analysis . It is this latter theoretical approach which we will build upon in the present paper, focusing on the effect that the stochasticity can have in creating alternative future paths in the system’s evolution. A further distinguishing feature of the present work is therefore its ‘many worlds’ view of the future evolution of a multi-agent system. The underlying motivation for such an approach is our desire to understand the degree to which information about an upcoming large change is already ‘encoded’ in the system, and hence the degree to which the large change itself might be avoidable.

## 2 Grand Canonical Minority Game (GCMG)

The basic MG  comprises an odd number of agents $`N`$ (e.g. traders or drivers) choosing repeatedly between option 0 (e.g. sell or choose route 0) and option 1 (e.g. buy or choose route 1). The winners are those in the minority group; e.g. sellers win if there is an excess of buyers, drivers choosing route 0 encounter less traffic if most other drivers choose route 1. The outcome at each timestep represents the winning decision, 0 or 1. A common bit-string of the $`m`$ most recent outcomes is made available to the agents at each timestep . The agents randomly pick $`s`$ strategies at the beginning of the game, with repetitions allowed. This initial strategy allocation represents a quenched disorder. Each strategy is a bit-string of length $`2^m`$ which predicts the next outcome for each of the $`2^m`$ possible histories. After each turn, the agent assigns one (virtual) point to each strategy which would have predicted the correct outcome. At each turn of the game, the agent uses the most successful strategy, i.e. the one with the most virtual points, among her $`s`$ strategies. Any ties between equally successful strategies are resolved by the toss of a coin.

Our Grand Canonical Minority Game (GCMG) was first presented in Ref. . The main generalizations from the basic MG are as follows: (i) an agent only participates if she possesses a strategy that has a score equal to, or greater than, a predefined threshold $`r`$, and (ii) the strategy performance is only recorded over the previous $`\tau `$ timesteps. The GCMG hence incorporates the following real-world effects: (i) agents (e.g. traders) only participate if they have a certain level of confidence in the strategies that they possess, and (ii) the agents will tend to forget (or consider irrelevant) results that lie too far back in history. These seemingly trivial modifications of the basic MG yield a dynamical system with surprisingly rich dynamics. These dynamics depend strongly on whether the participants are fed real (as opposed to random) history strings, and on the nature of the quenched disorder corresponding to the initial conditions. We focus on the low $`m`$ regime because of the richer dynamics, however our formalism can be applied for all $`m`$.

The number of agents holding a particular combination of strategies can be written as a $`D\times D\times \mathrm{}`$ ($`s`$ terms) dimensional tensor $`\mathrm{\Omega }`$, where $`D`$ is the total number of available strategies. For $`s=2`$ strategies per agent, this is simply a $`D\times D`$ matrix where the entry $`(i,j)`$ represents the number of agents who picked strategy $`i`$ and then $`j`$. The strategy labels are given by the decimal representation of the strategy plus unity, for example the strategy 0101 for $`m=2`$ has strategy label 5+1=6. This quenched disorder $`\mathrm{\Omega }`$ is fixed at the beginning of the game and is written using the full strategy space . The value of $`a_R^\mu `$ describes the prediction of strategy $`R`$ given the history $`\mu `$, where $`\mu `$ is the decimal number corresponding to the $`m`$-bit binary history string . Hence $`a_R^\mu =1`$ denotes a prediction of option ‘0’ while $`a_R^\mu =1`$ denotes a prediction of option ‘1’.

As discussed in Sec. I, we are interested in the detailed dynamics of the game for a given realization of the initial quenched disorder $`\mathrm{\Omega }`$. Hence we imagine that a particular $`\mathrm{\Omega }`$ has already been chosen. Since the game involves a coin-toss to break ties in strategy scores, this stochasticity also means that different runs for a given $`\mathrm{\Omega }`$ will also differ - we return to this point below. The number of traders making decision $`1`$ (the ‘instantaneous crowd’) minus the number of traders making decision $`0`$ (the ‘instantaneous anticrowd’) defines the net ‘attendance’ $`A[t]`$ at a given timestep $`t`$ of the game. This attendance $`A[t]`$ is made up of two groups of traders at any one timestep :

(a) $`A_D[t]`$ traders who act in a ‘decided’ way, i.e. they do not require the toss of a coin to decide which option to choose. This is because they have one strategy that is better than their other playable strategies, or because their highest-scoring strategies are tied *but* give the same response as each other to the history $`\mu _t`$ at that turn of the game.

(b) $`A_U[t]`$ traders who act in an ‘undecided’ way, i.e. they require the toss of a coin to decide which option to choose. This is because they have two (or more) tied, highest-scoring strategies *and* these give different responses to the history $`\mu _t`$ at that turn of the game.

Hence the attendance at timestep $`t`$ is given by

$$A[t]=A_D[t]+A_U[t].$$
(1)
The state of the game at the beginning of timestep $`t`$ depends on the strategy score vector $`\underset{¯}{s}_t`$ and history $`\mu _t`$. Henceforth we will drop the variable $`t`$ from the notation, but note that it remains an implicit variable through the time-dependence of $`\underset{¯}{s}`$ and $`\mu `$. We also focus on $`s=2`$ strategies per agent, although the formalism can be generalized in a straightforward way. At timestep $`t`$, $`A_D`$ is given exactly by

$$A_D(\underset{¯}{s},\mu )=\underset{R,R^{^{}}}{}a_R^\mu (1+\mathrm{Sgn}[s_Rs_R^{^{}}])\mathrm{H}[s_Rr]\underset{¯}{\underset{¯}{\mathrm{\Psi }}}_{R,R^{^{}}}$$
(2)
where the symmetrized matrix $`\underset{¯}{\underset{¯}{\mathrm{\Psi }}}=\frac{1}{2}(\underset{¯}{\underset{¯}{\mathrm{\Omega }}}+\underset{¯}{\underset{¯}{\mathrm{\Omega }}}^T)`$ with $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}`$ representing the quenched disorder. The element $`\underset{¯}{\underset{¯}{\mathrm{\Omega }}}_{R,R^{^{}}}`$ gives the number of agents picking strategy $`R`$ and then $`R^{}`$. The function $`\mathrm{H}[\mathrm{}]`$ is the Heaviside function. The number of undecided traders $`N_U`$ is given exactly by

$$N_U(\underset{¯}{s},\mu )=\underset{R,R^{^{}}}{}\delta (s_Rs_R^{^{}})[1\delta (a_R^\mu a_R^{^{}}^\mu )]\mathrm{H}[s_Rr]\underset{¯}{\underset{¯}{\mathrm{\Omega }}}_{R,R^{^{}}}$$
(3)
and therefore the attendance of undecided traders $`A_U`$ is distributed binomially as follows:

$$A_U(\underset{¯}{s},\mu )2\mathrm{B}[N_U(\underset{¯}{s},\mu ),\frac{1}{2}]N_U(\underset{¯}{s},\mu )$$
(4)
where the term ‘$`\mathrm{B}[N_U(\underset{¯}{s},\mu ),\frac{1}{2}]`$’ is standard notation to denote a binomial distribution in which there are $`N_U(\underset{¯}{s},\mu )`$ trials with probability $`1/2`$ of obtaining a given outcome . Having obtained $`A_D(\underset{¯}{s},\mu )`$ and $`N_U(\underset{¯}{s},\mu )`$, it is now possible to calculate the probability $`P(w=0|\underset{¯}{s},\mu )`$ that the next winning decision is a 0, given knowledge of $`\underset{¯}{s}`$ and $`\mu `$. This probability is given as follows:

$$P(w=0|\underset{¯}{s},\mu )=(\frac{1}{2})^{1+N_U}\underset{i=0}{\overset{i=N_U}{}}\text{ }^{N_U}C_i(1+\mathrm{Sgn}[A_D+2iN_U])$$
(5)
We note that Eqs. (1)-(5) represent a generalization to the GCMG, of the equations presented in Ref.  to describe the basic MG within the Markov Chain formalism.

## 3 Analysis of a Crash

The dynamics of the GCMG are rich, and exhibit large changes . This paper gives explicit results for one particular (randomly-chosen) crash. However we stress that this crash is typical, and that similar conclusions will hold for other such typical crashes. The same analysis can be applied to other realizations without loss of generality. Emphasis is placed on looking at the many paths along which the system can evolve, starting well before the large change itself.

The quenched disorder is defined by $`\mathrm{\Omega }`$. The exact numerical form of $`\mathrm{\Omega }`$ is too cumbersome to show but can be obtained from the authors. The initial conditions are defined by the score vector $`\underset{¯}{s}`$ and the corresponding history state $`\mu `$. For the purpose of calculating the values of $`\underset{¯}{s}`$ and $`\mu `$ in subsequent timesteps, we also define the last $`\tau +m`$ winning outcomes of the GCMG. The specific initial conditions employed were taken from a typical run of the game, once initial transients had disappeared.

Equation (5) states the probability that the next winning outcome is a 0, given knowledge of $`\underset{¯}{s}`$ and $`\mu `$. It is possible to go further than this, by stating the mean attendance given that the attendance is positive (i.e. winning decision of 0) and/or the mean attendance given that the attendance is negative (i.e. winning decision of 1). Note that given a state of $`\underset{¯}{s}`$ and $`\mu `$, $`P(w=0|\underset{¯}{s},\mu )`$ may be greater than 0 but less than 1, and as such both winning decisions are possible for this state. If however $`P(w=0|\underset{¯}{s},\mu )`$ has a value of 0 or 1, then there is only one winning decision via which the complex system may evolve at that time-step. The system is therefore deterministic at this time-step.

There are several scenarios for $`A_D`$ and $`N_U`$ that can be examined. If $`A_D0`$ and $`N_U=0`$ then the price change is given by the value of $`A_D`$, hence only one winning outcome is possible. If $`A_D=0`$ and $`N_U=0`$, then the winning outcome has equal probability of being 0 or 1. In this case the recorded attendance is zero: however the two possible winning outcomes are noted for the purpose of calculating the outcomes for subsequent timesteps. If $`N_U0`$ and $`N_U<|A_D|`$, then the attendance $`A`$ can take $`N_U+1`$ possible values, each with their associated probabilities calculated using simple binomial theory in a similar way to Eq. (5). The magnitude of the attendance at $`t=\gamma `$ has no significance for the future states of the system at times $`t>\gamma `$. Only information concerning the sign of the attendance is carried forward, via the winning outcome. It is therefore sufficient to record the attendance for that timestep as being the average possible value, i.e. $`A=A_D`$ if $`N_U0`$ and $`N_U<|A_D|`$. Showing all $`N_U+1`$ possible price changes will not provide us with any extra useful information concerning the system - instead, showing the average value will enable us to present a less cluttered image of the many worlds (see later). If $`N_U0`$ and $`N_U>|A_D|`$, then both winning outcomes 0 and 1 are possible. For ease of calculation we shall approximate the binomial distribution in $`A_U`$ using a Normal distribution. Hence we can extract two possible values for the attendance: one corresponding to a winning outcome of 0, and the other a winning outcome of 1. To calculate these attendances, one should split the Normal distribution into two parts with the dividing line at the point of cut-off in terms of determining the winning outcome. If the winning outcome is to be a 0, then the corresponding attendance contributed by $`N_U`$ becomes the first moment of the distribution above the cut-off. Figure 1 shows an example of this scenario, and indicates the two corresponding attendances that are to be calculated.

We define a ‘path’ as the trajectory of the complex system during one possible run of the game. The game is set up with $`N=101`$ agents, each with two $`m=3`$ strategies scored over the last $`\tau =60`$ timesteps. The agents have identical confidence levels given by $`r=0.52\tau =31.2`$. Figure 2a shows all 949 different paths in terms of the cumulative attendance (e.g. price in a financial market). that this complex system can take over 56 timesteps, starting from the given initial conditions. Figure 2b indicates the probabilities of occurrence of the paths in one run of the game, as a function of the paths’ end points. Figure 2c shows a measure of the spread in price-increment between all the different paths as a function of time. This measure of the spread in price-increment is defined as follows:

$$\lambda =\frac{1}{2}\underset{i}{}\left[\underset{j}{}(x_jx_i)^2P(x_j)\right]P(x_i)$$
(6)
where $`x_\alpha `$ is the price change between neighboring timesteps for a price path denoted by $`\alpha `$. The probability that path $`x_\alpha `$ occurs, given the initial conditions, is given by $`P(x_\alpha )`$. We note that for the basic MG, $`\lambda `$ would take a value of $`99.4`$ if the attendances were random. In the present GCMG case, the random limit would be larger due to the fluctuation in the total number of agents playing at a given time-step.

It becomes very difficult to resolve the different paths in Fig. 2a after timestep 40, even though it is only the average, historically-distinct paths which have been shown. The thick line shows the weighted average of *all* these paths. \[Equation (5) allows us to calculate the probability of each path being the actual path taken in a single run of the game\]. It is easy to identify by eye that a large change (i.e. so-called drawdown or crash) occurs between time-steps 33 and 50. Figure 2c shows that $`\lambda `$ takes a very small value at the start of the crash: this signifies that the price-changes are similar at this point in time, in terms of the direction and size of movement, for the large majority of separate paths. Similarly at the end of the crash the quantity $`\lambda `$ takes a very large value, signifying a point in time where there is great disparity in the sign and size of price-changes between separate paths. We note that $`\lambda `$ is zero for the first 12 steps, since there is only one path possible up until timestep 13. Figure 2c demonstrates that it is possible to identify the start of a crash ahead of time, by the collective movements of the ‘parallel worlds’. In the case shown, the start of the crash is indicated by the collective crashes of the large majority of the many parallel worlds. Furthermore, it is possible in this system to identify the point in time when the system is released from the crash by observing when there is significant disparity between the parallel-world path movements. Starting from a time 33 steps prior to the start of the crash, it can be seen that a crash is highly likely.

Despite being highly likely, such a crash is not however inevitable. In order to gain insight into how the crash may be managed, reduced or even avoided, we now turn to investigate the differences between the paths which perform better/worse than the many-world average. We will take ‘better than’ as being a path that has an end value that is numerically greater than that of the mean at timestep 56 (c.f. Fig. 2a) - similarly for ‘worse than’. Hence we shall split up the paths into these two corresponding groups: better-than-the-mean shall be labelled Set A, and worse-than-the-mean shall be labelled Set B. Although the end of the crash is signified to be at timestep 51 by the observable $`\lambda `$, for the purpose of analytics the reference point from which to define paths belonging to Set A (i.e. better than average path) and paths belonging to Set B (i.e. worse than average path) is taken to be at timestep 56. Paths ending significantly far from the mean path will not be affected by a slight change in the reference point - only those paths within the vicinity will be affected. Due to the large value that $`\lambda `$ takes at the end of the crash, the trajectories during this period vary considerably with respect to each other, and those paths within the vicinity of the mean path may switch from being ‘better than’ to ‘worse than’ from one timestep to the next. For this reason, the reference point for the end of the crash is taken to be some convenient time after the timestep represented by a high $`\lambda `$ value, such that the system is in a relatively settled state.

Figure 3a shows the probability tree of a path belonging to Set A, for the first 33 timesteps. Each branching in this figure corresponds to a branching in Fig. 2a. Measuring the cumulative sign of attendance (i.e. price in a financial market) at timestep 33, one gets three values for the particular initial conditions: $`0`$, $`2`$ and $`4`$. It is interesting to segregate those paths that have a cumulative movement of $`0`$, $`2`$, and $`4`$, and plot the equivalent graphs to those shown in Fig. 3a together with their weighted means. Figure 3b shows those paths with a net movement of $`0`$. Figure 3c shows those paths with a net movement of $`2`$. Figure 3d shows those with a net movement of $`4`$. The mean probability of ending up as a member of Set A is *greater* for those paths with a net movement of $`2`$ as compared to those with $`4`$. Similarly, the mean probability of ending up as a member of Set A is *greater* for those paths with a net movement of $`0`$ as compared to those with $`2`$.

We next compare weighted histograms of the cumulative *sign* of attendance during a period prior to the crash, and a period after the start of the crash. This will reinforce our findings concerning the differences between the paths in Set A and Set B. To do this, we set the period prior to the crash as timesteps 11 to 35, and the period during the crash as timesteps 36 to 56. Figure 4a shows the histogram for Set A prior to the crash. Figure 4b shows the histogram for Set B prior to the crash. It can be seen that the paths in Set B generally have *greater* cumulative signs of attendance than the paths in Set A. Figure 4c shows the histogram for Set A during the crash, while Fig. 4d shows the histogram for Set B also during the crash. Now the paths in Set B generally have *smaller* cumulative signs of attendance than the paths in Set A.

We now examine the occurrence of (m+1)-bit words contained in the sequence of winning outcomes during the period from timestep 11 to 35, for the paths in Set A and Set B. \[Studying the occurrence of (m+1)-bit words is equivalent to studying the occurrence of a 0 or a 1 following an m-bit history\]. Figure 5 shows the frequency of occurrence of an (m+1)-bit word for Set A, divided by that for Set B. This indicates how much more likely a particular (m+1)-bit word is in Set A as compared to Set B, prior to the crash. Hence it is just over twice as likely that 000 will be followed by a 0 in a path belonging to Set A, as compared to a path belonging to Set B. The period preceding the crash can therefore be seen as one of ‘imbalance’ or ‘tension’, which is subsequently released by the crash.

Figure 6 shows an $`m=3`$ de-Bruijn graph . The edges represent transitions between history states. Transitions having peak values above $`1.15`$ in Fig. 5, are shown with darker arrows. Transitions that are particularly weak are represented by dashed arrows. The paths which are members of Set A, i.e. those which perform *better* than the mean, tend to have more *down* movements in their history prior to the crash. By contrast, those paths which are members of Set B, i.e. those which perform *worse* than the mean, tend to have more *up* movements in their history prior to the crash. If one therefore wanted to avoid the crash in a run of the game, then it would be wise to force the system to undergo *down* movements prior to the crash, so as to relax the build up of any unwanted bias in the strategy scores. This would then keep the system to the left-hand side of the De-Bruijn graph where the arrows are darker, as seen in Figure 6. A controlling force or ‘complex systems manager’ could intervene at moments where there is little cost in order to manipulate a winning outcome, i.e. at time-steps where it may require as little as one agent to change the path of the system. In this way the controlling force could avoid the crash with minimal effort or investment.

This result that a large change can be prevented by creating an earlier, smaller movement *in the same direction*, reminds us of the idea of ‘immunization’. Injecting a small amount of a virus provokes a minor response which ‘primes’ the system’s defences against a much larger, and potentially fatal, response later on. In the same way, a small crash induced today, can be used to prevent a much larger crash from arising later on.

It has recently been shown that the large endogenous changes which arise in the GCMG complex system, exhibit a degree of predictability . Information signaling an increased threat of a large change is ‘encoded’ in the system’s microstructure well in advance. The present results for the GCMG are therefore consistent with these earlier findings . In real-world complex systems, such encoding would clearly be far more complicated to unravel. However there is the hope that *if* the system is viewed with the right ‘spectacles’, such signals might be uncovered. We refer the reader to the large body of work of Sornette et al. (see Ref.  and references therein) for the fascinating proposal of a log-periodic signature prior to large changes in a range of physical and natural systems, including financial markets.

Finally, we would like to draw attention to the nature of the large change studied in this paper. This event is described by a convergence of the many ‘world lines’ which project into the immediate future. This convergence arises in spite of the stochastic fluctuations which occur along each ‘world line’. It is this effect that gives the system its predictability, and enables us to identify the birth of the crash. We note that if an observer was limited to knowledge of just a single ‘world line’, then little could be said about the crash’s appearance until it became completely obvious. Irrespective of the fact that a crash arose, there is arguably a more fundamental ‘event’ which occurred in the system’s dynamics. This ‘event’ is the seemingly spontaneous convergence of the diversity of world-lines into the same direction. This convergence underlies the robustness of the resulting large change and hence the inevitability of the crash - in short the crash happened because of ‘fate’ as opposed to chance. This leads us to speculate that an ‘event’ in which a wide range of world-lines converge, may be fairly universal in complex systems, and Nature in general. In short, the reality that is observed in the physical world might correspond to robust ‘events’ involving convergence of world-lines, and as such is relatively unaffected by external noise/fluctuations.

## 4 Conclusion

We have investigated large changes in the Grand Canonical Minority Game (GCMG). The GCMG provides a simple, yet highly non-trivial, model for a complex system comprising a population of objects or ‘agents’ repeatedly competing for a limited global resource. We have focused on the many possible paths the multi-agent system may take in the vicinity of a possible large change. This ‘many-worlds’ view allowed us not only to predict the start and end of a large change, but also to investigate how such a large change might be avoided. We uncover the remarkable result that the complex system can be ‘immunized’ in order to protect it against large changes. In particular we find that by provoking a small response today in the system, we can protect it against much larger responses in the future.

FIG. 1. Demonstration of the two possible values for the attendance given that $`N_U0`$ and $`N_U>|A_D|`$. Note that the area under the distribution between $`0`$ and $`A|`$, is equal to the area between $`A|`$ and the top edge of the distribution. Similarly the area between $`0`$ and $`A|`$, is equal to the area between $`A|`$ and the bottom edge of the distribution.

FIG. 2a. The 949 paths that the GCMG can take over 56 timesteps around the crash. The thick line shows the mean path, accounting for the differing probabilities of the paths.

FIG. 2b. The probabilities for the 949 paths, calculated using Eq. (5).

FIG. 2c. The measure $`\lambda `$ of the spread in price-increments between all separate paths, as a function of time. Calculated using Eq. (6).

FIG. 3a. Probability tree for the first 33 timesteps, showing the probability of a path belonging to Set A, i.e. doing better than the mean at timestep 56.

FIG. 3b. The paths of the probability tree that have a cumulative movement of $`0`$ up to timestep 33. Thick line shows the weighted mean.

FIG. 3c. The paths of the probability tree that have a cumulative movement of $`2`$ up to timestep 33. Thick line shows the weighted mean.

FIG. 3d. The paths of the probability tree that have a cumulative movement of $`4`$ up to timestep 33. Thick line shows the weighted mean.

FIG. 4a. The weighted histogram of cumulative sign of attendance for Set A, prior to the crash between timesteps 11 and 35.

FIG. 4b. The weighted histogram of cumulative sign of attendance for Set B, prior to the crash between timesteps 11 and 35.

FIG. 4c. The weighted histogram of cumulative sign of attendance for Set A, after the crash between timesteps 35 and 56.

FIG. 4d. The weighted histogram of cumulative sign of attendance for Set B, after the crash between timesteps 35 and 56.

FIG. 5. The (m+1)-bit frequencies for Set A divided by Set B, in the period prior to the crash between timesteps 11 and 35.

FIG. 6. An $`m=3`$ De-Bruijn graph. The edges show transitions between history states. Those edges with peak values above 1.15 in Fig. 5, have darker arrows. The transitions that are particularly weak are represented by dashed arrows.


format: text

text:
# CERN-TH/2002-165IFT - 28/2002hep-ph/0207294July 2002 Study of the Higgs-boson decays into 𝑊⁺𝑊⁻ and 𝑍𝑍 at the Photon Collider

## 1 Introduction

A photon collider has been proposed as a natural extension of the $`e^+e^{}`$ linear collider project TESLA . The physics potential of a photon collider is very rich and complementary to the physics program of $`e^+e^{}`$ and hadron colliders. It is the ideal place to study the properties of the Higgs-boson and the electroweak symmetry breaking (EWSB). If the Standard Model Higgs-boson mass is below $``$140 GeV, its properties can be measured in detail using the $`hb\overline{b}`$ decay channel. However, if its mass exceeds 170 GeV the $`b\overline{b}`$ branching ratio goes below 1% and we have to consider other decay channels for a precise measurement of the Higgs-boson. In this paper the feasibility of measuring Higgs-boson production using the $`W^+W^{}`$ and $`ZZ`$ decay channels will be considered. Because of the interference with other Standard Model contributions, the process turns out to be sensitive not only to the Higgs-boson partial width to $`\gamma \gamma `$, $`\mathrm{\Gamma }_{\gamma \gamma }`$, but also to the phase of the $`\gamma \gamma h`$ amplitude, $`\varphi _{\gamma \gamma }`$. A precise measurement of both $`\mathrm{\Gamma }_{\gamma \gamma }`$ and $`\varphi _{\gamma \gamma }`$ is important for a unique determination of the Higgs-boson couplings and can turn out to be crucial in distinguishing between different models of “new physics”, see also .

Prospects for measuring Higgs-boson production at the Photon Collider in the $`W^+W^{}`$ and $`ZZ`$ decay channels has been previously considered in  ($`W^+W^{}`$) and  ($`ZZ`$). Current analysis is the first one to include realistic luminosity spectra and detector simulation, which is especially important in an accurate measurement of such a subtle effect, as the phase of the amplitude.

## 2 Vector boson production

In the narrow-width approximation the total cross section for resonant Higgs-boson production in $`\gamma \gamma `$ collisions, with subsequent Higgs decay into a pair of massive vector bosons $`VV`$ ($`W^+W^{}`$ or $`ZZ`$) can be written as

$`\sigma _{\gamma \gamma hVV}`$ $`=`$ $`{\displaystyle \frac{1}{_{\gamma \gamma }}}{\displaystyle \frac{d_{\gamma \gamma }^{J_z=0}}{dW_{\gamma \gamma }}}|_{W_{\gamma \gamma }=M_h}{\displaystyle \frac{4\pi ^2\mathrm{\Gamma }_{\gamma \gamma }}{M_h^2}}BR(hVV),`$ (1)
where the first term describes the differential $`\gamma \gamma `$ luminosity spectra for the projection of the angular momentum of the $`\gamma \gamma `$ system on the beam axis $`J_z`$, $`J_z=0`$; $`M_h`$ and $`\mathrm{\Gamma }_{\gamma \gamma }`$ are the mass and the two-photon width of the Higgs-boson; and $`BR(hVV)`$ is its branching ratio to $`VV`$.

The Higgs-boson does not couple to $`\gamma \gamma `$ on the tree level. The two-photon width $`\mathrm{\Gamma }_{\gamma \gamma }`$ describes the effective $`\gamma \gamma h`$ coupling resulting from the loop contributions of all charged particles, as shown in Fig. 1. In the Standard Model (SM) the dominant contribution comes from the $`W^\pm `$ and $`t`$ loops. However, if there are any new, heavy, charged particles, they will contribute to $`\mathrm{\Gamma }_{\gamma \gamma }`$ even in the high mass limit.

Presented in Fig. 2 (solid line) are the cross sections for the production of $`W^+W^{}`$ (upper plot) and $`ZZ`$ (lower plot) pairs at the photon collider, expected from the Higgs-boson production and decay, as a function of the photon–photon center-of-mass energy $`W_{\gamma \gamma }`$. Cross sections for different Higgs-boson masses were evaluated using the HDECAY program  for calculating the SM Higgs-boson width and branching ratios. The total width of the Higgs resonance increases from about 0.4 GeV at $`M_h=170`$ GeV to about 8.5 GeV at $`M_h=300`$ GeV. However, the total cross section for Higgs-boson production in photon–photon collisions slowly changes with $`M_h`$.

When studying vector-bosons production from the Higgs-boson decays, the background from direct vector-bosons production has to be considered. The non-resonant $`W^+W^{}`$ pair production is a tree-level process and is expected to be large. The corresponding diagrams are shown in Fig. 3. The cross sections for direct $`W^+W^{}`$ pair production for $`J_z=0`$ (dashed line) and $`|J_z|=2`$ (dotted line) are included in Fig. 2 (upper plot). The calculation was based on the scattering amplitudes presented in .

For photons colliding with $`|J_z|=2`$ the cross section for direct $`W^+W^{}`$ pair production increases fast above the production threshold and then saturates at the level of about $`80\mathrm{pb}`$. The cross section for $`J_z=0`$ increases slowly with the energy and reaches the same order of magnitude only at $`W_{\gamma \gamma }`$ 300 GeV. For Higgs-boson masses above about 190 GeV, the non-resonant cross section exceeds the cross section for $`W^+W^{}`$ pair production from Higgs-boson decay at $`W_{\gamma \gamma }`$$`=M_h`$, $`\gamma \gamma hW^+W^{}`$.

Direct $`ZZ`$ production is only possible at the loop level. The corresponding cross sections, for $`J_z=0`$ (dashed line) and $`|J_z|=2`$ (dotted line), are included in Fig. 2 (lower plot). The cross section for $`J_z=0`$ is only of the order of $`100\mathrm{fb}`$. Therefore, the total cross section for $`ZZ`$ pair production at $`W_{\gamma \gamma }M_h`$ is dominated by the Higgs-boson contribution, for all considered values of the Higgs-boson mass. In the analysis presented here the asymptotic cross-section formula for $`\gamma \gamma ZZ`$ is used , neglecting terms of $`𝒪(m_Z^2/W_{\gamma \gamma }^2)`$

For photons colliding with $`J_z=0`$ the interference between the signal of vector-boson production via the Higgs resonance and the background from direct vector-boson production has to be taken into account. Shown in Fig. 4 are the total cross sections for $`W^+W^{}`$ (upper plot) and $`ZZ`$ (lower plot) pair production at the photon collider, for a total angular momentum of colliding photons $`J_z=0`$, as a function of the photon–photon center-of-mass energy $`W_{\gamma \gamma }`$. For $`W^+W^{}`$ pair production, very large interference effects are observed. For Higgs-boson masses above about 200 GeV, the negative contribution from the interference term is larger than the resonant (Higgs-boson only) contribution and results in the decrease of the total $`W^+W^{}`$ pair production cross section. For $`ZZ`$ pair production the contribution of the interference term is also visible, resulting in an asymmetric Higgs resonance, but the contribution of the interference term to the total cross section is small.

The cross section for the Higgs-boson production in the $`\gamma \gamma `$ collisions is proportional to the two-photon Higgs-boson width $`\mathrm{\Gamma }_{\gamma \gamma }`$. From the measurement of the $`W^+W^{}`$ and $`ZZ`$ pair production cross sections at the Higgs resonance, the value of $`\mathrm{\Gamma }_{\gamma \gamma }`$ can be extracted. However, the measurement of the interference term contributions allows us to access an additional piece of information about the phase of the $`h\gamma \gamma `$ amplitude, $`\varphi _{\gamma \gamma }`$. The sensitivity of the total $`W^+W^{}`$ pair production cross sections to the phase $`\varphi _{\gamma \gamma }`$ is illustrated in Fig. 5. Deviations of $`\varphi _{\gamma \gamma }`$ from the value predicted by the Standard Model can significantly affect both the total $`W^+W^{}`$ pair production cross section and the shape of the differential cross section, although the two-photon width $`\mathrm{\Gamma }_{\gamma \gamma }`$ is not changed. The measurement of $`\varphi _{\gamma \gamma }`$ thus gives us more information about the Higgs-boson couplings, complementary to the measurement of $`\mathrm{\Gamma }_{\gamma \gamma }`$.

Shown in Fig. 6 is the ratio of the Higgs-boson decay width $`\mathrm{\Gamma }_{\gamma \gamma }`$ to the width predicted in the SM with three fermion families, $`\mathrm{\Gamma }_{\gamma \gamma }^{SM}`$, as a function of the Higgs-boson mass $`M_h`$, for models with additional contribution due to one extra charged particles. The new particles considered are heavy, fourth-generation fermions (fourth-generation up quark $`U`$, down quark $`D`$ or charged lepton $`L`$) or the charged Higgs-boson $`H^+`$ of the Standard Model-like Two-Higgs-Doublet Model 2HDM (II) (couplings of the lightest Higgs-boson to fermions, $`W^\pm `$ and $`Z`$ are the same as in the SM; see also ). In all cases the mass of the new particle (one new particle in each model) is set to 800 GeV. For Higgs-boson masses below about 330 GeV the contribution of the new heavy charged particle to the $`h\gamma \gamma `$ vertex reduces the decay width $`\mathrm{\Gamma }_{\gamma \gamma }`$, whereas for masses above about 360 GeV $`\mathrm{\Gamma }_{\gamma \gamma }`$ increases in all models. For Higgs-boson masses around 350 GeV, the sensitivity of $`\mathrm{\Gamma }_{\gamma \gamma }`$ to the new particles turns out to be significantly reduced, as for all considered models predicted $`\mathrm{\Gamma }_{\gamma \gamma }`$ value is close to the SM expectations. However, significant deviations from the SM predictions are expected in this mass range for the phase of the $`h\gamma \gamma `$ amplitude, as shown in Fig. 7. If, for a Higgs-boson mass around 350 GeV, it happens that all couplings of the Higgs-boson and the $`h\gamma \gamma `$ width are the same as in the SM then the measurement of that phase is the only way to distinguish between different models.

In all cross-section calculations the electromagnetic coupling constant at the Thomson limit was used, $`\alpha _{em}1/137`$, as the relevant scale is the photon virtuality $`Q^2=0`$. 111We would like to thank M. Spira and J. Kalinowski for enlightening discussions on this point.

## 3 Analysis

### 3.1 Luminosity spectra

In the present analysis, the CompAZ parametrization  of the photon collider luminosity spectra at TESLA is used. The program is based on a realistic simulation of $`\gamma \gamma `$ spectra , which became available recently. Figures 8 and 9 show the comparison of the photon energy and polarization distribution from CompAZ with the results of a full simulation. The high-energy part of the spectrum, relevant to the present analysis, is very well described.

Results presented in this paper assume one year of photon collider running at nominal luminosity. The integrated luminosity that can be obtained for $`\gamma \gamma `$ collisions increases from about 600$`\mathrm{fb}^1`$ for running at $`\sqrt{s_{ee}}=305`$ GeV to about 1000$`\mathrm{fb}^1`$ for $`\sqrt{s_{ee}}=1`$ TeV . This corresponds to an integrated luminosity in the high-energy part of the spectra ($`W_{\gamma \gamma }>0.8W_{max}`$) of 75 to 115$`\mathrm{fb}^1`$.

### 3.2 Simulation

The event generation was done with PYTHIA 6.152 . For $`\gamma \gamma W^+W^{}`$, events generated with PYTHIA were reweighted to take into account photon polarization as well as Higgs production and interference. For $`\gamma \gamma ZZ`$, events were generated according to the cross-section formula for direct $`ZZ`$ production  and reweighted for Higgs contribution.

The fast TESLA detector simulation program SIMDET version 3.01  was used to model detector performance.

### 3.3 Event selection

The selection cuts were applied to select $`W^+W^{}qq\overline{q}\overline{q}`$ and $`ZZl\overline{l}q\overline{q}`$ events. The first cut is based on the requirement that four jets can be reconstructed with the Durham algorithm, with $`y_{cut}0.0004`$ (from the point of view of the algorithm, a jet can also be a single particle). To remove the background from semileptonic $`W^\pm `$ decays and from $`Z`$ decays to neutrinos, a cut on the ratio of the total transverse momentum $`p_T`$ to the total transverse energy $`E_T`$ was applied. Distributions of the measured ratio $`p_T/E_T`$ for $`\gamma \gamma W^+W^{}`$ and $`\gamma \gamma ZZ`$ events are shown in Figs. 11 and 12. Neutrinoless $`W^\pm `$ and $`Z`$ decays result in a narrow peak at $`p_T/E_T0`$. A cut $`p_T/E_T<\mathrm{\hspace{0.33em}0.1}`$ was applied for both $`W^+W^{}`$ and $`ZZ`$ events.

#### 3.3.1 $`W^+W^{}`$ events

For $`W^+W^{}qq\overline{q}\overline{q}`$ events, each of the four reconstructed jets should be recognized as a “true” hadronic jet. The simple algorithm used for removing jets consisting of too few particles (usually isolated leptons) requires that the number of particles in a jet be greater than 5, or that the fraction of energy carried by the most energetic particle be smaller than 95%. The next step is to reconstruct two $`W^\pm `$ bosons. There are three possible ways of selecting two pairs out of four jets. The configuration with the highest probability is taken, defined as

$`P_W`$ $`=`$ $`{\displaystyle \underset{W_1,W_2}{}}{\displaystyle \frac{M_W^2\mathrm{\Gamma }_W^2}{\left(m_{jj}^2M_W^2\right)^2+M_W^2\mathrm{\Gamma }_W^2}}.`$
The product runs over two jet pairs, $`m_{jj}`$ is the jet-pair invariant mass, $`M_W`$ and $`\mathrm{\Gamma }_W`$ are the mass and the total width of the $`W`$ boson. Distribution of the probability $`P_W`$ for $`W^+W^{}`$ and $`ZZ`$ events from non-resonant production is shown in Fig. 13, for a primary-electron beam energy of 250 GeV. Only hadronic $`W^\pm `$ and $`Z`$ decays are considered.

For most $`W^+W^{}`$ events the $`P_W`$ value is above $`10^3`$ whereas $`ZZ`$ events result in smaller values. Separation is clear, although the mass resolution (see section 3.4) is comparable with the mass difference between $`W^\pm `$ and $`Z`$. For other backgrounds (e.g. $`\gamma \gamma q\overline{q}gg`$), much smaller values of $`P_W`$ are expected. For the final selection of $`W^+W^{}`$ events, $`P_W>0.001`$ was required.

For the reconstruction of $`hW^+W^{}`$ events, a good mass resolution is essential. Figure 14 shows the relative resolution in the reconstructed four-jet invariant mass as a function of the minimum jet scattering angle $`\theta _{jet}^{min}`$. The mass resolution deteriorates significantly if any of the jets is emitted at an angle smaller than about 0.3 with respect to the beam axis. To preserve good mass resolution, the cut on the jet angle $`|\mathrm{cos}\theta _{jet}|<0.95`$ is imposed for all jets.

After all cuts, the efficiency for selecting $`\gamma \gamma W^+W^{}`$ events is between 20% for $`W_{\gamma \gamma }`$$``$ 200 GeV and 16% for $`W_{\gamma \gamma }`$$``$ 400 GeV. 222The efficiencies include 47% probability for both $`W^\pm `$ to decay into hadrons.

#### 3.3.2 $`ZZ`$ events

For $`ZZl\overline{l}q\overline{q}`$ events, two out of the four reconstructed jets should be recognized as hadronic jets and the other two as isolated leptons. Only $`Z`$ decays into $`e^+e^{}`$ and $`\mu ^+\mu ^{}`$ are considered. Invariant masses of the lepton pair and of the two jets are required to be close to the $`Z`$ mass. The possible background is rejected by the cut on the probability $`P_Z`$

$`P_Z`$ $`=`$ $`{\displaystyle \frac{M_Z^2\mathrm{\Gamma }_Z^2}{\left(m_{jj}^2M_Z^2\right)^2+M_Z^2\mathrm{\Gamma }_Z^2}}{\displaystyle \frac{M_Z^2\mathrm{\Gamma }_Z^2}{\left(m_{ll}^2M_Z^2\right)^2+M_Z^2\mathrm{\Gamma }_Z^2}},`$
where $`m_{ll}`$ is the lepton-pair invariant mass, $`M_Z`$ and $`\mathrm{\Gamma }_Z`$ are the mass and the total width of the $`Z`$ boson. For the final selection of $`ZZ`$ events $`P_Z>0.001`$ was required. After all cuts, the selection efficiency for $`ZZ`$ events is only about 5%, mainly due to the small branching ratio for the considered channel (9.4% for $`ZZl\overline{l}q\overline{q},l=e,\mu `$). However, the final sample is very clean. No events from the large simulated samples of $`W^+W^{}`$ and $`f\overline{f}`$ production remain after $`ZZ`$ selection cuts.

### 3.4 Mass resolution

Figure 15 shows the error on the reconstructed $`\gamma \gamma `$ invariant mass for the selected $`\gamma \gamma W^+W^{}`$ and $`\gamma \gamma ZZ`$ events, for 200 GeV $`<W_{\gamma \gamma }<`$ 300 GeV. The distributions of the difference between the reconstructed and the true invariant mass, as given by the detector simulation, have a long tail. It cannot be described by a Gaussian resolution; however, a good description of the detector performance is given by the modified Breit–Wigner curve:

$`P(m)`$ $``$ $`{\displaystyle \frac{\mathrm{\Gamma }^\alpha }{4(mm_{true})^\alpha +\mathrm{\Gamma }^\alpha }}.`$
The parameters $`\mathrm{\Gamma }`$ and $`\alpha `$ were fitted to the simulation results in small mass bins. The value of $`\mathrm{\Gamma }`$ for a four-jet invariant-mass reconstruction changes from about 6.5 GeV at $`W_{\gamma \gamma }`$ = 200 GeV to about 13 GeV at $`W_{\gamma \gamma }`$ = 400 GeV. For the $`l\overline{l}q\overline{q}`$ final state, $`\mathrm{\Gamma }`$ changes from about 5.5 GeV at $`W_{\gamma \gamma }`$ = 200 GeV to about 7.5 GeV at $`W_{\gamma \gamma }`$ = 400 GeV. The value of $`\alpha `$ is between 2 and 2.5 for both samples.

### 3.5 Parametrization

The invariant-mass resolution obtained from a full simulation of $`W^+W^{}`$ and $`ZZ`$ events based on the PYTHIA and SIMDET programs, has been parametrized as a function of the $`\gamma \gamma `$ centre-of-mass energy $`W_{\gamma \gamma }`$. By convoluting this parametrization with the CompAZ photon energy spectra and the cross sections for $`\gamma \gamma W^+W^{}`$ and $`\gamma \gamma ZZ`$ processes, a detailed description of the expected mass spectra can be obtained without time-consuming event generation.

In Fig. 16 we show the distribution of the reconstructed invariant mass for $`\gamma \gamma W^+W^{}`$ events (with an SM Higgs-boson mass of 180 GeV and an electron beam energy of 152.5 GeV) and for $`\gamma \gamma ZZ`$ events (with a SM Higgs-boson mass of 300 GeV and an electron beam energy of 250 GeV). Results coming from the full event simulation based on PYTHIA and SIMDET (events reweighted for the Higgs signal) are compared with the distribution obtained by the numerical convolution of the cross-section formula (including the Higgs signal) with the CompAZ spectra and detector resolution. A very good description of the measured mass distribution is obtained. Using this approach, the expected mass distributions were calculated for different Higgs-boson masses (from 170 to 390 GeV) and for different centre-of-mass energies of colliding electron beams (305, 362, 418 and 500 GeV).

## 4 Results

Based on the parametric description of the expected mass distributions, a number of experiments were simulated, each corresponding to one year of TESLA photon collider running at nominal luminosity, by generating Poisson-distributed numbers of observed events in bins of reconstructed mass. This was done for different Higgs-boson masses and different electron beam energies. The “theoretical” distributions were then fitted, simultaneously to the observed $`W^+W^{}`$ and $`ZZ`$ mass spectra, with the width $`\mathrm{\Gamma }_{\gamma \gamma }`$ considered the only free parameter. Figure 17 shows the average statistical error on the fitted $`\mathrm{\Gamma }_{\gamma \gamma }`$ value expected after one year of photon collider running, for different masses of the Higgs-boson and different centre-of-mass energies of colliding electron beams. Standard Model Higgs-boson branching ratios are assumed. For the beam energy range considered in this analysis the two-photon width of the Higgs-boson can be measured with an accuracy of 3 to 8%, for Higgs-boson masses between 200 and 350 GeV. The precision of the measurement deteriorates with the Higgs-boson mass. For masses above about 275 GeV the expected statistical error is larger than an effect expected in the SM-like Two Higgs Doublet Model (2HDM (II)) with charged Higgs-boson mass $`M_{H^+}=800`$ GeV.

Figure 18 shows the average statistical error expected from the simultaneous fit of $`\mathrm{\Gamma }_{\gamma \gamma }`$ and the $`h\gamma \gamma `$ amplitude phase, $`\varphi _{\gamma \gamma }`$ (the two-parameter fit) to the observed WW and ZZ mass spectra. The error on the extracted two-photon width of the Higgs-boson increases only slightly. On the other hand, for Higgs-boson masses between 200 and 350 GeV the phase of the amplitude can be measured with a statistical accuracy between 30 and 100 mrad. For masses between 210 and 310 GeV the expected statistical error is lower than an effect (i.e. departure from SM predictions) expected in the SM-like 2HDM (II) already after one year of photon collider running. This demonstrates that the phase measurement opens a new window to searches of processes beyond the Standard Model, in the Higgs-boson mass range where the width measurement is little sensitive to new physics.

## 5 Summary

Production of the Standard Model Higgs-boson at the photon collider at TESLA has been studied for the Higgs-boson masses above 150 GeV. In the considered mass range, large interference effects are expected in the $`W^+W^{}`$ decay channel. By reconstructing $`W^+W^{}`$ and $`ZZ`$ final states, not only the $`h\gamma \gamma `$ partial width $`\mathrm{\Gamma }_{\gamma \gamma }`$ can be measured, but also the phase of the scattering amplitude. For Higgs-boson masses around 350 GeV, the amplitude phase $`\varphi _{\gamma \gamma }`$ is expected to be more sensitive to the loop contributions of new, heavy charged particles than the $`\mathrm{\Gamma }_{\gamma \gamma }`$ itself.

The analysis presented here was based on the full event simulation, including the realistic luminosity spectra and simulation of detector effects. The parametrization of measured mass distributions was made possible by using the CompAZ spectra parametrization. Results of the fits performed for different Higgs-boson masses and at different electron beam energies indicate, that with a proper choice of the beam energy, the $`\gamma \gamma `$ partial width can be measured with an accuracy of 3 to 8% and the phase of the amplitude with an accuracy between 30 and 100 mrad. This opens a new window to the precise determination of the Higgs-boson couplings and therefore to searches of “new physics”.

### Acknowledgments

We would like to thank our colleagues from the Extended Joint ECFA/DESY Study on Physics and Detectors for a Linear Electron-Positron Collider for many useful discussions, comments and suggestions.

The work was partially sponsored by BMBF-KBN collaboration program TESLA. M.K. acknowledges partial support by Polish Committee for Scientific Research, Grant 2 P 03 B 05119 (2002), 5 P03B 121 20 (2002), and by the European Community’s Human Potential Programme under contract HPRN-CT-2000-00149 Physics at Colliders. M.K. and A.F.Ż would like to thank DESY Directoriate for kind hospitality during their stay at DESY, where part of the work was completed.


text:
# Correlation of the Quasi-Periodic Oscillation Frequencies of White Dwarf, Neutron Star, and Black Hole Binaries

## 1 Introduction

Rapid periodic oscillations are observed in the optical flux of high accretion rate (“high-$`\dot{M}`$”) cataclysmic variables (CVs) (nova-like variables and dwarf novae in outburst) (Patterson, 1981; Warner, 1995a, b). These oscillations have high coherence ($`Q10^4`$$`10^6`$), short periods ($`P7`$–40 s), low amplitudes ($`A\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}0.5`$%), and are sinusoidal to within the limits of measurement. They are referred to as “dwarf nova oscillations” (DNOs) to distinguish them from the longer period, low coherence ($`Q1`$–10) quasi-periodic oscillations (QPOs) of high-$`\dot{M}`$ CVs, and the longer period, high coherence ($`Q10^{10}`$$`10^{12}`$) oscillations of DQ Her stars. DNOs appear on the rising branch of the light curve of dwarf nova outbursts, typically persist through maximum, and disappear on the declining branch of the light curve. The period of the oscillation decreases on the rising branch and increases on the declining branch, but because the period reaches minimum about one day after maximum optical flux, dwarf novae describe loops in plots of oscillation period versus optical flux.

Rapid periodic oscillations have been detected in the flux of numerous high-$`\dot{M}`$ CVs, but the dwarf nova SS Cyg in outburst is one of the best studied. Oscillations in the optical flux have been detected with periods ranging from 7.3 s to 11 s (Patterson, Robinson, & Kiplinger, 1978; Horne & Gomer, 1980; Hildebrand, Spillar, & Stiening, 1981; Patterson, 1981), and oscillations in the extreme-ultraviolet (EUV) and soft X-ray flux have been detected with periods ranging from 2.8 s to 11 s in data from HEAO 1, EXOSAT, the Extreme Ultraviolet Explorer (EUVE), and ROSAT (Córdova et al., 1980, 1984; Jones & Watson, 1992; Mauche, 1996; van Teeseling, 1997; Mauche & Robinson, 2001; Mauche, 2002a). Mauche (1996, 2002a) showed that the EUV oscillation period is a single-valued function of the EUV flux, explained the loops observed in plots of oscillation period versus optical flux as the result of the delay between the rise of the optical and EUV flux at the beginning of dwarf nova outbursts (Mauche, Mattei, & Bateson, 2001), and so provided strong evidence for the proposal, first mooted by Patterson (1981), that the oscillation period depends solely on the mass-accretion rate onto the white dwarf. Mauche & Robinson (2001) observed “frequency doubling” of the EUV oscillation of SS Cyg during the rising branch of its 1996 October outburst, demonstrated that the optical and EUV oscillation periods are equal, and that their relative phase delay is consistent with zero.

In this communication, we present an analysis of observations of SS Cyg in outburst obtained in 1994 June/July with the EUVE deep survey (DS) photometer and in 2001 January with the Chandra X-ray Observatory Low Energy Transmission Grating Spectrograph (LETGS). In §2 we present the observations and data analysis, finding that the EUV flux was oscillating at frequencies $`\nu _00.012`$ Hz and $`\nu _10.13`$ Hz, while the soft X-ray flux was oscillating at frequencies $`\nu _00.0090`$ Hz, $`\nu _10.11`$ Hz, and possibly $`\nu _2\nu _0+\nu _10.12`$ Hz. In §3 we discuss these results in the context of similar results from optical observations of the dwarf nova VW Hyi in outburst and X-ray observations of neutron star and black hole low-mass X-ray binaries (LMXBs). As first pointed out by Warner & Woudt (2002a, b), white dwarf, neutron star, and black hole binaries share a common correlation in the frequencies of their QPOs, extending over nearly five orders of magnitude in frequency. The implications of this result for QPO models are discussed, we discuss how additional observations of CVs can provide unique and quantitative tests of QPO models, and close in §4 with a summary.

## 2 Observations and Data Analysis

### 2.1 Chandra LETGS

Our pre-approved target-of-opportunity Chandra Low Energy Transmission Grating (LETG) and High Resolution Camera (HRC) observation of SS Cyg was performed between 2001 January 16 $`21^\mathrm{h}13^\mathrm{m}`$ and January 17 $`10^\mathrm{h}50^\mathrm{m}`$ UT during the plateau phase of a wide normal (asymmetric) dwarf nova outburst that began on January 12. When the observation began, SS Cyg had been at maximum optical light ($`V8.5`$) for approximately 3 days; long enough, given the delay of 1.5 days between the rise of the optical and EUV light curves of SS Cyg (Mauche, Mattei, & Bateson, 2001), for the EUV/soft X-ray flux to have reached maximum and for the system to have reached a quasi-steady-state. Indeed, the zero- and $`\pm `$ first-order LETG/HRC count rates were observed to be roughly constant throughout the 47.3 ks observation at 1.5 and 4.9 $`\mathrm{counts}\mathrm{s}^1`$, respectively.

The files used for this analysis were created on 2002 January 7 by the pipeline data reduction software using CIAO 2.0 with ASDCS version 6.5.1. Events were extracted from the level 2 evt file, and the mean spectrum and source and background region masks were extracted from the level 2 pha file. The mean LETG spectrum contains two distinct components: (1) a hard component shortward of 40 Å consisting of a bremsstrahlung continuum and emission lines of H- and He-like C, N, O, Ne, Mg, and Si and L-shell Fe (most prominently Fe XVII) and (2) a soft component extending from 42 Å to 120 Å that appears to consist of a continuum significantly modified by a forest of emission and absorption features (possibly even P Cygni profiles). In the 72–120 Å wave band, the LETG spectrum is essentially identical to that measured by the EUVE short wavelength (SW) spectrometer during the 1993 August (Mauche, Raymond, & Mattei, 1995) and 1996 October (Wheatley, Mauche, & Mattei, 2002) outbursts of SS Cyg. These hard and soft components of the X-ray spectrum of SS Cyg are understood to be due to the optically thin and optically thick portions of the boundary layer between the disk and the surface of the white dwarf.

To investigate the temporal properties of the hard and soft X-ray flux of SS Cyg, we processed the $`\pm `$ first-order LETG events as follows. First, we created a list of source and background events by filtering the events with the source and background region masks. Second, we applied a wavelength filter that excluded events near the HRC chip gaps: for the positive order, events with wavelengths $`\lambda =60.0`$–67.5 Å were excluded, while for the negative order, events with wavelengths $`\lambda =49.8`$–57.2 Å were excluded. Without this filter, a portion of the soft component of the spectrum moves on and off the HRC chips, and so produces signals in the power spectra at the spacecraft dither periods of 707 s and 1000 s. Third, various wavelength cuts were applied to isolate the hard ($`\lambda =1`$–42 Å) component of the spectrum, the soft ($`\lambda =42`$–120 Å) component of the spectrum, and various subsets thereof (see below). Events passing these filters were used to create background-subtracted light curves with 1 s time resolution, and power spectra of these light curves were examined for evidence of periodic flux modulations. Consistent with more sensitive searches by HEAO-1 (Swank, 1979), ASCA (Nousek et al., 1994), Ginga (Ponman et al., 1995), and the Rossi X-ray Timing Explorer (RXTE) (Wheatley, Mauche, & Mattei, 2002), no periodic signal was detected in the hard X-ray light curves. In contrast, strong periodic signals were detected in the soft X-ray light curves: as shown in the upper panel of Figure 1, the power spectrum of the soft X-ray light curve shows excess power at frequencies $`\nu _00.0090`$ Hz and $`\nu _10.11`$ Hz, indicating the presence of oscillations at periods $`P_0110`$ s and $`P_19.1`$ s. To investigate these oscillations more closely, we divided the soft X-ray light curve into 47 consecutive 1 ks intervals and calculated their power spectra. Although the individual power spectra are rather noisy, the $`\nu _10.11`$ Hz oscillation typically appears as a single $`\mathrm{\Delta }\nu =0.001`$ Hz peak with a frequency in the range $`\nu _1=0.109`$–0.112 Hz. The mean of these 47 consecutive 1 ks power spectra is shown in the middle panel of Figure 1. In addition to the peaks at $`\nu _00.0090`$ Hz and $`\nu _10.11`$ Hz, there appears to be a shoulder on the higher-frequency peak extending to $`\nu 0.12`$ Hz. To account for the observed frequency evolution, we scaled the frequency vectors of the 47 power spectra by the instantaneous frequency of the dominant $`\nu _1`$ oscillation. The mean of these scaled power spectra is shown in the lower panel of Figure 1. Note that most of the power of the $`\nu _1`$ oscillation now lies in a single frequency bin, there is no excess power in the first harmonic $`2\nu _1`$ or subharmonic $`\nu _1/2`$ (i.e., the dominant $`\nu _1`$ oscillation is sinusoidal to high degree), and the lower-frequency peak lies at $`\nu _0/\nu _10.088`$.

### 2.2 EUVE DS Photometer

This is not the first time that multiple periodicities have been seen in the short wavelength flux of SS Cyg. In the power spectrum of the EUVE DS count rate light curve of the 1994 June/July outburst of SS Cyg, Mauche (1997b) noted the presence of oscillations at $`\nu _00.012`$ Hz, $`\nu _10.13`$ Hz, and its first harmonic $`2\nu _1`$. Furthermore, he noted that the harmonic peak was present in data from only the first part of the observation, and suggested that the low-frequency peak is due to the spin of the white dwarf. To revisit these issues, we reexamined the DS data from the second part of the EUVE observation (between 1994 June 29 $`0^\mathrm{h}49^\mathrm{m}`$ and July 3 $`9^\mathrm{h}19^\mathrm{m}`$ UT). Background-subtracted light curves were derived from 37 15 ks orbits, 37 power spectra were calculated, and the mean power spectrum derived. As shown in the upper panel of Figure 2, peaks in this power spectrum occur at frequencies $`\nu _00.012`$ Hz and $`\nu _10.13`$ Hz, indicating the presence of oscillations in the EUV flux of SS Cyg at periods $`P_083`$ s and $`P_17.7`$ s. As before, we accounted for the observed frequency evolution from $`\nu _1=0.124`$ Hz to 0.132 Hz (Mauche, 1996) by scaling the frequency vectors of the 37 power spectra by the instantaneous frequency of the dominant $`\nu _1`$ oscillation. The mean of these scaled power spectra is shown in the lower panel of Figure 2. Note that most of the power of the $`\nu _1`$ oscillation again lies in a single frequency bin, there is no excess power in the first harmonic $`2\nu _1`$ or subharmonic $`\nu _1/2`$ (i.e., the dominant $`\nu _1`$ oscillation is sinusoidal to high degree), and the lower-frequency peak lies at $`\nu _0/\nu _10.096`$.

### 2.3 Energy Dependence of the DNOs

Before leaving this section, we note that it is possible to use the Chandra LETG data to investigate the energy dependence of the EUV/soft X-ray oscillations of SS Cyg. While an Å-by-Å investigation of the spectrum of the oscillations is beyond the scope of this paper, it is a simple matter to divide the LETG soft X-ray bandpass in two. A division at $`\lambda 80`$ Å would halve the counts from the soft component of the X-ray spectrum of SS Cyg, but instead we divided the counts at $`\lambda =70`$ Å to approximate the bandpass of the EUVE DS. As before, we constructed background-subtracted light curves with 1 s time resolution, divided the light curves into 47 consecutive 1 ks intervals, calculated power spectra, and derived mean power spectra. The resulting mean power spectra for the $`\lambda =42`$–70 Å and $`\lambda =70`$–120 Å bandpasses are shown respectively in the upper and lower panels of Figure 3. This figure shows that in the softer $`\lambda =70`$–120 Å bandpass the $`\nu _00.0090`$ Hz and $`\nu _10.11`$ Hz oscillations are slightly stronger, while in the harder $`\lambda =42`$–70 Å bandpass the shoulder on the $`\nu _10.11`$ Hz oscillation appears to resolve into a distinct peak at $`\nu _20.12`$ Hz.

## 3 Discussion

### 3.1 CV DNOs and QPOs

Summarizing the results from the previous section, we have found that during the 1994 June/July EUVE observation of SS Cyg in outburst the EUV flux was oscillating at frequencies $`\nu _00.012`$ Hz and $`\nu _10.13`$ Hz, while during the 2001 January Chandra LETG observation the soft X-ray flux was oscillating at frequencies $`\nu _00.0090`$ Hz, $`\nu _10.11`$ Hz, and possibly $`\nu _2\nu _0+\nu _10.12`$ Hz. We note that because the frequency of the $`\nu _0`$ oscillation is not constant from 1994 to 2001, it cannot be due to the spin of the white dwarf, as suggested by Mauche (1997b). Instead, the near-constancy of the ratio $`\nu _0/\nu _10.09`$ suggests that the $`\nu _0`$ oscillation is related to the dominant $`\nu _1`$ oscillation.

To place these results in a broader context, we note that other high-$`\dot{M}`$ CVs have been observed to display multiple periodicities in their power spectra. First, Woudt & Warner (2002) list a number of instances in the literature when pairs of DNOs have been detected in the optical flux of nova-like variables and dwarf novae in outburst. Second, Steeghs et al. (2001) detected a pair of DNOs at $`\nu _1=0.0336`$ Hz and $`\nu _2=0.0356`$ Hz in the optical continuum and Balmer emission line flux of V2051 Oph during its 1998 July outburst. Although it was not possible to detect the difference frequency $`\nu _2\nu _1=0.002`$ Hz directly in the power spectrum (D. Steeghs 2002, personal communication), the amplitude of the oscillation varied considerably on a timescale equal to the inverse of the difference frequency (8 min). Third, Woudt & Warner (2002) discuss a number of instances when multiple periodicities have been detected in the optical flux of VW Hyi in outburst. During the decline of the 2000 February outburst, DNOs with periods $`P_{\mathrm{DNO}}=27`$–37 s and QPOs with periods $`P_{\mathrm{QPO}}=400`$–580 s were detected simultaneously. The ratio $`P_{\mathrm{DNO}}/P_{\mathrm{QPO}}=0.064`$–0.071, which is similar to the ratio observed in the EUV and soft X-ray oscillations of SS Cyg. Furthermore, in data from the 1972 November outburst of VW Hyi, three oscillations were detected simultaneously: a pair of DNOs with periods $`P_1=28.77`$ s and $`P_2=31.16`$ s, and a QPO with a period $`P_{\mathrm{QPO}}=349`$ s. The ratio $`P_2/P_{\mathrm{QPO}}=0.089`$ and the difference frequency $`1/P_11/P_2=0.00267`$ Hz, which is close, but not equal, to the QPO frequency $`1/P_{\mathrm{QPO}}=0.00287`$ Hz.

### 3.2 Possible Connection Between CV and LMXB QPOs

Having established these properties of the QPOs of CVs, it is interesting to investigate their possible connection to the QPOs of LMXBs. van der Klis (2000) provides a comprehensive review of LMXB QPOs, so it is sufficient to note here that among neutron star binaries, the luminous Z sources have pairs of 200–1200 Hz “kilohertz QPOs,” 15–60 Hz “horizontal branch oscillations” (HBOs), and 5–20 Hz “normal branch oscillations,” while the less luminous atoll sources have 500–1250 Hz kilohertz QPOs, as well as 20–60 Hz QPOs and broad noise components with properties that are similar to HBOs. Psaltis, Belloni, & van der Klis (1999, hereafter PBK99) showed that in five Z sources a tight correlation exists between the HBO frequency $`\nu _{\mathrm{HBO}}`$ and the frequency $`\nu _l`$ of the lower-frequency member of the pair of kHz QPOs (the “lower kHz QPO”). Specifically, when $`\nu _l\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}550`$ Hz, $`\nu _{\mathrm{HBO}}0.12\nu _l^{0.95\pm 0.16}.`$ Furthermore, by identifying with $`\nu _{\mathrm{HBO}}`$ and $`\nu _l`$ the frequencies of various types of peaked noise components in atoll sources, other neutron star binaries, and black hole binaries, PBK99 and subsequently Belloni, Psaltis, & van der Klis (2002, hereafter BPK02) extended this correlation over nearly three orders of magnitude in frequency. As noted by Warner & Woudt (2002a, b), the optical data for VW Hyi in outburst lie on an extrapolation of this correlation, extending it an additional two orders of magnitude in frequency. Figure 4 shows that our EUV and soft X-ray data for SS Cyg in outburst also lie on an extrapolation of this correlation, further establishing the connection between the CV and LMXB QPOs.

This connection identifies the DNOs of CVs with the kHz QPOs of LMXBs, and the QPOs of CVs with the HBOs (or the broad noise component identified as such) of LMXBs. We note that the frequencies of the DNOs of CVs and the kHz QPOs of neutron star binaries are similar in that they are comparable to the Keplerian frequency $`\nu _\mathrm{K}(r)=\frac{1}{2\pi }(GM_{}/r^3)^{1/2}`$ at the inner edge of the accretion disk of, respectively, a white dwarf and neutron star: $`\nu _\mathrm{K}0.14`$ Hz for a $`M_{}=1\mathrm{M}_{}`$ white dwarf with $`rR_{}=5.5\times 10^8`$ cm, while $`\nu _\mathrm{K}\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}1570`$ Hz for a $`M_{}=1.4\mathrm{M}_{}`$ neutron star with $`r\genfrac{}{}{0pt}{}{\text{ }>\text{ }}{\text{ }\text{ }}3R_\mathrm{S}=6GM_{}/c^2=12.4`$ km, as required by general relativity. In addition to their frequencies, the DNOs of CVs and the kHz QPOs of neutron star binaries are similar in that they have relatively high coherence and high amplitudes, their frequency scales with the inferred mass-accretion rate, and they sometimes occur in pairs.

### 3.3 Implications for QPO Models

Given the apparent connection between the QPOs of white dwarf, neutron star, and black hole binaries, it is appropriate that we investigate the implications for the theories of QPO formation. In the beat-frequency models, QPOs occur at the Keplerian frequency $`\nu _\mathrm{K}(r)`$ at a special radius in the accretion disk, and the beat of this frequency with the stellar rotation frequency $`\nu _{}`$. In the magnetospheric beat-frequency model (Alpar & Shaham, 1985; Lamb et al., 1985), the HBO frequency is identified with the beat frequency between the Keplerian frequency at the magnetospheric radius $`r_\mathrm{m}`$ and the stellar rotation frequency: $`\nu _{\mathrm{HBO}}=\nu _\mathrm{K}(r_\mathrm{m})\nu _{}`$. In the sonic-point beat-frequency model (Miller, Lamb, & Psaltis, 1998), some of the disk plasma makes its way past the magnetospheric radius to the “sonic point” radius $`r_\mathrm{s}`$ where the disk is effectively terminated because of either radiation drag or general relativistic corrections to Newtonian gravity. In this model, the upper kHz QPO frequency is identified with the Keplerian frequency at the sonic point radius: $`\nu _u=\nu _\mathrm{K}(r_\mathrm{s})`$, and the lower kHz QPO frequency is identified with (one or two times) the beat frequency between the Keplerian frequency at the sonic point radius and the stellar rotation frequency: $`\nu _l=n[\nu _\mathrm{K}(r_\mathrm{s})\nu _{}]`$, where $`n=1`$ or 2. Note that in this model, the stellar rotation frequency $`\nu _{}=(n\nu _u\nu _l)/n`$. In the relativistic precession model (Stella & Vietri, 1998, 1999), the QPO signals are due to the fundamental frequencies of disk plasma orbiting a rapidly rotating compact star in slightly eccentric and tilted orbits. In this model, the upper kHz QPO frequency is identified with the Keplerian frequency: $`\nu _u=\nu _\mathrm{K}`$, the lower kHz QPO frequency is identified with the periastron precession frequency: $`\nu _l=\nu _{\mathrm{pp}}`$, and the HBO frequency is identified with the nodal precession frequency: $`\nu _{\mathrm{HBO}}=\nu _{\mathrm{np}}`$.

How does the existence of QPOs in white dwarf, neutron star, and black hole binaries constrain the theories of QPO formation? First, as has been pointed out by other authors, the existence of QPOs in both neutron star and black hole binaries excludes both flavors of the beat-frequency models (as well as any model requiring the presence or absence of a stellar surface or magnetic field). Second, the DNOs of CVs exclude the sonic-point beat-frequency model. First, there is no reason to expect a sonic point in the inner disk of a CV: $`R_{}>3R_\mathrm{S}`$ and radiation drag is unimportant because the luminosity is a small fraction of the Eddington rate ($`LGM_{}\dot{M}/2R_{}\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}3\times 10^{35}\mathrm{erg}\mathrm{s}^10.002L_{\mathrm{Edd}}`$) and because the flow is only mildly relativistic ($`v_\mathrm{K}\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}[GM_{}/R_{}]^{1/2}\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}0.02c`$). Second, in VW Hyi at least, the DNO frequency separation is not equal to one or two times the white dwarf spin frequency. Using the Hubble Space Telescope (HST) Goddard High Resolution Spectrograph, Sion et al. (1995) measured the projected rotation velocity of the white dwarf in VW Hyi in quiescence to be $`v\mathrm{sin}i600\mathrm{km}\mathrm{s}^1`$. With a binary inclination $`i60^{}`$ and a white dwarf mass $`M_{}=0.63\mathrm{M}_{}`$ (hence $`R_{}=8.4\times 10^8\mathrm{cm}`$), $`\nu _{}=v/2\pi R_{}0.013`$ Hz, whereas the DNO separation frequency $`\nu _u\nu _l0.00267`$ Hz. Third, the QPOs and DNOs of CVs exclude the relativistic precession model. First consider the nodal precession frequency, which is the sum of the relativistic (Lense-Thirring) precession frequency $`\nu _{\mathrm{LT}}`$ due to frame dragging around a rapidly rotating compact star and the classical precession frequency $`\nu _{\mathrm{cl}}`$ due to the quadrupole term in the gravitational potential of an oblate star. Because $`\nu _{\mathrm{cl}}`$ is negative for prograde orbits, $`\nu _{\mathrm{np}}\nu _{\mathrm{LT}}=8\pi ^2\nu _\mathrm{K}^2\nu _{}I_{}/M_{}c^2`$, where $`I_{}0.1M_{}R_{}^2`$ is the moment of inertia of the star. For a $`M_{}=1\mathrm{M}_{}`$ white dwarf, $`\nu _\mathrm{K}0.14`$ Hz and $`I_{}6\times 10^{49}\mathrm{g}\mathrm{cm}^2`$, and since stability requires $`\nu _{}<\nu _\mathrm{K},`$ $`\nu _{\mathrm{np}}\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}10^5`$ Hz, whereas the observed CV QPO frequencies $`\nu _{\mathrm{QPO}}\genfrac{}{}{0pt}{}{\text{ }>\text{ }}{\text{ }\text{ }}10^3`$ Hz. Next consider the periastron precession frequency, which is the difference between the Keplerian and epicyclic frequencies. The latter term is $`\nu _\mathrm{r}\nu _\mathrm{K}(16GM_{}/c^2r)^{1/2}`$ to sufficient accuracy for a white dwarf accretor, so $`\nu _{\mathrm{pp}}\nu _\mathrm{K}[1(16GM_{}/c^2r)^{1/2}]\genfrac{}{}{0pt}{}{\text{ }<\text{ }}{\text{ }\text{ }}10^3`$ Hz, whereas the observed CV DNO frequencies $`\nu _{\mathrm{DNO}}\genfrac{}{}{0pt}{}{\text{ }>\text{ }}{\text{ }\text{ }}10^2`$ Hz.

In summary, assuming that the same mechanisms produce the QPOs in white dwarf, neutron star, and black hole binaries, we find that the data exclude the relativistic precession model and the magnetospheric and sonic-point beat-frequency models (as well as any model requiring the presence or absence of a stellar surface or magnetic field). More promising are models, such as the transition layer model of Titarchuk and collaborators (Titarchuk, Lapidus, & Muslimov, 1998; Titarchuk, Osherovich, & Kuznetsov, 1999; Titarchuk & Wood, 2002), that interpret QPOs as manifestations of disk accretion onto any low-magnetic field compact object.

### 3.4 Conclusion

The results from the previous sections suggest that there is a close relationship between the QPOs of CVs and LMXBs, with the DNOs of CVs being the analogues of the kHz QPOs of LMXBs and the QPOs of CVs being the analogues of the HBOs (or the broad noise component identified as such) of LMXBs. The proposed equivalence of CV DNOs and LMXB kHz QPOs strengthens the commonly-held belief that the frequency of the kHz QPOs is equal to the Keplerian frequency at the inner edge of the accretion disk because (1) the frequency ratio $`\nu _{\mathrm{DNO}}/\nu _{\mathrm{kHz}}\nu _\mathrm{K}(R_{\mathrm{WD}})/\nu _\mathrm{K}(R_{\mathrm{NS}})=(M_{\mathrm{WD}}/M_{\mathrm{NS}})^{1/2}(R_{\mathrm{NS}}/R_{\mathrm{WD}})^{3/2}10^4`$ and (2) in every case the DNO frequencies are consistent with the requirement that $`\nu _{\mathrm{DNO}}\nu _\mathrm{K}(R_{\mathrm{WD}})`$ (Patterson, 1981; Knigge et al., 1998). The proposed equivalence of CV DNOs and LMXB kHz QPOs on one hand and CV QPOs and LMXB HBOs on the other hand can be strengthened by finding more CVs with pairs of DNOs and more CVs in which DNOs and QPOs are observed simultaneously. Conversely, systems known to show only QPOs could be searched more carefully for DNOs. A interesting candidate is the dwarf nova U Gem in outburst, whose $`0.04`$ Hz QPO (Córdova et al., 1984; Mason et al., 1988; Long et al., 1996) implies the existence of $`0.5`$ Hz (2 s) DNOs (an oscillation period shorter than the integration times typically employed to search for optical oscillations). For the Keplerian frequency to be this high, the mass of the white dwarf in U Gem must be quite high: $`M_{}\genfrac{}{}{0pt}{}{\text{ }>\text{ }}{\text{ }\text{ }}1.3\mathrm{M}_{}`$, assuming the Nauenberg (1972) white dwarf mass-radius relation. This requirement is consistent with the white dwarf mass derived by Friend et al. (1990) ($`M_{}=1.26\pm 0.12\mathrm{M}_{}`$), but is inconsistent with the values derived by Long & Gililland (1999) ($`M_{}=1.14\pm 0.07\mathrm{M}_{}`$) and Smak (2001) ($`M_{}=1.07\pm 0.08\mathrm{M}_{}`$).

Aside from filling in the lower-left corner of Figure 4, additional observations of CVs are warranted because they provide unique and quantitative tests of QPO models. Data can be obtained from the ground in the optical and from space in the ultraviolet, EUV, and soft X-rays; the system parameters (binary inclination, white dwarf mass, radius, and rotation velocity) can be measured; eclipse mapping in edge-on systems allows the sites of flux modulations to be located and dissected; dwarf nova outbursts provide a dramatic and systematic variation in the mass-accretion rate; diagnostic emission lines are available from the optical through soft X-rays, and general relativistic affects are minimal. Furthermore, technological improvements now allow spectroscopic observations of the flux oscillations of CVs. Steeghs et al. (2001) used the Keck Low Resolution Imaging Spectrograph ($`\lambda =3600`$–9200 Å) in continuous readout mode to study the DNOs in the optical continuum and Balmer line flux of the eclipsing dwarf nova V2051 Oph in outburst. Marsh & Horne (1998) used the HST Faint Object Spectrograph with the G160L ($`\lambda =1150`$–2510 Å) grating to study the wavelength dependence of the ultraviolet DNOs of the eclipsing dwarf nova OY Car in outburst. Mauche (2002b) used the HST Space Telescope Imaging Spectrograph in time-tag mode with the E140H ($`\lambda =1495`$–1690 Å) echelle grating to study the ultraviolet DNOs of SS Cyg in outburst, while Mauche (1997a) used the EUVE SW spectrometer to study the wavelength dependence of the EUV DNOs of SS Cyg in outburst. Such observations shed new light on the QPOs of CVs and LMXBs.

## 4 Summary

We have shown that during the 1994 June/July EUVE observation of SS Cyg in outburst the EUV flux was oscillating at frequencies $`\nu _00.012`$ Hz and $`\nu _10.13`$ Hz, while during the 2001 January Chandra LETG observation the soft X-ray flux was oscillating at frequencies $`\nu _00.0090`$ Hz, $`\nu _10.11`$ Hz, and possibly $`\nu _2\nu _0+\nu _10.12`$ Hz. These data, combined with the optical data of Woudt & Warner (2002) for VW Hyi, extend the PBK99 and BPK02 $`\nu _{\mathrm{high}}`$$`\nu _{\mathrm{low}}`$ correlation for neutron star and black hole LMXBs nearly two orders of magnitude in frequency, with $`\nu _{\mathrm{low}}0.08\nu _{\mathrm{high}}`$. This correlation identifies the DNOs of CVs with the kHz QPOs of LMXBs, and the QPOs of CVs with the HBOs (or the broad noise component identified as such) of LMXBs. Assuming that the same mechanisms produce the QPOs in white dwarf, neutron star, and black hole binaries, we find that the data exclude the relativistic precession model and the magnetospheric and sonic-point beat-frequency models (as well as any model requiring the presence or absence of a stellar surface or magnetic field). Additional observations of CVs can help establish the proposed equivalence of CV and LMXB QPOs, and will provide unique and quantitative tests of QPO models.

Our satellite observations of SS Cyg were made possible by the optical monitoring and alerts provided by the members, staff (particularly E. Waagen), and director, J. Mattei, of the American Association of Variable Star Observers. The EUVE observation was made possible by the efforts of EUVE Project Scientist R. Malina, Science Planner M. Eckert, the staff of the EUVE Science Operations Center at the Center for EUV Astrophysics, and the Flight Operations Team at Goddard Space Flight Center. The Chandra observation was made possible by the efforts of Chandra X-Ray Observatory Center Director H. Tananbaum, Mission Planner K. Delain, and the Chandra Flight Operations Team at MIT. We acknowledge T. Belloni for kindly supplying us with the neutron star and black hole binary data shown in Figure 4; L. Titarchuk, K. Wood, and D. Steeghs for helpful discussions; and the anonymous referee for comments which improved the clarity of the manuscript. Support for this work was provided by NASA through Chandra Award Number GO1-2023A issued by the Chandra X-Ray Observatory Center, which is operated by the Smithsonian Astrophysical Observatory for and on behalf of NASA under contract NAS8-39073. This work was performed under the auspices of the U.S. Department of Energy by University of California Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48.