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# The Afterglow of GRB 010222: A Case of Continuous Energy InjectionBased on observations made with the Nordic Optical Telescope, operated on the island of La Palma jointly by Denmark, Finland, Iceland, Norway, and Sweden, in the Spanish Observatorio del Roque de los Muchachos of the Instituto de Astrofisica de Canarias.

## 1 Introduction

GRB 010222 was a bright gamma-ray burst (GRB) localized by BeppoSAX
(Piro et al., 2001). X-ray observations were reported by in ’t Zand et al. (2001). The optical afterglow was discovered by Henden & Vrba henden01 (2001), 4.3 hours after the burst and a redshift of $`z=1.477`$ was determined by Jha et al. jha01 (2001). Further optical/near-infrared observations have been reported by Stanek et al. stanek01 (2001), Lee et al. lee01 (2001), Masetti et al. masetti01 (2001), Cowsik et al. (2001), Sagar et al. sagar01 (2001) and Mirabal et al. (2002). In our analysis we shall adopt the light curve fit of Henden et al. (2002), that is based on data extending up to 80 days after the burst. Their best fit in the $`R`$-band gives a pre-break power-law slope of $`\alpha _1=0.66\pm 0.03`$ and a post-break slope of $`\alpha _2=1.40\pm 0.02`$, with a break time of $`t_b=0.58\pm 0.04`$ days. The observed optical spectral index is about $`\beta =1.0`$ (e.g. Stanek et al. 2001), but as it may be strongly affected by host extinction, it can lead to ambiguous inference of the afterglow properties. In particular, the relationship between the light curve decay indices, the $`\alpha `$’s, and the spectral index, $`\beta `$, that is predicted by synchrotron models of afterglows (e.g. Sari, Piran & Narayan 1998; Sari, Piran & Halpern 1999; Price et al. 2002), can lead to inconsistent interpretations due to the unknown host extinction.

To date, interpretation of the GRB 010222 afterglow observations has mainly relied on two possible scenarios: i) A narrow sideways expanding jet propagating in a low-density medium (e.g. Stanek et al. 2001). ii) A wide jet or spherical fireball transiting from relativistic to non-relativistic regime (e.g. Masetti et al. 2001; in ’t Zand et al. 2001). The latter models require a very dense medium and implies a very large energy release, thus bringing back the energy problem (Kulkarni et al., 1999; Andersen et al., 1999). Both classes of models require a hard electron energy distribution, i.e. $`p<2`$, in the first case even as low as $`p1.4`$. This is contrary to most other bursts that seem to be adequately fit with models where $`p2.32.5`$ (van Paradijs, Kouvelioutu & Wijers 2000). Recently, Panaitescu & Kumar pankum02 (2002) presented fits to several afterglows, concluding that $`p`$ is smaller than 2 in a number of them. Such small inferred values of $`p`$ signal a departure from the standard fireball model (Mészáros, 2002), and introduce additional free parameters into the model, such as an upper cutoff in the electron energy distribution, or additional assumptions about the electron acceleration mechanism to facilitate generation of flat energy distributions (Dai & Cheng 2001; Bhattacharya 2001). The $`p`$-problem then arises from the fact that detailed modelling of particle acceleration in relativistic shocks indicates that $`p2.22.3`$ (Achterbeg et al., 2001).

In addition, if $`p`$ is assumed to be constant throughout the fireball evolution, the magnitude of the observed light curve break in the case of GRB 010222, $`\mathrm{\Delta }\alpha =\alpha _1\alpha _2=0.74\pm 0.04`$, cannot be explained by the above models. The sideways expanding jet model predicts a break magnitude of $`\mathrm{\Delta }\alpha =1\alpha _1/3=1.22\pm 0.01`$, while the fireball transiting to the non-relativistic regime gives $`\mathrm{\Delta }\alpha =(\alpha _1+3/5)=0.06\pm 0.03`$ for slow cooling electrons. For fast cooling electrons the latter model predicts $`\mathrm{\Delta }\alpha =(\alpha _1+1)=0.34\pm 0.03`$. The break magnitudes predicted by the models are in all cases very different from the observed value that is however, in perfect agreement with the prediction of a jet model with a fixed opening angle (Mészáros & Rees, 1999), $`\mathrm{\Delta }\alpha =3/4`$, being essentially of geometrical origin.

In this Letter we use polarization measurements to argue against interpreatations based on spherical models transiting to the non-relativistic regime. Furthermore, we demonstrate that the observations of GRB 010222 can be naturally interpreted with a jet model with a small opening angle and continuous energy injection.

## 2 Observations

### 2.1 Polarimetry

Polarimetric imaging observations were obtained at the 2.56-m Nordic Optical Telescope (NOT) on La Palma, The Canary Islands, with the Andalucía faint object spectrograph (ALFOSC), using two calcite plates together with a $`V`$-band filter. Each calcite plate provides the simultaneous measurement of the ordinary and the extraordinary components of two orthogonally polarized beams. Thus, one image gives either the 0 and 90 components or the 45 and 135 components simultaneously. The calcite plates produce a vignetted field of about 140″ in diameter. The detector was a thinned Loral $`2048\times 2048`$ pixel Charge-Coupled Device (CCD) giving a pixel scale of 0.188″. The ordinary and extraordinary beams appear as images separated by about 15″ on the CCD detector.

Observations began 21.88 hours after the burst with observing and reduction procedures similar to that used for GRB 990123 (Hjorth et al., 1999), each image providing fluxes in two of the four orientations required. Individual exposure times were 600 or 900 s resulting in total exposure times of 2400 s per orientation at a mean epoch of Feb 23.25169 2001 UT, 22.65 hours after the burst (see Table 1). No information on the position angle is available, as no polarization standards were observed. The images were flat fielded using standard procedures with appropriate dome flats in each of the two orientations. The three images in each orientation were combined. Absolute photometric calibration was performed relative to star A of Henden et al. (2002) which has $`V=14.582\pm 0.022`$. Meteorological conditions were fine and the measured resolution of the images was $``$ 0.8–$`1.0\mathrm{}`$. Figure 1a shows an excerpt of the combined images.

Aperture photometry was performed on the combined images with the DAOPHOT II/ALLSTAR (Stetson 1987, 1994) software package. Point-spread function (PSF) photometry turned out to be difficult due to the lack of suitable PSF stars and the strongly orientation-dependent PSF shape and width. Aperture growth curves were computed for the OA, star B and a galaxy (G) in the field (see Fig. 1a). Star A was saturated in these images. Aperture photometry of star A was therefore performed on the short exposures obtained immediately after the six long exposures (cf. Table 1).

In order to correct for possible interstellar polarization, polarization induced by the telescope and instrument, and the significant variations in stellar shape as a function of orientation, we computed aperture growth curves for OA, B and G relative to A.

The Stokes vector, the instrumental Q and U values, and the linear polarization were computed from the derived fluxes in the four orientations
(Hjorth et al., 1999; Wijers et al., 1999; Rol et al., 2000) as a function of aperture radius. The results are dependent on the aperture radii used. For small radii the results are dominated by photon noise and small variations in the shapes and widths of the objects relative to star A. For large radii the noise from and difficulty in subtracting the sky background dominates. Thus, one can only hope for reliable results for intermediate aperture radii. We used two criteria for selecting the aperture radius, namely (i) minimizing photon noise which favored aperture radii between 4 and 6 pixels and (ii) insensitivity to the aperture radii of the Q and U values which favored aperture radii between 5 and 7 pixels. We note that B never reached independence of aperture radius and shows a variation in Q larger than that expected from photon noise. We therefore consider the results for B unreliable, probably due to relatively high photon noise from the fainter star. Aperture radii between 5 and 7 pixels for the OA and G are shown as filled circles in Fig. 1b. The mean of these give $`P(OA)=1.50\pm 0.64\%`$ and $`P(G)=0.4\pm 0.9\%`$. We note that the polarization of the galaxy is consistent with zero as it should if star A is unpolarized.

The effects of depolarization or interstellar polarization in the Milky Way are expected to be negligible at the high latitude of GRB 010222 ($`b=60.9^{}`$) – well out of the Galactic plane. For the low Galactic extinction of E(B$``$V) = 0.023 (Schlegel, Finkbeiner & Davis 1998), the maximum interstellar polarization or depolarization is less than 0.2% (Serkowski, Mathewson & Ford 1975; Berdyugin & Teerikorpi 1997). Thus the interstellar polarization or depolarization towards GRB 010222 is negligible.

At low significance levels of the computed afterglow polarization, a correction must be applied to account for the non-Gaussian nature of the underlying probability distribution (Wardle & Kronberg, 1974). When corrected for this effect the $`V`$-band linear polarization of the optical afterglow of GRB 010222 is $`1.36\pm 0.64`$%, similar to the degree of polarization observed in a number of other bursts (e.g. Covino et al., 1999; Rol et al., 2000).

As seen in Table 1, the optical afterglow decayed during the observations. As a check on the reliability of our polarization measurements we computed the V-band magnitudes by taking the mean of the two orientations at each epoch. The resulting decay slope of $`1.19\pm 0.25`$ is consistent with the observed lightcurve (e.g. Henden et al. 2002).

### 2.2 X-rays

We have also analyzed data from Chandra X-ray Observatory observations starting about 15 hours after the burst, yielding a net exposure time of 29.5 ksec. Due to the brightness of the $`X`$-ray afterglow the data are severely affected by pile-up. Hence, the spectra were analyzed following the procedure suggested by Davis davis01 (2001), taking pile-up effects explicitly into account in the spectral modeling. We extracted a spectrum from a circular 4 arcsec diameter region centered on the $`X`$-ray afterglow and fitted the 0.5-10 keV spectrum with three model components: i) An intrinsic power law, ii) Galactic absorption fixed at the nominal value $`n_H=1.6\times 10^{20}`$ cm-2 (Dickey & Lockman, 1990), and iii) intrinsic absorption in the GRB host fixed at the anticipated redshift of $`z=1.477`$. This model provides an excellent fit ($`\chi ^2=116`$ for 204 d.o.f.), with a best fit spectral index $`\beta =0.72\pm 0.17`$ and intrinsic GRB host absorption $`n_H^i=6.5\pm 0.11\times 10^{21}`$ cm-2 ($`1\sigma `$ errors). There is no evidence for additional spectral features. The 4 keV flux at the mean epoch of observations, $`0.81^d`$, was $`0.268\pm 0.054`$ $`\mu `$Jy. The near contemporaneous BeppoSAX observations give $`\beta =0.97\pm 0.05`$ (in ’t Zand et al., 2001). The difference between our spectral index and the BeppoSAX results is due to different derived values of $`n_H`$. Using their method and fixing $`n_H`$ at their value, we find $`\beta =1.13\pm 0.20`$.

## 3 A Jet with Continuous Energy Injection

Sources of synchrotron radiation are generally expected to exhibit polarization in their emission, with the degree of polarization as high as $`6070\%`$ (e.g. Rybicki & Lightman 1985). This is, however, strongly dependent on the degree of regularity in the magnetic field. In fireball models, the field is expected to be highly entangled with no preferred direction, hence little or no polarization is expected. This would also be the case in a spherical fireball, due to symmetry, even if the magnetic field had a regular component.

In a jet-like fireball, if the magnetic field has a regular component and the line of sight is at an angle with the center of collimation, some polarization may be observed (Ghisellini & Lazzati, 1999; Sari, 1999). The degree of polarization observed in GRB 010222 thus suggests that the fireball is slightly asymmetric. It follows that a transition to a non-relativistic regime of a spherical fireball or a wide jet, is not likely to be a correct description of this event.

On the other hand, the observed light curve break magnitude, $`\mathrm{\Delta }\alpha =0.74\pm 0.04`$, is exactly what is expected in a jet of fixed opening angle (Mészáros & Rees, 1999). We will henceforth adopt that geometry.

The isotropic energy release of GRB 010222, as estimated from the SAX data is $`E_{52}=154.2\pm 17.0`$ (in units of $`10^{52}`$ erg), in a cosmology with $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ and $`h_0=0.65`$ (Amati et al., 2002). The initial Lorentz-factor, estimated from equation (10) in Sari & Piran sarpir99 (1999), is then $`\mathrm{\Gamma }_0350`$, ignoring the weak dependence on the ambient number density, $`n_0`$. Using the light curve break time $`t_b=0.58\pm 0.04`$ days (Henden et al., 2002), we find that the corresponding collimation angle at $`t_b`$ is $`\theta _0=1/\mathrm{\Gamma }_b2.0^{}`$, reducing the estimate of the energy released in the burst to $`E10^{51}`$ ergs, fully consistent with the results of Frail et al. frail01 (2001), although near the higher end of their distribution.

We advance the hypothesis that the exceptionally slow light curve decay of GRB 010222 is the consequence of continuous energy injection. If the fireball energy injection is continuous over an extended period of time rather than instantaneous, it may be modeled as a power law in ejected mass (Rees & Mészáros, 1998; Sari & Mészáros, 2000). The resulting time evolution of the Lorentz-factor can then be expressed as $`\mathrm{\Gamma }=\mathrm{\Gamma }_0(t/t_0)^{(3g)/(7+s)}`$, where $`s`$ is the power law exponent of the ejected mass distribution and $`g`$ is the power law index of the ambient density distribution. We will henceforth assume a homogeneous environment ($`g=0`$). Then $`s=1`$ reproduces the instantaneous case as the energy release is then constant, while $`s>1`$ implies that the energy is dominated by material with low Lorentz-factors (Rees & Mészáros, 1998). We will take $`s=2`$ as a representative case of moderate energy injection (Sari & Mészáros, 2000). Knowing the hydrodynamic evolution allows one to derive the corresponding light curve and spectral evolution as in the standard fireball model with instantaneous energy injection. General expressions, valid also for inhomogeneous external medium, can be found in Sari & Mészáros (2000). We will use their notation in what follows. It should be emphasized that a reverse shock is expected to produce substantial flux at low frequencies, especially at late times.

Interpreting the optical and $`X`$-ray light curves as due to the forward shock we find, using $`\alpha _1=0.66\pm 0.03`$ and $`s=2`$, that

$$p=\frac{3(s+1)(7+s)\alpha _1}{6}=2.49\pm 0.05,$$
(1)
in agreement with many other bursts. It follows that the intrinsic spectral index is $`\beta =(p1)/2=0.75\pm 0.03`$. This is fully consistent with the $`X`$-ray observations, if the cooling frequency, $`\nu _c`$ was above the $`X`$-rays at the time of observations, but it requires moderate extinction in the optical (Lee et al. 2001; Masetti et al. 2001). It provides a consistent picture of the broadband spectrum from optical through the $`X`$-rays. The uncorrected $`V`$-flux at 0.81d is 45$`\mu `$J, using the temporal index $`\alpha =1.19`$ as inferred from our polarimetry. Adopting the SMC extinction correction of Lee et al. (2001), we find that $`A_V=0.3`$ corresponds to $`\beta =0.72`$, consistent with the intrinsic spectral slope we inferred above and our $`X`$-ray observations.

We note that if $`2p3`$, when $`s=2`$, then the pre-break slope would be in the range $`0.33\alpha _11.0`$. For a jet with fixed $`\theta _0`$, we would then have $`1.08\alpha _21.75`$. It is not straight forward to estimate the post break slope in an expanding jet model, as it requires a knowledge of how the continuous energy injection modifies the jet evolution subsequent to the moment when $`\mathrm{\Gamma }<1/\theta _0`$. This is the subject of a separate paper (Björnsson et al. in preparation). We expect, however, a tranistion period where the temporal slope depends both on $`p`$ and $`s`$. The asymptotic decay slope will in the end approach $`p`$, but this may not be reached in all cases before the optical transient fades below detectability or the host galaxy starts to dominate the emission. The late time decay slope derived by Fruchter et al. (2001), $`\alpha _2=1.7\pm 0.05`$, may indeed indicate that the afterglow continued to steepen at very late times. We suggest that the above scenario may also apply e.g. to GRB 020813 as its light curve decay is very similar to that of GRB 010222 (e.g. Bloom, Fox & Hunt 2002; Gladders & Hall 2002).

The flux from the forward shock has a maximum at the frequency $`\nu _m^f`$, that in this interpretation is below the optical. The spectral region from optical through $`X`$-rays is therefore represented by the same power-law, $`F_\nu \nu ^{0.75}`$. From our $`X`$-ray data at $`0.81^\mathrm{d}`$, we obtain

$$n_0^{1/2}ϵ_{B,2}^{7/8}ϵ_{e,0.5}^{3/2}=2.5310^5.$$
(2)
To solve for the model parameters, we need two more constraints. The optical and the $`X`$-rays are degenerate in the sense, that they are both between $`\nu _m^f`$ and $`\nu _c`$. The reverse shock is expected to produce substantial emission around the frequency $`\nu _m^r`$, that is defined analogously to $`\nu _m^f`$, and is related to it by $`\nu _m^r=\nu _m^f/\mathrm{\Gamma }^2`$, the peak flux of the reverse shock being a factor $`\mathrm{\Gamma }`$ larger than the peak flux of the forward shock. For $`\nu _m^f10^{14}`$ Hz, $`\nu _m^r`$ could be from a few hundred GHz to $`10^{12}`$ Hz. Furthermore the flux from the reverse shock may be expected to stay constant or even increase for a period of time (Panaitescu, Mészáros & Rees 1998), or decay as $`t^{1/2}`$ (Sari & Mészáros, 2000). The radio and sub-mm observations of Frail et al. frail02 (2002), show a constant flux onwards from about $`0.35^\mathrm{d}`$ and $`0.8^\mathrm{d}`$ at 350 and 250 GHz, respectively. They convincingly argue that this flux originates in the host galaxy rather than the afterglow. That sets an upper limit on the emission predicted by the model, in principle enabling us to further constrain the parameters. In practice, as $`\nu _m^f`$ is unknown, the constraints in this case are very weak. It is apparent though from eq. (2), that for reasonable values of $`n_0`$, and $`ϵ_{e,0.5}`$, the magnetic field is very weak.

A generic property of extended injection models is that the afterglow fades more slowly than in the case of instantaneous injection. We have chosen a simple power-law distribution of $`\mathrm{\Gamma }`$ as an example of such a scenario. Other, perhaps more detailed models, are of course possible (e.g. Zhang & Mészáros 2002), but would only affect the above interpretation in the details. The interpretation presented here, requires the introduction of an additional model parameter ($`s`$), but this is also true in other models for the case of $`p<2`$ as discussed above. An inferred value of $`p>2`$ is furthermore supported by detailed modelling of particle acceleration in relativistic shocks (Achterbeg et al., 2001).

This research was supported in part by a Special Grant from the Icelandic Research Council, the University of Iceland Research Fund and the Danish Natural Science Research Council (SNF). We thank Davide Lazzati for constructive comments on an early version of the manuscript. We acknowledge the First Niels Bohr Summer Institute for hospitality during the completion of this work. GB thanks Einar H. Gudmundsson for a number of helpful discussions.


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# References

The suggestion for two distinct lifetimes for the $`B_d`$ or $`B_s`$ meson mass eigenstates originated in parton model calculations , which, at that time, were limited by numerous uncertainties of hadronic ($`f_B`$, the bag parameter, top quark mass, …) and weak parameters (CKM matrix elements). Many of these, however, cancel in the ratio

$$\left(\frac{\mathrm{\Delta }m}{\mathrm{\Delta }\mathrm{\Gamma }}\right)_d=\frac{8}{9\pi }\left(\frac{\eta _t}{\eta }\right)\left(\frac{m_t}{m_b}\right)^2f(x_t)$$
(1)
where $`\mathrm{\Delta }m_d(\mathrm{\Delta }\mathrm{\Gamma }_d)`$ is the mass (width) difference of the $`B_d`$ meson mass eigenstates, $`\eta _t,\eta `$ are calculable perturbative QCD corrections, $`x_t=\frac{m_t}{m_w}`$ and

$$f(x)=\frac{3}{2}\frac{x^2}{(1x)^3}\mathrm{ln}x\left(\frac{1}{4}+\frac{9}{4}\frac{1}{(1x)}\frac{3}{2}\frac{1}{(1x)^2}\right).$$
(2)
Following the discovery of mixing in the $`B_d`$ system , $`\mathrm{\Delta }m_d`$ was measured and $`m_t`$ was the only major source of uncertainty in the ratio. Using the then lower bound on $`m_t`$ it was shown  that $`\mathrm{\Delta }\mathrm{\Gamma }_d`$ is indeed very small, while $`\mathrm{\Delta }\mathrm{\Gamma }_s`$, the width difference of the $`B_s`$ meson mass eigenstates could be rather large as is indicated by the scaling law

$$\left(\frac{\mathrm{\Delta }\mathrm{\Gamma }}{\mathrm{\Gamma }}\right)_s=\left(\frac{X_{Bs}}{X_{Bd}}\right)\left|\frac{V_{ts}}{V_{td}}\right|^2\left(\frac{\mathrm{\Delta }\mathrm{\Gamma }}{\mathrm{\Gamma }}\right)_d$$
(3)
where $`V_{ij}`$’s are the elements of the CKM matrix and

$$X_{B_q}=B_q|\left[\overline{q}\gamma ^\mu (1\gamma _5)b\right]^2|\overline{B}_q.$$
(4)
In the meanwhile, many advances have taken place with the discovery of the top quark and the determination of its mass  and more precise values for CKM matrix elements. Combining the new values with the above scaling laws, the width difference among the $`B_d`$ states is $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_d0.0012`$, which is unobservable, but for $`B_s`$ eigenstates $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_s0.045`$. More recent calculations using heavy quark effective theory and improved QCD corrections  suggest that calculations based on the absorptive parts of the box diagram improved by QCD corrections give reasonable estimates for both $`B_d`$ and $`B_s`$ systems.

Nevertheless the possibility that there are loopholes in the above calculations cannot be totally excluded. For example, $`\mathrm{\Delta }\mathrm{\Gamma }_q`$ (q = d or s) is determined by only those channels which are accessible to both $`B_q`$ and $`\overline{B}_q`$ decays. Its computation in the parton model may not be as reliable as the calculation of $`\mathrm{\Gamma }_q`$, the total width which depends on fully inclusive decays and quark- hadron duality is valid.

In addition to the expected phenomena, one should, therefore, be prepared for unexpected effects and the final verdict on this subject should wait for experimental determination of $`\mathrm{\Delta }\mathrm{\Gamma }`$ from the B–factories, B–TeV or LHC–B. Many different suggestions for measuring $`\mathrm{\Delta }\mathrm{\Gamma }_s`$ have been put forward . It is believed that $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_d0.1`$ can be measured at B–factories  while $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_d0.001`$  might be accessible at the LHC.

In this article we wish to emphasize that apart from dynamical surprises in the decay mechanism, a possible breakdown of the CPT symmetry contributes to $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$. The currently available constraints on CPT violating parameters  certainly allow this possibility. If this happens its effect will be more visible and detectable in the $`B_d`$ system which, in the electroweak theory, is expected to have negligible $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_d`$. In other words the scenario with $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_d`$ large not only due to hitherto unknown dynamics but also due to a breakdown of CPT is quite an open possibility. In the case of $`(\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma })_s`$ CPT violation may act in tandem with the already known electroweak dynamics to produce an even larger effect.

There are several motivations for drawing out a strategy to test CPT symmetry. From the experimental point of view all symmetries of nature must be scrutinized as accurately as possible, irrespective of the prevailing theoretical prejudices. It may be recalled that before the discovery of CP violation, there was very little theoretical argument in its favour.

There are purely theoretical motivations as well. First of all the CPT theorem is valid for local, renormalizable field theories with well defined asymptotic states. It is quite possible that the theory we are dealing with is an effective theory and involving small nonlocal/ nonrenormalizable interactions. Further the concept of asymptotic states is not unambiguous in the presence of confined quarks and gluons. It has been suggested that physics at the string scale may indeed induce nonlocal interactions in the effective low energy theory leading to CPT violation . Moreover, modification of quantum mechanics due to gravity may also lead to a breakdown of CPT .

One of the major goals of the B–factories running at KEK or SLAC is to reveal CP violation in the B system. The discrete symmetry CPT has not yet been adequately tested for the B meson system, although there are many interesting suggestions to test it . In all such works, however, the correlation between $`\mathrm{\Delta }\mathrm{\Gamma }`$ and CPT violation was either ignored or not adequately emphasized. It will be shown below that $`\mathrm{\Delta }\mathrm{\Gamma }`$ can in general be numerically significant even if CPT violation is not too large.

We consider the time development of neutral mesons $`M^0`$ (which can be $`K^0`$ or $`D^0`$ or $`B_d^0`$ or $`B_s^0`$) and their antiparticles $`\overline{M}^0`$. The time development is determined by the effective Hamiltonian $`H_{ij}=M_{ij}\frac{i}{2}\mathrm{\Gamma }_{ij}`$ with $`M_{ij}`$ and $`\mathrm{\Gamma }_{ij}`$ being the dispersive and absorptive parts of the Hamiltonian, respectively . CPT invariance relates the diagonal elements

$$M_{11}=M_{22}\mathrm{and}\mathrm{\Gamma }_{11}=\mathrm{\Gamma }_{22}.$$
(5)
A measure of CPT violation is, therefore, given by the parameter

$$\delta =\frac{H_{22}H_{11}}{\sqrt{H_{12}H_{21}}}$$
(6)
which is phase convention independent. In order to keep the discussion simple we shall study the consequences of indirect CPT violation only. Since indirect CPT violation is a cumulative effect involving summations over many amplitudes, it is likely that its magnitude would be much larger than that of direct violation in a single decay amplitude. It is further assumed that CPT violation does not affect the off–diagonal elements of $`H_{ij}`$. These assumptions can be justified in specific string models , where terms involving both flavour and CPT violations receive negligible corrections due to string scale physics. A further consequence of this assumption is that the usual SM inequality $`M_{12}\mathrm{\Gamma }_{12}`$ holds even in the presence of CPT violation.

The eigenfunctions of the Hamiltonian are defined as

$$|M_1=p_1|M^0+q_1|\overline{M}^0\mathrm{and}|M_2=p_2|M^0q_2|\overline{M}^0$$
(7)
with the normalization $`|p_1|^2+|q_1|^2=|p_2|^2+|q_2|^2=1`$. We summarize the consequences of the symmetries. We define

$`\eta _1={\displaystyle \frac{q_1}{p_1}}=\left[\left(1+{\displaystyle \frac{\delta ^2}{4}}\right)^{1/2}+{\displaystyle \frac{\delta }{2}}\right]\left[{\displaystyle \frac{H_{21}}{H_{12}}}\right]^{1/2}`$ (8)
$`\eta _2={\displaystyle \frac{q_2}{p_2}}=\left[\left(1+{\displaystyle \frac{\delta ^2}{4}}\right)^{1/2}{\displaystyle \frac{\delta }{2}}\right]\left[{\displaystyle \frac{H_{21}}{H_{12}}}\right]^{1/2}`$ (9)
and note that CPT violation is contained in the first factor, while indirect CP violation is in the second factor with the square root. In many expressions we need the ratio $`\omega =\eta _1/\eta _2=\frac{q_1p_2}{p_1q_2}`$ which is only a CPT violating quantity. CPT conservation requires
Im $`\omega =0`$, Re $`\omega =1`$ and $`\eta _1=\eta _2`$.

The time development of the states is determined by the eigenvalues

$`\lambda _1`$ $`=`$ $`H_{11}+\sqrt{H_{12}H_{21}}\left[\left(1+{\displaystyle \frac{\delta ^2}{4}}\right)^{1/2}+\delta /2\right]\mathrm{and}`$
$`\lambda _2`$ $`=`$ $`H_{22}\sqrt{H_{12}H_{21}}\left[\left(1+{\displaystyle \frac{\delta ^2}{4}}\right)^{1/2}+\delta /2\right]`$ (10)
which can be parametrized as $`\lambda _{1,2}=m_{1,2}\frac{i}{2}\mathrm{\Gamma }_{1,2}`$. The quantities which occur in the asymmetries are $`\lambda _1\lambda _2=\mathrm{\Delta }m\frac{i}{2}\mathrm{\Delta }\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }=\frac{1}{2}(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)`$. To leading order in $`(\mathrm{\Gamma }_{12}/M_{12})`$ they are expressed in terms of the CPT parameter

$$y=\left(1+\frac{\delta ^2}{4}\right)^{1/2}$$

as follows:

$`\mathrm{\Delta }m=m_1m_2=2|M_{12}|(\mathrm{Re}y+{\displaystyle \frac{1}{2}}\mathrm{Re}{\displaystyle \frac{\mathrm{\Gamma }_{12}}{M_{12}}}\mathrm{Im}y)`$
$`\mathrm{\Delta }\mathrm{\Gamma }=\mathrm{\Gamma }_1\mathrm{\Gamma }_2=2|M_{12}|(\mathrm{Re}{\displaystyle \frac{\mathrm{\Gamma }_{12}}{M_{12}}}\mathrm{Re}y2\mathrm{I}\mathrm{m}y).`$ (11)
In the CPT conserving limit $`y=1`$ and the contribution to $`\mathrm{\Delta }m`$ is large, overwhelming CPT violating corrections. The CPT conserving contribution to $`\mathrm{\Delta }\mathrm{\Gamma }`$, on the other hand, is suppressed by $`\mathrm{Re}\frac{\mathrm{\Gamma }_{12}}{M_{12}}`$. The purely CPT violating term dominating $`\mathrm{\Delta }\mathrm{\Gamma }`$ remains, therefore, an open possibility. In order to get a feeling for the magnitude of $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$, we use the small $`\delta `$ approximation and obtain $`|\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }|=0.5\times (\mathrm{\Delta }m/\mathrm{\Gamma })\times (\mathrm{Re}\delta \times \mathrm{Im}\delta )`$.

Most of the measurements of $`\mathrm{\Delta }m/\mathrm{\Gamma }`$ have been carried out by assuming CPT conservation. If CPT is violated its magnitude could be somewhat different (see, e.g., Kobayashi and Sanda in ). Recently the Belle collaboration has determined $`\mathrm{\Delta }m`$ with and without assuming CPT symmetry . The two results , $`\mathrm{\Delta }m`$ = 0.463 $`\pm `$0.016 and 0.461$`\pm `$0.008 $`\pm `$ 0.016 $`ps^1`$ respectively, do not differ appreciably from each other or from the average $`\mathrm{\Delta }m`$ given by the particle data group(PDG). We shall, therefore, use throughout the paper $`\mathrm{\Delta }m/\mathrm{\Gamma }=0.73`$, which is perfectly consistent with the PDG value. The relevant limits on CPT violating parameters from Belle are $`|m_{B^0}m_{\overline{B^0}}|/m_{B^0}<`$1.6 $`\times 10^{14}`$ and $`|\mathrm{\Gamma }_{B^0}\mathrm{\Gamma }_{\overline{B^0}}|/\mathrm{\Gamma }_{B^0}<`$ 0.161, which implies $`|\mathrm{Re}\delta |<`$ 0.54 and $`|\mathrm{Im}\delta |<`$ 0.23. A choice like $`\mathrm{Re}\delta \times \mathrm{Im}\delta 0.1`$, consistent with the above bounds, would then yield $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ of the order of a few %, larger than the SM estimate by an order of magnitude. Moreover $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ will be well within the measurable limits of LHC B, should $`\delta `$ happen to be much smaller.

The Belle limits are derived under the assumption that $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ is negligible. We emphasize that for a refined analysis of CPT violation $`\mathrm{\Delta }m/\mathrm{\Gamma }`$ and $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ along with $`\delta `$ should be fitted directly from the data. Such a combined fit may open up the possibility that $`\delta `$ could be somewhat larger than the above bounds. In our numerical analysis values consistent with the bounds as well as somewhat larger values will be considered.

The time development of the states involves, now, the time factors

$`f_{}(t)`$ $`=`$ $`e^{i\lambda _1t}e^{i\lambda _2t}`$ (12)
$`f_+(t)`$ $`=`$ $`e^{i\lambda _1t}+\omega e^{i\lambda _2t}\mathrm{and}`$ (13)
$`\overline{f}_+(t)`$ $`=`$ $`\omega e^{i\lambda _1t}+e^{i\lambda _2t}.`$ (14)
The new feature is the presence of the factor $`\omega `$ in the second and third of these equations.

The decays of an original $`|B^0`$ or $`|\overline{B}^0`$ state to a flavor eigenstate $`|f`$ vary with time and are given by

$`P_f(t)=\left|<f|B^0(t)>\right|^2=\left|f_+(t)\right|^2N\left|<f|B^0>\right|^2`$ (15)
$`\overline{P}_{\overline{f}}(t)=\left|<\overline{f}|\overline{B}^0(t)>\right|^2=\left|\overline{f}_+(t)\right|^2N\left|<\overline{f}|\overline{B}^0>\right|^2`$ (16)
$`P_{\overline{f}}(t)=\left|<\overline{f}|B^0(t)>\right|^2=\left|\eta _1\right|^2\left|f_{}(t)\right|^2N\left|<\overline{f}|\overline{B}^0>\right|^2`$ (17)
$`\overline{P}_f(t)=\left|<f|\overline{B}^0(t)>\right|^2=\left|f_{}(t)\right|^2N\left|\omega \right|^2\left|<f|B^0>\right|^2/\left|\eta _1\right|^2`$ (18)
where $`N^1`$ = $`|1+\omega |^2`$ and the matrix elements on the right–hand side $`g=f|B^0,\overline{g}=\overline{f}|\overline{B}^0,\mathrm{}`$, are computed at $`t=0`$ and have no time dependence. From these expressions it is evident that the five unknowns, $`\mathrm{\Gamma },\mathrm{\Delta }m,\mathrm{\Delta }\mathrm{\Gamma }`$ and $`\mathrm{Re}\delta `$ and $`\mathrm{Im}\delta `$ (or equivalently $`\mathrm{Re}\omega `$ and $`\mathrm{Im}\omega `$), must be determined from the data. We emphasize that $`\mathrm{\Delta }\mathrm{\Gamma }`$ must be treated as a free parameter, since in addition to the CPT violating contributions it may also receive contributions from new dynamics. In addition taking linear combinations of these decays, we can produce exponential decays accompanied by oscillatory terms which help in separating the various contributions. It may be recalled that the time dependent techniques for extracting these probabilities and the associated electroweak parameters from data are now being used extensively.

Different schemes for testing CPT violation suggested in the literature  often involve observables specifically constructed for this purpose. Here we wish to point out that some of the observables involving the above probabilities, which are now being routinely measured at BABAR and BELLE are also sufficiently sensitive to CPT violation and have the potential of either revealing the breakdown of this fundamental symmetry or improving the limit on the CPT violating parameter. One such observable is the direct CP violating asymmetry in $`B_d`$ and $`\overline{B_d}`$ decays to flavor specific channels $`f`$ and $`\overline{f}`$, respectively , but with $`f`$ different from $`\overline{f}`$. The following ratio is at the center of current interest

$`\text{a}_{CP}^{\text{dir}}(t)={\displaystyle \frac{\left|<f|B^0(t)>\right|^2\left|<\overline{f}|\overline{B}^0(t)>\right|^2}{\left|<f|B^0(t)>\right|^2+\left|<\overline{f}|\overline{B}^0(t)>\right|^2}}`$
$`={\displaystyle \frac{\left|f_+(t)\right|^2\left|g\right|^2\left|\overline{f}_+(t)\right|^2\left|\overline{g}\right|^2}{\left|f_+(t)\right|^2\left|g\right|^2+\left|\overline{f}_+(t)\right|^2\left|\overline{g}\right|^2}}`$ (19)
In the SM or in any of its CPT conserving extensions, $`\overline{f}_+(t)=f_+(t)`$ and the asymmetry is time independent in general. The time independence holds even if $`\mathrm{\Delta }\mathrm{\Gamma }`$ happens to be large due to new dynamics or direct CPT violation and/ or new physics influence the hadronic matrix elements. Time evolution of this asymmetry is, therefore, a sure signal of indirect CPT violation. Flavour specific B decays involving a single lepton or a kaon in the final state are possible candidates for this measurement.

This consequence is even more dramatic for decays dominated by a single amplitude in the SM, in which case $`|g|=|\overline{g}|`$ and $`\text{ a}_{CP}^{\text{dir}}(t)`$ vanishes at all times. Purely tree level decays arising from the subprocess $`bu_i\overline{u}_jd_k`$ ($`ij`$), penguin induced processes $`bd_i\overline{d}_id_k`$, dominated by a single Penguin operator or inclusive semileptonic decays $`bXl^+\nu `$ (l = e or $`\mu `$ and X is any hadronic final state) are examples of such decays. The last process is particularly promising. A single amplitude strongly dominates the decay not only in the SM but also in many extensions of it. The large branching ratio ($`20\%`$ for l = e and $`\mu `$ ) and reasonably large efficiency of detecting leptons is sufficient to ensure the measurement of this asymmetry at B - factories, provided it is of the order of a few percent.

For this class of decays the matrix elements along with their theoretical uncertainties cancel out in the ratio. Consequently in presence of indirect CPT violation the time dependent asymmetry is the same for all one–amplitude dominated processes and the statistics may be improved by including several channels. If a difference in the time dependence of various modes is observed, the assumption of one amplitude dominance will be questionable and new physics beyond the standard model leading to $`|g||\overline{g}|`$, in addition to indirect CPT violation, may be revealed.

In Figure 1 we present the asymmetry for a one amplitude dominated process as a function of time for Im $`\delta `$ = 0.1 and Re $`\delta `$ = 0.1 (solid curve, here $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ = 0.004) , 0.5 (dotted curve, $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ = 0.02) and 1.0 (dashed curve, $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$=0.04). Both the time evolution and the nonvanishing of the asymmetry are clearly demonstrated.

The correlation between $`\text{ a}_{CP}^{\text{dir}}`$ and $`\mathrm{\Delta }\mathrm{\Gamma }`$ calls for a more detailed analysis. As has been noted $`\mathrm{\Delta }\mathrm{\Gamma }`$ is significantly different from the SM prediction only if $`\mathrm{Im}\delta \times \mathrm{Re}\delta 0`$. The numerator and the denominator of the asymmetry are determined to be

$`D(t)`$ $`=`$ $`P_f(t)\overline{P}_{\overline{f}}(t)`$ (20)
$`=`$ $`\left[\left(\left|\omega \right|^21\right)\left(e^{\mathrm{\Gamma }_2t}e^{\mathrm{\Gamma }_1t}\right)4\mathrm{Im}\omega e^{\mathrm{\Gamma }t}\mathrm{sin}\mathrm{\Delta }mt\right]N`$
and

$`S(t)`$ $`=`$ $`P_f(t)+\overline{P}_{\overline{f}}(t)`$ (21)
$`=`$ $`\left[\left(\left|\omega \right|^2+1\right)\left(e^{\mathrm{\Gamma }_2t}+e^{\mathrm{\Gamma }_1t}\right)+4\mathrm{Re}\omega e^{\mathrm{\Gamma }t}\mathrm{cos}\mathrm{\Delta }mt\right]N`$
A non-vanishing asymmetry can arise in various ways
i) Im $`\omega `$0, which requires Im$`\delta `$0.0,
ii) Re $`\omega `$ 1.0 and $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$ as small as in the SM,
or from a combination of the two possibilities. It is trivial to express $`\omega `$ in terms of $`\delta `$ and confirm that both D(t) and S(t) are modified from the SM prediction through $`\delta `$. When both numerator and denominator of the asymmetry are measured accurately, one can determine separately real and imaginary parts of delta. This may indicate, albeit indirectly, that $`\mathrm{\Delta }\mathrm{\Gamma }`$ is unexpectedly large.

In order to have an idea of how large the effects can be, in Figure 2 we plot $`D(t)`$ as a function of time for the values $`\mathrm{Re}\delta =\mathrm{Im}\delta =0.1`$ (the solid curve). D(t) vanishes for $`\mathrm{Im}\delta =0`$ and has a relatively weak dependence on $`\mathrm{Re}\delta `$, as illustrated by also plotting on the same figure the cases with $`\mathrm{Re}\delta =0.5`$ (the dotted curve) and 1.0 (the dashed curve). A similar study of S(t) is presented in Figure 3. This quantity is fairly insensitive to Im $`\delta `$.

In order to estimate roughly the number of tagged B-mesons needed to establish a non-zero D(t) , we assume that at t=0 there is a sample of $`N_0`$ tagged $`B_d^0`$ and $`\overline{B}_d^0`$. Let of number of semileptonic $`B_d^0`$ ($`\overline{B}_d^0`$ ) decays in the time interval t=$`(1.0\pm 0.1)\times \tau _B`$ be n(t) ($`\overline{n}(t)`$) (we assume the lepton detection efficiency to be $``$ 1). By requiring

$$\frac{|n(t)\overline{n}(t)|}{\sqrt{n(t)}+\sqrt{\overline{n}(t)}}3.0,$$

we obtain for Re $`\delta `$ = 0.1 and Im $`\delta `$ = 0.1, $`N_0`$ 2.0 $`\times `$ 10<sup>6</sup>, a number which is realizable at B - factories after several years of run and certainly at the LHC. Including other flavour specific channels like $`B_d^0K^++X`$, which has a larger branching ratio ($``$ 70%), a measurable asymmetry may be obtained with a smaller $`N_0`$.

In the presence of indirect CPT violation, the time integrated asymmetry is obtained by integrating the numerator D(t) and the denominator S(t). This leads to

$`a_{\mathrm{CP}}^{\mathrm{dir}}=\left(\left(\left|\omega \right|^21\right){\displaystyle \frac{\mathrm{\Delta }\mathrm{\Gamma }}{\mathrm{\Gamma }}}{\displaystyle \frac{4\mathrm{Im}\omega x}{\left(1+x^2\right)}}\right)\text{/}\left(2\left(\left|\omega \right|^2+1\right)+{\displaystyle \frac{4\mathrm{Re}\omega }{\left(1+x^2\right)}}\right)`$ (22)
with $`x=\mathrm{\Delta }m/\mathrm{\Gamma }`$. In the standard model and for processes dominated by one amplitude the integrated asymmetry vanishes. In extensions of the SM in which the decays are no longer dominated by one amplitude the integrated asymmetry may be nonzero . Thus a nonzero integrated asymmetry points either to new physics (coming from additional amplitudes) or to indirect CPT violation. In Figure 4 we present the variation of this observable with Im $`\delta `$ for Re $`\delta `$ = 0.1 (solid line) and 0.75 (dashed line).

Experimental studies of CPT violating phenomena can be combined with experiments that search for a $`\mathrm{\Delta }\mathrm{\Gamma }/\mathrm{\Gamma }`$. For example, one can consider untagged B mesons decaying to a specific flavour . The observable

$`S_1(t)=P_f(t)+\overline{P}_f(t)`$

which in the absence of CPT violation have a time dependence governed by two exponentials. If now CPT violation is also included, then an oscillation is superimposed on the exponentials. The original articles  considered $`B_s`$ decays but the same properties hold for $`B_d`$ meson decaying semileptonically or to specific flavour final states.

Looking at flavour non-specific channels there are results for $`a_{CP}^{\mathrm{dir}}`$ (also denoted by $`C_{\pi \pi }`$) from BABAR  and BELLE  for the channel $`B\pi ^+\pi ^{}`$. In the SM using naive factorization this asymmetry turns out to be small . It is interesting to note that although the Babar result is fairly consistent with the SM prediction, the BELLE result indicates a much larger asymmetry. It should, however, be noted that there are many theoretical uncertainties. Neither the magnitude of the penguin pollution nor the magnitude of the strong phase difference between the interfering amplitudes can be computed in a full proof way. Direct CP violation in flavour specific, charmless decays have also been measured . Here the data is not yet very precise and the theoretical uncertainties are also large. In view of these uncertainties it is difficult to draw any conclusion regarding new physics effects. This underlines the importance of inclusive semileptonic decays which are theoretically clean and the branching ratios are much larger than any of the above exclusive modes.

$`B_d`$ decays to CP eigenstates have been observed and established CP–violation via time dependent measurements . The golden example is $`B^0\psi K_s`$ where the time dependent asymmetry is proportional to $`\mathrm{sin}2\beta `$, where $`\beta `$ (also denoted by $`\varphi _1`$) is an angle of the unitarity triangle. The current averaged value of this parameter is $`\mathrm{sin}2\beta `$ =0.78 $`\pm `$ 0.08. . It is straight–forward to obtain the asymmetry in the presence of indirect CPT violation. An attempt to fit the data as in the SM would lead to an effective sin $`2\beta `$ which is time dependent. We have checked that with Re $`\delta `$ = 0.1 and Im $`\delta `$= 0.1, this effective sin $`2\beta `$ varies between 0.74 and 0.84. We therefore conclude that if sin 2$`\beta `$ is determined with an accuracy of 5 % or better, some hint of indirect CPT violation may be obtained. However, this observation cannot establish CPT violation unambiguously. Since CPT conserving new physics may change the phase of the $`B_d\overline{B_d}`$ mixing amplitude and/or the decay amplitudes and lead to similar effects.

Many other observables specifically constructed for the measurement of CPT violation  have been suggested in the literature. It will be interesting to compare the sensitivities of these observables to the CPT parameter $`\delta `$ with that of the observables considered in this paper, which are already being measured in the context of CP violation.

In summary, we wish to emphasize again that an unexpectedly large life time difference of $`B_d`$ mesons, which is predicted to be negligible in the SM and many of its CPT conserving extensions, may reveal indirect CPT violation. Time dependence of the direct CP violating asymmetry for flavour specific decays, which is time independent and vanishes for decays dominated by only one amplitude may establish CPT violation as well as a large life time difference. The theoretically clean inclusive semileptonic decays having relatively large branching ratios might be particularly suitable in this context. Acknowledgements
We wish to thank the Bundesministerium fur Bildung and and Forschung for financial support under contract No. 05HT1PEA9. One of us (EAP) thanks Mr. W. Horn for useful discussions. AD thanks the Department of Science and Technology, Government of India for financial support under project no SP/S2/k01/97 and Abhijit Samanta for help in computation.


text:
# Sampling from a couple of positively correlated beta variates

## 1 Introduction

Let $`\{X_1,X_2,X_3\}`$ be distributed according to a Dirichlet distribution (see, for example, \[2, pages 231-235\]), which will be denoted by $`\{X_1,X_2,X_3\}𝒟(3,\alpha _0,\alpha _1,\alpha _2,\alpha _3)`$. To fix notation in this case

$$X_i=\frac{Z_i}{_{j=0}^3Z_j},i=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}$$

where $`Z_j,j=0,\mathrm{},\mathrm{\hspace{0.17em}3}`$ are independent gamma variables: $`Z_j𝒢(\lambda ,\alpha _j)`$.

Define

$$\{\begin{array}{ccc}Y_1\hfill & =\hfill & X_1+X_3,\hfill \\ Y_2\hfill & =\hfill & X_2+X_3.\hfill \end{array}$$

It follows

$$\{\begin{array}{ccc}Y_1\hfill & \hfill & e(\alpha _1+\alpha _3,\alpha _0+\alpha _2)\hfill \\ Y_2\hfill & \hfill & e(\alpha _2+\alpha _3,\alpha _0+\alpha _1),\hfill \end{array}$$

where $`e(,)`$ denotes a beta distribution. Set $`\gamma =\alpha _0+\alpha _1+\alpha _2+\alpha _3`$. Then we have

$`𝐂ov(X_1,X_2)={\displaystyle \frac{\alpha _1\alpha _2}{\gamma ^2(\gamma +1)}}`$
$`𝐂ov(X_1,X_3)={\displaystyle \frac{\alpha _1\alpha _3}{\gamma ^2(\gamma +1)}}`$
$`𝐂ov(X_2,X_3)={\displaystyle \frac{\alpha _2\alpha _3}{\gamma ^2(\gamma +1)}}.`$
Since

$$X_3e(\alpha _3,\gamma \alpha _3)$$

we have

$$𝐕ar(X_3)=\frac{\alpha _3(\gamma \alpha _3)}{\gamma ^2(\gamma +1)}.$$

Then

$`𝐂ov(Y_1,Y_2)`$ $`=`$ $`{\displaystyle \frac{\alpha _1\alpha _2\alpha _1\alpha _3\alpha _2\alpha _3+\alpha _3(\gamma \alpha _3)}{\gamma ^2(\gamma +1)}}`$
$`=`$ $`{\displaystyle \frac{\alpha _1\alpha _2+\alpha _0\alpha _3}{\gamma ^2(\gamma +1)}}.`$
It follows that the correlation coefficient is given by

$$\rho (Y_1,Y_2)=\frac{\alpha _1\alpha _2+\alpha _0\alpha _3}{\sqrt{(\alpha _1+\alpha _3)(\alpha _0+\alpha _2)(\alpha _2+\alpha _3)(\alpha _0+\alpha _1)}},$$

and the correlation is positive if $`\alpha _0\alpha _3>\alpha _1\alpha _2`$.

Suppose now that we want to sample from a bivariate density with beta marginals, with parameters, respectively, $`c_1,c_2`$ and $`c_3,c_4`$, and a given positive correlation coefficient $`r`$. To fit into the previous framework we set

$$\{\begin{array}{ccc}c_1\hfill & =\hfill & \alpha _1+\alpha _3,\hfill \\ c_2\hfill & =\hfill & \alpha _0+\alpha _2,\hfill \\ c_3\hfill & =\hfill & \alpha _2+\alpha _3.\hfill \end{array}$$

Then

$$c_4=\alpha _0+\alpha _1=c_1+c_2c_3,$$

which implies

$$c_1+c_2>c_3.$$

Furthermore

$$r=\frac{\alpha _1\alpha _2+\alpha _0\alpha _3}{\sqrt{c_1c_2c_3(c_1+c_2c_3)}}.$$

We assume $`r>0`$. We solve for $`\{\alpha _0,\alpha _1,\alpha _2,\alpha _3\}`$, as functions of $`\{c_1,c_2,c_3,r\}`$. We get

$$\alpha _3=\frac{r\sqrt{c_1c_2c_3(c_1+c_2c_3)}+c_1c_3}{c_1+c_2}.$$
(1)
It follows $`\alpha _3>0`$, as required. And

$$\{\begin{array}{ccc}\alpha _1\hfill & =\hfill & c_1\alpha _3,\hfill \\ \alpha _2\hfill & =\hfill & c_3\alpha _3,\hfill \\ \alpha _0\hfill & =\hfill & c_2c_3+\alpha _3.\hfill \end{array}$$
(2)
All the parameters have to be positive, so we must have

$$\{\begin{array}{ccc}c_1\alpha _3\hfill & >\hfill & 0,\hfill \\ c_2\alpha _3\hfill & >\hfill & 0,\hfill \\ c_2c_3+\alpha _3\hfill & >\hfill & 0.\hfill \end{array}$$
(3)
To determine in the general case the conditions upon which these restrictions are satisfied is rather cumbersome. We analyze in details some particular cases.

I Case: $`c_1=c_3`$. In this case the two marginal have the same distribution $`e(c_1,c_2)`$.

We have

$`\alpha _3`$ $`=`$ $`{\displaystyle \frac{r\sqrt{c_1^2c_2(c_1+c_2c_1)}+c_1^2}{c_1+c_2}}`$
$`=`$ $`{\displaystyle \frac{c_1(c_1+rc_2)}{c_1+c_2}}.`$
We see that the first two condition in Equation 3 are identical and

$`c_1\alpha _3`$ $`=`$ $`{\displaystyle \frac{c_1^2+c_1c_2rc_1c_2c_1^2}{c_1+c_2}}`$
$`=`$ $`{\displaystyle \frac{c_1c_2(1r)}{c_1+c_2}}`$
$`>`$ $`0.`$
As for the third condition we have

$`c_2c_3+\alpha _3`$ $`=`$ $`{\displaystyle \frac{c_2^2+rc_1c_2}{c_1+c_2}}`$
$`>`$ $`0.`$
We can conclude that in this case we do not have any restrictions on the parameters.

II Case: $`c_2=c_3`$.

In this case $`c_1+c_2c_3>0`$. We have

$$\alpha _3=\frac{rc_1c_2+c_1c_2}{c_1+c_2}.$$

1. $$c_1\alpha _3=c_1(c_1rc_2).$$

To be greater than zero it requires

$$c_1>rc_2.$$
2. $$c_3\alpha _3=c_2\alpha _3=\frac{c_2(c_2rc_1)}{c_1+c_2}.$$

To be greater than zero it requires

$$c_2>rc_1.$$

The two conditions are then satisfied if

$$rc_2<c_1<\frac{c_2}{r}.$$
(4)
3. $$c_2c_3+\alpha _3=\alpha _3>0.$$

III Case: $`c_1=c_2`$.

In this case $`c_1+c_2c_3=2c_1c_3`$, so we must have $`\delta =2c_1c_3>0`$, which implies $`\frac{c_1}{c_3}>\frac{1}{2}`$.

We have

$$\alpha _3=\frac{rc_1\sqrt{c_3\delta }+c_1c_3}{2c_1}.$$

1. $$c_1\alpha _3=\frac{\delta r\sqrt{c_3\delta }}{2}.$$

To be greater than zero it requires

$$\delta >r\sqrt{c_3\delta },$$

that is $`\delta >r^2c_3`$. That means

$$c_1>\frac{c_3(1+r^2)}{2}.$$

Because

$$c_3\frac{c_3(1+r^2)}{2},$$

if we have $`c_1c_3`$ the above condition is always satisfied.
2. $$c_2\alpha _3=c_1\alpha _3,$$

same as before.
3. $$c_3\alpha _3=\frac{c_3r\sqrt{c_3\delta }}{2}.$$

To be greater than zero we must have

$$c_3>r\sqrt{c_3\delta },$$

that is

$$c_3>r^2\delta ,$$

which leads to

$$c_1<\frac{c_3(1+r^2)}{2r^2}.$$

Putting the two conditions together we have

$$\frac{c_3(1+r^2)}{2}<c_1<\frac{c_3(1+r^2)}{2r^2},$$

which can be rewritten as

$$\frac{1+r^2}{2}<\frac{c_1}{c_3}<\frac{1+r^2}{2r^2}.$$
4. $$c_2c_3+\alpha _3=c_1c_3+\alpha _3.$$

We get

$`c_1c_3+\alpha _3`$ $`=`$ $`{\displaystyle \frac{c_1\left[2c_1c_3+r\sqrt{c_3\delta }\right]}{2c_1}}`$
$`=`$ $`{\displaystyle \frac{\delta +r\sqrt{c_3\delta }}{2}}`$
$`>`$ $`0.`$

IV Case: $`c_1=c_2=c_3`$.

Then

$$\alpha _3=\frac{c_1(1+r)}{2}.$$

1. $$c_1\alpha _3=\frac{c_1(1r)}{2}>0.$$
2. $$c_3\alpha _3=c_1\alpha _3>0.$$
3. $$c_2c_3+\alpha _3=\alpha _3>0.$$

## 2 Efficiency with Johnk’s method

If in sampling from the Dirichlet distribution we use a generalization of Johnk’s method (see, for example, \[1, pages 136-137\]), that is

1. generation of 4 independent uniform variates, $`U_i,i=0,\mathrm{},\mathrm{\hspace{0.17em}3}`$.
2. evaluation of $`Z_i=U_i^{\frac{1}{\alpha _i}},i=0,\mathrm{},\mathrm{\hspace{0.17em}3}`$, where $`\{\alpha _i\}`$ are given by Equation 1, Equation 2, under restrictions as in Equation 3.
3. conditioning upon $`S=_{i=0}^nZ_i1`$, the variables $`X_i=\frac{Z_i}{S},i=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}`$ possess the required distribution $`𝒟(3,\alpha _0,\alpha _1,\alpha _2,\alpha _3)`$,

then the efficiency, that is $`𝐏\{S1\}`$, is given by

$$\epsilon =\frac{\underset{i=0}{\overset{3}{}}\alpha _i\mathrm{\Gamma }(\alpha _i)}{\left(_{i=0}^3\alpha _i\right)\mathrm{\Gamma }\left(_{i=0}^3\alpha _i\right)}.$$
(5)
To give an idea we present the following data, referred to the case $`c_1=c_3`$. Table 1 refers to the case where $`r=0.5`$, Table 2 when $`r=0.75`$.

Table 1. Efficiency with Johnk’s method
for selected values of $`c_1=c_3`$, $`c_2`$ and $`r=0.50`$

|  | $`c_2`$ | | | | | | | |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| $`c_1`$ | 0.23 | 0.25 | 0.5 | 0.75 | 1.00 | 2.00 | 3.00 | 5.00 |
| 0.25 | 0.907 | 0.897 | 0.821 | 0.763 | 0.716 | 0.596 | 0.526 | 0.444 |
| 0.50 | 0.833 | 0.822 | 0.701 | 0.612 | 0.544 | 0.382 | 0.298 | 0.213 |
| 0.75 | 0.778 | 0.763 | 0.612 | 0.506 | 0.428 | 0.257 | 0.179 | 0.108 |
| 1.00 | 0.734 | 0.717 | 0.544 | 0.428 | 0.345 | 0.180 | 0.113 | 0.058 |
| 1.50 | 0.668 | 0.647 | 0.447 | 0.323 | 0.243 | 0.098 | 0.050 | 0.019 |
| 2.00 | 0.619 | 0.596 | 0.381 | 0.257 | 0.180 | 0.058 | 0.024 | 0.007 |
| 3.00 | 0.552 | 0.526 | 0.299 | 0.179 | 0.113 | 0.020 | 0.007 | 0.001 |
| 5.00 | 0.472 | 0.444 | 0.213 | 0.108 | 0.058 | 0.007 | 0.001 | 0.000 |

Table 2. Efficiency with Johnk’s method
for selected values of $`c_1=c_3`$, $`c_2`$ and $`r=0.75`$

|  | $`c_2`$ | | | | | | | |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| $`c_1`$ | 0.23 | 0.25 | 0.5 | 0.75 | 1.00 | 2.00 | 3.00 | 5.00 |
| 0.25 | 0.916 | 0.909 | 0.843 | 0.793 | 0.752 | 0.646 | 0.583 | 0.507 |
| 0.50 | 0.854 | 0.843 | 0.734 | 0.654 | 0.592 | 0.441 | 0.360 | 0.273 |
| 0.75 | 0.806 | 0.793 | 0.654 | 0.558 | 0.482 | 0.315 | 0.234 | 0.155 |
| 1.00 | 0.768 | 0.752 | 0.592 | 0.482 | 0.403 | 0.232 | 0.158 | 0.090 |
| 1.50 | 0.710 | 0.691 | 0.503 | 0.381 | 0.298 | 0.138 | 0.079 | 0.035 |
| 2.00 | 0.668 | 0.646 | 0.441 | 0.315 | 0.233 | 0.088 | 0.043 | 0.015 |
| 3.00 | 0.607 | 0.583 | 0.361 | 0.239 | 0.157 | 0.043 | 0.016 | 0.004 |
| 5.00 | 0.534 | 0.507 | 0.273 | 0.155 | 0.091 | 0.015 | 0.004 | 0.000 |


text:
# 1 How many dark components has the Universe?

## 1 How many dark components has the Universe?

It might appear that overwhelming evidence for the existence of dark energy (be it a cosmological constant or some other form of energy) has been collected. Observations of the cosmic microwave background (CMB) , high redshift supernovae , the large scale structure  and clusters  give a self-consistent picture, which can be summarized by the dimensionless energy densities $`\mathrm{\Omega }1,\mathrm{\Omega }_\mathrm{\Lambda }0.7,\mathrm{\Omega }_\mathrm{b}h^20.02,\mathrm{\Omega }_{\mathrm{cdm}}h^20.12`$, implying $`h0.7`$ and an age of the Universe of $`14`$ Gyr. But this evidence for dark energy is obtained from a fit to the $`\mathrm{\Lambda }`$CDM model, not by a direct observation of dark energy itself.

In this work we point out that the $`\mathrm{\Lambda }`$CDM model makes a very important, yet untested assumption: CDM111 Any dark matter with $`|P|\rho `$ during the epoch of structure formation is called CDM. is described by a perfect fluid (at the largest scales). We show below that if this assumption were wrong, the evolution of the Hubble rate would have to be modified.

Let us first check whether there are any theoretical or observational reasons for believing that CDM behaves like a perfect fluid. The observed isotropy of the CMB together with the Copernican principle gives sound evidence that the Universe is homogeneous and isotropic at very large scales (cosmological principle). This implies that the energy-stress tensor of the Universe is of the form

$$T_b^a=(\rho +P)u^au_b+P\delta _b^a,$$
(1)
where $`u^a`$ is the velocity of an observer comoving with the CMB heat bath, $`\rho `$ and $`P`$ are the energy density and hydrodynamic pressure as measured by this observer. Note that this form does not imply that the fluid is perfect, i.e. dissipationless. However, the observed CMB spectrum proves that the radiation component is in thermal equilibrium. Assume for the moment that CDM consists of weakly interacting massive particles (WIMPs) that were in thermal equilibrium with the radiation in the early Universe. For the most popular WIMP, the neutralino, kinetic decoupling from the radiation fluid happens at a temperature of about $`10`$ MeV , long before structure formation starts. After kinetic decoupling any perturbation can easily disturb the CDM equilibrium distribution. A general result from kinetic theory within general relativity is that it is very hard to maintain kinetic equilibrium for freely streaming particles. This is possible only if a conformal time-like Killing vector exists and the particles are either massless or highly non-relativistic . For CDM these conditions are approximately true until density perturbations become non-linear, and it is therefore well justified (at least for WIMPs that once were in thermal contact) to use a model with radiation plus CDM at the beginning of structure formation and during photon decoupling.

But today’s Universe is very inhomogeneous on smaller scales, and we certainly cannot describe CDM by a perfect fluid on those scales. All kinds of dissipative effects might take place. Now the question arises whether looking at larger scales only (this is nothing but averaging over the smaller scales) can justify the assumption of a perfect fluid. A simple argument shows why this cannot be true in general. Assume that entropy is created by the dissipative effects in every small volume. Averaging over many small volumes will only add up the produced entropy, the net result being that entropy is produced at large scales as well, although no physical processes act at the large scales themselves.

To take into account dissipative effects in the formation of small scale inhomogeneities on the cosmic evolution on larger scales, one can start from the energy-stress tensor of an imperfect fluid (1). If dissipative processes are taking place the hydrodynamic pressure $`P`$ no longer equals the kinetic pressure $`p`$, and we write $`P=p+\mathrm{\Pi }`$. For CDM $`p0`$. We argue below that, if $`\mathrm{\Pi }0`$, the observational evidence for two different dark components of the Universe breaks down. This is consistent with Pavón’s contribution to this conference, in which he shows that in order to have late-time cosmic acceleration and to solve the coincidence problem at the same time, matter must be dissipative , although a quintessence component is admitted in that work.

What can be said about the sign of $`\mathrm{\Pi }`$? Let us assume for simplicity that the energy density of baryons is much less than that of dark matter, so all dynamically important energy density is in CDM. As long as the baryon number is conserved, we can define the entropy per baryon (specific entropy) $`\sigma `$, and the relation

$$T\mathrm{d}\sigma =\mathrm{d}(\rho /n_\mathrm{B})+p\mathrm{d}(1/n_\mathrm{B})$$
(2)
holds true for any change of the thermodynamic state. Note that it is the kinetic pressure that enters in this expression. Using the covariant conservation of energy density and the baryon number conservation, we find the change of the heat density with time

$$n_\mathrm{B}T\dot{\sigma }=3H\mathrm{\Pi },$$
(3)
where $`H`$ denotes the Hubble rate. From the second law of thermodynamics $`\mathrm{\Pi }0`$ follows for an expanding Universe, and in the case of CDM ($`p0`$) we find $`P\mathrm{\Pi }0`$! Thus a negative CDM bulk pressure seems possible from non-equilibrium effects during structure formation. A classic example in which the non-equilibrium pressure reduces the kinetic pressure is the bulk viscosity of cosmic fluids in the linear approximation, $`\mathrm{\Pi }=3H\zeta <0`$ .

Let us now consider the hypothesis that the Universe contains just one CDM component, which is described as an imperfect fluid at late times (redshifts of a few). Such a solution to the dark energy problem would be most elegant because no new particles or fields should be introduced and no new physics, such as extra dimensions or new forces, are needed. Under this hypothesis the cosmic coincidence problem turns into the question: Why do cosmic acceleration and the formation of large structures happen at about the same time? If the non-linear evolution of inhomogeneities could be identified as the driver for cosmic acceleration, the coincidence would be explained naturally .

## 2 A CDM model with antifriction

In order to be able to describe the cosmological observations, we need a model for the evolution of $`\mathrm{\Pi }`$. Let us try to obtain such a model from a microscopic ansatz. In every-day physics dissipative effects can be described by effective forces such as the Stokes friction. Indeed, the only force that respects the cosmological principle is an effective (anti-)frictional force, which reads in the Newtonian limit

$$\stackrel{}{F}B(m,t)m\stackrel{}{v},$$
(4)
where $`m`$ is the mass of a test particle and $`\stackrel{}{v}`$ its peculiar velocity ; $`B`$ is the coefficient of friction, which has the dimension of a rate. The kinetic theory incorporating such an effective friction term has been discussed in Ref. . Under the assumption that the distribution function is in a generalized equilibrium, the dynamic pressure can be calculated to be

$$P(B/H)\rho .$$
(5)
Thus, for effective antifrictional forces ($`B<0`$) the dynamic pressure of CDM is negative. Note that the number of test particles is not conserved in generalized equilibrium, see .

Guided by the idea that CDM becomes an imperfect fluid as structures in the Universe grow non-linear, one can estimate the rate of antifriction from a dimensional argument. The only rate in the problem is the Hubble rate, thus $`B(t_0)=\nu H_0`$, $`\nu `$ being a constant of order unity. For the time dependence we have tested three different ansätze in Ref. . It turns out that all three of them can provide excellent fits to the supernova data, all with $`\nu =𝒪(1)`$. This is already surprising, but what is even more surprising is that the ansatz $`B(z)=\nu (H_0/H)H_0`$ gives rise to a model that is dynamically equivalent to the $`\mathrm{\Lambda }`$CDM model. This shows that CDM with antifriction fits the supernovae, CMB and large scale structure observations as good as the $`\mathrm{\Lambda }`$CDM model itself.

## 3 Conclusions

It seems that a careful investigation should be done to sort out the number of dark components of the Universe. We have shown that a fit to the $`\mathrm{\Lambda }`$CDM model cannot be sufficient evidence, as long as the assumption that CDM is a perfect fluid at large scales remains untested.

A possible argument against the proposal of this paper might be that observations of galaxy clusters indicate $`\mathrm{\Omega }_\mathrm{m}0.3<1`$! The discrepancy can be resolved by taking into account that the gravitating mass density is $`\rho +3P`$, and therefore cluster mass estimates probe $`\mathrm{\Omega }_\mathrm{m}(1+3P/\rho )`$ rather than $`\mathrm{\Omega }_\mathrm{m}`$. Only geometrical mass estimates probe $`\mathrm{\Omega }`$ directly (as in the case of the CMB). On the largest scales (CMB, large scale structures and supernovae) $`\mathrm{\Omega }_\mathrm{m}=1`$ would imply that $`P0.7\rho `$, whereas on cluster scales the observed low mass density would be consistent with $`P0.2\rho `$. Thus an observational signature of the present scenario is a time- and scale-dependent effective equation of state of CDM . These and other questions should be addressed in detail, before the energy budget of the Universe is understood.

Acknowledgements.  I wish to thank the organizers for their support, and it is a pleasure to acknowledge discussions and collaboration with A. Balakin, D. Pavón and W. Zimdahl.