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# Other Atmospheric Neutrino Experiments Contribution to the Proceedings of the XXth International Conference on Neutrino Physics and Astrophysics, May 2002, Munich Germany

## 1 Introduction

The Super-Kamiokande experiment has used their measurements of atmospheric neutrinos to persuasively and clearly demonstrate the existence of neutrino oscillations, with excellent agreement with the hypothesis $`\nu _\mu \nu _\tau `$. With lower statistics, other experiments have measured atmospheric neutrinos for a long time and continue to do so. In this paper, after reviewing the creation and measurement of atmospheric neutrinos, I discuss the history of atmospheric neutrinos along with two possible alternative scenarios. I then review the most recent results from Baksan, Soudan 2 and MACRO.

## 2 The Creation of Atmospheric Neutrinos

Atmospheric neutrinos originate from the decays of $`\pi `$’s, $`K`$’s and $`\mu `$’s produced when cosmic rays hit the atmosphere and interact. There are also a smaller number of neutrinos produced by the decay of charmed particles, $`\tau `$’s and other high mass particles, but their detection has not been demonstrated. $`K`$ and $`\pi `$ decay give mainly $`\nu _\mu `$’s while $`\mu `$ decay gives both $`\nu _\mu `$’s and $`\nu _e^{}s`$. The $`\mu `$’s themselves come from $`\pi `$ and K decay, so at low energy (below 2 GeV where all of the muons decay before they hit the earth), the flux of each flavor neutrino $`\varphi (\nu _\mu +\overline{\nu }_\mu ):\varphi (\nu _e+\overline{\nu }_e)`$ occurs in the ratio 2:1. The experimental value for this ratio (in the absence of oscillations) for charged current interactions will vary from 2 for several reasons:

1. Containment differences between $`\mu `$ and e
2. $`\nu _\mu `$ charged current threshold
3. $`\nu _e`$ and $`\overline{\nu }_e`$ differences due to their different cross sections and the fact that $`\mu ^+/\mu ^{}`$ ratio is about 1.2
4. Some additional $`\nu _e`$’s from $`K_{e3}^+`$ and $`K_{e3}^0`$ decays
5. Higher energy $`\mu `$’s hit the earth and lose most of their energy before decaying.

For detectors built to study proton decay, the first factor is the most important, and the ratio is under 2. For high energy neutrino telescopes, the last factor causes the ratio to increase to large values.

The density profile of the atmosphere affects the geometry of the source. The overburden, and hence the pressure,  goes as

$$X=X_0\mathrm{exp}(\rho gh/kT)=X_0\mathrm{exp}(h/h_0)$$
(1)
where the latter expression is used to define the scale height $`h_0`$, which is about 8.4 km at sea level. Since T and hence $`h_0`$ depend on altitude, $`h_0`$ decreases to 6.4 km near the tropopause, where many atmospheric $`\nu `$ are created. Also, the air temperature induces seasonal variations of muon and neutrino fluxes. Muon seasonal variations are typically $`\pm 2\%`$, but since high energy neutrinos come primarily from $`K`$’s, this effect is small for high energy neutrinos. A bigger effect at low energy is the solar cycle variation, which occurs because the magnetic field of the solar wind prevents many low energy cosmic rays from reaching the earth’s location in the solar system.

If all neutrinos came from the same height in the atmosphere, there would be a strict relationship between the local neutrino zenith angle in an underground detector and the neutrino pathlength $`L`$ which is relevant for neutrino oscillation analysis. Those production height distributions vary with both neutrino angle and energy. A useful parameterization has been performed by Ruddick. A comparison of his parameterization with a full Monte Carlo at two choices of energy and angle are shown in Figure 1.

## 3 Detection of Atmospheric $`\nu `$

Two classes of atmospheric neutrino events are considered in this paper. A neutrino may interact in an underground detector, or it may interact outside the detector and make a muon which is detected. Events of the first category include the contained events and partially contained events of Soudan 2, IMB and Kamiokande and the semi-contained events of MACRO. Events of the second category include the upward throughgoing $`\mu `$’s and stopping $`\mu `$’s of MACRO and Kamiokande and the horizontal $`\mu `$’s of KGF, Soudan 2 and Frejus. An attempt to catalog the world total of atmospheric $`\nu `$’s is given in Table 1. Only neutrino candidates which are background free or background subtracted have been included. It is clear that Super-Kamiokande dominates the total.

## 4 History

The first reported atmospheric $`\nu `$ was measured in the KGF experiment using a set of telescope counters consisting of iron, flash tubes and scintillator. That telescope was operated on several levels of the KGF mine, but started at 7600 MWE level where the nucleon decay and monopole detectors were later built. The measured angular distribution in the latter detectors shows a clear separation between atmospheric $`\mu `$’s and $`\nu `$ induced $`\mu `$’s. This is shown in Figure 2. Eventually, 100 contained events and 229 $`\nu `$ induced horizontal $`\mu `$’s were measured at KGF.

The first recorded atmospheric $`\nu `$ was measured on 23 February, 1965 in the South African Neutrino Detector (CWI/SAND) built by the Case-Western-Irvine Group. Again, the signature for an atmospheric $`\nu `$ was the projected zenith angle. Due to the extreme depth of that detector (8890 MWE), the zenith angle where an atmospheric muon and neutrino induced muon can be clearly separated was about 50o.

More atmospheric neutrino data became available in the 1980’s from large detectors which were built to search for nucleon decay. The first hint of the atmospheric neutrino problem, which was also known as the “too few nu mu” problem came in the IMB1 data. They measured the number of delayed coincidences due to muon decays. This distinguished $`\nu _\mu n\mu ^{}p`$ and $`\overline{\nu }_\mu p\mu ^+n`$ followed by $`\mu e\nu \overline{\nu }`$ from $`\nu _ene^{}p`$ and $`\overline{\nu }_epe^+n`$ events. They reported, “The simulation predicts 34% $`\pm `$ 1% of the events should have an identified muon decay while our data has 26% $`\pm `$ 3%. This discrepancy could be a statistical fluctuation or a systematic error due to (i) an incorrect assumption as to the ratio of muon $`\nu `$’s to electron $`\nu `$’s in the atmospheric fluxes, (ii) an incorrect estimate of the efficiency for our observing a muon decay, or (iii) some other as-yet-unaccounted-for physics.” It has turned out to be the latter.

To learn from an anomaly, there needs to be not only results inconsistent with expectation, but also someone to take it seriously and to carefully study alternative explanations. The first detailed evaluation of the atmospheric neutrino problem that I personally saw was a discussion by Koshiba at the 1988 New Directions in Neutrino Physics Fermilab Workshop. There he showed the transparency in Figure 3. He compared the “ratio-of-ratios” defined as

$$R=\frac{(\nu _\mu /\nu _e)^{data}}{(\nu _\mu /\nu _e)^{MC}}$$
(2)
for several experiments and several different methods. The Water Cerenkov Detectors could measure the ratio two different ways, with muon decays and with ring fits. The initial measurements of the iron calorimeters, Frejus and NUSEX got higher values consistent with unity, but NUSEX had quite low statistics, and even Frejus had a noticeable $`\nu _\mu `$ deficit if one looked only at the fully contained events. The period 1988-1995 was the period of the “ratio-of-ratios” or the “atmospheric neutrino anomaly”. Several attempts to understand the anomaly either as a systematic effect or as an error in the atmospheric neutrino Monte Carlos did not succeed.

In 1994, the Kamiokande experiment showed another data set, their Multi-GeV data. In the Multi-GeV data, not only was there a deficit of $`\nu _\mu `$, and a value of $`R`$ below unity, but there was also a zenith angle distribution consistent with neutrino oscillations. By contrast, their zenith angular distribution for the Sub-GeV contained events was flat. This suggested a higher value of $`\mathrm{\Delta }m^2`$ than currently seen. It has been widely noticed that the parameter space plots ( in $`\mathrm{sin}^2(2\theta )`$ and $`\mathrm{\Delta }m^2`$) for Kamiokande and Super-Kamiokande did not overlap. It is interesting to compare the zenith angle plots of Kamiokande data and Super-Kamiokande data for Sub-GeV and Multi-GeV, e and $`\mu `$. In such a comparison, no data points disagree by much more than one sigma. The disagreement in parameter space comes about in the fits. It is worthwhile to point out that fits for $`\mathrm{\Delta }m^2`$ are not gaussian, and that it is possible to have multiple solutions similar to the degeneracies now facing experiments planning to measure $`\theta _{13}`$ and $`\delta _{CP}`$.

## 5 Gedanken History

Let’s imagine the status of atmospheric neutrinos for two scenarios in which history had been different.

The largest underground experiments for nucleon decay and magnetic monopole detection were motivated by Grand Unified Theories. In the absence of such motivation, the only experiments which measured atmospheric $`\nu `$’s would have been CWI/SAND, Baksan and LVD. Solar neutrino experiments would have proceeded on their same time scale (or even faster). There would likely have been a greater interest in the reported neutrino oscillation signature from the LSND experiment, as well as in proposed short and intermediate baseline experiments such as BNL to Long Island, CERN to JURA and the never-realized Fermilab COSMOS experiment. The solar neutrino results in the 80’s and 90’s might have motivated some forward thinking individuals to propose a large underground experiment to measure atmospheric neutrinos. There would probably have not been great enthusiasm for such an experiment, most sensitive to large mixing angles, until after the SNO results in 2002. Even then, I think it would have been a hard project to realize.

History would also have been quite different if the Super-Kamiokande accident had happened during its first fill in 1995. Confidence in rebuilding the detector might not have been possible in the absence of the 5 successful years of running the detector. The K2K run would not have taken place. MINOS, which had already been approved, would have continued to plan with its high energy beam, most sensitive to larger values of $`\mathrm{\Delta }m^2`$. New data from MACRO and Soudan 2 would be tending to support lower values of $`\mathrm{\Delta }m^2`$, but given the non-gaussian (and hence unintuitive) nature of $`\mathrm{\Delta }m^2`$ fits, the situation would be fairly confused, which would have lead skeptics to doubt conclusions about atmospheric neutrino oscillations. The latest Soudan 2 and MACRO data analyses would be quite relevant in trying to sort out the situation.

## 6 Recent Results from Baksan

The Baksan Underground Scintillator Telescope has been taking data since the 1980’s, with its four layers of scintillator detectors under a mountain at a minimum 850MWE. At Neutrino 2000, they reported on data from December 1978 to January 2000, corresponding to 15.7 years of livetime. They measured 801 upward $`\mu `$’s with an expected rate (in the absence of oscillations) of 941.6. The zenith angle distribution was not in close agreement with oscillation fits, though the rates agree with other experiments. They now have about another 10% increase in statistics, but will not present a new analysis until next year or later, when the increase is 25% or more.

## 7 Recent Results from Soudan 2

Soudan 2 is a very fine-grained drifting calorimeter with drift cells located in a honeycomb pattern of iron plates. Since Neutrino 2000, the Soudan 2 experiment has finished taking data. It finished in July 2001 with a total 5.91 fiducial kt-year for contained event data. Details of the current status of Soudan 2 analyses for atmospheric neutrinos can be found in Reference . A recent feature of the Soudan 2 data analysis is that a 15% problem with the electron energy scale has been resolved. Data analysis now includes the partially contained events, and parameter space fitting is done with a Feldman-Cousins type of analysis. A feature of Soudan 2 which has been exploited for some time is the ability to measure recoil protons, which appear in this very fine-grained detector as short, straight, heavily ionizing tracks from the main vertex. The events which have an identified recoil proton allow the neutrino zenith angle, and hence the $`L`$ relevant for $`L/E`$ analyses, to be reconstructed with much greater accuracy. Soudan 2 defines its high-resolution sample to be the high energy quasi-elastics, the low energy quasielastics with a recoil proton and the high energy multiprongs. The zenith angle distributions of the electrons and muons are shown in Figure 4 and the $`L/E`$ distribution in Figure 5.

The Feldman-Cousins analysis involves calculating the likelihood of the data as function of $`\mathrm{sin}^2(2\theta )`$ and $`\mathrm{\Delta }m^2`$ parameters for the data and for Monte Carlo data. A confidence level diagram is calculated from the difference in log-likelihood. This is shown in Figure 6. The best fit occurs at a value of $`\mathrm{\Delta }m^2`$ = 0.010 $`eV^2`$ and $`\mathrm{sin}^2(2\theta )`$ = 0.97. It should be noted that the valley near the best fit is quite flat, particularly towards lower values of $`\mathrm{\Delta }m^2`$.

## 8 Recent Results from MACRO

The MACRO experiment is a large area detector in the Gran Sasso laboratory, consisting of 3 towers of scintillation counter and 14 horizontal planes of streamer tubes. MACRO completed its data taking in the last two years, finishing with 5.52 live years in December 2000. With excellent timing, MACRO was able to separate upward and downward going events, but the trigger gave poor acceptance for horizontal muons. The categories of events in MACRO were 809 + 54 \[background subtracted + background\] (1122 \[Monte Carlo\]) upthroughgoing muons, 154 +7 (285) internal upgoing (IU) events, and 262+10 (375) upgoing stopping muons (UGS) plus internal downgoing muons (ID).

The shapes of the zenith angle distributions of the MACRO event samples are sensitive to neutrino oscillations. For the throughgoing muons, the ratio of events with $`1<\mathrm{cos}\theta <0.7`$ to events with $`0.4<\mathrm{cos}\theta <0`$ can be used to distinguish $`\nu _\mu \nu _\tau `$ from $`\nu _\mu \nu _s`$ oscillations because of a matter effect. The $`\nu _\tau `$ has a neutral current interaction in matter while the $`\nu _s`$ does not, and this difference in interaction leads to a different expected oscillation probability. Based on the ratio test, $`\nu _\mu \nu _s`$ oscillation has only a 0.033% probability of fitting the data, and is disfavored by $`>99\%`$CL compared to the best fit $`\nu _\mu \nu _\tau `$ oscillation.

The angular distribution of the MACRO low energy data is given in Figure 7. For both the IU and UGS+ID data sets, the data falls below the expectation (without oscillations), even taking into account the normalization uncertainty of the expectation. And together with the throughgoing data, they form an acceptable fit to the same neutrino oscillation parameters.

MACRO has also recently shown new results which use muon energy in the analysis. The muon energy is not measured calorimetrically or magnetically. However, the multiple scattering in the detector is dependent on the energy on average in a known way. The projected displacement from a straight line fit for a relativistic muon is inversely proportional to the muon momentum. They have obtained an improvement of the space resolution using the limited streamer tubes in drift mode, and through an analysis of the multiple scattering, obtained an energy estimate on a muon by muon basis. With that energy, and the zenith angle which gives an estimate of the neutrino flight path, they have made an $`L/E_\nu `$ distribution. This is shown in Figure 8 along with the expected distribution for the best fit oscillation parameters.

The allowed parameters ($`\mathrm{\Delta }m^2`$, $`\mathrm{sin}^2(2\theta )`$) according to the low energy and high energy MACRO analyses are shown in Figure 9 along with the analysis of Soudan 2. The results of both experiments agree with each other and with Super-Kamiokande. Each experiment also rejects the null hypothesis of no oscillations with high probability.

## 9 Summary

There are several experiments besides Super-Kamiokande which collectively have observed atmospheric neutrinos. Analyses of these data agree with the essential Super-Kamiokande result: neutrino oscillations are required to account for the data. Taken as a whole, contained event data from IMB, Kamiokande, Soudan 2, and Frejus all agree with a 30%-40% deficit of $`\nu _\mu `$ induced events, and also agree with the higher statistics Super-Kamiokande results. New features from Soudan 2 data strengthens that conclusion. Soudan 2 now has an up/down difference in its contained events which is statistically significant, and supports the region of parameter space found by Super-Kamiokande. With its recoil proton identification and good angular resolution, Soudan 2 has the resolution, but not the statistics, to see the “reappearance” in the $`L/E`$ distribution.

Detailed analyses of $`\nu `$ induced muons support a similar conclusion. All experiments see a deficit of $`\nu _\mu `$ consistent with the Super-Kamiokande observations, and an angular distribution which is more consistent with the neutrino oscillation hypothesis than with the null hypothesis, as shown in Figure 10, a comparison of data from Baksan, Kamiokande, MACRO and Super-Kamiokande. It is interesting to point out that the probability of the best fit for all four experiments is less than 30% each, so it is worthwhile to continue to investigate whether some aspect of the physics is not being modeled correctly.

It is left to another speaker at Neutrino 2002 to consider the proposals for future atmospheric neutrino oscillation projects. However, I want to make a general observation, that much of the progress in atmospheric neutrinos has come from experiments that were designed to search for GUT predicted nucleon decay. The motivation for much larger experiments to continue that search is quite strong, and we as a field have the technical means to accomplish such a search in our lifetime. I hope that search takes place. If it does, a much firmer understanding of atmospheric neutrinos will be an inevitable outgrowth of such an effort.


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# 1 Introduction

## 1 Introduction

Supersymmetry is one of the most attractive extensions of the Standard Model. Therefore the discovery of supersymmetric particles as well as the accurate measurement of their properties are among the main topics in the experimental programs for future high–energy colliders, such as LHC  and prospective $`e^+e^{}`$ linear colliders . In this report we summarize how high–precision measurements of supersymmetric particles can be used to extract information on the underlying high scale theory at the GUT / Planck and to eventually reconstruct this theory .

The general strategy is based on the bottom–up approach. It can be summarized shortly as follows (see  for more details). From a specific theory at the high scale one calculates the observables at the electroweak scale, e.g. masses and cross sections. These observables are endowed with errors as expected at future high–energy experiments. This set of data is adopted as input and the origin of data in terms of the high scale theory is “forgotten”. Next one extracts the parameters plus the corresponding errors at the electroweak scale from the experimental observables. These parameters are extrapolated to the high scale by means of renormalization group techniques. In this way one gains insight to which extent and with which accuracy the orginal theory can be reconstructed. In the following we exemplify this procedure by considering three examples: supergravity , gauge mediated supersymmetry breaking , and superstring effective field theories motivated by orbifold compactified heterotic string theories .

## 2 Gravity Mediated SUSY Breaking

Supersymmetry is broken in a hidden sector in supergravity models (SUGRA) and the breaking is transmitted to our eigenworld by gravitational interactions . In this scheme it is suggestive although not compulsory that the soft SUSY breaking parameters are universal at the high scale, e.g. the GUT scale $`M_U`$.

The SUGRA point we have analyzed in detail, was chosen close to the Snowmass Point SPS#1 , except for the scalar mass parameter $`M_0`$ which was taken slightly larger for merely illustrative purpose: $`M_{1/2}=250`$ GeV, $`M_0=200`$ GeV, $`A_0=100`$ GeV, $`\mathrm{tan}\beta =10`$ and $`sign(\mu )=+`$. This set of parameters is compatible with the present results of low–energy experiments. The initial “experimental” values, have been generated by evolving the universal parameters down to the electroweak scale according to standard procedures . These parameters define the experimental observables, including supersymmetric particle masses and production cross sections. They are endowed with errors as expected for threshold scans as well as for measurements in the continuum at $`e^+e^{}`$ linear colliders (LC). The errors given in Ref. are scaled in proportion to the masses of the spectrum. Typical examples are shown in Table 1. The LC errors on the squark masses, see e.g. Ref., are set to an average value of 10 GeV. For the cross-sections we use only statistical errors, while assuming a (conservative) reconstruction efficiency of 20%. These observables are interpreted as the experimental input values for the evolution of the mass parameters in the bottom-up approach to the Grand Unification scale.

The presumably strongest support, though indirect, for supersymmetry is related to the tremendous success of this theory in predicting the unification of the gauge couplings . The precision, being at the per–cent level, is surprisingly high after extrapolations over fourteen orders of magnitude in the energy from the electroweak scale to the unification scale $`M_U`$. The expected accuracies in $`M_U`$ and $`\alpha _U`$, based on the GigaZ option, are: $`M_U=(2.000\pm 0.016)10^{16}\mathrm{GeV}`$ and $`\alpha _U^1=24.361\pm 0.007`$.

For the evolution of the gaugino and scalar mass parameters two–loop RGEs  have been used. One–loop threshold effects are incorporated using the formulas given in  and in case of Higgs bosons we have included two–loop effects as given in . The results for the evolution of the mass parameters to the GUT scale $`M_U`$ are shown in Fig. 1. Fig. 1(a) presents the evolution of the gaugino parameters $`M_i^1`$ which clearly is under excellent control, as are the extrapolations of the slepton mass parameters squared of the first (and second) and the third generation in Fig. 1(c) and (d), respectively. The accuracy deteriorates for the squark mass parameters and for the Higgs mass parameter $`M_{H_2}^2`$. The origin of the differences between the errors for slepton, squark and Higgs mass parameters can be traced back to the structure of the RGEs. This can easily be understood by inspecting the approximate solutions of the RGEs. Typical examples evaluated at the scale $`Q=500`$ GeV read as follows:

$`M_{\stackrel{~}{L}_1}^2`$ $``$ $`M_0^2+0.47M_{1/2}^2`$ (1)
$`M_{\stackrel{~}{Q}_1}^2`$ $``$ $`M_0^2+5.0M_{1/2}^2`$ (2)
$`M_{\stackrel{~}{H}_2}^2`$ $``$ $`0.03M_0^21.34M_{1/2}^2+1.5A_0M_{1/2}+0.6A_0^2`$ (3)
While the coefficients for sleptons are of order unity, the coefficient for squarks in front of $`M_{1/2}^2`$ is 5, so that small errors in $`M_{1/2}^2`$ are magnified by nearly an order of magnitude in the solution for $`M_0`$. This feature becomes even more enhanced for the Higgs mass parameter, giving rise to large errors in this case. A representative set of mass values and the associated errors, after evolution from the electroweak scale to $`M_U`$, is presented in Table 2. The corresponding error ellipses for the unification of the gaugino masses are shown in Fig. 1(b).

Inspecting Figs. 1(c) and (d) leads us to the conclusion that a blind top-down approach eventually may generate an incomplete picture. Global fits based on mSUGRA without allowing for deviations from universality, are dominated by $`M_{1,2}`$ and the slepton mass parameters due to the pseudo-fixed point behaviour of the squark mass parameters. Therefore, the structure of the theory in the squark sector is not scrutinized stringently at the unification scale in the top-down approach let alone the Higgs sector. By contrast, the bottom-up approach demonstrates very clearly the extent to which the theory can be tested at the high scale quantitatively. The quality of the global test is apparent from Table 2, in which the evolved gaugino values should reproduce the universal mass $`M_{1/2}=250`$ GeV and all the scalars the mass $`M_0=200`$ GeV. They are compared with the global mSUGRA fit of the universal parameters where we find $`M_{1/2}=250\pm 0.08`$ GeV and $`M_0=200\pm 0.09`$ GeV.

## 3 Gauge Mediated Supersymmetry Breaking

In gauge mediated supersymmetry breaking (GMSB)  the scalar and the F components of a Standard–Model singlet superfield $`S`$ acquire vacuum expectation values $`S`$ and $`F_S`$ through interactions with other fields in the secluded sector, thus breaking supersymmetry. The messenger fields mediating the breaking to our eigen-world and the two vacuum expectation values characterize the system. The general scale is given by the messenger mass $`M_M`$ $`S`$ whereas the size of gaugino and scalar masses is set by $`\mathrm{\Lambda }=F_S/S`$. The gaugino masses are generated at 1–loop level by loops of scalar and fermionic messenger component fields. Masses of the scalar fields in the visible sector are generated by 2-loop effects of gauge/gaugino and messenger fields. The masses are equal at the messenger scale $`M_M`$ for scalar particles with identical Standard–Model charges squared. In the minimal version of GMSB, the $`A`$ parameters are generated at 3-loop level and they are practically zero at $`M_M`$.

We have investigated this scheme for the point $`\mathrm{\Lambda }=100`$ TeV, $`M_M=200`$ TeV, $`N_5=1`$, $`N_{10}=0`$, $`\mathrm{tan}\beta =15`$ and $`\mu >0`$ corresponding to the Snowmass Point SPS#8 . The evolution of the sfermion mass parameters of the first generation as well as the Higgs mass parameter $`m_{H_2}^2`$ is shown in Fig. 2a. It is obvious from the figure that the GMSB scenario cannot be confused with the universal supergravity scenario. \[Specific experimental signatures generated in the decays of the next to lightest supersymmetric particle to gravitinos provide a complementary experimental discriminant, see e.g. \].

The bands of the slepton $`L`$–doublet mass parameter $`M_{\stackrel{~}{L}}^2`$ and the Higgs parameter $`M_{H_2}^2`$, which carry the same moduli of standard–model charges, cross at the scale $`M_M`$. The crossing, which is indicated by an arrow in Fig. 2(a), is a necessary condition for the GMSB scenario to be realized. The determination of scalar and gaugino mass parameters at this “meeting point” can be used to extract $`\mathrm{\Lambda }`$, $`M_M`$ and the multiplicity coefficient $`(N_5+3N_{10})`$. For the point analyzed one finds:

$`\mathrm{\Lambda }`$ $`=`$ $`(1.01\pm 0.03)10^2\mathrm{TeV}`$ (4)
$`M_M`$ $`=`$ $`(1.92\pm 0.24)10^2\mathrm{TeV}`$ (5)
$`N_5+3N_{10}`$ $`=`$ $`0.978\pm 0.056`$ (6)
in good agreement with the theoretical ideal input values. The correlation between $`\mathrm{\Lambda }`$ and $`M_M`$ is shown in Fig. 2(b).

## 4 String Induced Supersymmetry Breaking

Superstring theories are among the most exciting candidates for a comprehensive theory of matter and interactions. Here we summarize results obtained for a string effective theory in four dimensions based on orbifold compactification of the heterotic superstring . SUSY breaking is generated by non–pertubative effects, mediated by a Goldstino field which is a superposition of the dilaton field $`S`$ and the moduli field $`T`$ \[all moduli fields are assumed to be identical\]: $`\stackrel{~}{G}=\mathrm{sin}\theta \stackrel{~}{S}+\mathrm{cos}\theta \stackrel{~}{T}`$. Universality is generally broken in such a scenario by a set of non–universal modular weights $`\{n_j\}`$ that determine the couplings of $`T`$ to the SUSY matter fields $`\mathrm{\Phi }_j`$.

$`M_i`$ $`=`$ $`g_i^2m_{3/2}s\sqrt{3}\mathrm{sin}\theta +\mathrm{}`$ (7)
$`M_{\stackrel{~}{j}}^2`$ $`=`$ $`m_{3/2}^2\left(1+n_j\mathrm{cos}^2\theta \right)+\mathrm{}`$ (8)
In next–to–leading order, indicated by the ellipses, also the vacuum value $`<T>`$ and the Green–Schwarz parameter $`\delta _{GS}`$ enter. The one loop effects give rise to non–universal corrections for the gaugino mass parameters as well as for the gauge couplings at the unification scale $`M_{GUT}`$. A precise measurement sensitive to these one–loop effects for the gauge couplings and the SUSY parameters can thus be used to get information about the string scenario.

In Fig. 4 we show the evolution of the gaugino mass parameters with the crucial high–scale region expanded in the insert. Here we have taken the parameters presented in Table 4 as input. Relevant parameters derived from an overall–fit to couplings and masses are given in Table 4. One clearly sees that the ideal data, from which the experimental observables were deduced, can indeed by extracted from the data collected at future hadron– and lepton colliders performing high precision measurements.

Figure 3: String Scenario: Evolution of gaugino mass parameters \[the insert expands on the breaking of universality at the GUT scale\].

| Parameter | Ideal | Reconstructed | | |
| --- | --- | --- | --- | --- |
| $`m_{3/2}`$ | 180 | 179.9 | $`\pm `$ | 0.4 |
| $`S`$ | 2 | 1.998 | $`\pm `$ | 0.006 |
| $`T`$ | 14 | 14.6 | $`\pm `$ | 0.2 |
| $`\mathrm{sin}^2\theta `$ | 0.9 | 0.899 | $`\pm `$ | 0.002 |
| $`\delta _{GS}`$ | 0 | 0.1 | $`\pm `$ | 0.4 |
| $`n_L`$ | -3 | -2.94 | $`\pm `$ | 0.04 |
| $`n_E`$ | -1 | -1.00 | $`\pm `$ | 0.05 |
| $`n_Q`$ | 0 | 0.02 | $`\pm `$ | 0.02 |
| $`n_U`$ | -2 | -2.01 | $`\pm `$ | 0.02 |
| $`n_D`$ | +1 | 0.80 | $`\pm `$ | 0.04 |
| $`n_{H_1}`$ | -1 | -0.96 | $`\pm `$ | 0.06 |
| $`n_{H_2}`$ | -1 | -1.00 | $`\pm `$ | 0.02 |
| $`\mathrm{tan}\beta `$ | 10 | 10.00 | $`\pm `$ | 0.13 |

Table 3: Comparison of the experimentally reconstructed values with the ideal fundamental parameters in a specific example for a string effective field theory.

## 5 Conclusions

In this report we have demonstrated that fundamental parameters of the underlying supersymmetric theory at the high scale can be reconstructed in practice. The reconstruction is based on future high–precision data from $`e^+e^{}`$ linear colliders, TESLA in particular, combined with results from LHC and CLIC. The bottom–up approach of evolving the parameters from the electroweak scale to the high scale provides a transparent picture of the underlying theory at the high scale. We have exemplified this conclusions in the cases of minimal supergravity theories, gauge mediated supersymmetry breaking, and for a string effective theory. In the latter example we have demonstrated that one can indeed extract the string parameters – a truly exciting observation – from future high–precision measurements at hadron– and lepton–colliders.

## Acknowledgements

I would like to thank G.A. Blair and P.M. Zerwas for a very interesting and fruitful collaboration. This work is supported by the Erwin Schrödinger fellowship No. J2095 of the ‘Fonds zur Förderung der wissenschaftlichen Forschung’ of Austria FWF and partly by the Swiss ‘Nationalfonds’.


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# CP, T and CPT violation in future long baseline experiments

## 1 CP violation

In contrast to the quark sector CP violation in the lepton sector can be potentially large. This has spurred great interest in the possible measurement of the leptonic Dirac-type CP-phase $`\delta _{CP}`$ especially in the context of a planed neutrino factory . The principal observable is the CP-odd probability difference $`\mathrm{\Delta }P_{\alpha \beta }^{CP}=P_{(\alpha \beta )}P_{(\overline{\alpha }\overline{\beta })}`$. Since the neutrinos travel a long distance trough the Earth matter one has to include matter effects. The Earth is however CP-asymmetric by itself, thus it introduces a non-vanishing $`\mathrm{\Delta }P_{\alpha \beta }^{CP}`$ even if $`\delta _{CP}=0`$. This makes it difficult to use $`\mathrm{\Delta }P_{\alpha \beta }^{CP}`$ as measure of $`\delta _{CP}`$. Furthermore there are, due to the form of the oscillation probabilities, strong correlations among several oscillation parameters. Besides that a long baseline experiment does not measure the probabilities themselves but event rates. There are many systematical uncertainties in translating a rate measurement into a measurement of the probability. In addition to those problems the oscillation probabilities allow for different sets of parameters which give approximately the same probabilities. This is known as the degeneracy problem. In observing only the transition between electron and muon neutrinos or anti-neutrinos there remain three possible degeneracies: the $`(\delta _{CP},\theta _{13})`$ ambiguity , the $`\mathrm{sign}\mathrm{\Delta }m_{31}^2`$ degeneracy  and the $`(\theta _{23},\pi /4\theta _{23})`$ degeneracy . Those degeneracies can have a substantial impact on the ability of a given experiment to reach its physics goals. The results shown in the following are a small subset of the results obtained in .

The setups considered are listed in table 1. Further details can be found in .

Of all the systematical errors considered in  the most important for the JHF setups is the background normalization uncertainty, whereas the NuFact setups are in general little hindered by systematical errors.

In  a complete analysis of the multi parameter correlations was performed, taking into account external information on $`\mathrm{\Delta }m_{21}^2`$ provided by KamLand and on the matter density provided by geophysics. For $`\mathrm{\Delta }m_{21}^2`$ an error of $`15\%`$ and for the matter density an error of $`5\%`$ is assumed. The biggest source of correlation errors for all setups is the correlation between $`\theta _{13}`$ and $`\delta _{CP}`$. This is an intrinsic effect which is very hard to fight. For the NuFact scenarios the matter density plays a crucial rule and one should seek to improve the knowledge on this quantity.

The $`(\theta _{23},\pi /4\theta _{23})`$ degeneracy has only little impact on the determination of $`\delta _{CP}`$ in all cases. The influence of the $`(\delta _{CP},\theta _{13})`$ ambiguity is strongest at a NuFact and its effects strongly depend on subtle details of the expected detector performance, a detailed discussion is given in appendix B of . The $`\mathrm{sign}\mathrm{\Delta }m_{31}^2`$ degeneracy however has a substantial effect on the ability to determine $`\delta _{CP}`$, especially at a NuFact it may be rather cumbersome. In figure 1 the CP violation reach in the $`\mathrm{sin}^22\theta _{13}`$-$`\mathrm{\Delta }m_{21}^2`$ plane is shown for all four setups including degeneracies, correlations, systematics and backgrounds. The trench in the left hand panel for the NuFact-II case is due to the $`\mathrm{sign}\mathrm{\Delta }m_{31}^2`$ degeneracy.

One possibility among many others  to resolve the correlation between $`\delta _{CP}`$ and $`\theta _{13}`$ and to break the $`(\delta _{CP},\theta _{13})`$ ambiguity is to use the so called “magic baseline”. The condition for the magic baseline is given by $`\mathrm{sin}(\mathrm{\Delta }m_{31}^2L/(4E)2VE/\mathrm{\Delta }m_{31}^2)=0VL/2=n\pi `$ , this gives for Earth densities a baseline $`L\mathrm{8\hspace{0.17em}100}\mathrm{km}`$. At this special distance all terms in the appearance probability proportional to $`\mathrm{\Delta }m_{21}^2`$ and $`(\mathrm{\Delta }m_{21}^2)^2`$ vanish identically for all energies and values of $`\mathrm{\Delta }m_{31}^2`$, i.e. the appearance probability reduces to the one in a two neutrino case. Thus all correlations and degeneracies connected to $`\delta _{CP}`$ disappear.

The drawback of this very long baseline is that the event rates decrease. But in figure 2 it is clearly visible that the gain in sensitivity by avoiding the effects of $`\delta _{CP}`$ (rightmost edge) is much larger than the effects of the diminished statistics (leftmost edge), thus the sensitivity is increased by one order of magnitude.

## 2 T and CPT violation

In vacuum the CP-odd and T-odd probability differences are identical. This does not hold in matter. In principle it is therefore possible that matter profile asymmetries introduce a fake CP violation and increase the error in the measurement of $`\delta _{CP}`$. However in  it is shown that, for in terrestial experiments conceivable matter asymmetries, this effects turns out to be negligibly small.

CPT violation would manifest itself in a neutrino oscillation experiment by the presence of two different $`\mathrm{\Delta }m^2`$ scales or mixing angles for neutrinos and anti-neutrinos. Thus in order to estimate the sensitivity of a neutrino factory to CPT violation one just needs to evaluate the level of accuracy which can be obtained in the measurement of $`\mathrm{\Delta }m_{31}^2`$ and $`\theta _{23}`$. At a standard NuFact relative asymmetries in the mass splittings of order $`<10^1`$ and in the mixing angles in the order of $`<10^2`$ could be detected, as it is shown in .


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# Kinematic outliers in the LMC: constraints on star-star microlensing

## 1 Introduction

About a decade of searches for microlenses along the line of sight to the Magellanic Clouds (MCs) by MACHO/OGLE/EROS and a number of follow-up surveys have found more than $`13`$ candidate microlensing events towards the LMC and two towards the SMC. The MACHO collaboration (Alcock et al., 2000) conclude that the lenses are mostly machos residing in the halo of the Galaxy, perhaps in the form of ancient white dwarfs (WDs). These WDs would make up 10-20% of the halo dynamical mass, with the remaining 80-90% in some other component. The detection of high proper motion white dwarfs (Hambly et al. 1997; Hodgkin et al. 2000; Ibata et al. 2000; Oppenheimer et al. 2001) supports this interpretation.

The assertion that WDs make up at least 3% of the expected local dark matter density Oppenheimer et al. (2001) has been hotly contested (see review by Richer, 2001). Some argue very strongly that these WDs trace the thick disk kinematics instead (Reid et al. 2001). If the thick disk interpretation is true, then the halo would have very few WDs, but the big question remains: what objects are responsible for microlensing the LMC stars?

The answer is perhaps the LMC stars themselves. From the very beginning there have been many variations of star-star self-lensing proposals as first advocated by Sahu (1994). Star-star lensing models typically invoke an unvirialised component of the LMC and the SMC (e.g., a puffed up disc or a hot stellar halo with a surface brightness only a few percent of the LMC disc, a wrapped-around tidal ring, an offset bar etc, all due to tidal shocking among the LMC, SMC and the Galaxy) because of the low self-lensing optical depth of a thin virialised LMC disk (Gould 1995). Any unvirialised component of the LMC can then lense with stars in the thin disc of the LMC. Some recent theoretical models (Zhao & Evans, 2001; Jetzer et al., 2002, e.g.,) argue that there could be enough stellar lenses in the LMC bar and disk to account for from half to all of the observed events. These models generally predict that the events should have peculiarities in photometry, kinematics and spatial distribution because the lensing optical depth is higher in some regions than the others. These are highlighted in at least five of the dozen observed events: the LMC near-clump event MACHO-LMC-1 and LMC binary events MACHO-LMC-9 and MACHO-LMC-14, the SMC caustic event MACHO-98-SMC-1 and long duration event MACHO-97-SMC-1. Although there are no strong direct evidences, it is reasonable to expect that all of the dozen observed lenses belong to the same LMC or SMC population as for these exotic events because ordinary single stars should be at least as common as binary stars in a given LMC or SMC stellar population, and they all have similar lensing cross-sections and detection efficiencies.

Zhao (1999a, b) discussed a number of observational tests to differentiate the two competing classes of lensing model. In particular, stars in any proposed unvirialised component should be identifiable as kinematic outliers, meaning that they deviate from the rotation curve of the LMC, as traced by the majority of LMC disc stars and by HI gas. The objective of the present contribution is to analyse the kinematics of large sample of stars towards the LMC to investigate whether outliers can be singled out. These kinematic outliers may reveal the presence of any hot component around the LMC, or any cold halo stream either in the Galactic halo or the LMC halo (Graff et al. 2000). We aim to be able to detect a kinematically distinct population (polar ring or thickened disk) in the LMC present at the $`5`$% level. If such a population is identified their relation to the microlensed sources can be studied.

We foresaw two possible outcomes of this experiment:

1. The LMC microlensed sources and the randomly selected LMC field stars have disk kinematics: This would imply that the lenses are in the halo, supporting the MACHO interpretation of a dark baryonic component in the halo in the form of white dwarfs and consistent with the high-velocity, blue, old white dwarfs in the solar neighbourhood detected by Ibata et al. (2000) and Oppenheimer et al. (2000).
2. The sample of microlenses or the sample of field stars contain many outliers from the LMC rotation curve, implying that the Galactic dark halo is almost entirely made of a non-compact component. The solar neighbourhood white dwarfs are merely a local peculiarity.

## 2 Observations

A sample of $`6000`$ stars was selected from an LMC Color Magnitude Diagram (CMD) produced from UKST photographic plates measured on the APM facility (see Figure 1). These stars were randomly selected with magnitudes and colours in the ranges $`16<R<18`$ and $`1.0<B_\mathrm{J}R<2.5`$, in order to have as few biases as possible on the sample selection. The fields were chosen centered on each previously microlensed star.

The present dataset is the result of 3 observing campaigns from 1999-2002, using the 2dF (2 Degree Field) instrument at the 3.9m Anglo-Australian Telescope. This instrument is a fibre spectrograph coupled to a robot positioner that is capable of observing the spectra of up to 400 sources simultaneously over a 2-degree diameter circular field. Due to adverse weather conditions only 5 field setups were obtained, all in UK Schmidt Telescope field 56, for a total of 1576 target stars observed. Figure 2 shows the distribution of these sources over the face of the LMC. Table 1 provides a summary of the observing log. The 1200V grating was used, giving spectra with dispersion of 1.1Å/pixel over the wavelength range 4625Å$`<\lambda <5765`$Å. For each fibre setup, three 1800 sec exposures were combined.

The spectral images were debiased, flat-fielded and wavelength calibrated using the excellent 2dF pipeline software. The spectrum of the night sky was monitored with $`\stackrel{>}{}20`$ fibres in each setup, and mean sky spectrum was subtracted from the object spectra. Judging from the residuals at the position of the bright \[OI\]5577Å sky line, the sky subtraction process is accurate to better than $`1`$%. After combining the 3 exposures, the average quality of the spectra of our survey stars was greater than $`S/N=10`$. The wavelength calibration was checked by fitting the peak of the \[OI\]5577Å sky line. We estimate that the typical velocity error is $`15\pm 10\mathrm{km}\mathrm{s}^1`$.

Due to the wide colour range of the stars observed ($`1<\mathrm{B}_\mathrm{J}\mathrm{R}<2.5`$), the cost of observing a sufficient number of radial velocity standard stars of spectral types covering this colour range would have been prohibitive with 2dF. Instead we chose to use survey stars as radial velocity standards, picking 10 high S/N stars at roughly even intervals of $`\mathrm{B}_\mathrm{J}\mathrm{R}`$ colour over the above range. Each survey star was crosscorrelated against each template star, giving a relative velocity measurement, the corresponding uncertainty, and Tonry-Davis cross-correlation “R” parameter (Tonry & Davis, 1979). The template spectrum that gave the highest “R” value was considered to provide the best crosscorrelation match with a particular survey star, and the resulting radial velocity difference was used to compute the heliocentric radial velocity of the survey star. The zero-point velocity of one of the (K-type) LMC radial velocity “standards” was measured with respect to a genuine radial velocity standard of the same spectral type. The radial velocity offsets of the remaining 9 LMC radial velocity “standards” were calculated by fitting the peak of the numerous LMC population (where we assume that there is no systematic offset in velocity between stars of different spectral types in the LMC).

To ensure a good quality sample, we applied three parameter cuts to the dataset: we require the Tonry-Davis cross-correlation parameter to be $`R>5`$; the heliocentric radial velocities are constrained to have $`|v_h|<1000\mathrm{km}\mathrm{s}^1`$; and the radial velocity uncertainties (determined from the fit of the cross-correlation peak) were set to be $`\delta v_h<50\mathrm{km}\mathrm{s}^1`$. The resulting dataset, cleaned of low signal to noise spectra and spectra that were not well matched by our library of 10 “standard” stars, comprises 1347 objects. The velocity histogram of this sample is displayed in Figure 3. A scatter diagram is also shown in Figure 4 for the velocity and the color of our sample stars.

## 3 The expected Galactic and LMC populations

The LMC is located at $`\mathrm{}=280^{}`$, i.e. roughly toward the direction of anti-rotation, and is below the disk at $`b=33^{}`$. Since the Sun rotates about the Galactic Centre $`10\mathrm{km}\mathrm{s}^1`$ faster than the LSR (Dehnen & Binney, 1998), most local stars will be seen towards lower heliocentric radial velocities. However, the main effect is that the projection of the circular velocity vector of the disk decreases beyond the tangent point. Thus the majority of Galactic disk stars seen along the line of sight towards the LMC will be seen with $`v_h<0\mathrm{km}\mathrm{s}^1`$. In Figures 4(lower-panel) and 5 we display a kinematic star-counts model, which contains disk, thick disk and spheroid populations. The expected number of sources per square degree within our magnitude range is 1012 (disk: dashed), 620 (thick disk: dot-dashed) and 370 (spheroid: dotted) (Ibata, 1994).

Note that, of the stars with $`v_h<100\mathrm{km}\mathrm{s}^1`$, most have intermediate colours $`\mathrm{B}\mathrm{V}1`$, and are therefore typically Solar-luminosity main-sequence stars with $`M_R6`$ (e.g. Binney & Merrifield, 1998). The distance range corresponding to our magnitude selection range $`16<R<18`$, is then $`1\mathrm{kpc}<d<2.5\mathrm{kpc}`$. Given the Galactic latitude of the fields, these disk stars are located several scale heights below the disk, and mostly beyond the tangent point. Nearby, intrinsically fainter, and redder disk dwarfs hardly make it into the magnitude selection region.

The simplest explanation of our data is as follows:

1. The 40 stars with $`v_h<100\mathrm{km}\mathrm{s}^1`$ are normal disk dwarfs, and display an expected radial velocity distribution.
2. The 1291 stars with $`170\mathrm{km}\mathrm{s}^1<v_h<380\mathrm{km}\mathrm{s}^1`$ are drawn from a single simple Gaussian distribution, with intrinsic dispersion $`\sigma _v=24\mathrm{km}\mathrm{s}^1`$.
3. The 3 stars with $`100\mathrm{km}\mathrm{s}^1<v_h<170\mathrm{km}\mathrm{s}^1`$ and $`\mathrm{B}_\mathrm{J}\mathrm{R}<0`$ have suspect velocities because their radial velocities as derived from different (but similar) templates do not agree.
4. The 11 stars with $`100\mathrm{km}\mathrm{s}^1<v<170\mathrm{km}\mathrm{s}^1`$ and $`\mathrm{Bj}\mathrm{R}>0`$ are spheroid stars.
5. The 2 stars with $`v>380\mathrm{km}\mathrm{s}^1`$ are halo stars.

According to the model displayed in Figure 5, the number of stars in the velocity range $`100\mathrm{km}\mathrm{s}^1<v_h<170\mathrm{km}\mathrm{s}^1`$ should number only 5% of the number in the velocity range $`100\mathrm{km}\mathrm{s}^1<v_h<100\mathrm{km}\mathrm{s}^1`$. The observed number is 35%. Is the excess of $`11`$ stars due to an extraneous unexpected population that could account for the observed microlensing? This population, however, would only represent a small fraction of the mass required to account for the observed frequency microlensing. Hence this data effectively rules out the existence of an extraneous kinematic population that exceeds 1% of the LMC.

## 4 Comparison with previous work

The distribution of radial velocities of LMC stars has been studied by many authors. The kinematical properties of the LMC have been studied with many different tracers, including HI (Kim et al., 1998, e.g.), star clusters (Freeman et al. 1983; Schommer et al. 1992), planetary nebulae (Meatheringham et al., 1988), HII regions and supergiants (Feitzinger et al., 1977). Recently van der Marel et al. (2002) have combined the carbon stars dataset of Kunkel et al. (1997). which covers the periphery of the LMC at all position angles, with 573 stars from Hardy et al. (2002), which were selected from the surveys of Blanco et al. (1980). van der Marel et al. (2002) describe the radial velocity field with a rotation of stars in the LMC centered on $`\alpha _{\mathrm{CM}}=5^h27.6^m\pm 3.9^m`$ and $`\delta _{\mathrm{CM}}=69^{}52^{}\pm 25^{}`$, which is about $`1.2^{}\pm 0.6^{}`$ away from the gas kinematical center. The kinematics of stars are roughly described by a flat rotation of $`50\mathrm{km}\mathrm{s}^1`$ outside $`4^{}`$ with an inclination $`i=34.7^{}\pm 6.2^{}`$ and a position angle $`\mathrm{\Theta }=129.9^{}\pm 6^{}`$. The velocity dispersion for the carbon stars is 20–$`22\mathrm{km}\mathrm{s}^1`$ between $`1`$ and $`3.5\mathrm{kpc}`$ from the center, followed by a decline to 16–$`17\mathrm{km}\mathrm{s}^1`$ between $`3.5`$ and $`7\mathrm{kpc}`$ from the center, and a subsequent increase to 21–$`22\mathrm{km}\mathrm{s}^1`$ between $`7`$ and $`9\mathrm{kpc}`$. The velocity dispersion increases with age (Gyuk et al., 2000, e.g.), with a range from $`\sigma 6\mathrm{km}\mathrm{s}^1`$ for the youngest populations (e.g., supergiants, HII regions, HI gas) to $`\sigma 30\mathrm{km}\mathrm{s}^1`$ for the oldest populations (e.g., old long-period variables, old clusters). The carbon stars are part of the intermediate-age population which is believed to be fairly representative for the bulk of the mass in the LMC. Our sample appear to be consistent with the carbon star sample of van der Marel et al. (2002). Figure 6 is made to examine the question whether there is any significant velocity variation with spatial position. Given the sparseness of our sample, we do not see any strong systematic variation across our fields. Our fields are also mostly on the short-axis of the LMC disk, hence the signature due to rotation is also very weak. This supports our treatment of our sample as a whole.

## 5 Analysis

We now investigate the question of whether we could have detected a significant population superimposed on the LMC.

Figure 4 is a diagram similar to the Hess diagram, but shows the Galactic model projected in the radial velocity and colour plane. We normalise the Galactic model using those neighbouring field histograms. Compare this with the distribution of possible Galactic stars in our sample e.g. the 4 blue stars with $`50<v<150`$ km/s. It is difficult for a standard Galactic model to account for the velocity distribution we are observing even for the redder objects in the $`0<v<150`$ km/s range.

We also test the Galactic model by comparing it with a colour histogram from our plate data in that region in the $`16<R<18`$ magnitude range. With plausible assumptions about completeness, Figure 7 shows the color histograms in a few UKST fields #54, #56 and #58. Except for the reference field #56, which is on the LMC, these fields are sufficiently away from the LMC to represent the Galactic distribution in the general direction of the LMC. While there are significant differences between #54 and #58, the overall distribution resembles the prediction from our Galaxy model (cf. Fig. 5), i.e., most of Galactic stars in the LMC direction have a largely bimodal color distribution peaked around $`\mathrm{Bj}\mathrm{R}=1.25(\mathrm{B}\mathrm{V})=1`$ and $`1.5`$. Our Galaxy model, albeit simple, should not significantly bias our conclusion.

## 6 Conclusions

If the microlensing in the LMC is indeed due to self-lensing, then kinematic outliers are expected towards the LMC in their distributions of radial velocity, proper motion, projected distance from the center of the LMC, distance modulus and reddening (Zhao 1999a,b). The lack of features in our radial velocity sample argues tentatively for a relatively smooth and uniform distribution of stars in the LMC with very few outliers. Our data does not support the notion that there is a large fluffy stellar halo around the LMC (e.g., Evans & Kerins 2000).

On the other hand, it is very unlikely for the hypothetical (Milky Way) halo white dwarfs to account for the lensing in the LMC. Zhao (2002) argues that any violent galactic winds following early epoch of star bursts would significantly weaken the potential wells of galaxies. The Milky Way galaxy would have been disintegrated if more than half of its dynamical mass were blown off violently in a wind generated by the formation of numerous macho progenitors. Since the Milky Way galaxy is very tightly bound, and there is no sign of any globular cluster escaping from the Milky Way either, these should imply an upper limit on the baryons participating the early star bursts and baryons locked in stellar remnants, such as white dwarfs. The white dwarfs should not make up more than 1-5% of the total mass of the Galaxy. Similar arguments also imply upper limits for the amount of neutron stars and stellar black holes, in galaxy halos. This dynamical upper limit is exceeded by the amount of halo white dwarfs claimed in recent proper motion searches and in earlier microlensing observations (Alcock et al. 2000) in the Galactic halo, suggesting these interpretations of observations to be problematic theoretically.

We propose that the most likely one of existing models for microlensing in the LMC is perhaps the “mutual-lensing” models of Zhao & Evans (2001), where the LMC stars are on two distinct planes with different inclinations or warped 111The LMC disk is known to have a poorly defined inclination observationally, and is perhaps warped (e.g., Olsen & Salyk 2002) so that stars on the front plane could lense those in the plane $`1`$kpc behind. One of the planes may be the LMC disk, and the other may well be the irregular bar of the LMC, which is known to be offset from the LMC disk. Such a unvirialised configuration could only be a transient phase of the general process of merging, after perhaps recent interactions with SMC and the Milky Way. In this type of models we do not expect the stars in the two planes to share the same rotation around the LMC disk, but the differences in systematic velocities should be small because they share a common potential well. Our data can exclude any systematic offset of $`70\mathrm{km}\mathrm{s}^1`$ safely, but not yet exclude the possibility of smaller velocity distortion due to different inclinations in the LMC. A larger sample with more accurate velocity would be needed to reveal small differences among disk or bar stars of the LMC, and set stronger limits on star-star lensing in the LMC.

We thank Brian Boyle for undertaking the service observing at the AAT.


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# Discovery of Cyclotron Resonance Features in the Soft Gamma Repeater SGR 1806–20

## 1 Introduction

Soft Gamma Repeaters (SGRs) are a unique class of slowly rotating pulsars ($`P58`$ s) that glow quietly in X-rays (luminosity $`L10^{35}10^{36}`$ erg$`\mathrm{s}^1`$) for several years and suddenly become vigorously active for a few weeks to months, emitting hundreds of short ($`0.1`$ s), bright ($`L10^{39}10^{42}`$ erg$`\mathrm{s}^1`$) bursts of soft $`\gamma `$-rays (see e.g. Hurley 2000 for reviews). Occasionally, SGRs also emit giant bursts that last for up to a few hundred seconds and exhibit remarkable pulsations that reveal their spin periods and confirm their nature as rotating neutron stars (Mazets et al. 1979; Hurley et al. 1999a; Ibrahim et al. 2001).

The lack of evidence for a binary companion or a remnant accretion disk made the energy source of SGRs elusive. Two competing models offer contrasted views on SGRs as conventionally magnetized ($`B10^{12}`$ G) neutron stars powered by fossil accretion disks (Marsden et al. 2001), or ultra-magnetized ($`B10^{15}`$ G) neutron stars powered by their own magnetic field (magnetars; Duncan & Thompson 1992). Recently, strange/quark star models were also proposed for SGRs (Cheng & Dai 1998; Zhang, Xu & Qiao 2000).

SGR 1806–20 is one of the four confirmed SGRs; three lie within the Milky Way (SGR 1900+14, SGR 1806–20, and SGR 1627–41) and one in the Large Magellanic Cloud (SGR 0526–66). The source was first detected by the Prognoz 7, ISEE and KONUS instruments in 1979 (Laros et al., 1986). A few years later, it underwent several periods of burst activity that were observed by different missions; this allowed a fairly accurate determination of the source position (Atteia et al. 1987; Laros et al. 1987). The latest episode of activity was closely monitored in 1996 with the Rossi X-ray Timing Explorer (RXTE). During these observations the source in quiescence was found to pulsate with a 7.47 s spin period and to spin-down at a high rate (2.6 ms$`\mathrm{yr}^1`$). Interpreting the spin-down as being due to magneto-rotational dipole losses leads to a magnetic field of $`8\times 10^{14}`$ G and a characteristic age of $`1500`$ yr, typical of a young pulsar (Kouveliotou et al. 1998). SGR 1806–20 has been associated with the Galactic radio supernova remnant (SNR) G10.0–0.3 about 14.5 kpc away (Kulkarni et al. 1994; Corbel et al. 1997); however, this association, like those of other SGRs with SNRs (see Gaensler et al. 2001), was later questioned on the basis of IPN and Chandra observations (Hurley et al., 1999b). Recently, a possible infrared counterpart was reported on the basis of Chandra observations (Eikenberry et al., 2001).

To date, while a great deal of evidence has gathered in favor of the magnetar model over other scenarios, the determination of the magnetic field strength in SGRs (Kouveliotou et al. 1998; Kouveliotou et al. 1999), although compelling, is still indirect (Marsden et al. 1999). Spectral signatures, on the other hand, promise decisive direct measurements of the field strength. In this Letter, we report evidence of absorption features in the X-ray spectrum of SGR 1806–20. The nearly harmonic line spacing is suggestive of a cyclotron origin. We use the line energy to derive the star’s magnetic field and discuss the implications of this finding on current SGR models.

## 2 Observation and Data Analysis

SGR 1806–20 entered an intense phase of bursting activity in November 1996 during which it was extensively monitored with RXTE. Proportional Counter Array (PCA) data were extracted from the HEASARC archives and the high-resolution event mode data were used to construct the burst light curves. Among the bursts detected, we found one event that shows an unusual temporal profile with a long ($``$ 0.5 s) multi-peak precursor followed by a bright burst (see Figs. 1a and 1b). The time history of this event shares a number of similarities with a remarkable burst from SGR 1900+14 where a 6.4 keV emission line was recently discovered in the burst precursor (Strohmayer & Ibrahim 2000; Ibrahim et al. 2001). In fact: (1) both bursts are preceded by a complex multi-peaked precursor, and both precursors have similar temporal profiles that are different from typical SGR bursts; (2) both precursors are significantly longer than typical ($`0.1`$ s) SGR bursts; and (3) spectral evolution is detected in both precursors, while most bursts show a uniform spectrum.

Motivated by these similarities, we investigated in detail the spectral characteristics of the precursor. In order to subtract the background, we used a pre-burst persistent emission segment that is free from any bursting activity. We divided the precursor into four intervals and used the PCA data below 30 keV to fit the spectra of the different peaks separately. An absorbed power-law model provided a qualitatively acceptable fit to the data and revealed a moderate spectral evolution as shown in Fig. 1c. The spectrum is harder in the second interval with a larger $`\chi ^2`$ than in the other three intervals. Absorbed bremsstrahlung models gave similar fits, with $`kT30`$ keV. The fit residuals (Fig. 2) show no significant structure in intervals 1, 3, and 4, but in interval 2, they suggest the presence of a narrow absorption feature near 5 keV. The fit was improved by adding a cyclotron absorption component, and the F-test gives a probability of $`1.3\times 10^3`$ for a chance reduction of the F-statistic by 6.8 for a 5.0 keV absorption feature with a narrow width of 0.24 keV. The feature is significant at $`3.2\sigma `$.

Further inspection of the spectrum and the fit residuals suggested additional modulation around the second and third harmonics of the 5.0 keV feature and near 7 keV. The fit continued to improve with the successive addition of three absorption lines. The energies derived from the fit are 7.5, 11.2, and 17.5 keV respectively. With all four lines included, the F-test gives an improved random probability of $`2.2\times 10^4`$ for a chance reduction of the F-statistic by 6.2, corresponding to a $`3.7\sigma `$ significance.

The spectrum and the predicted counts of the best-fit model are shown in Fig. 3 (bottom) along with the incident photon spectrum that would be implied by the model (top). The fit parameters for the four intervals and the characteristics of the line fits are given in Tables 1 and 2. The F-statistics given there are all in comparison to the absorbed power-law fit with no cyclotron resonance features.

Absorption features did not improve the fits significantly for the other three intervals. We studied the implications of instrumental effects in the PCA elsewhere and we showed that for count rates less than $`9\times 10^4`$ counts/s, pile-up and dead-time effects are not sufficient to modify the spectrum nor can they produce a spectral feature (Ibrahim et al. 2001; Strohmayer & Ibrahim 2000). The count rate during the main burst peaks exceeded this limit, and we therefore excluded them despite some evidence for absorption around 5 keV. The presence of the features in an interval with a moderate count rate and the fact that the features are present in part of the precursor and are not seen in intervals with comparable count rates and similar number of counts strongly argue against significant instrumental effects. Besides, when fitted with a Gaussian, the 5.0 keV feature is strong, with an equivalent width of $`500`$ eV, even larger than that of the 6.4 keV emission line from SGR 1900+14. This cannot be interpreted as being due to imperfections in the PCA response matrix. Numerical simulations also showed that random fluctuations could produce power-law spectra with a $`\chi ^2`$ as high as that of interval 2 in about 16% of the cases, but the fit residuals are randomly distributed and never showed a systematic structure similar to that of the real data.

Taking into account that the features appear in one spectrum out of the four examined, the chance probabilities for the single feature and the set of features are $`5.2\times 10^3`$ and $`8.8\times 10^4`$, respectively. However, we have now looked at a large sample of bursts and found the 5 keV feature in the spectra of some other bursts as well. This will be reported in a follow-up paper (Ibrahim et al. 2002).

Since an emission line has been detected in SGR 1900+14 in a similar event, we checked this possibility also for present data. Visual inspection of the spectrum may be actually suggestive of a peak around 7 keV. However, the addition of a Gaussian emission line provided a marginal improvement in the fit with respect to an absorbed power-law, with a confidence level of only 74%.

## 3 Discussion

The presence of electron cyclotron features in X-ray pulsars was first predicted by Gnedin & Sunyaev (1974) and discovered a few years later by Trümper et al. (1978) and Wheaton et al. (1979). All observed cyclotron lines have been detected above 10 keV and are interpreted as electron features, with inferred magnetic fields $`B(13)\times 10^{12}`$ G (Cusumano et al. 1998; Heindl et al. 1999; Santangelo et al. 1999).

The presence of cyclotron features in SGRs would resolve a host of issues concerning the nature of these peculiar objects. SGRs have been considered as either ultra-magnetized neutron stars powered by the dissipation of their own $`B`$-field (Duncan & Thompson 1992) or conventional neutron stars powered by accretion from a very faint companion or a fossil disk (Marsden et al. 2001). Here we discuss the implications of our observation in light of these models.

In a strong magnetic field and depending on the physical conditions in the emitting/absorbing matter, cyclotron features from electrons, protons and other ions could in principle be observed. Possibly atomic absorption lines could also be present; for example, red-shifted iron at 5 keV, but no model of generating such high flux and high temperature at a layer deeper than absorbing heavy atoms has been proposed.

In a typical neutron star with $`B10^{12}`$ G, as invoked in accretion-powered models, the fundamental electron cyclotron resonance lies at $`E_e=11.6(1+z)^1(B/10^{12}\mathrm{G})`$ keV, where $`(1+z)^1=(12GM/Rc^2)^{1/2}`$ is the gravitational red-shift factor at the star surface. Proton and $`\alpha `$-particle resonances, on the other hand, would be undetectable in X-rays due to their very low energy ($`E_{p,\alpha }25`$ eV). Interpreting the 5.0 keV feature as an electron cyclotron resonance originating close to the surface of a typical $`B10^{12}10^{13}`$ G neutron star would require a very large gravitational red-shift $`(1+z)^1<0.4`$ (or $`z>1.5`$), with mass-radius ratio $`M/R>0.3M_{}`$/km. Such values are inconsistent with neutron stars, for which $`M/R<0.23M_{}`$/km as imposed by causality (Lattimer et al. 1990). Interestingly, these values are consistent with a more compact form of matter such as strange quark stars; however, no predictions for spectral features from such objects have been made yet (Cheng & Dai 1998; Zhang, Xu & Qiao 2000). Fields below $`4\times 10^{11}`$ G are ruled out since they imply $`z<0`$.

For the 5.0 keV feature to be an electron cyclotron resonance from a neutron star with acceptable mass and radius, the surface magnetic field could only be in the narrow range $`(57)\times 10^{11}`$ G, in apparent contrast with plausible values for SGR 1806–20 ($`B10^{13}`$ G) within the accretion model (see Fig. 2 in Rothschild et al. 2000) and well below the average value in ordinary radio pulsars. The pulsar $`B`$-field distribution shows that $`20\%`$ of the population has $`B6\times 10^{11}`$ G (e.g. Hartman et al. 1997; Regimbau & de Freitas Pacheco 2001). The rarity of SGRs as opposed to the larger population of pulsars with such a magnetic field also argues against this possibility.

Moreover, electron cyclotron features in the spectra of accreting pulsars show large thermal broadening ($`\mathrm{\Delta }E`$ a few keV) because of the low electron mass in comparison with those of ions. Although the physical conditions in SGRs are not necessarily the same as in X-ray pulsars, broadening of the cyclotron line is to be expected in any case for typical electron energies $`110`$ keV. For the 5.0 keV fundamental the estimated width would be $`\mathrm{\Delta }E1.5`$ keV. On the contrary, the observed feature is much narrower ($`\mathrm{\Delta }E0.24`$ keV). The 1 keV resolution of the PCA detector at 5 keV makes it difficult to precisely resolve features with widths $`1`$ keV. However, the 90% upper limit on the 5.0 keV feature width is 0.4 keV, still narrower than any known electron feature. All of the preceding considerations indicate that the interpretation of the observed 5.0 keV feature in terms of an electron cyclotron line seems unlikely, although it can not be completely ruled out on the basis of present data.

In the magnetar model ($`B10^{14}`$ G), electron cyclotron lines lie at very high energy $`E_e1`$ MeV, out of range of the RXTE/PCA, whereas proton and $`\alpha `$-particle resonances come within reach, with fundamentals at $`E_p=6.3(1+z)^1(B/10^{15}\mathrm{G})`$ keV and $`E_\alpha =3.2(1+z)^1(B/10^{15}\mathrm{G})`$ keV. In this picture, the 5.0 keV feature is plausibly a proton cyclotron fundamental with an implied magnetic field $`B=7.9\times 10^{14}(1+z)`$ G. For a typical neutron star with $`M=1.4M_{}`$ and $`R=10`$ km, the surface field strength in SGR 1806–20 is $`B=1.0\times 10^{15}`$ G, in a very good agreement with the value ($`B8\times 10^{14}`$ G) derived from the spin-down measure (Kouveliotou et al. 1998). The features at 11.2 keV and 17.5 keV are consistent with the second and third harmonics but with a slight deviation that may be due to emission from a region with different magnetic field and/or red-shift. Electron cyclotron features with slightly anharmonic spacing have been seen in transient X-ray sources (Heindl et al. 1999). Another possibility is that the 17.5 keV line is associated with the proton spin-flip transition at $`E_p^S=17.6(1+z)^1(B/10^{15}\mathrm{G})`$ keV (Thompson 2000; Zane et al. 2001). However, this interpretation seems less plausible, since the rates for spin-flip transitions should contain an additional factor $`E_p/m_pc^21`$ with respect to transitions with conserved spin projection.

In recent years the growing evidence for the existence of magnetars has stimulated several studies on the presence of ion cyclotron features in the X-ray spectra of SGRs (Bezchastnov et al. 1996; Thompson 2000; Zane et al. 2001; Ho & Lai 2001). Our results on the energy and width of the fundamental feature are consistent with estimates by Zane et al. (2001). However, the continuum underlying cyclotron features reported here is either non-thermal or bremsstrahlung for $`kT>`$ 20 keV and probably originates in the star’s magnetosphere. In this respect, ion cyclotron lines may naturally form in the magnetar model of Thompson & Duncan (1995) as primary photons produced in the pair fireball cross an optically thick baryon loaded sheath, located at $`2R`$. The presence of hard photons with energy greater than the fundamental harmonic would also enhance the transitions between Landau levels and would thus makes cyclotron features stronger (Gnedin & Sunyaev 1974).

Similarly to proton cyclotron resonances, $`\alpha `$-particle resonances could also be present. For the same value of $`B`$ as implied by the observed proton fundamental, the $`\alpha `$-particle second harmonic would overlap the proton fundamental and the third harmonic would be consistent with the observed feature at 7.5 keV. The $`\alpha `$-particle fundamental would lie at 2.4 keV, too close to the lower end of the RXTE/PCA energy range to be separated from low-energy cut-off effects. Further observations with instruments possessing higher spectral resolution and lower bandpass energy could resolve the $`\alpha `$-particle fundamental and confirm or disprove this conjecture.

Cyclotron features offer a new diagnostic tool for probing SGRs. Further analysis and new observations promise to shed new insights and broaden our understanding of these enigmatic objects. This will potentially open new avenues for testing quantum electrodynamics predictions and exploring new physical effects unique to ultra-strong magnetic fields, which is one of the main reasons why SGRs are distinctively important.

We thank K. Hurley and T. Strohmayer for their careful reading and important comments on this Letter. We are also grateful to G. Pavlov, C. Thompson, R. Duncan, and C. Miller for useful remarks and discussions. A.I.I. thanks S.S.H and the department of Physics at Univ. Manitoba for their hospitality where this work was partly done. S.S.H. acknowledges support from the Natural Sciences and Engineering Research Council (NSERC), and by a University Research Grant (URGP) at the Univ. of Manitoba.


text:
# 1 Stimuli: waveforms, Fourier spectra, and pitches. (a) 1 kHz pure tone; the pitch coincides with the frequency 𝜔₀. (b) Complex tone formed by 200 Hz fundamental plus overtones; the pitch is at the frequency of the fundamental 𝜔₀. (c) After high-pass filtering of the previous tone to remove the fundamental and the first few overtones, the pitch 𝜔₀ remains at the frequency of the missing fundamental (dotted). (d) The result of frequency modulation of a 1 kHz pure tone carrier by a 200 Hz pure tone modulant. (e) Complex tone produced by amplitude modulation of a 1 kHz pure tone carrier by a 200 Hz pure tone modulant; the pitch coincides with the difference combination tone 𝜔₀. (f) Result of shifting the partials of the previous tone in frequency by Δ𝜔=90 Hz; the pitch shifts by Δ𝜔₀≈20 Hz, although the difference combination tone does not. (g) Schematic diagram of the frequency line details (above the line) the pitch shift behaviour of (f) and (below the line) the three-frequency resonance we propose to explain it.

## Harmonics from periodically forced passive nonlinearities

A single frequency periodically forcing a passive (sometimes termed static) nonlinearity generates higher harmonics (overtones) $`2\omega _1,3\omega _1,\mathrm{}`$ of a fundamental $`\omega _1`$, given by $`p\omega _1+\omega _H=0`$ with $`p`$ integer. This is seen in acoustics as harmonic distortion.

## Combination tones from quasiperiodically forced passive nonlinearities

A passive nonlinearity forced quasiperiodically by two sources generates combination tones $`\omega _1\omega _2,\omega _1+\omega _2,\mathrm{}`$, which are solutions of the equation $`p\omega _1+q\omega _2+\omega _C=0`$ where $`p`$ and $`q`$ are integers. They are found as distortion products in acoustics.

## Subharmonics, or two-frequency resonances from periodically forced dynamical systems

With a periodically forced active nonlinearity — a dynamical system — more complex subharmonic responses $`\omega _1/r,2\omega _1/r,\mathrm{},(r1)\omega _1/r`$ known as mode lockings or two-frequency resonances are generated. These are given by $`p\omega _1+r\omega _{2R}=0`$ when $`p`$ and $`r`$ are integers. As some parameter is varied, different resonances are found that remain stable over an interval. A classical representation of this, known as the devil’s staircase, is shown in Fig. 3.

We see that the resonances are hierarchically arranged. The local ordering can be described by the Farey sum: If two rational numbers $`a/c`$ and $`b/d`$ satisfy $`|adbc|=1`$ we say that they are unimodular or adjacents and we can find between them a unique rational with minimal denominator. This rational is called the mediant and can be expressed as a Farey sum operation $`a/cb/d=(a+b)/(c+d)`$. The resonance characterized by the mediant is the widest between those represented by the adjacents 21.

## Three-frequency resonances from quasiperiodically forced dynamical systems

Quasiperiodically forced dynamical systems show a great variety of qualitative responses that fall into three main categories: there are periodic attractors, quasiperiodic attractors, and chaotic and nonchaotic strange attractors. Here we concentrate on the three-frequency resonances produced by two-frequency quasiperiodic attractors as the natural candidates for modelling the residue 22. Three-frequency resonances are given by the nontrivial solutions of the equation $`p\omega _1+q\omega _2+r\omega _{3R}=0`$, where $`p`$, $`q`$, and $`r`$ are integers, $`\omega _1`$ and $`\omega _2`$ are the forcing frequencies, and $`\omega _{3R}`$ is the resonant response, and can be written compactly in the form $`[p,q,r]`$. Combination tones are three-frequency resonances of the restricted class $`[p,q,1]`$. This is the only type of response possible from a passive nonlinearity, whereas a dynamical system such as a forced oscillator is an active nonlinearity with at least one intrinsic frequency, and can exhibit the full panoply of three-frequency resonances, which include subharmonics of combination tones. Three-frequency resonances obey hierarchical ordering properties very similar to those governing two-frequency resonances in periodically forced systems. In the interval $`(\omega _2/p,\omega _1/q)`$, we may define a generalized Farey sum between any pair of adjacents as $`a_1/ca_2/d=(a_1+a_2)/(c+d)`$. The daughter three-frequency resonance characterized by the generalized mediant is the widest between its parents characterized by the adjacents 11. Thus three-frequency resonances are ordered very similarly to their counterparts in two-frequency systems, and form their own devil’s staircase; Fig. 4.


text:
# 𝐿^𝑝-generic cocycles have one-point Lyapunov spectrum

## 1. Introduction

The Lyapunov exponents of products of random matrices, has been the focus of much study since the pioneering work of Furstenberg and Kesten . A major problem in the theory is to describe the Lyapunov spectrum of “typical” cocycles. In the case of products of independent identically distributed matrices, for example, for “most” choices of the probability distribution, all Lyapunov exponents are different, see e.g. \[7, p. 78\] or \[9, theorem 6.9\].

Here we consider the general setting of linear cocycles. Fix a probability space $`(X,,\mu )`$ and an ergodic invertible measure preserving transformation $`T:XX`$. Take a measurable map $`A:X\mathrm{GL}(d,)`$ (satisfying an integrability condition). Then, by the theorem of Oseledets, the Lyapunov exponents of $`A`$ (with multiplicity)

$$\lambda _1(A)\mathrm{}\lambda _d(A)$$

are defined: they are the possible values of the limits

$$\underset{n\pm \mathrm{}}{lim}\frac{1}{n}\mathrm{log}A(T^{n1}x)\mathrm{}A(Tx)A(x)v,$$

for $`\mu `$-almost every $`xX`$ and $`v^d\{0\}`$.

One may then consider some class of cocycles $`A`$ and ask “how large” is the subset of those cocycles with simple spectrum (i.e., with all Lyapunov exponents different), or with one-point spectrum (all exponents equal). By a “large” set, we usually mean a residual (dense $`G_\delta `$) set, in some topology. Of course, the answer to the vague question above depends on the class of the cocycles considered and of the topology. For instance, Knill  proved that in the space of all bounded measurable cocycles with values in $`\mathrm{SL}(2,)`$, the set of cocycles with two different Lyapunov exponents is dense in the uniform topology. This set contains the open subset of uniformly hyperbolic cocycles. It was showed by Bochi  that the set of cocycles that either are uniformly hyperbolic or have both exponents equal to zero is a residual subset. This result also holds for continuous cocycles, while it is an open question whether Knill’s theorem does.

Knill’s result was extended (through different techniques) to cocycles with values in $`\mathrm{GL}(d,)`$, for any $`d2`$, by Arnold and Cong . Also, Bochi and Viana generalized Bochi’s result to very general matrix groups in .

In this paper we consider the space of $`\mathrm{GL}(d,)`$-valued cocycles, endowed with the weaker topologies $`L^p`$, $`1p<\mathrm{}`$ (see section 2). In this case, the set of cocycles with simple Lyapunov spectrum is still dense, as proved by Arnold and Cong . But it ceases to contain an open set: they showed that the set of cocyles with one-point spectrum is also a dense subset. In this note we show that the set of cocycles with one-point spectrum is residual, see theorem 1 below. That is, generic $`L^p`$-cocycles, $`p<\mathrm{}`$, have all Lyapunov exponents equal.

The results of Arnold and Cong imply that the Lyapunov exponents do not depend continuously on the cocycle. However, we show that the Lyapunov exponents have a semicontinuity property. Using this and Arnold and Cong’s density result we obtain theorem 1.

It is interesting to mention that the typical behavior of the spectrum may change drastically when cocycles more regular than just continuous are considered. Bonatti and Viana  considered an open class of Hölder-continuous cocycles over an uniformly hyperbolic base dynamics. In this setting, they showed that generic cocyles have at least two different Lyapunov exponents. Even more, the set of cocyles with one-point spectrum has infinite codimension. Some of the techniques employed in  originate from the theory of products of i.i.d. matrices (e.g. ), where, as we have mentioned, simple Lyapunov spectrum prevails.

## 2. Statement of the results

Let $`(X,,\mu )`$ be a probability space and let $`T:XX`$ an automorphism preserving the measure $`\mu `$. Let $`d2`$ be an integer and denote by $`𝒢`$ the set of all (mod $`0`$ equivalence classes of) measurable maps $`A:X\mathrm{GL}(d,)`$, where $`\mathrm{GL}(d,)`$ is endowed with the Borel $`\sigma `$-algebra.

We shall consider the set $`𝒢_{\mathrm{IC}}`$ of all maps $`A:X\mathrm{GL}(d,)`$ in $`𝒢`$ satisfying the *integrability condition*:

$$_X\mathrm{log}^+A^{\pm 1}(x)d\mu (x)<+\mathrm{}.$$

Under this condition, the multiplicative ergodic theorem of Oseledets (see  or ) gives us the Lyapunov exponents (with multiplicity) $`\lambda _1(A,x)\mathrm{}\lambda _d(A,x)`$ of the cocycle $`A`$.

Provided $`T`$ is ergodic, these functions are constant almost everywhere. Then we say that $`A𝒢_{\mathrm{IC}}`$ has *one-point Lyapunov spectrum* if all Lyapunov exponents are equal, and we denote the set of those cocycles by $`𝒢_{\mathrm{OPS}}`$. If the cocycle $`A`$ takes values in $`\mathrm{SL}(d,)`$ then $`A𝒢_{\mathrm{OPS}}`$ if and only if all Lyapunov exponents are zero.

Let $`1p\mathrm{}`$. Following Arnold and Cong , we endow the set $`𝒢`$ with a “$`L^p`$-like” topology.

Let $`\mathrm{}`$ be an operator norm on the set $`\mathrm{M}(d,)`$ of $`d\times d`$ matrices. For any measurable $`A:X\mathrm{M}(d,)`$, let

$$A_p=\left(_XA(x)^p𝑑\mu (x)\right)^{1/p}\text{if }p<\mathrm{}\text{,}$$

and

$$A_{\mathrm{}}=\underset{xX}{\mathrm{ess}\mathrm{sup}}A(x).$$

We have $`0A_p\mathrm{}`$. Next, for $`A`$, $`B𝒢`$, let

$$\tau _p(A,B)=AB_p+A^1B^1_p.$$

Then set

$$\rho _p(A,B)=\frac{\tau _p(A,B)}{1+\tau _p(A,B)}.$$

Here it is understood that

$$AB_p=\mathrm{}\text{ or }A^1B^1_p=\mathrm{}\rho _p(A,B)=1.$$

According to , $`\rho _p`$ is a metric on $`𝒢`$ (and therefore on $`𝒢_{\mathrm{IC}}`$). Moreover, $`(𝒢,\rho _p)`$ (and hence $`(𝒢_{\mathrm{IC}},\rho _p)`$) is complete.

###### Remark 1.

By the Hölder inequality, we have $`\rho _1(A,B)\rho _p(A,B)`$ for all $`A`$, $`B𝒢`$, $`1p\mathrm{}`$.

###### Remark 2.

If $`A𝒢_{\mathrm{IC}}`$ and $`B𝒢`$ with $`\rho _p(A,B)<1`$ then $`B𝒢_{\mathrm{IC}}`$; see .

Arnold and Cong proved in \[2, theorem 4.5\] that the set $`𝒢_{\mathrm{OPS}}`$ is dense in $`𝒢_{\mathrm{IC}}`$ for any metric $`\rho _p`$, $`1p<\mathrm{}`$. We improve this result by showing:

###### Theorem 1.

Assume $`T`$ is ergodic. Then $`𝒢_{\mathrm{OPS}}`$ is a residual subset of $`𝒢_{\mathrm{IC}}`$ in the $`L^p`$-topology, for any $`1p<\mathrm{}`$.

Let $`k=1`$,…,$`d`$. We will study the following quantities:

$$\mathrm{\Lambda }_k(A)=_X\left(\lambda _1(A,x)+\mathrm{}+\lambda _k(A,x)\right)𝑑\mu (x).$$

In fact, our main result is:

###### Theorem 2.

Let $`1p\mathrm{}`$ and endow the set $`𝒢_{\mathrm{IC}}`$ with the metric $`\rho _p`$. Then:

* the maps $`\mathrm{\Lambda }_k:𝒢_{\mathrm{IC}}`$ are upper semicontinuous for all $`k=1,\mathrm{},d`$, that is for every $`A𝒢_{\mathrm{IC}}`$ and $`\epsilon >0`$ there exists $`0<\delta <1`$ such that if $`\rho _p(A,B)<\delta `$ then $`\mathrm{\Lambda }_k(B)<\mathrm{\Lambda }_k(A)+\epsilon `$;
* the function $`\mathrm{\Lambda }_d:𝒢_{\mathrm{IC}}`$ is continuous.

From theorem 2 and Arnold and Cong’s density result, we shall deduce:

###### Theorem 3.

Assume $`T`$ is ergodic. Let $`1p<\mathrm{}`$, and endow the set $`𝒢_{\mathrm{IC}}`$ with the metric $`\rho _p`$. Take $`k\{1,\mathrm{},d1\}`$. Then the map $`\mathrm{\Lambda }_k:𝒢_{\mathrm{IC}}`$ is continuous at some $`A𝒢_{\mathrm{IC}}`$ if and only if $`A𝒢_{\mathrm{OPS}}`$.

Since the set of continuity points of any upper semicontinuous map is residual (see ), theorem 1 is an immediate corollary of theorems 2 and 3.

For a description of the continuity points of the functions $`\mathrm{\Lambda }_k`$ in the case of bounded or continuous cocycles, see .

## 3. Proofs

We are going to uses some basic facts about exterior powers and Lyapunov exponents, see e.g. \[1, chapter 3\].

Let $`k\{1,\mathrm{},d\}`$. We denote by $`\mathrm{}^k^d`$ the $`k`$-th exterior power of $`^d`$. If $`A:^d^d`$ is a linear map, then it induces a linear map $`\mathrm{}^kA:\mathrm{}^k^d\mathrm{}^k^d`$. An inner product in $`^d`$ induces an inner product in $`\mathrm{}^k^d`$, and the corresponding operator norms satisfy

(1)
$$\mathrm{}^kAA^k,A\mathrm{M}(d,).$$

We fix operator norms as above from now on.

###### Lemma 4.

Let $`A,B\mathrm{GL}(d,)`$ and $`k\{1,\mathrm{},d\}`$. Then

$$\mathrm{log}^+\mathrm{}^kB\mathrm{log}^+\mathrm{}^kA+kBA.$$

###### Proof.

Using (1),

$`\mathrm{}^kB^{1/k}`$ $`\left(\mathrm{}^kA+\mathrm{}^k(BA)\right)^{1/k}`$
$`\mathrm{}^kA^{1/k}+\mathrm{}^k(BA)^{1/k}`$
$`\mathrm{}^kA^{1/k}+BA.`$
Since $`\mathrm{log}^+(x+y)\mathrm{log}^+x+y`$ for all $`x,y0`$, the lemma follows. ∎

We denote, for $`A𝒢`$, $`xX`$ and $`n`$,

$$A^n(x)=A(T^{n1}x)\mathrm{}A(Tx)A(x).$$

A basic property of $`\mathrm{\Lambda }_k`$ from which we shall deduce its upper semicontinuity is the following: For all $`A𝒢_{\mathrm{IC}}`$,

(2)
$$\mathrm{\Lambda }_k(A)=\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mathrm{}^kA^n(x)d\mu (x)=\underset{n}{inf}\frac{1}{n}\mathrm{log}\mathrm{}^kA^n(x)d\mu (x).$$

In what follows, all integrals are meant with respect to the measure $`\mu `$. We shall also need the following measure-theoretic result:

###### Lemma 5.

Given $`fL^1(\mu )`$ with $`f0`$, and $`\eta >0`$, there exists $`K>0`$ such that for all $`h`$ in $`L^1(\mu )`$ with $`h0`$ and $`hf_1<\eta `$, we have

$$_{\{h>K\}}h<2\eta \text{and, consequently,}\mu (\{h>K\})<\frac{2\eta }{K}.$$

###### Proof.

Since $`f0`$ is integrable, one can find $`\gamma >0`$ such that

$$ZX\text{ measurable, }\mu (Z)<\gamma _Zf<\eta .$$

Let $`K=\gamma ^1(f_1+\eta )`$. Given $`hL^1(\mu )`$ with $`h0`$ and $`hf_1<\eta `$, let $`E_h=\{hK\}`$. Then

$$\mu (E_h^c)K^1h_1<K^1(f_1+\eta )=\gamma .$$

Therefore

$$_{E_h^c}h_{E_h^c}f+_{E_h^c}|hf|\eta +hf_1<2\eta .$$

This proves the first part of the lemma. The second part is an immediate consequence. ∎

Next we prove theorems 2 and 3.

###### Proof of theorem 2.

We first prove part (a). By remark 1, we may assume $`p=1`$.

Let $`A𝒢_{\mathrm{IC}}`$ and $`\epsilon >0`$ be given. We will denote

$$\widehat{\lambda }_k(A,x)=\lambda _1(A,x)+\mathrm{}+\lambda _k(A,x)$$

Let us first consider the case where the following condition is satisfied:

(3)
$$\widehat{\lambda }_k(A,x)0\text{for }\mu \text{-a.e. }xX\text{.}$$

From the subadditive ergodic theorem, we know that the convergence in

$$\widehat{\lambda }_k(A,x)=\underset{n+\mathrm{}}{lim}\frac{1}{n}\mathrm{log}\mathrm{}^kA^n(x),$$

takes place almost everywhere and also in $`L^1`$. Hence, using (3),

$$\underset{n+\mathrm{}}{lim}\frac{1}{n}_X\mathrm{log}^{}\mathrm{}^kA^n=0.$$

We take $`N`$ such that (recall (2))

$$\frac{1}{N}_X\mathrm{log}^{}\mathrm{}^kA^N<\epsilon \text{and}\frac{1}{N}_X\mathrm{log}\mathrm{}^kA^N<\mathrm{\Lambda }_k(A)+\epsilon .$$

Therefore

(4)
$$\frac{1}{N}_X\mathrm{log}^+\mathrm{}^kA^N<\mathrm{\Lambda }_k(A)+2\epsilon .$$

Let $`f=\mathrm{log}^+A`$ and $`\eta =\epsilon /N`$. Let $`K>0`$ be given by lemma 5 applied to $`f`$ and $`\eta `$. Set

(5)
$$\delta ^{}=\mathrm{min}\{\eta ,\epsilon e^{K(N1)}\}\text{and}\delta =\frac{\delta ^{}}{1+\delta ^{}}.$$

Now fix $`B𝒢`$ such that $`\rho _1(B,A)<\delta `$. Therefore $`BA_1<\delta ^{}`$ and, by remark 2, $`B𝒢_{\mathrm{IC}}`$. Let $`g=\mathrm{log}^+B`$. By lemma 4, $`gf_1BA_1<\delta ^{}\eta `$. We use lemma 5 with $`h=f`$ and $`h=g`$: Let

$$E_f=\{fK\}\text{and}E_g=\{gK\};$$

then

$$_{E_h^c}h<2\eta \text{and}\mu (E_h^c)<\frac{2\eta }{K}\text{for }h=f\text{}g\text{.}$$

Set

$$G=\underset{i=0}{\overset{N1}{}}T^i(E_fE_g).$$

Then $`G^c`$ has small measure:

(6)
$$\mu (G^c)N\mu (E_f^cE_g^c)<\frac{4N\eta }{K}=\frac{4\epsilon }{K}.$$

We are going to bound the expression $`\frac{1}{N}_X\mathrm{log}^+\mathrm{}^kB^N`$. To do so, we are going to split the integral in two parts, $`_X=_{G^c}+_G`$. For the first part, we have

$$\frac{1}{N}_{G^c}\mathrm{log}^+\mathrm{}^kB^N\frac{1}{N}\underset{i=0}{\overset{N1}{}}_{T^i(G^c)}\mathrm{log}^+\mathrm{}^kB\frac{k}{N}\underset{i=0}{\overset{N1}{}}_{T^i(G^c)}g.$$

For each $`i=0`$,…,$`N1`$ we have, by lemma 5 and relation (6),

$`{\displaystyle _{T^i(G^c)}}g`$ $`={\displaystyle _{E_g^c}}g+{\displaystyle _{E_gT^i(G^c)}}g`$
$`<2\eta +K\mu (E_gT^i(G^c))2\epsilon +K\mu (G^c)<6\epsilon .`$
Hence

(7)
$$\frac{1}{N}_{G^c}\mathrm{log}^+\mathrm{}^kB^N6k\epsilon .$$

Next we estimate the second part. Using lemma 4 and (4) we get

(8)
$$\begin{array}{cc}\hfill \frac{1}{N}_G\mathrm{log}^+\mathrm{}^kB^N& \frac{1}{N}_G\mathrm{log}^+\mathrm{}^kA^N+\frac{k}{N}_GB^NA^N\hfill \\ & \mathrm{\Lambda }_k(A)+2\epsilon +\frac{k}{N}_GB^NA^N.\hfill \end{array}$$

To estimate the integral on the right hand side, we proceed as follows. Take $`xG`$ and $`1iN1`$; then

$`B^{i+1}(x)A^{i+1}(x)`$ $`B(T^ix)B^i(x)A^i(x)+B(T^ix)A(T^ix)A^i(x)`$
$`e^KB^i(x)A^i(x)+e^{Ki}B(T^ix)A(T^ix).`$
Integrating over $`G`$ and using $`BA_1<\delta ^{}`$, we get

$$_GB^{i+1}A^{i+1}e^K_GB^iA^i+e^{Ki}\delta ^{}.$$

By induction, we obtain

$$_GB^iA^iie^{K(i1)}\delta ^{}i=1,\mathrm{},N.$$

Using this relation with $`i=N`$, (8) and (5), we get

(9)
$$\frac{1}{N}_G\mathrm{log}^+\mathrm{}^kB^N\mathrm{\Lambda }_k(A)+(2+k)\epsilon .$$

From (7) and (9), we conclude that

$$\mathrm{\Lambda }_k(B)\frac{1}{N}_X\mathrm{log}\mathrm{}^kB^N\frac{1}{N}_X\mathrm{log}^+\mathrm{}^kB^N\mathrm{\Lambda }_k(A)+(2+7k)\epsilon .$$

This proves part (a) of the theorem in the case condition (3) is satisfied. (Replace $`\epsilon `$ with $`\epsilon /(2+7k)`$ along the proof.)

Next we consider the general case. Again, let $`A𝒢_{\mathrm{IC}}`$ and $`\epsilon >0`$. For $`a>0`$, consider the $`T`$-invariant set $`L_a=\{\widehat{\lambda }_k(A,x)<a\}`$. Choose $`a`$ large enough so that

(10)
$$_{L_a}\mathrm{log}^+\mathrm{}^kA<\epsilon \text{and}_{L_a}\widehat{\lambda }_k(A,x)𝑑\mu (x)>\epsilon .$$

The cocycle $`e^aA`$ restricted to $`L_a^c`$ satisfies condition (3). If $`B𝒢`$ is $`\rho _1`$-sufficiently close to $`A`$ then $`\rho _1(e^aA,e^aB)`$ will also be small and therefore, by the case already considered,

$$_{L_a^c}\widehat{\lambda }_k(e^aB,x)𝑑\mu (x)_{L_a^c}\widehat{\lambda }_k(e^aA,x)𝑑\mu (x)+\epsilon ,$$

that is,

$$_{L_a^c}\widehat{\lambda }_k(B,x)𝑑\mu (x)_{L_a^c}\widehat{\lambda }_k(A,x)𝑑\mu (x)+\epsilon .$$

On the other hand, since $`L_a`$ is invariant,

$$_{L_a}\widehat{\lambda }_k(B,x)𝑑\mu (x)=\underset{n}{inf}\frac{1}{n}_{L_a}\mathrm{log}^+\mathrm{}^kB^n_{L_a}\mathrm{log}^+\mathrm{}^kB.$$

We may also assume that $`BA_1<\epsilon `$. Then, lemma 4 and (10), we have

$$\begin{array}{c}_{L_a}\widehat{\lambda }_k(B,x)𝑑\mu (x)_{L_a}\mathrm{log}^+\mathrm{}^kA+k_{L_a}BA\hfill \\ \hfill (1+k)\epsilon _{L_a}\widehat{\lambda }_k(A,x)𝑑\mu (x)+(2+k)\epsilon .\end{array}$$

We conclude that $`\mathrm{\Lambda }_k(B)<\mathrm{\Lambda }_k(A)+(3+k)\epsilon `$. This completes the proof of part (a) of the theorem.

Part (b) is an easy consequence of part (a): The functions

(11)
$$A\stackrel{~}{\mathrm{\Lambda }}_k(A)=\mathrm{\Lambda }_k(A^1)=_X\left(\lambda _{dk+1}(A,x)+\mathrm{}+\lambda _d(A,x)\right)𝑑\mu (x)$$

are lower-semicontinuous. In particular, the function $`\mathrm{\Lambda }_d(\mathrm{})=\stackrel{~}{\mathrm{\Lambda }}_d(\mathrm{})`$ is continuous. ∎

###### Proof of theorem 3.

Let $`A𝒢_{\mathrm{OPS}}`$ and $`\epsilon >0`$. If $`B`$ is sufficiently $`\rho _p`$-close to $`A`$ then (recall (11))

$$\mathrm{\Lambda }_1(B)<\mathrm{\Lambda }_1(A)+\epsilon /k\text{and}\stackrel{~}{\mathrm{\Lambda }}_1(A)>\stackrel{~}{\mathrm{\Lambda }}_1(B)\epsilon /k.$$

Therefore

$$\mathrm{\Lambda }_k(B)\{\begin{array}{cc}k\mathrm{\Lambda }_1(B)<k\mathrm{\Lambda }_1(A)+\epsilon =\mathrm{\Lambda }_k(A)+\epsilon ,\hfill & \\ k\stackrel{~}{\mathrm{\Lambda }}_1(B)>k\stackrel{~}{\mathrm{\Lambda }}_1(A)\epsilon =\mathrm{\Lambda }_k(A)\epsilon .\hfill & \end{array}$$

showing that $`\mathrm{\Lambda }_k`$ is continuous at $`A`$.

Conversely, take $`A^{}𝒢_{\mathrm{IC}}`$ and assume $`\mathrm{\Lambda }_k`$ is continuous at $`A^{}`$. By the theorem of Arnold and Cong , there exists a sequence $`B_n`$ in $`𝒢_{\mathrm{OPS}}`$ converging to $`A^{}`$ in the $`\rho _p`$-metric. Since $`\mathrm{\Lambda }_d`$ is also continuous at $`A^{}`$, we have

$$\frac{\mathrm{\Lambda }_k(A^{})}{k}=\underset{n\mathrm{}}{lim}\frac{\mathrm{\Lambda }_k(B_n)}{k}=\underset{n\mathrm{}}{lim}\frac{\mathrm{\Lambda }_d(B_n)}{d}=\frac{\mathrm{\Lambda }_d(A^{})}{d}.$$

This implies $`A^{}𝒢_{\mathrm{OPS}}`$, because $`k<d`$. ∎

As we have mentioned, theorem 1 follows from theorems 2 and 3.

###### Acknowledgement.

We would like to thank the referee for his corrections.

Alexander Arbieto (alexande@impa.br) Jairo Bochi (bochi@impa.br)

IMPA, Estrada D. Castorina 110, Jardim Botânico, 22460-320 Rio de Janeiro, Brazil