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# Quantum-Gravity Analysis of Gamma-Ray Bursts using Wavelets

## 1 Introduction

In standard relativistic quantum field theory, space–time is considered as a fixed arena in which physical processes take place. The characteristics of the propagation of light are considered as a classical input to the theory. In particular, the special and general theories of relativity postulate a single universal velocity of light $`c`$. However, starting in the early 1960s (Wheller 1963), efforts to find a synthesis of general relativity and quantum mechanics, called quantum gravity, have suggested a need for greater sophistication in discussing the propagation of light in vacuum.

A satisfactory theory of quantum gravity is likely to require a drastic modification of our deterministic representation of space–time, endowing it with structure on characteristic scales approaching the Planck length $`\mathrm{}_\mathrm{P}m_\mathrm{P}^1`$. There is at present no complete mathematical model for quantum gravity, and there are many different approaches to the modelling of space-time foam. Several of these approaches suggest that the vacuum acquires non-trivial optical properties, because of gravitational recoil effects induced by the motion of energetic particles. In particular, it has been suggested that these may induce a non-trivial refractive index, with photons of different energies travelling at different velocities. Such an apparent violation of Lorentz invariance can be explored by studying the propagation of particles through the vacuum, in particular photons emitted by distant astrophysical sources (Amelino-Camelia et al. 1998). In some quantum-gravity models, light propagation may also depend on the photon polarization (Gambini & Pullin 1999), inducing birefringence. Stochastic effects are also possible, giving rise to an energy-dependent diffusive spread in the velocities of different photons with the same energy (Ford 1995; Ellis et al. 2000a).

One may discuss the effects of space–time foam on the phase velocity, group velocity or wave-front velocity of light. In this paper, we discuss only the signature of a modification of the group velocity, related to a non-trivial refractive index $`n(E)`$: $`v(E)=c/n(E)`$. This may be derived theoretically from a (renormalized) effective Maxwell action $`\mathrm{\Gamma }_{\mathrm{eff}}[𝐄,𝐁]`$, where $`𝐄`$ and $`𝐁`$ are the electric and magnetic field strengths of the propagating wave, in the background metric induced by the quantum gravity model under consideration. Once the effective Maxwell action is known, at least in a suitable approximation, one can analyze the photon dispersion using the effective Maxwell equations (Ellis et al. 2000b).

One generally considers the propagation of photons with energies $`E`$ much smaller than the mass scale $`M`$ characterizing the quantum gravity model, which may be of the same order as the Planck mass $`M_P`$, or perhaps smaller in models with large extra dimensions. In the approximation $`EM`$, the distortion of the standard photon dispersion relation may be represented as an expansion in $`E/M`$:

$$E^2=k^2(1+\xi _1(k/M)+\xi _2(k/M)^2+\mathrm{}),$$
(1)
which implies the following energy dependence of the group velocity

$$vc(1f(E)).$$
(2)
Here the function $`f(E)`$ indicates the difference of the vacuum refractive index from unity: $`n(E)=1+f(E)`$, which is defined by the subleading terms in the series Eq. (1).

Different approaches to the modelling of quantum gravity suggest corrections with different powers of $`E/M`$. One of the better developed is a string-inspired model of quantum space–time, in which the corrections in Eq. (1) start with the third power of $`k/M`$, as suggested by one particular treatment of $`D`$ branes (Ellis et al. 1997; Ellis et al.1998; Ellis et al. 2000c). In this approach, the related violation of Lorentz invariance is regarded as spontaneous, and is due to the impacts of light but energetic closed–string states on massive $`D`$(irichlet) particles that describe defects in space–time. In the modern view of string theory, $`D`$ particles must be included in the spectrum, and hence also their quantum fluctuations should be included in a consistent formulation of the ground–state vacuum. In the model of Ellis et al. 1997; Ellis et al. 1998; Ellis et al. 2000c, the scattering of the closed–string state on the $`D`$ particle induces recoil of the the latter, which distorts the surrounding space–time in a stochastic manner, reflecting the foamy structure of space–time.

In such a picture, the recoil of the massive space–time deffect, during the scattering with a relativistic low–energy probe such as a photon or neutrino, distorts the surrounding space–time, inducing an effective net gravitational field of the form

$$G_{0i}\left(\frac{k_i}{M}\right).$$
(3)
The dispersion-relation analysis (Ellis et al. 2000b) of the Maxwell equations in the non-trivial background metric perturbed by such a gravitational field results in a linear dependence of the vacuum refractive index on the energy:

$$f(E)=\left(\frac{E}{M}\right).$$
(4)
In some other realisations of quantum gravity, odd powers of $`k/M`$ in Eq. (1) may be forbidden (e.g. Burgess et al. 2002) by selection rules such as rotational invariance in a preferred frame. In this case, the leading correction to the refractive index takes the form

$$f(E)=\left(\frac{E}{M}\right)^2.$$
(5)
We assume that the prefactors in both cases are positive, reflecting the fact that there should be no superluminal propagation (Moore & Nelson 2001). This requirement is not necessarily respected in some models based on the loop-gravity approach (Gambini & Pullin 1999a; Alfaro et al. 2000).

The study of short-duration photon bursts propagating over cosmological distances is a most promising way to probe this approach to quantum gravity (Amelino-Camelia et al. 1998): for a recent review, see (Sarcar 2002). The modification of the group velocity Eq. (2) would affect the simultaneity of the arrival times of photons with different energies. Thus, given a distant, transient source of photons, one could measure the differences in the arrival times of sharp transitions in the signals in different energy bands. Several different types of transient astrophysical objects can be considered as sources for the photons used to probe quantum-gravity corrections such as Eq. (4) and Eq. (5) to the vacuum refractive index (Amelino-Camelia et al. 1998; Ellis et al. 2000b; Biller et al. 1999; Schafer 1999). These include Gamma-Ray Bursters (GRBs), Active Galactic Nuclei (AGNs) and pulsars.

A key issue in such probes is to distinguish the effects of the quantum-gravity medium from any intrinsic delay in the emission of particles of different energies by the source. Any quantum-gravity effect should increase with the redshift of the source, whereas source effects would be independent of the redshift in the absence of any cosmological evolution effects (Ellis et al. 2000b). Therefore, in order to disentangle source and propagation effects, it is preferable to use transient sources with a known spread in redshifts $`z`$. At the moment, one of the most model-independent ways to probe the time lags that might arise from quantum gravity is to use GRBs with known redshifts, which range up to $`z5`$.

Increasing numbers of redshifts have been measured in recent years, and the spectral time lags of GRB light curves have been investigated in a number of papers (Norris et al. 1994; Band 1997; Norris et al. 2000; Ellis et al. 2000b; Norris 2002). It is important to detect quantitatively temporal structures which are identical in different spectral bands, to compare their time positions. Unfortunately, pulse fitting is problematic (Norris et al. 1996; Ellis et al. 2000b; Norris et al. 2000) in the cases of many bursts, because of irregular, overlapping structures in the light curves. As a result these studies often lack the accuracy to characterize short-time features in the bursts that are evident to the eye. The cross-correlation method (Band 1997; Norris et al. 2000; Norris 2002) does not use a rigorous definition of a spike in a pulse; it relies, instead, on a calculation of the cross-correlation functions (CCFs) between different spectral bands directly in the time domain. However there are some ambiguities in the interpretation of CCF peaks, which can lead in some cases to unclear conclusions about the spectral evolution. In particular this is the case when a GRB light curve contains an emission cluster of closely spaced spikes (e.g. spacing of order of the width of a spike); then the width of the CCF’s central peak, the position of which actually measures the spectral time lag (Band 1987), may reflect the duration of the whole cluster and not of the individual spikes, whereas only the narrow individual constituents (spikes) of such an emission cluster can mark with a good accuracy the arrival time of radiation, so as to apply for a search for quantum gravity effects (Amelino-Camelia et al. 1998).

In this paper, we seek to overcome the problems mentioned above by using wavelet transforms to remove noise, to resolve overlapping structures and to classify quantitatively the irregularities of GRB light curves with known redshifts. The ability of the wavelet technique to characterize burst morphology allows us to improve significantly the accuracy of the measurements of time lags, independently of the degree of spikes separation inside the emission clusters,

increasing the sensitivity to quantum-gravitational corrections. We analyse the light curves of GRBs with known redshifts triggered by the Burst And Transient Source Experiment (BATSE) aboard the Gamma Ray Observatory (GRO) (see the GRO webpage at http://cossc.gsfc.nasa.gov/cgro/index.html), searching for a redshift dependence of spectral time lags between identical sharp signal transitions detected by wavelet transforms in different spectral bands. For several GRBs among the triggers under consideration, one can compare the BATSE light curves with those measured at higher energies by the Orientated Scintillation Spectrometer Experiment (OSSE) aboard the GRO. We also demonstrate that the wavelet technique can deal with the leading parts of the GRB light curves recorded by the BATSE time trigger event (TTE), which improves the time resolution substantially. Unfortunately, in all the cases except GRB980329, the TTE data do not cover enough of the light curve to exhibit coherent structures in different spectral bands, which would increase the sensitivity to higher quantum-gravity scales.

We find that the combination of all the available data, when analyzed using wavelet transforms, prefers marginally a linear violation of Lorentz invariance between $`10^{15}`$ GeV and $`10^{16}`$ GeV, although the effect is not significant. We prefer to interpret the data as giving a limit on the linear quantum-gravity scale:

$$M\mathrm{\hspace{0.33em}6.9}10^{15}\mathrm{GeV},$$
(6)
which we consider to be the most robust and model-independent currently available.

The layout of this paper is as follows. In Section 2 we discuss the propagation of light in an expanding Universe, establishing the basic formulae we use subsequently in our analysis of time lags. The fundamental definitions and features of wavelet transforms are reviewed in Section 3, and we describe in Section 4 how wavelet shrinkage can be used to remove noise from GRB spectra. The ‘zooming’ technique for localizing variation points in GRB light curves is described in Section 5, and Section 6 uses this technique to analyze time lags. Our limits on linear and quadratic quantum-gravity models are obtained in Section 7, and we discuss our results in Section 8. In addition, Appendix A discusses signal threshold estimation in the wavelet approach, and Appendix B recalls some aspects of the Lipschitz characterization of singularities.

## 2 Light Propagation in the Expanding Universe

Light propagation from remote objects is affected by the expansion of the Universe and depends upon the cosmological model (Ellis et al. 2000b). Present cosmological data motivate the choice of a spatially-flat Universe: $`\mathrm{\Omega }_{\mathrm{total}}=\mathrm{\Omega }_\mathrm{\Lambda }+\mathrm{\Omega }_\mathrm{M}=1`$ with cosmological constant $`\mathrm{\Omega }_\mathrm{\Lambda }0.7`$: see (Bahcall et al. 1999) and references therein. The corresponding differential relation between time and redshift is

$$dt=H_0^1\frac{dz}{(1+z)h(z)},$$
(7)
where

$$h(z)=\sqrt{\mathrm{\Omega }_\mathrm{\Lambda }+\mathrm{\Omega }_\mathrm{M}(1+z)^3}.$$
(8)
Thus, a particle with velocity $`u`$ travels an elementary distance

$$udt=H_0^1\frac{udz}{(1+z)h(z)},$$
(9)
giving the following difference in distances covered by two particles with velocities differing by $`\mathrm{\Delta }u`$:

$$\mathrm{\Delta }L=H_0^1\underset{0}{\overset{z}{}}\frac{\mathrm{\Delta }udz}{(1+z)h(z)}.$$
(10)
We consider two photons traveling with velocities very close to $`c`$, whose present day energies are $`E_1`$ and $`E_2`$. At earlier epochs, their energies would have been blueshifted by a factor $`1+z`$. Defining $`\mathrm{\Delta }EE_2E_1`$, we infer from equation Eq. (2) that

$$\mathrm{\Delta }u=\frac{\mathrm{\Delta }E(1+z)}{M}$$
(11)
in the case Eq. (4) of a linear $`E`$-dependence of the velocity of light, and

$$\mathrm{\Delta }u=\frac{\mathrm{\Delta }E^2(1+z)^2}{M^2}$$
(12)
for the quadratic correction Eq. (5). Inserting the last two expressions into Eq. (10), one finally finds that the induced differences in the arrival times of the two photons with energy difference $`\mathrm{\Delta }E`$ are

$$\mathrm{\Delta }t=H_0^1\frac{\mathrm{\Delta }E}{M}\underset{0}{\overset{z}{}}\frac{dz}{h(z)},$$
(13)
and

$$\mathrm{\Delta }t=H_0^1\left(\frac{\mathrm{\Delta }E}{M}\right)^2\underset{0}{\overset{z}{}}\frac{(1+z)dz}{h(z)}$$
(14)
for the linear and quadratic types of correction, respectively.

In the following, we look for such time differences in the arrival times of photons with energy difference $`\mathrm{\Delta }E`$ propagating in such a flat expanding Universe with a cosmological constant (Bahcall et al. 1999).

## 3 What can Wavelet Transforms do?

Wavelet transforms (WT) (for a review, see Dremin et al. 2001) are used to represent signals which require for their specification not only a set of typical frequencies (scales), but also knowledge of the coordinate neighbourhoods where these properties are important. The most important principles distinguishing a wavelet basis from a windowed Fourier transform basis are dilatations and translations. Dilatations enable one to distinguish the local characteristics of the signal at various scales, and translations enable one to cover the whole region over which the signal is studied.

The wavelet transform of a function $`f`$ at the scale $`s`$ and position $`u`$ is computed by convoluting $`f`$ with a wavelet analyzing function:

$$Wf(u,s)=\underset{a}{\overset{b}{}}f(t)\psi _{us}^{}(t)𝑑t.$$
(15)
The analyzing function $`\psi _{us}`$ is obtained through dilatation by a scale factor $`s`$ and translation by an amount $`u`$ from a basic (or mother) wavelet $`\psi `$:

$$\psi _{us}(t)=\frac{1}{\sqrt{s}}\psi \left(\frac{tu}{s}\right)$$
(16)
It is obvious that $`\psi `$ must satisfy an admissibility condition which guarantees the invertibility of the wavelet transform. In most cases, this condition may be reduced to the requirement that $`\psi `$ is a function with zero mean (Mallat 1998):

$$\underset{\mathrm{}}{\overset{\mathrm{}}{}}\psi (t)𝑑t=0.$$
(17)
In addition, $`\psi `$ is often required to have a certain number of vanishing moments:

$$\underset{\mathrm{}}{\overset{\mathrm{}}{}}t^n\psi (t)𝑑t=0,n=0,1,\mathrm{},p.$$
(18)
In general, this property improves the efficiency of $`\psi `$ for detecting features (singularities) in the signal, since it is blind to polynomials up to order $`N`$. One may say that the action of $`s`$ on the function $`\psi `$, which must be oscillating according to Eq. (17), is a dilatation if $`s>0`$ or a contraction if $`s<0`$. In either case, the shape of the function is unchanged, it is simply spread out or squeezed.

A transform Eq. (15) over a suitable wavelet basis is usually called a continuous wavelet transform (CWT). A wavelet transform whose wavelets $`\psi `$ are constructed in such a way that the dilated and translated family

$$\psi _{j,m}(t)=\frac{1}{\sqrt{2^j}}\psi \left(\frac{t2^jm}{2^j}\right);$$
(19)
where $`j,m`$ are integers, is an orthonormal basis for all functions $`f`$ satisfying the condition

$$|f|^2(t)𝑑t<+\mathrm{}.$$
(20)
This is called a discrete wavelet transform (DWT): for a review, see (Dremin et al. 2001; Mallat 1998).

The CWT is mostly used for the analysis and detection of signals, whereas the DWT is more appropriate for data compression and signal reconstruction. Combining these two types of wavelet transforms provides an advanced technique for picking up the positions of particular breaks in the structures of observed GRB light curves in different energy bands, which we use here to look for non-trivial medium effects on the propagation of photons due to quantum gravity.

Orthogonal wavelets Eq. (19) dilated by factors $`2^j`$ are sensitive to signal variations with resolutions $`2^j`$. This property can be used to make a sequence of approximations to a signal with improving resolutions (e.g. Mallat 1998). For a function satisfying the condition Eq. (20), the partial sum of wavelet coefficients $`_{k=\mathrm{}}^+\mathrm{}d_{j,k}\psi _{j,k}`$ can be interpreted as the difference between two approximations to $`f`$ with resolutions $`2^{j+1}`$ and $`2^j`$. Adapting the signal resolution allows one to process only the details relevant to a particular task, namely to estimate intensity profiles of GRB light curves preserving the positions of sharp signal transients.

CWTs can detect with very high precision the positions where the intensity profile of a GRB light curve, as estimated by a DWT, changes its degree of regularity. Since $`\psi `$ has zero average, a wavelet coefficient $`Wf(u,s)`$ measures the variation of $`f`$ in a neighborhood of $`u`$ whose size is proportional to $`s`$. Sharp signal transitions create large-amplitude wavelet coefficients. As we see in the following section, the pointwise regularity of $`f`$ is related to the asymptotic decay of the wavelet transform $`Wf(u,s)`$ when $`s`$ goes to zero. Singularities are detected by following across different scales the local maxima of the wavelet transform. We use this ‘zooming’ capability to define the positions of mathematically similar transients (irregularities) in GRB light curves observed in different energy bands. These therefore provide the best information about the arrival times of photons associated with universal intrinsic emission features at the sources.

## 4 Extraction of the GRB Intensity Profiles by Wavelet Shrinkage

The observed GRB light curves typically feature a relatively homogeneous, nonzero background intensity, above which some inhomogeneous structure is apparent (Kolaczyk 1997). In the following, we demonstrate that when such a temporally inhomogeneous signal as the light curve of a GRB contains both structure and noise, the ability of the DWT to compress the information in this signal leads efficiently to a simple but effective noise removal procedure. This wavelet shrinkage technique (Donoho 1993; Donoho et al. 1995), based on the thresholding of the DWT, allows one to separate the structure of the signal from the noise, whilst retaining information about the position of irregularities of the signal, as provided by the support of the mother wavelets.

In practice, DWTs break a function down into a coarse approximation at a given scale, that can be extended to successive levels of residual detail on finer and finer scales. The full decomposition may be expressed in terms of the scale function $`\varphi _{j,n}`$ and the discrete wavelet $`\psi _{j,n}`$ discussed already. The scale function looks much like a kernel function, and a finite linear combination of dyadic shifts of this function provides a generic coarse approximation. Further linear combinations of dyadic shifts of the wavelet function supply the residual detail. By considering sequences of DWTs with increasing numbers of dyadic dilatations, the detail at each of the corresponding successive scales is recovered.

We represent the light curve of a given GRB by a binned discrete signal $`\{X_0,X_1,\mathrm{},X_{n1}\}`$ of dyadic length $`n=2^J`$, where $`J>0`$. The DWT of such a signal results in a vector of length $`n`$ of wavelet coefficients. The signal is said to have been sampled at level $`J`$. At some coarser resolution level (scale) $`L<J`$, the wavelet coefficient vector contains $`2^L`$ scale coefficients $`c_{L,0},\mathrm{},c_{L,2^{L1}}`$ and $`2^j`$ detail coefficients $`d_{j,0},\mathrm{},d_{j,2^{j1}}`$ at each of the levels $`j=L,\mathrm{},J1`$. Fig. 1 displays a typical example with $`J=11`$ and $`L=6`$.

Observations of a given GRB light curve can be represented by the sum

$$X[n]=f[n]+W[n],$$
(21)
where the intensity profile $`f[n]`$ is contaminated by the addition of noise, which is modelled as a realization $`W[n]`$ of a random process whose probability distribution is known. The intensity profile $`f`$ is estimated by transforming the noisy data $`X[n]`$ with the ‘decision operator’ $`D`$:

$$\stackrel{~}{F}=DX.$$
(22)
The ‘risk’ of the estimator $`\stackrel{~}{F}`$ of $`f`$ is the average loss, calculated with respect to the probability distribution of the noise. The numerical value of the risk is often specified by the signal-to-noise ratio (SNR), which is measured in decibels.

To reduce the noise level of $`W`$, while preserving the degree of regularity of the intensity profile $`f`$, we use a soft thresholding procedure. This procedure sets to zero all coefficients smaller in magnitude than some threshold $`T`$, and shrinks coefficients larger than $`T`$ towards zero by amounts $`T`$, as described in more detail in Appendix 41. This performs an adaptive smoothing that depends on the regularity of the signal $`f`$. In a wavelet basis <sup>1</sup><sup>1</sup>1In general, the thresholding procedure can be applied to any basis for the signal decomposition (e.g. Mallat 1998). where large-amplitude coefficients correspond to transient signal variations, this means that the estimator discussed in Appendix 41 keeps only transients coming from the original signal, without adding others due to the noise. After the preprocessing, which sets the median value of wavelet coefficients of the signal at the finest scale to unity, the threshold is estimated to be $`T=\sqrt{2\mathrm{log}n}`$. The example of an intensity profile estimated by this wavelet shrinkage procedure, as described in Appendix 41, is shown in Fig. 2.

In general, the wavelet shrinkage procedure Eq. (40) described above guarantees with high probability that $`|d_{j,m}^{\stackrel{~}{F}}||d_{j,m}^f|`$ (e.g. Mallat 1998), implying that the estimator $`\stackrel{~}{F}`$ is at least as regular as the ‘original’ intensity profile $`f`$, because its wavelet coefficients have smaller amplitudes. Thus we use this property of the DWT of separating very effectively the structures in the GRB intensity profiles from noise, in the form of two subsets of wavelet coefficients, large and small ones. The thresholding procedure deletes wavelet coefficients below the threshold value, and diminishes the others by the threshold value. This tends to preserve both broad and narrow features, while significantly reducing noise fluctuations, after the reconstruction of the intensity profile by the inverse DWT.

## 5 Detection of Variation Points in GRB Light Curves

A wavelet transform can focus on localized signal structure via a ‘zooming’ procedure that reduces progressively the scale parameter. To identify the variability points of two different light curves and characterize their structures, it is necessary to quantify precisely the local regularity of the function which represents the intensity profile of the original signals. The appropriate tools are the Lipschitz exponents <sup>2</sup><sup>2</sup>2Lipschitz exponents are also called Hölder exponents in the mathematical literature (Dremin et al. 2001; Mallat 1998).. These are defined in Appendix 43, and can provide uniform regularity measurements of a function $`f`$ not only over time intervals, but also at any point $`\nu `$.

We use the Lipschitz exponent $`\alpha `$ to characterize variation points of the reconstructed intensity profiles of GRBs accumulated in different energy bands. The comparison of the positions of variation points with the same values of $`\alpha `$ gives the information about the arrival times of photon probes with different energies, enabling one to probe for quantum-gravity time-delay phenomena.

The decay of the CWT amplitude as a function of scale is related to the uniform and pointwise Lipschitz regularity of the signal. Thus, measuring this asymptotic decay is equivalent to ‘zooming’ into signal structures with a scale that goes to zero. Namely, when the scale $`s`$ decreases, the CWTs $`Wf(u,s)`$ Eq. (15) measures fine-scale variations in the neighborhood of $`u`$. One can prove (e.g. Mallat 1998) that $`|Wf(u,s)|`$ decays like $`s^{\alpha +1/2}`$ over intervals where $`f`$ is uniformly Lipschitz $`\alpha `$. Furthermore, the decay of $`|Wf(u,s)|`$ can be controlled from its local maxima values.

A ‘modulus maximum’ (e.g. Mallat 1998) is any point $`(u_0,s_0)`$ such that $`|Wf(u,s_0)|`$ is locally maximal at $`u=u_0`$. This local maximum should be a strict local maximum in either the right or the left neighborhood of $`u_0`$. Any connected curve $`s(u)`$ in the scale-time plane $`(u,s)`$ along which all points are modulus maxima, as illustrated in Fig. 3, is called a ‘maxima line’. Singularities of a function $`f`$ are detected by finding the abscissa where the wavelet modulus maxima converge on fine scales (e.g. Mallat 1998). Only at such points can $`f`$ be singular, i.e., with exponent $`\alpha 1`$. This result guarantees that all singularities are detected by following the wavelet transform modulus maxima at fine scales. Fig. 3 shows an example where all the significant singularities are located by following the maxima lines. The positions of these singularities are located by the modulus maxima lines at the fine scale of decomposition.

To be sensitive to both sharp and smooth singularities, one has to use wavelets with two vanishing moments, so as to generate the CWT Eq. (15) of the reconstructed intensity profiles. The most suitable one is the second derivative of a Gaussian (Mexican hat) mother wavelet:

$$\mathrm{\Psi }(t)=\frac{2}{\pi ^{1/4}\sqrt{3\sigma }}\left(\frac{t^2}{\sigma ^2}1\right)\mathrm{exp}\left(\frac{t^2}{2\sigma ^2}\right),$$
(23)
because of the property that the modulus maxima of $`Wf(u,s)`$ with the wavelet Eq. (23) belong to connected curves that are not broken as the scale $`s`$ decreases (e.g. Mallat 1998), which guarantees that all maxima lines propagate to the finest scales. The dilatation step $`s`$ is generally set to $`s=2^{1/\mathrm{\Delta }}`$, where $`\mathrm{\Delta }`$ is the number of intermediate scales (voices) for each octave. Thus, if the voice lattice is sufficientely fine, one can build maxima lines with very high precision. Connecting maxima into lines as in Fig. 3 is a procedure for removing spurious modulus maxima created by numerical errors in regions where the CWT is close to zero.

Sometimes the CWT may have a sequence of local maxima that converge to a point $`\nu `$ on the abscissa, even if $`f`$ is perfectly regular at $`\nu `$. Thus, to detect singularities it is not sufficient merely to follow the wavelet modulus maxima across the scales. One must also calculate the Lipschitz regularity from the decay of the modulus maxima amplitude. If, for some scale $`s<s_0`$, all the modulus maxima that converge to $`\nu `$ are included in a cone:

$$|u\nu |Cs,$$
(24)
then $`f`$ has an isolated singularity at $`\nu `$. Conversely, the absence of maxima below the cone of influence Eq. (24) implies that $`f`$ is uniform in the neighborhood of any point $`t\nu `$ beyond the scale $`s_0`$.

The Lipschitz regularity at $`\nu `$ is given by the slope $`\mathrm{log}_2|Wf(u,s)|`$ as a function of $`\mathrm{log}_2s`$ along the maxima lines converging to $`\nu `$, namely

$$\mathrm{log}_2|Wf(u,s)|\left(\alpha +\frac{1}{2}\right)\mathrm{log}_2s+const.$$
(25)
Actually, the Lipschitz property Eq. (42) approximates a function with a polynomial $`p_\nu `$ in the neighborhood of the point $`\nu `$. The CWT estimates the Lipschitz exponents of the function by ignoring the polynomial $`p_\nu `$ itself. Moreover, if the scale $`s_0`$ is smaller then the distance between two consecutive singularities, to avoid having other singularities influence the value of $`Wf(u,s)`$, and the estimated Lipschitz exponent $`\alpha +1/21.5`$, the function $`f`$ exhibits a break at $`\nu `$, which can be detected by following the modulus maxima chain.

In this paper, to define significant points in the time series of the signal, we do not apply fit functions that select only prominent peaks, as was done in (Ellis et al. 2000b; Norris et al. 1995). We consider a more general class of relatively sharp signal transitions, marked by Lipschitz irregularities picked out by the CWT ‘zoom’ technique, which we call genuine variation points.

## 6 Analysis of Time Lags in Emissions from GRBs with Known Redshifts

Once the BeppoSAX satellite began to localize long bursts in the sky to within a few arcminutes, and distribute their locations to observers within hours, it turned to be possible to discover X-ray, optical, and radio afterglows (Costa et al. 1997; van Paradijs et al. 1997; Frail et al. 1997), and host galaxies. Subsequent observations led to the spectroscopic determination of GRB redshifts, using absorption lines in the spectra of the afterglows and emission lines in the spectra of the host galaxies. By now, redshifts have been measured for about 20 bursts (see for example (Norris et al. 2000; http://www.aip.de/$`\stackrel{~}{}`$jcg/grbrsh.html; Amati et al. 2002) and references therein).

Our first aim is to measure the timings of genuine variation points, characterized by Lipschitz exponents as discussed above, for different spectral bands in the light curves of distant GRBs. Correlating the time lags between different energies with the GRB redshifts, we then try to extract time delays related to the refractive index that may be induced by quantum gravity.

We use genuine variation points with the same Lipschitz exponents $`\alpha `$, measured in different energy bands, and assume that any initial relative time lags attributable to the properties of source are independent of redshift. Thus, the key to disentangling quantum-gravity effects is reduced to the problem of detecting genuine variation points with the highest possible precision. The biggest uncertainties in our analysis come from our procedure for estimating the DWT intensity profiles, whilst the errors generated by the CWT zoom are negligible. The error in the wavelet-shrinkage procedure is defined by the time-bin resolution in the analysis of the light curve and the support of the DWT mother wavelet.

As shown in Table 1, we use GRB light curves from BATSE, which have been recorded with 64 ms temporal resolution in four spectral channels. Unfortunately, the BATSE catalog of light curves includes only about a half of the GRBs with known redshifts. The light curves of the other GRBs with known redshifts have been collected by other satellites (BeppoSAX, HETE), and the data are not available publicly. The BATSE lower-level discriminator edges define the channel boundaries at approximately 25, 55, 115 and 320 keV. We look for the spectral time lags of the light curves recorded in the $`115320`$ keV energy band relative to those in the lowest $`2555`$ keV energy band, providing a maximal lever arm between photon energies. We do not use the fourth BATSE channel with energies between $`320`$ keV and $`1.9`$ MeV, as these have ill-defined energies and poorer statistics \- see Fig. 4. Instead, we compare the rather more energetic light curves accumulated by OSSE <sup>3</sup><sup>3</sup>3We are grateful to M. Strikman for kindly providing us with OSSE data. with the $`115320`$ keV BATSE light curves, which increases the lever arm for probing photon propagation into the MeV range.

Since we apply the CWT zoom technique to detect the genuine variation points of the reconstructed intensity profiles, we impose some conditions on the choice of shrinking wavelet <sup>4</sup><sup>4</sup>4In most cases, discrete wavelets cannot be represented by an analytical expression or by the solution of some differential equation, and instead are given numerically as solutions of functional equations (e.g. Mallat 1998).. In general, when choosing the appropriate wavelet basis, one has to strike a balance between the degree of regularity of the wavelet, the number of its vanishing moments $`p`$ and the size of its support. It is clear that the size of the support defines uncertainties in the positions of genuine variation points after the reconstruction of intensity profile. This consideration motivates using the DWT basis with the most compact support for the wavelet shrinkage procedure. On the other hand, to preserve maximally the regularity of the original signal, one should use wavelets with a high degree of regularity. In addition, one should avoid disturbing significantly the alignment of peaks of the original light curves, which motivates using symmetrical discrete wavelets.

The discrete wavelet that best reconciles the above requirements is that called Symmlet-$`p`$ (e.g. Mallat 1998). It is the most symmetric, regular discrete wavelet with minimum support. The number $`p`$ of vanishing moments defines the size of the support, and consequently the errors of the position estimations $`\frac{1}{2}(2p1)\times \mathrm{bin}\mathrm{size}`$. Moreover the same number $`p`$ of vanishing moments defines the regularity of Symmlet-$`p`$. For a large number of vanishing moments, the Lipschitz regularity of Symmlet-$`p`$ is $`0.275p`$ (Daubechies 1991). Thus, to have more then $`2`$ continuous derivatives, $`p`$ should exceed $`8`$.

For the selected GRBs in Table 1, we have performed the wavelet shrinkage procedure using a Symmlet-$`10`$ basis <sup>5</sup><sup>5</sup>5The coefficients of the Symmlet filters are tabulated in WAVELAB toolbox
(http://www-stat.stanford.edu/$`\stackrel{~}{}`$wavelab), for example.. At sufficiently high signal-to-noise ratio levels, this procedure tends to preserve the regularity of the light curves. In some cases, namely for GRB980329 and GRB970508, we applied the translation-invariant (Mallat 1998) version of the shrinkage procedure with reduced threshold. This procedure implies averaging estimates produced from the original signal itself and from all shifted versions of the signal, and allows one to avoid artefacts while preserving the real transient structure. Subsequently, we apply the CWT zoom technique for reconstructing intensity profiles to identify the arrival times of genuine variation points and estimate their Lipschitz exponents in every spectral band. We consider that a genuine variation point has been detected if it has Lipschitz exponent $`\alpha 1`$. Genuine variation points found in the vicinity of each other, but belonging to two different spectral bands, are considered to have been generated at the source if the values of their Lipschitz exponents are equal to each other. The other variation points with $`\alpha `$ substantially exceeding $`1`$ exhibit only smooth transitions of the signal, and do not mark sharp transient time structures. We recall that only sharp transient structures are important in the search for spectral time lags. For seven GRBs out of nine, we detected more than one pair of identical genuine variation point per light curve, as seen in Table 1. The systematic errors (Kolaczyk 1997) were estimated by using different resolution levels ($`L=6,5,4`$) in the wavelet shrinkage procedure.

In order to probe the energy dependence of the velocity of light that might be induced by quantum gravity, we have compiled the whole available data in Table 1 as functions of the variables $`K_\mathrm{l}`$ and $`K_\mathrm{q}`$, defined by the integrals in Eq. (13) and Eq. (14), respectively. In the case of linear quantum-gravity corrections, the variable takes the form

$$K_\mathrm{l}=\underset{0}{\overset{z}{}}\frac{dz}{h(z)},$$
(26)
whilst for the quadratic case we use

$$K_\mathrm{q}=\underset{0}{\overset{z}{}}\frac{(1+z)dz}{h(z)}.$$
(27)
Since both Eq. (13) and Eq. (14) exhibit linear dependences on the variables Eq. (26) and Eq. (27) respectively, we perform a regression analysis for a linear dependence of the time lags between pairs of genuine variation points, in the form

$$\mathrm{\Delta }t=aK+b.$$
(28)
The result of our regression fit to the full 64 ms statistics for linear quantum-gravity corrections Eq. (4) is shown in Fig. 6. The best fit corresponding to Fig. 6 is given by

$$\mathrm{\Delta }t=0.60(\pm 0.46)K_\mathrm{l}0.72(\pm 0.53).$$
(29)
Following the same procedure for the quadratic corrections, one gets

$$\mathrm{\Delta }t=0.17(\pm 0.17)K_\mathrm{q}0.42(\pm 0.32).$$
(30)
More precise results can be obtained by combining BATSE and OSSE data. Four light curves accumulated by OSSE exibit structures that can be compared with similar features observed by BATSE, as seen in Table 1. Since the OSSE data are at higher energies: $`0.1510`$ MeV, one has to rescale the results of OSSE-BATSE comparison in order to combine them directly with results obtained using the third BATSE channel, by a factor:

$$\frac{110\mathrm{keV}55\mathrm{keV}}{3\mathrm{MeV}110\mathrm{keV}},$$
(31)
where $`3\mathrm{MeV}`$ is the energy at which the contribution of flux accumulated by OSSE becomes significant. The spectral information for GRB980123 indicate that half of the total flux has been accumulated in the energy range $`36`$ MeV.

One may also increase the sensitivity of the determination of time lags by using BATSE time-tagged event (TTE) data, which record the arrival time of each photon with a precision of $`2\mu `$s, in the same four energy channels. The onboard memory was able to record up to 32,768 photons around the time of the BATSE trigger. Typically, this quota of photons was filled in 1 or 2 s. For short GRBs, the mean structure of the whole light curve might be in the TTE data, along with substantial periods of background emission after the burst, whilst for the long-duration GRBs that we analyze, as in Table 1, the TTE data cover only the leading portion of light curve. We have rebinned with resolution $`1`$ ms the leading portions of all the GRBs from Table 1 using TTE data. Only one light curve, that of GRB980329, yields a signal with clearly identified isolated singularities in the first and third spectral bands. The statistics available to detect genuine variation points in this light curve yield a resolution of 2.7 ms. Combining this TTE measurement with the 64 ms BATSE measurements and the results of our BATSE-OSSE comparisons, we get the following results:

$$\mathrm{\Delta }t=0.010(\pm 0.022)K_\mathrm{l}0.053(\pm 0.026)$$
(32)
$$\mathrm{\Delta }t=0.003(\pm 0.006)K_\mathrm{q}0.048(\pm 0.016)$$
(33)
for linear Fig. 7 and quadratic corrections respectively. The single BATSE point with much higher precision than the others does not improve substantially the significance of the fits. However, including the OSSE-BATSE and TTE measurements into the overall fit does improve the sensitivity (see the next section) and makes the result less dependent on the properties of individual sources.

The leading parts of other light curves from Table 1. which do not exhibit coherently variable structures, can be characterized as fractal signals without isolated singularities. One can also analyze such singularities with CWT (e.g. Dremin et al. 2001; Mallat 1998), but such a study lies beyond the scope of this paper.

## 7 Compilation of Limits on Quantum Gravity

We now analyze the likelihood function to derive the results of our search for a vacuum refractive index induced by quantum gravity. We establish a 95 % confidence-level lower limit on the scale $`M`$ of quantum gravity by solving the equation

$$\frac{\underset{M}{\overset{\mathrm{}}{}}L(\xi )𝑑\xi }{\underset{0}{\overset{\mathrm{}}{}}L(\xi )𝑑\xi }=0.95$$
(34)
where $`\mathrm{}`$ symbolizes a reference point fixing the normalization. In our case, we choose as reference point $`=10^{19}`$ GeV, the Planck mass, which corresponds to the highest possible scale above which quantum-gravity effects vanish and corrections to the vacuum refractive index become infinitesimally small. In practice variations of reference point, even by an order of magnitude, does not influence the final result.

We use the fact that only the coefficient $`a`$ in Eq. (28) is related to the quantum-gravity scale, whereas $`b`$ includes a possible unknown spectral time lag inherited from the sources, which we assume to be universal for our data set. With this assumption, one can shift our data points by an amount $`b`$, taking $`b`$ from the best fits Eq. (29) and Eq. (30), and use $`L\mathrm{exp}(\chi ^2(M)/2)`$ (with normalisation appropriately fixed to unity) as the likelihood function in Eq. (34), where

$$\chi ^2(M)=\underset{𝒟}{}\left[\frac{\mathrm{\Delta }t_ib_{\mathrm{shift}}a(M)K_i}{\sigma _i}\right]^2$$
(35)
is calculated for all the possible values of $`a(M)`$, defined by the coefficients of $`K_\mathrm{l}`$ ($`K_\mathrm{q}`$) in Eq. (13) and Eq. (14), respectively. The sum in Eq. (35) is taken over the all the data points $`\mathrm{\Delta }t_i`$, which are symbolized by $`𝒟`$, with $`\sigma _i`$ characterizing the uncertainties in the measured time lags. The calculated $`\chi ^2(M_\mathrm{L})`$ for the different combinations of the data sets we use in the case of linear corrections to the refractive index Eq. (14) is shown in Fig. 8. The minima of $`\chi ^2`$ correspond the ‘signal-like’ regions, where the data are better described by a scenario with a refractive index, induced by quantum gravity. The most robust estimation on the lower limit of quantum gravity with a linearly energy-dependent correction is obtained from the combination of all the data sets, and is indicated by a solid line in Fig. 8:

$$M_\mathrm{L}6.910^{15}\mathrm{GeV}$$
(36)
Similar considerations lead to the following lower limit on quadratic quantum-gravity corrections Eq. (5) to the photon dispersion relation:

$$M_\mathrm{Q}2.910^6\mathrm{GeV}.$$
(37)
To the accuracy stated, we find identical numerical results, whether we use a logarithmic measure for $`M`$ cut off at $`=10^{18,19,20}`$ GeV, as shown in Fig. 8, or a $`1/M`$ measure integrated to infinity,

$$\frac{\underset{0}{\overset{1/M}{}}L^{}(\xi )𝑑\xi }{\underset{0}{\overset{\mathrm{}}{}}L^{}(\xi )𝑑\xi }=0.95,$$
(38)
where $`L^{}(1/M)`$ is the likelihood function with respective to $`1/M`$, as shown in Fig. 9.

The key result (36) is significantly stronger than that in (Ellis et al. 2000b), thanks to the improved analysis technique using wavelets and the use of a more complete dataset.

## 8 Discussion

We have investigated in this paper possible non-trivial properties of the vacuum induced by quantum gravity, by probing modifications of the dispersion relation for photons. These features can appear in several approaches to quantum gravity, including Liouville string theory, models with large extra dimesions (Campbell-Smith et al. 1999) and loop gravity. Similar modifications of dispersion relations can take place for the other matter particles, leading to other non-trivial effects such as changes in the thresholds for some reaction attenuating ultra-high energy cosmic rays (UHECR), or vacuum Čerenkov-like radiation (see (Sarkar 2002) and references therein), which could have a large influence on the interpretation of the puzzling astrophysical data on UHECR.

We have attempted to extract the most complete information about the possible vacuum refractive index induced by quantum gravity, by using wavelets to look for any correlation with redshift of the time lags between the arrival times of sharp transients in GRB light curves observed in high- and low-energy spectral bands. This analysis combined continuous wavelet transforms to remove noise and discrete wavelet transforms to identify sharp transients in different spectral bands. Eight GRBs with known cosmological redshifts and light curves available publicly have been used in our analysis.

It is instructive to compare the time lags we find with those found using cross-correlation analysis (Band 1997; Norris et al. 2000; Norris 2002). Our measurements of the spectral time lags in BATSE $`64`$ ms light curves for five GRBs, which are common for the sample we used and that under consideration in Norris et al. 2000, are consistent in absolute value with the trend found in Norris et al. (2000) for bursts with higher luminosities (which are closer, on the average) to have shorter time lags. Discrepancies are found in two cases out of five common GRBs. Namely, we found soft-to-hard evolution for GRB971214 and GRB990123 (positive time lag), which is opposite to the hard-to-soft evolution (negative time lag) found in Norris et al. 2000. These two GRBs havea complicated structure of emission: GRB971214 has a wide “clump” of emission which consists of spikes that are barely overlapped, while GRB990123 consists; in two intensive wide pulses with a quite complicated cluster afterwards. Thus these two GRBs can be attributed to a lack of morphological classification power of the cross-correlation technique due to the problem of interpretation of the CCF pike width (Band 1997). As an explicit example, we analysed GRB941119, which has been assigned, in Band 1987, as the GRB without clear spectral evolution with the respective to cross-correlation analyses. The light curve of GRB941119 consists in cluster with several closely spaced spikes protruding from a smooth envelope. We found five pairs of identical genuine variation points in first and third spectral bands, demonstrating all together the soft-to-hard spectral evolution with weghted average time lag $`\mathrm{\Delta }t=0.051\pm 0.384`$ s. One can see from Table 1 that in several cases different pairs of identical genuine variation points detected in one and the same GRB’s light curve demonstrate different kinds of spectral evolution, namely either hard-to-soft or soft-to-hard. This fact could be connected with a possible intrinsic spectral evolution during the burst progress. The example of GRB941119 is one of such cases, demonstrating unclear spectral evolution with the respect to the cross-correlation analysis. The wavelet technique we apply classifies more explicitly a variable spectral evolution and consequently gives more accurate results for the weighted average spectral evolution, as in case of GRB941119. The time lags measured between the BATSE 25-55 keV and OSSE 3-6 MeV light curves exceed substantially the time lags between the first and third BATSE energy bands. Without the correction by the ratio Eq. (31), the BATSE-OSSE time lags we find are $`2`$ s, in good agreement with Piro et al.1998, where the time lag between bands of GRB970228 with a similar energy difference was estimated using BeppoSAX data. The wavelet technique is very effective also to deal with transient signals such as TTE data with low signal-to-noise ratios, where cross-correlation analyses can fail.

We believe that there is no regular cosmological evolution of the sources we use. This fact is already widely accepted in the literature on other high-redshift sources, namely supernovae. So there is no effect that can cause any correlation of weighted average time lags with redshifts of the sources. Thus any correlation of spectral time lags we may find can be attributed to the effects of propagation.

Finally it should be stressed that the method we applied is very powerful in the sense of analysing signals with strong non-linear dynamics behind, as GRBs could be. Of course it does not pretend to explain the underlying dynamics and physical origin of GRBs, but it gives a hint of the stage at which the most variable processes take place and characterize quantitatively the degree of instability accompanying those processes. In our case the radiation from genuine variation points is considered as the messenger of a fast non-linear dynamics at the source. The Lipschitz exponents, which characterize quantitatively the ‘degree’ of instability of the dynamics, give the information of whether photons of different energies have been produced at one and the same event at the source. So this gives an ideal ’time offset’ between energy bands to measure any differences in the speed of light.

It is widely accepted (see Band et al. 1997; Norris et al. 2000, and references therein) that the spectral evolution in GRBs leads to peaks migrating later in time. These time lags are not directly connected with the distance to the source, but are correlated with intrinsic properties of GRBs, such as luminosity (Norris et al. 2000) or variability (Shaefer et al. 2001). The quantum-gravity energy-dependent time delay plays the role of a foreground effect of opposite sign to the usual spectral evolution of GRBs, which increases with distance. Hence model-independent information about quantum gravity can be extracted only from a statistical analysis of sources with a known distance distribution.

We have not found a significant correlation of the measured time lags with the cosmological redshift that would indicate any deviation of the vacuum refractive index from unity. This fact allows us to establish 95 % C.L. lower limits on the quantum-gravity scale at the levels $`6.910^{15}`$ GeV and $`2.810^6`$ GeV for linear and quadratic distortions of the dispersion relation, respectively. However, despite the lack of any significant evidence for a quantum-gravity signal, there is a region of the linear scale parameter $`M`$ where the data are better described by a scenario with a refractive index induced by quantum gravity. This fact indicates that any increase in the statistics, especially with higher resolution, would be of the utmost interest for exploring the possibility of a quantum-gravity correlation of spectral time lags with redshift. For this reason, we urge the light curves for all GRBs with measured redshifts to be made generally available, as is already the case for BATSE data.

It has been observed that, if the dispersion laws for elementary particles differ from the standard ones, the expansion of the Universe may result in the gravitational creation of pairs of particles and antiparticles with very high energies (Starobinsky & Tkachev 2002). The expansion of the Universe (both at present and in the early Universe) gradually redshifts Fourier modes of a quantum field, and may transport them from the trans-Planckian region of very high momenta to the sub-Planckian region where the standard particle interpretation is valid. Then, if the WKB condition is violated somewhere in the trans-Planckian region, the field modes enter the sub-Planckian region in a non-vacuum state containing equal numbers of particles and antiparticles. The most restrictive upper limit follows from the number of UHECR created at the present epoch (Starobinsky & Tkachev 2002). This limit, together with our measurements of the vacuum refractive index, may rule out the possibility of detecting imprints of trans-Plankian physics on the CMB anisotropy, as proposed in (Brandenberger & Martin 2002).

It is a widespread belief that the combination of quantum theory with gravity is an explosive area, to the extent that it blows up the concrete fabric of space-time, splitting it into space-time foam. It is true that, as yet, there is no universally accepted mathematical model of this metamorphosis, while several attempts at it are characterized by a varying level of success. However, despite the firm and widely-held opinion that quantum gravity defies experimental tests, it is remarkable that several such tests have been proposed in recent years. Some of them have put rather severe constraints on some quantum-gravity models, whilst some models based on non-critical strings seem to remain unscathed so far (Ellis et al. 2002; Ellis et al. 2002a). In particular, as we have shown in this paper, using the most sophisticated technique available, that of wavelets, to pick up authentic time-lag effects in gamma-ray bursts, we have been able to put a rather firm lower bound on the dispersion of light in the vacuum: $`M>6.9\times 10^{15}`$ GeV. This approaches the range of scales where we might expect such an effect to appear. Data able to test further this possibility already exist, and more data will soon be available.

Une affaire à suivre ….

###### Acknowledgements.

This work is supported in part by the European Union through contract HPRN-CT-2000-00152. The work of D.V.N. is supported by D.O.E. grant DE-FG03-95-ER-40917. We are grateful to A. Biland for his kind help for reading out the TTE data. We thank Hans Hofer for his continuing support and interest. We are also greateful to I.M. Dremin for useful conversations on wavelets, and A.S.S. is indebted to E.K.G. Sarkisyan for many useful conversations on statistics.

## Appendix A Wavelet-Based Thresholding Estimator

A thresholding estimator of a $`n=2^J`$-component discrete signal $`X[n]`$ decomposed at the resolution level $`L`$ (see Section 4) in a wavelet basis can be written (Mallat 1998) as:

$$\stackrel{~}{F}=\underset{j=L}{\overset{J1}{}}\underset{m=0}{\overset{2^{j1}}{}}\rho _T(d_{j,m}^X)\psi _{j,m}+\underset{m=0}{\overset{2^{L1}}{}}\rho _T(c_{J,m}^X)\varphi _{J,m},$$
(39)
where the function $`\rho _T`$ provides a soft threshold:

$$\rho _T(x)=\{\begin{array}{ccc}xT\hfill & \mathrm{if}& xT\hfill \\ x+T\hfill & \mathrm{if}& xT\hfill \\ 0\hfill & \mathrm{if}& |x|T\hfill \end{array}$$
(40)
If the signal $`X[n]`$ is contaminated by additional noise $`W[n]`$, the threshold $`T`$ is generally chosen so that there is a high probability that it is just above the maximal level of this noise. Since $`W[n]`$ is a vector of $`N`$ independent Gaussian random variables of variance $`\sigma ^2`$, one can prove (Mallat 1998) that the maximum amplitude of the noise has a very high probability of being just below $`T=\sigma \sqrt{2\mathrm{log}n}`$.

A signal $`X[n]`$ of size $`n`$ has $`n/2`$ wavelet coefficients $`\{d_{J1,m}\}_{0m<n/2}`$ at the finest scale. The coefficients of $`f`$ itself, $`|d_{j,m}^f|`$, in the sum Eq. (21) are small if $`f`$ is smooth over the support of $`\psi _{J1,m}`$, implying $`d_{J1,m}^Xd_{J1,m}^W`$. In contrast, $`|d_{J1,m}^f|`$ is large if $`f`$ has a sharp transition in the support of $`\psi _{J1,m}`$. A piecewise-regular signal has few sharp transitions, and hence produces a number of large coefficients that is small compared to $`n/2`$. At the finest scale, the signal $`f`$ thus influences the value of a small portion of large-amplitude coefficients $`d_{J1,m}`$, that are considered to be ‘outliers’. All the others are approximately equal to $`d_{J1,m}^W`$, which are independent Gaussian random variables of variance $`\sigma ^2`$.

A robust estimator of $`\sigma ^2`$ is calculated from the median of $`(d_{J1,m}^X)_{0m<n/2}`$. The median of $`P`$ coefficients $`\mathrm{Med}(\alpha _p)_{0p<P}`$ is the value of the middle coefficient $`\alpha _{n_0}`$ of rank $`P/2`$. As opposed to an average, it does not depend on the specific value of coefficients $`\alpha _p>\alpha _{n_0}`$. If $`M`$ is the median of the absolute value of $`P`$ independent Gaussian random variables of zero mean and variance $`\sigma _0^2`$, then one can show (Mallat 1998) that the expected value of $`M`$ is $`0.6745\sigma _0`$. Thus the variance $`\sigma ^2`$ of the noise $`W`$ is found from the median $`M_X`$ of $`(|d_{J1,m}^X|)_{0m<n/2}`$ by neglecting the influence of $`f`$:

$$\stackrel{~}{\sigma }=\frac{M_X}{0.6745}.$$
(41)
One may say that $`f`$ is responsible for few large amplitude outliers, and that these have little impact on $`M_X`$. In practice, it is more convenient to transform the signal, by scaling it in such a way that the wavelet coefficients at the finest level of decomposition have median absolute deviation equal to unity, as seen in Fig 2. .

## Appendix B Lipschitz Regularity

Taylor expansion relates the differentiability of a signal to local polynomial approximations. Suppose that $`f`$ is $`m`$ times differentiable in $`[\nu h;\nu +h]`$. Let $`p_\nu `$ be the Taylor polynomial in the neighborhood of $`\nu `$. The $`m^{th}`$ order of differentiability of $`f`$ in the neighborhood of $`\nu `$ yields an upper bound on the error $`ϵ_\nu (t)=f(t)p_\nu (t)`$ when $`t`$ tends to $`\nu `$. The Lipschitz regularity extends this upper bound to non-integer exponents. Namely, a function $`f`$ is pointwise Lipschitz: $`\alpha 0`$ at $`\nu `$, if there exists a polynomial $`p_\nu `$ of degree at most $`\alpha `$ such that

$$|f(t)p_\nu (t)|𝒦|t\nu |^\alpha $$
(42)
where $`𝒦`$ is a constant. The polynomial $`p_\nu (t)`$ is uniquely defined at each $`\nu `$. If $`f`$ is $`m\alpha `$ times continuously differentiable in a negborhood of $`\nu `$, then $`p_\nu `$ is the Taylor expansion of $`f`$ at $`\nu `$. Pointwise Lipschitz exponents can vary arbitrarily from abscissa to abscissa. If $`f`$ is uniform Lipschitz: $`\alpha >m`$ in the neighborhood of $`\nu `$, then one can verify that $`f`$ is necessarily $`m`$ times continuosly differentiable in this neighborhood. If $`\nu \alpha <1`$, then $`p_\nu (t)=f(\nu )`$, and the Lipschitz condition Eq. (42) becomes

$$|f(t)f(\nu )|𝒦|t\nu |^\alpha ,$$
(43)
$`f`$ is not differentiable at $`\nu `$ and $`\alpha `$ characterizes the singularity type. For more references to the mathematical literature, see (Dremin et al. 2001; Mallat 1998).


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# Improved predictions of the standard model and the detection of new physics in neutron beta decay.

thanks: E–mail: jlgarcia@fis.cinvestav.mx

## Abstract

We improve the current predictions of the standard model for neutron beta decay observables and compare them with the currently available ones. Next we study their implications in the possible detection of new physics. We discuss where the limitations are and where further efforts should be directed.

Introduction. As precision measurements in neutron beta decay (n$`\beta `$d) have become available, interest in detecting physics beyond the standard model (SM) in this decay has increased steadily. However, the predictions of the SM for $`n\beta d`$ observables seem to be severely afflicted by our current inability to calculate the leading form factors ratio $`\lambda `$$`=g_1/f_1`$ and the Cabibbo-Kobayashi-Maskawa (CKM) matrix element $`V_{ud}`$. It imposes on them two general restrictions, namely, the $`VA`$ structure of the weak vertex and the unitary of the CKM matrix , respectively. Otherwise these two quantities remain as free parameters to be determined from experiment. With current experimental error bars a region in the ($`\lambda `$, R)- plane (R is the decay rate) can be determined where the SM remains valid at, say, 90% C.L. We shall refer to this region as the standard model region (SMR). Our main purpose in this paper is to reduce this region as much as possible, thereby, improving the predictions of the SM. Next we shall study the usefulness of this improved region in either detecting new physics or imposing more strict bounds on its existence. Finally, we shall discuss how future efforts in this respect should be directed. Another important aspect to discuss is the limitations for the detection of new physics in $`n\beta d`$. As precision measurements improve, the limitations will be come significant enough as to render the detection of new physics in this decay very obscure or even hopeless.
Procedure. As we just mentioned agreement of the SM with n$`\beta `$d can occur only in the region of the ($`\lambda `$, $`V_{ud}`$) plane or equivalently of the ($`\lambda `$, $`R`$) plane where both the $`VA`$ and the unitarity restrictions are satisfied, namely the SMR. Disagreement, and along with it the possibility to detect new physics, corresponds to the region in such planes where the restrictions are no longer satisfied. We shall refer to this other region as the new physics region (NPR). we shall proceed determine these two regions.
One can show that up to a precision of $`10^4`$ the observables in $`n\beta d`$ depend only on two parameters, namely, the (CKM) matrix element $`V_{ud}`$ and the ratio $`\lambda `$ . All other contributions up to this precision are well determined (through the use of the conserved vector-current hypothesis, model-independent and reliable estimates of model-dependent radiative corrections, etc.). We shall use the angular asymmetry coeficients $`\alpha _e`$, $`\alpha _{e\nu }`$, and $`\alpha _\nu `$ (imposing the $`VA`$ restriction through $`\lambda `$), the CKM $`V_{us}`$ and $`V_{ub}`$ matrix elements (imposing the unitarity restriction $`V_{ub}=\sqrt{1V_{ud}^2V_{us}^2}`$), and $`R`$. Then we form a $`\chi ^2`$ function with six terms. The first four terms compare the theoretical expressions of the $`\alpha _e`$, $`\alpha _{e\nu }`$, $`\alpha _\nu `$ and $`R`$ as functions of $`\lambda `$ and $`V_{ud}`$ with their experimental counterparts, the fifth term compares $`V_{ub}`$ of the unitarity square root with its experimental counterpart, and the last term constrains $`V_{us}`$ to its experimental value.
The precision measurements in n$`\beta `$d occur in $`R`$ and $`\alpha _e`$. The state-of-the-art will allow that their error bars be reduced to about one tenth of their current values . In order to determine the SMR we shall concentrate on these two quantities. We shall keep the other four fixed at their present experimental values , namely, $`\alpha _{e\nu }=0.0766(36)`$, $`\alpha _\nu =0.9830(40)`$, $`V_{ub}=0.0036(10)`$ and $`V_{us}=0.2196(23)`$. We have folded the theoretical error into the current value of $`R`$ to give $`R=1.12879(110)`$ . It is customary to quote the experimental value of $`\lambda `$ instead of $`\alpha _e`$ and we shall follow this practice, i.e., in $`\chi ^2`$ we shall replace $`\alpha _e`$ by $`\lambda `$. There are at present  four precise measurements of $`\lambda `$ (all them through $`\alpha _e`$), namely, $`\lambda _L=1.2660(40)`$, $`\lambda _B=1.2620(50)`$, $`\lambda _Y=1.2594(38)`$, and $`\lambda _R=1.2735(21)`$. This last value is slightly revised in . The first three are statistically compatible and their average is $`\lambda _{LYB}=1.2624(24)`$. One may quote the average of the four, $`\lambda _{LYBR}=1.2687(16)`$. However, this average is not statistically consistent and one should really keep $`\lambda _R`$ separate from the other three. At any rate the error bars of $`\lambda _{LYB}`$ and $`\lambda _R`$ are comparable, so one may take a typical $`\sigma _\lambda =0.0024`$. Because of this situation we shall cover $`5\sigma _\lambda `$ to the right and $`3\sigma `$ to the left of $`\lambda _{LYB}`$.
For definiteness, we shall work in the ($`\lambda `$, $`R`$) plane. Our procedure to determine the SMR is to calculate $`\chi ^2`$ at points ($`\lambda `$, $`R`$) covering the rectangle in this plane with sides (1.256, 1.274) for $`\lambda `$ and (1.12549, 1.13209) for $`R`$. This latter is the $`\pm 3\sigma _R`$ range. The values of $`\lambda `$ and $`R`$ in the points ($`\lambda `$, $`R`$) are used as the “experimental” central values in the $`\chi ^2`$ function. For the “experimental” error bars we shall consider three possibilities. First we take $`\sigma _\lambda `$ and $`\sigma _R`$ at their current values, next we take for them one tenth of those current values, and last we take for them one thousandth of such values.
Results. Our numerical results are displayed in Table 1. There we show the $`90\%`$ and $`95\%`$ ranges for $`\lambda `$ at sample values of $`R`$ (which go in steps of one current $`\sigma _R`$ up to $`\pm 3\sigma _R`$ around its present experimental central value). For each value of $`R`$ we give three entries; the upper, middle, and lower ones correspond to current error bars, future one tenth error bars, and, so to speak, “ideal” one thousandth error bars, respectively. All these numbers are easily visualized in Figs. 1-3. The bands within the dotted lines correspond to the $`90\%`$ SMR in the three cases considered. In each of these figures we have also depicted with I, II, and III the $`90\%`$CL ellipses around $`\lambda _{LYB}`$, $`\lambda _R`$ and $`\lambda _{LYBR}`$, respectively. In figures 2 and 3 we also show the $`90\%`$CL ellipses corresponding to one tenth of $`\sigma _\lambda `$ and $`\sigma _R`$ around these three central values and also around a central value previously reported in , $`\lambda _W=1.2657(30)`$. These figures make it very easy to reach several conclusions. The $`\lambda _{LYB}`$ and $`\lambda _R`$ with their current error bars both fall completely at a $`90\%`$CL in the NPR, i.e., each one gives a strong signal for the existence of new physics. This cannot be seen in Fig. 1, but it becomes very clear in Figs. 2 and 3. Of course, since they fall on opposite sides of SMR, the situation is yet undecided. Another conclusion is that the SMR is greatly improved by reducing $`\sigma _R`$ and $`\sigma _\lambda `$ by one tenth; but, even though there is some improvement, to further reduce $`\sigma _R`$ and $`\sigma _\lambda `$ does not provide a substantial gain. The reason is that in Fig. 2 The error bars of $`V_{us}`$ already dominate. This is clearly seen in Fig. 3, where the width of the SMR is due almost entirely to the $`V_{us}`$ error bars.
The the detection of new physics in $`𝒏𝜷𝒅`$. The ability of n$`\beta `$d to resolve new physics depends on where in the ($`\lambda `$, $`R`$) plane the future ($`\lambda _{exp.}`$, $`R_{exp.}`$) will lie as well as on their future accompanying error bars. One may appreciate this by looking at the values of $`\chi ^2`$ at points covering the rectangle we are studying. For this purpose we have produced Table 2. In each entry we give two numbers. The upper one uses the current $`\sigma _R`$ and $`\sigma _\lambda `$, the lower one uses one tenth of $`\sigma _R`$ and $`\sigma _\lambda `$. $`\chi ^2`$ does not further increases substantially if one uses one thousandth of $`\sigma _R`$ and $`\sigma _\lambda `$, but we shall not produce the corresponding numbers in Table 2. $`\chi ^2`$ may reach impressively high values.
There is another way to appreciate this resolving power. This can be seen in Table 3. We selected the four values of $`\lambda `$ marked as I-IV in Figs. 2 and 3. The entries in this table contain four values of $`\chi ^2`$, which up-downwards are in the order I-IV. The error bars in $`\lambda `$ and $`R`$ are reduced from their present values to one tenth of them in steps $`1/N`$, $`N=1,2,\mathrm{},10`$. Each one of the $`\lambda `$ values corresponds to new physics, as is indicated by the small ellipses in Figs. 2 and 3. In Table 3 we can see how the resolution increases as the error bars in $`\lambda `$ and $`R`$ decreased.
To clearly resolve I and II it is quite sufficient to cut $`\sigma _R`$ and $`\sigma _\lambda `$ simultaneously to a little over one-half their current values. To resolve point IV requires that $`\sigma _R`$ and $`\sigma _\lambda `$ be simultaneously cut to around one sixth. To resolve the overall average of $`\lambda `$ at III requires more effort , because of its closeness to the SMR. However, Fig. 3 shows it falls in the NPR. Also, one can see in this table that reducing $`\sigma _R`$ alone is of little use in detecting new physics. While reducing $`\sigma _\lambda `$ alone helps in cases I and II, but is useless in cases III and IV.
Summary and discussion. In this paper we have substantially improved the predictions of the SM for $`n\beta d`$ observables, as can be appreciated by comparing Fig. 1 with Figs. 2 and 3. Our analysis has several implications. First, it allows to clearly and also easily appreciate recent precision measurements, $`\lambda LYB`$ and $`\lambda _R`$. In Fig. 1 they show some indication in favor of new physics, while in Figs. 2 and 3 each one is clearly resolved past the 90% C.L. in favor of the latter. Of course, we still have to wait for a consistent average to be determined in the future . Second, our current inability to compute $`\lambda `$ and $`R`$ with the SM is not a real obstacle to detect new physics in $`n\beta d`$. Ideally, the SM predictions should be a point in the ($`\lambda `$, R)- plane. Instead, with $`\lambda `$ and $`V_{ud}`$ remaining as free parameters, the predictions become still ideally a line in this plane. Thus, it is still possible to resolve this line from new physics contributions. Third, the real limitations for this enterprise come from the width of the band around this ideal line. As we have seen, there are only two important ingredients in this width. One is the $`10^4`$ theoretical uncertainty in R and the other one is the error bars on $`V_{us}`$. The first one turns out to be not important. It forces us to stop at the band of Fig. 2. However, looking at Fig. 3, which assumes that this theoretical error has been reduced to zero, we learn that error bars of $`V_{us}`$ are the real limitation for $`n\beta d`$ to detect new physics. In the light of this discussion, we can understand better where future efforts should be directed. On the theoretical side, they should be directed towards reducing the theoretical uncertanties in R and in the determination of $`V_{us}`$. On the experimental side, our analysis makes it clear (see Table 3) that precision measurements must simultaneously reduce the error bars on R and $`\lambda `$. Improving measurements in only one of them is useless. The precision measurements of the other two angular coefficients $`\alpha _{e\nu }`$ and $`\alpha _\nu `$ lead to the same bands of Figs. 2 and 3. In this sense they are no longer needed. However, if new physics is indeed detected in $`n\beta d`$, they will be very useful in delucidating what kind of new physics it would be. Finally, it is clear that the determination of $`V_{us}`$ must be greatly improved, because it represents the real limitation for $`n\beta d`$ to detect new physics.
Acknowledgments. The authors are grateful to CONACyT (México) for partial support.


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# Kondo Effect in a Quantum Antidot

Abstract

We report Kondo-like behaviour in a quantum antidot (a submicron depleted region in a two-dimensional electron gas) in the quantum-Hall regime. When both spin branches of the lowest Landau level encircle the antidot in a magnetic field ($`1`$ T), extra resonances occur between extended edge states via antidot bound states when tunnelling is Coulomb blockaded. These resonances appear only in alternating Coulomb-blockaded regions, and become suppressed when the temperature or source-drain bias is raised. Although the exact mechanism is unknown, we believe that Kondo-like correlated tunnelling arises from skyrmion-type edge reconstruction. This observation demonstrates the generality of the Kondo phenomenon.

One of the most well-studied many-body phenomena, the Kondo effect, arises when an isolated electronic spin is present in a sea of free electrons. A reason why the Kondo effect has attracted so much attention is that the same theoretical treatment can describe many different systems, such as metals containing magnetic impurities , weakly confined quantum dots , or even more exotic systems where the role of spin is replaced by another internal degree of freedom . Quantum dots mimic magnetic impurities by electrostatic confinement of electrons, and the flexibility in tuning various parameters has recently enabled the study of Kondo phenomena in great detail . Here, we report Kondo-like correlated tunnelling in a very different system, a quantum antidot , where electrons are confined magnetically (by the Lorentz force) around a submicron depleted region (antidot) in a two-dimensional electron gas (2DEG). Certain features of our results, such as the absence of spin splitting of the zero-bias anomaly, imply that the system cannot be described by the conventional Kondo models. We suggest that a skyrmion-type edge reconstruction around the antidot leads to an enhancement of correlated tunnelling between extended edge states via the antidot.

An impurity in a metal (or a quantum dot coupled to reservoirs) is magnetic if it contains an unpaired electronic spin. At low temperature, the second- and higher-order impurity scattering processes involving spin-flip of the localised state (Fig. 1A) is enhanced if the coupling between the localised and delocalised electrons are antiferromagnetic. This is the Kondo effect. As a result, in the metal, the resistivity increases as it is cooled down, the opposite of ordinary metallic behaviour. In a quantum dot, the transmission between reservoirs becomes enhanced. Such a Kondo resonance occurs when the dot has an unpaired spin (i.e. when the number of electrons $`N`$ in the quantum dot is odd). $`N`$ can be changed by, for example, varying the voltage on a gate nearby. The conductance curve as a function of gate voltage shows pairing of resonances at low temperature, as the Kondo effect increases the conductance of alternating Coulomb-blockaded regions and brings the two peaks close together (see the top-right diagram in Fig. 1A). This is often called odd-even behaviour.

Now, in terms of device structure, a quantum antidot (Fig. 1B) is quite different from a quantum dot. A magnetic field $`B`$ applied perpendicular to the plane of the 2DEG quantises the kinetic energy of the electrons into Landau levels at $`(n+1/2)\mathrm{}\omega _\mathrm{c}`$, where $`n`$ ($`0`$) is an integer, $`\mathrm{}=h/2\pi `$ ($`h`$: Planck’s constant), and $`\omega _\mathrm{c}`$ is the cyclotron frequency. Along the bulk 2DEG boundaries, the Landau levels rise in energy with the electrostatic potential, and extended edge states form where the Landau levels intersect the Fermi energy. Around the antidot, electrons form localised states, travelling phase-coherently in closed orbits. Due to the Aharonov-Bohm effect, each state encompasses an integer number of magnetic flux quanta $`\varphi _0=h/e`$. Therefore, the average area $`S_i`$ enclosed by the $`i`$th state is quantised as $`BS_i=i\varphi _0`$. The states are filled up to the Fermi energy (filled circles in Fig. 1B) and those above are empty (open circles). When $`B`$ increases, each state shrinks in area (in order to keep $`BS_i`$ constant), moving towards the centre of the antidot, and accumulating a net negative charge. Because the states are all quantised, the net charge cannot relax until enough charge ($`e/2`$) has built up, at which point an electron leaves and the net charge jumps to $`e/2`$ ; the process then repeats with period $`\mathrm{\Delta }B=h/eS`$, where $`S`$ is the area enclosed by a state at the Fermi energy. This periodic depopulation can be observed in conductance measurements if the current-carrying extended edge states are brought close to the antidot so that electrons tunnel between them (see Fig. 1B). Here, the conductance decreases on resonance, because the resonance enhances backscattering (between opposite edges). This resonance process when sweeping $`B`$ resembles that when sweeping gate voltage in quantum dots: off resonance, tunnelling is Coulomb blockaded due to the discreteness of the electronic charge.

Samples were fabricated from a GaAs/AlGaAs quantum-well structure containing a 2DEG situated 300 nm below the surface with a sheet density $`3\times 10^{15}`$ m-2 and mobility 500 m2/Vs. On top of the substrate, metal Schottky gates (10 nm NiCr/30 nm Au) were patterned by electron-beam lithography (top-right inset of Fig. 1B). A second metal layer (30 nm NiCr/70 nm Au) was patterned on top of 350 nm cross-linked polymethylmethacrylate (PMMA)  in order to contact the central dot gate so that voltages can be applied to the three gates independently. A negative voltage on the dot gate, 0.3 $`\mu `$m on a side, creates an antidot by depleting electrons underneath. The depleted region can be approximated to be circular, with a radius of $`0.360.40`$ $`\mu `$m, depending on the voltage used; the radius is deduced from the Aharonov-Bohm period $`\mathrm{\Delta }B`$. The two side gates, which are used to bring the extended edge states close to the antidot, form parallel one-dimensional constrictions, each with lithographic width 0.7 $`\mu `$m and length 0.3 $`\mu `$m. The measurements were performed in a dilution refrigerator with a base temperature $`25`$ mK.

The conductance measurements were performed as follows. A 5 $`\mu `$V AC excitation voltage at 77 Hz was applied between the ohmic contacts 1 and 3 shown in the bottom-left inset to Fig. 2 and the current $`I`$ was measured using a lock-in amplifier. Simultaneously, the diagonal voltage drop $`V_{\mathrm{dg}}`$ between the contacts 2 and 4 was measured, and the antidot conductance was calculated as $`G_{\mathrm{ad}}=I/V_{\mathrm{dg}}`$. In the quantum Hall regime (with the correct direction of edge current flow), this four-terminal measurement gives the ‘true’  two-terminal conductance $`G_{\mathrm{ad}}=\nu _\mathrm{c}e^2/h`$, where $`\nu _\mathrm{c}`$ is the number of filled Landau levels in the antidot constrictions . The filling factors in the constrictions and the coupling between the extended edge states and the antidot states can be tuned by the voltages on the side gates, and they were kept as symmetric as possible throughout the measurements.

The number of Landau levels forming bound states around the antidot is defined by the number of edge states transmitted through the constrictions. Figure 2 shows a typical $`G_{\mathrm{ad}}`$ vs $`B`$ curve taken at 25 mK when the two spins of the lowest Landau level encircle the antidot; $`\nu _\mathrm{c}`$ decreases from 2 to 1 as $`B`$ increases. At low $`B`$ where $`G_{\mathrm{ad}}`$ is close to the $`\nu _\mathrm{c}=2`$ quantum-Hall plateau value $`2e^2/h`$, a series of pairs of dips (two dips per $`\mathrm{\Delta }B`$) can be seen. As $`B`$ increases, and as the coupling between the leads and the antidot becomes stronger (because the edge states move towards the centre of the constrictions), the amplitude of the dips increases. Also, the gaps inside pairs (intra-pair gaps) seem to be filled up, and eventually the pairs become unrecognisable as two independent dips above 1.3 T as $`G_{\mathrm{ad}}`$ approaches the $`\nu _\mathrm{c}=1`$ plateau value $`e^2/h`$. Very similar conductance curves have been observed between the $`\nu _\mathrm{c}=2`$ and 1 plateaux with different gate-voltage settings and with different $`B`$ ranging from 0.8 to 1.5 T in many samples and on many thermal cycles. At higher magnetic fields ($`>3`$ T), the pairing of the resonances disappears, but instead the oscillations become pure double-frequency .

These pairs may simply seem to be spin-split pairs (each dip corresponding to a resonance of either spin). The difference in the amplitude of alternating dips may be an indication of different coupling strength for each spin. However, curve fitting (top-right diagram in Fig. 2) shows that the feature in the intra-pair gap cannot be explained by such a simplistic model . Strikingly, the paired resonances in Fig. 2, if shown upside down, look very similar to Coulomb-blockade oscillations with Kondo resonances in quantum dots (top-right diagram in Fig. 1A). We argue that the discrepancy in the intra-pair gaps is caused by Kondo resonances, based on the results from the nonequilibrium and temperature activation measurements described below.

The behaviour of Kondo resonances under nonequilibrium conditions has been well studied in quantum dots . Under a finite source-drain bias, mismatch in the chemical potentials of the source and drain suppresses the Kondo resonance. In our experiments, when a small source-drain DC bias $`V_{\mathrm{sd}}`$ is applied in addition to the AC excitation, the ‘Kondo feature’ filling each intra-pair gap vanishes, leaving two well-defined dips as shown in Fig. 3A. The Kondo features appear as horizontal red/dark lines (zero-bias anomaly) around $`V_{\mathrm{sd}}=0`$ when $`G_{\mathrm{ad}}`$ is plotted in colour-scale against $`V_{\mathrm{sd}}`$ and $`B`$ (Fig. 3B). Note that here the horizontal axis is $`B`$ instead of $`V_\mathrm{g}`$, as is normally the case for quantum dots. The zero-bias anomaly becomes stronger as $`B`$, and hence the coupling, increase. The diamond-shaped structures of red lines arise because each resonance splits into two under a finite bias due to the difference in the chemical potentials of the two leads. From the height of each diamond, the energy to add an extra electron (charging energy) can be estimated to be $`60`$ $`\mu `$eV. When the coupling is made even stronger, the zero-bias anomaly is still clearly visible, whereas the diamond structures are smeared out due to weak confinement (Fig. 3C).

Increasing temperature $`T`$ suppresses our Kondo feature, leaving the intra-pair gaps better defined (Fig. 3D and E). At around 190 mK, the intra-pair and inter-pair gaps become almost indistinguishable. At lower $`B`$ where intra-pair gaps are almost as well defined as inter-pair gaps, increasing $`T`$ broadens each dip, and the conductance in both gaps decreases (as expected without the Kondo effect). However, at higher $`B`$, the conductance in the intra-pair gaps increases. Because the feature disappears into the noise level at relatively low $`T`$, it was not possible to study the temperature dependence in more detail, e.g. to determine the Kondo temperature $`T_\mathrm{K}`$, which normally marks the crossover between logarithmic (high $`T`$) and power-law (low $`T`$) behaviours. We note that the amplitude of our Kondo feature decreases monotonically as $`T`$ increases.

The above behaviour of the antidot conductance is qualitatively very similar to that of Kondo resonances in a quantum dot. It appears that as the antidot states are depopulated one by one when $`B`$ is increased, a localised magnetic moment arises when there is an unpaired electronic spin. Then, when the coupling between the extended and antidot edge states is strong, Kondo resonances enhance the tunnelling through the antidot in the Coulomb-blockaded region. Stronger coupling results in larger $`T_\mathrm{K}`$, and hence the zero-bias anomaly is more pronounced in the region closer to the $`\nu _\mathrm{c}=1`$ plateau (where the wavefunctions of the extended and antidot states strongly overlap).

However, there is a crucial difference in our results from those in quantum dots. In a quantum dot in a comparable magnetic field, the Zeeman energy $`E_\mathrm{Z}=|g|\mu _\mathrm{B}B`$ ($`\mu _\mathrm{B}`$ is Bohr magneton and $`g=0.44`$ in bulk GaAs) usually splits the zero-bias anomaly into two parallel lines separated by $`2E_\mathrm{Z}/e`$. The Kondo resonance is suppressed at $`V_{\mathrm{sd}}=0`$ because spin degeneracy is lifted . At $`B=1.2T`$, $`E_\mathrm{Z}=30`$ $`\mu `$eV, but the width of our zero-bias anomaly is $`20`$ $`\mu `$V. Thus, the energy gap between the opposite spin states must be at most 10 $`\mu `$eV, and probably much smaller. This is at least a factor of 3 less than $`E_\mathrm{Z}`$.

One possible explanation for this lack of spin-splitting is to consider an accidental degeneracy between neighbouring orbital states with opposite spins. This might occur if $`E_\mathrm{Z}`$ happened to be close to an integer multiple of the single-particle energy spacing $`\mathrm{\Delta }E_{\mathrm{sp}}`$ (the difference in potential energy between neighbouring states; see Fig. 1C). However, since $`\mathrm{\Delta }E_{\mathrm{sp}}1/B`$ if a constant potential is assumed, the ratio $`E_\mathrm{Z}/\mathrm{\Delta }E_{\mathrm{sp}}B^2`$ would not stay constant over a wide range of $`B`$. As we have observed the effect under many different conditions, it is highly unlikely that this accidental degeneracy is the cause.

Another important issue in our experiments is that the conductance dips saturate at $`e^2/h`$ (Fig. 2), forming the $`\nu _\mathrm{c}=1`$ plateau as $`B`$ increases and the oscillations die away. The existence of the $`\nu _\mathrm{c}=1`$ plateau implies that the extended edge states of the lower spin state are perfectly transmitted through the constrictions, and not coupled to the antidot. This causes another difficulty in the interpretation, because, for ordinary Kondo resonances to occur, both spins in the leads need to be coupled to the localised state.

It is likely that the edge-state picture shown so far needs to be modified to a many-body picture. Recently, we have demonstrated that a self-consistent treatment of the antidot potential is important, especially at higher $`B`$ . Taking into account the formation of two concentric compressible rings (where states are partially filled, and are pinned at the Fermi energy; see Fig. 1D) , we have successfully explained double-frequency Aharonov-Bohm oscillations observed at higher $`B`$ . However, this is not yet enough for the Kondo effect, as either only one spin (outer ring) would be coupled to the leads, or, if both spins were coupled to the leads, there would be no $`\nu _\mathrm{c}=1`$ plateau.

It has been shown that in a relatively weak magnetic field, an excited state of a $`\nu =1`$ quantum Hall liquid is not simply a spin flip, but rather, a complicated spin texture, called a skyrmion , which forms due to strong correlations. Recent work has shown that skyrmion-type edge reconstruction is important in quantum dots in the quantum Hall regime . If we assume that such correlated states form in the regions of the antidot and extended edge states where the local filling factor is $`1<\nu <2`$ (Fig. 1E), electrons with both spins there would be allowed to tunnel, whether the $`\nu 1`$ edge states are coupled or not. The excitation energy of correlated states is typically smaller than $`E_\mathrm{Z}`$. If two configurations, in which the total spin differs by one, are (almost) degenerate, this may allow spin-flip tunnelling. It is uncertain, however, whether the odd-even behaviour can occur with such strongly correlated states.

In summary, we have shown that an antidot in the quantum Hall regime qualitatively exhibits all the features of the Kondo effect, despite the lack of an obvious reason for spin degeneracy. We have suggested possible ways in which the edge-state picture may be modified to take account of interactions. The fact that the antidot is an open system further complicates the problem, in comparison with quantum dots, where only a limited number of states are considered. A detailed theoretical calculation is needed to determine the edge-state structure that gives rise to the Kondo-like behaviour in an antidot.

This work was funded by the UK EPSRC. We thank I. Smolyarenko, N. R. Cooper, B. D. Simons, A. S. Sachrajda, H.-S. Sim and V. Falko for useful discussions.

$``$ Present address: School of Physics, University of New South Wales, Sydney 2052, Australia.

Figures