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# On azimuthal spin correlations in Higgs plus jet events at LHC

## 1 Introduction

Gluon fusion via the top quark loop provides the dominant mechanism for Higgs boson production at LHC. Recently, the analysis of the related $`(23)`$ cross section was carried out at the leading order in $`\alpha _S(M_Z)`$ in ref. .

The proposal is to tag two extra jets, the motivation being the elucidation of the differences/similarities between this process and the weak-boson-fusion process, which also comes accompanied with two extra jets.

After imposing cuts on the jet momenta similar to the weak-boson-fusion selection criteria, the soft-gluon contribution is reduced and they obtain, as shown111We thank the authors of ref.  for their kind permission to reproduce the figure. in fig. 1, a striking correlation between the azimuthal angles $`\varphi `$ of the two jets, one of which is now in the forward direction while the other one is in the backward direction. Provided that the produced Higgs boson is CP-even, the distribution of the difference $`\mathrm{\Delta }\varphi `$ of the two azimuthal angles is peaked at $`\mathrm{\Delta }\varphi =0,\pi `$ and falls to nearly zero at $`\mathrm{\Delta }\varphi =\pi /2`$. If the Higgs boson is CP-odd, although the result is not explicitly shown, the distribution is peaked at $`\mathrm{\Delta }\varphi =\pi /2`$ and falls to nearly zero at $`\mathrm{\Delta }\varphi =0,\pi `$.

In this work, we would like to point out one potential pitfall which seems to have been neglected in their study, namely that there are two scales in this problem. The higher scale is related to the Higgs boson production. For a leading order analysis we can set it to be the Higgs boson mass for convenience. The lower scale is related to the emission leading to the tagged jets and this is characterized by the jet transverse momenta. Because of the presence of two scales, the predictions of calculations at a finite perturbative order becomes sensitive to higher order corrections.

We investigate this problem by first establishing an evolution equation that describes the scale variation of the azimuthal angular correlation coefficient. The large size of the relevant anomalous dimension implies that there is significant, up to one order of magnitude, reduction in the size of the correlation coefficient.

Although the problem is formally due to the logarithm of the ratio of the two scales which enhance the higher order contributions, we find that the ratio needs not be so large for the effect of extra emission to become important.

An alternative approach to investigating this problem is by a parton-shower level Monte Carlo simulation. We formulate this problem as a $`(21)`$ cross section convoluted with the leading logarithmic parton shower using HERWIG , which includes the azimuthal spin correlations by default by using the algorithm of Collins and Knowles .

The results of the two approaches are in good agreement.

We note that the weak-boson fusion mode is unaffected by extra emission, as the jet $`p_T`$ scale is the only QCD scale present in this case.

We present the evolution equation analysis in sect. 2 and its comparison with the parton-shower analysis in sect. 3. We present the conclusions in sect. 4.

## 2 Evolution equation analysis

Let us consider the evolution of a jet that is due to an initial state parton. In a Monte Carlo simulation, this is described by the backward evolution.

At each stage of evolution, the probed parton has virtuality $`t`$, momentum fraction $`x`$, jet transverse momentum $`p_T`$ according to some definition, and spin density $`\rho `$. We wish to measure the mean value of the component of $`\rho =\rho _{}`$ that is aligned with the reference direction given by $`p_T`$. The correlation arises in the first place because of the correlation, at the hard process level, between the planes of polarization of the gluons involved in the Higgs boson production. Hence the decorrelation between the plane of polarization of each gluon and the direction of the related tagged jet is equivalent to the suppression of the azimuthal angular correlation between the two tagged jets.

In the following, $`p_T`$ and $`\rho `$ are both two-component vectors. The spin density matrix $`\rho _{ij}`$ is given in terms of the vector $`\rho _k`$ by $`\rho _{ij}=(1+\rho _k\sigma _{ij}^k)/2`$. The third component of the vector $`\rho `$ vanishes so long as the nucleon is unpolarized . In terms of the distribution functions $`f(x,t,p_T,\rho )`$, we may write the scale variation as follows:

$`{\displaystyle \frac{<\rho _{}>(x,t)}{t}}`$ $`=`$ $`{\displaystyle \frac{}{t}}{\displaystyle \frac{f(x,t,p_T,\rho )\rho _{}𝑑p_T𝑑\rho }{f(x,t,p_T,\rho )𝑑p_T𝑑\rho }}`$ (1)
$`=`$ $`{\displaystyle \frac{1}{f(x,t)}}{\displaystyle \frac{f(x,t,p_T,\rho )}{t}\{\rho _{}<\rho _{}>(x,t)\}𝑑p_T𝑑\rho }.`$
The change in the distribution functions when the scale is raised from $`t`$ to $`t+\delta t`$ is given by:

$`\delta f(x,t,p_T,\rho )`$ $`=`$ $`\delta f_{\mathrm{in}}\delta f_{\mathrm{out}},`$ (2)
$`\delta f_{\mathrm{out}}`$ $`=`$ $`{\displaystyle \frac{\delta t}{t}}{\displaystyle 𝑑z\frac{\alpha _S}{2\pi }\frac{d\varphi }{2\pi }CF(z,\varphi ,\rho )f(x,t,p_T,\rho )},`$ (3)
$`\delta f_{\mathrm{in}}`$ $`=`$ $`{\displaystyle \frac{\delta t}{t}}{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }\frac{d\varphi }{2\pi }𝑑\rho ^{}CF(z,\varphi ,\rho ^{})\delta (\rho \rho (\rho ^{},z,\varphi ))}`$ (4)
$`\times f(x/z,t,p_T^{}(p_T,t,z,\varphi ),\rho ^{}).`$
In eqn. (4), $`\varphi `$ is the emission angle. $`z`$ is the remaining energy fraction during the emission, such that the emitted energy fraction is $`1z`$. $`\rho `$ is determined by the following relation according to the notation of ref. :

$$\rho =(f_2(z)n(\varphi )+f_3(z)\rho ^{})/F(z,\varphi ,\rho ^{}),$$
(5)
where $`f_i`$ are various components of the splitting function shown in tab. 1, and $`n(\varphi )=(\mathrm{cos}2\varphi ,\mathrm{sin}2\varphi )`$. In all of the above, $`C`$ and $`F`$ are the colour factor and the polarization dependent splitting function respectively, with $`F(z,\varphi ,\rho ^{})=\widehat{P}(z)/C+f_4(z)n(\varphi )\rho ^{}`$.

Combining the above with eqn. (1), the contribution from the term $`\delta f_{\mathrm{out}}`$ vanishes and we obtain:

$`{\displaystyle \frac{<\rho _{}>(x,t)}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{f(x,t)}}{\displaystyle \frac{f_{\mathrm{in}}}{t}\left(\rho _{}<\rho _{}>(x,t)\right)𝑑p_T𝑑\rho }`$ (8)
$`=`$ $`{\displaystyle \frac{1/t}{f(x,t)}}{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }\frac{d\varphi }{2\pi }𝑑\rho ^{}𝑑p_T𝑑\rho CF(z,\varphi ,\rho ^{})\delta (\rho \frac{f_2(z)n(\varphi )+f_3(z)\rho ^{}}{F(z,\varphi ,\rho ^{})})}`$
$`\times f(x/z,t,p_T^{}(p_T,t,z,\varphi ),\rho ^{})\left(\rho _{}<\rho _{}>(x,t)\right)`$
$`=`$ $`{\displaystyle \frac{1}{t}}{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }\frac{d\varphi }{2\pi }𝑑\rho ^{}𝑑p_T^{}C\frac{f(x/z,t,p_T^{},\rho ^{})}{f(x,t)}}`$
$`\left[<\rho >(x,t)F(z,\varphi ,\rho ^{})(f_2(z)n(\varphi )+f_3(z)\rho ^{})\right](\mathrm{cos}2\varphi _0,\mathrm{sin}2\varphi _0).`$
In the last line, $`\varphi _0`$ is the azimuthal angle of $`p_T`$. Between eqns. (8) and (8), we have assumed that $`p_T`$ is defined in an additive manner, such that $`dp_T=dp_T^{}`$. Excepting this assumption, our discussion so far has been general.

Now let us consider the case in which the direction of $`p_T`$, or more generally the reference direction, is to a good approximation determined at one scale given, for instance, by the jet transverse momentum $`p_{T}^{}{}_{j}{}^{}`$, and we are interested in the soft emission that depolarizes the gluon between this scale and the hard process scale.

In this case, $`\varphi _0`$ can be taken as constant. Integrating over $`\varphi `$, by symmetry, the term proportional to $`n(\varphi )`$ in eqn. (8) vanishes, as does the $`\varphi `$ dependent term in $`F(z,\varphi ,\rho ^{})`$. We then have:

$`{\displaystyle \frac{<\rho _{}>(x,t)}{\mathrm{ln}t}}`$ $`=`$ $`{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }𝑑\rho ^{}𝑑p_T^{}\frac{f(x/z,t,p_T^{},\rho ^{})}{f(x,t)}}`$ (10)
$`\left[\widehat{P}(z)<\rho _{}>(x,t)Cf_3(z)\rho _{}^{}\right]`$
$`=`$ $`{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }\frac{f(x/z,t)}{f(x,t)}}`$
$`\left[\widehat{P}(z)<\rho _{}>(x,t)Cf_3(z)<\rho _{}>(x/z,t)\right].`$
The pole at $`z1`$ of $`\widehat{P}(z)`$ cancels with the pole of $`f_3(z)`$. The expression of eqn. (10) is the difference between the change in the structure function $`f(x,t)`$ given by the first term and the change in the spin density $`<\rho _{}>f(x,t)`$ given by the second term. The two terms can be treated separately by introducing the plus prescription to account for the $`\delta f_{\mathrm{out}}`$ term given by eqn. (3). We obtain:

$`{\displaystyle \frac{<\rho _{}>(x,t)f(x,t)}{\mathrm{ln}t}}`$ $`=`$ $`{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }f(x/z,t)<\rho _{}>(x/z,t)Cf_3(z)_+},`$ (11)
$`{\displaystyle \frac{f(x,t)}{\mathrm{ln}t}}`$ $`=`$ $`{\displaystyle \frac{dz}{z}\frac{\alpha _S}{2\pi }f(x/z,t)P(z)}.`$ (12)
Taking the $`x^j`$ moments of the above to obtain Mellin transforms, we convert the expressions into:

$`{\displaystyle \frac{\stackrel{~}{\left[<\rho _{}>f\right]}(j,t)}{\mathrm{ln}t}}`$ $`=`$ $`\stackrel{~}{\left[<\rho _{}>f\right]}(j,t){\displaystyle 𝑑zz^{j1}\frac{\alpha _S}{2\pi }Cf_3(z)_+},`$ (13)
$`{\displaystyle \frac{\stackrel{~}{f}(j,t)}{\mathrm{ln}t}}`$ $`=`$ $`\stackrel{~}{f}(j,t){\displaystyle 𝑑zz^{j1}\frac{\alpha _S}{2\pi }P(z)},`$ (14)
such that the anomalous dimensions are:

$`\gamma _{<\rho _{}>f}`$ $`=`$ $`{\displaystyle 𝑑zz^{j1}\frac{\alpha _S}{2\pi }Cf_3(z)_+},`$ (15)
$`\gamma _f`$ $`=`$ $`{\displaystyle 𝑑zz^{j1}\frac{\alpha _S}{2\pi }P(z)},`$ (16)
respectively for the spin density and the parton distribution functions.

As stated above, eqn. (10) specifies the evolution of polarization in regions where extra emission does not alter the reference direction. For our purpose, the most interesting case is the soft/collinear gluon emission from the gluon line in between the hard process and the jet $`p_T`$ scale.

For small enough $`x`$, such that $`j1`$, the behaviour of the anomalous dimensions is controlled by the $`z0`$ region. If we choose the $`ggg`$ splitting, the fact that $`P(z)`$ has a pole at $`z0`$ where as $`f_3(z)_+`$ does not, indicates that a large disparity arises in the two quantities. $`<\rho _{}>`$ is the ratio of $`<\rho _{}>f`$ and $`f`$, such that its running is governed by the difference of the above two anomalous dimensions. The relevant splitting function is:

$$\left[Cf_3(z)\widehat{P}(z)\right]_{ggg}=2C_A\frac{(1z)(1+z^2)}{z}.$$
(17)
Exactly as in the case of the hadron multiplicity calculation , the expression of eqn. (16), when $`j=1`$, is divergent as written, but a more careful analysis, taking into account the suppression of soft gluon emission due to coherence, leads to the result:

$`\mathrm{\Delta }\gamma (j,\alpha _S)`$ $`=`$ $`\sqrt{{\displaystyle \frac{C_A\alpha _S}{2\pi }}}+{\displaystyle \frac{j1}{4}}+\mathrm{}.`$ (18)
$`{\displaystyle \frac{\stackrel{~}{\left[<\rho _{}>f\right]}(1,t)}{\stackrel{~}{f}(1,t)}}`$ $``$ $`\mathrm{exp}\left[{\displaystyle \frac{1}{b}}\sqrt{{\displaystyle \frac{6}{\pi \alpha _S(t)}}}\right]\mathrm{exp}\left[\sqrt{{\displaystyle \frac{6}{\pi b}}\mathrm{ln}\left({\displaystyle \frac{t}{\mathrm{\Lambda }^2}}\right)}\right].`$ (19)
Hence the evaluation of $`<\rho _{}>`$ at the hard process scale $`\sqrt{\widehat{s}}`$, defining it to be the ratio of $`<\rho _{}>f`$ and $`f`$ individually integrated over the allowed, typically small, values of $`x`$, assuming perfect polarization at the lower scale $`p_{T}^{}{}_{j}{}^{}`$, gives:

$$<\rho _{}>(p_{T}^{2}{}_{j}{}^{})\mathrm{exp}\left[\sqrt{\frac{6}{\pi b}\mathrm{ln}\frac{p_{T}^{2}{}_{j}{}^{}}{\mathrm{\Lambda }^2}}\sqrt{\frac{6}{\pi b}\mathrm{ln}\frac{\widehat{s}}{\mathrm{\Lambda }^2}}\right]$$
(20)
Let us take the jet energy scale at around 20 GeV and the hard process scale at 100 GeV. $`b=(11C_A2n_f)/12\pi `$ at this order, and we can adopt for simplicity $`\mathrm{\Lambda }200`$ MeV. We then obtain $`<\rho _{}>=0.42`$. We are interested in the correlation between two jets, which is now given by the square of $`<\rho _{}>`$, and we obtain $`0.18`$. Thus there is almost one order of magnitude dilution.

There would be further dilution due to the modification of the $`p_T`$ direction due to extra emission, and the imperfect polarization at the jet energy scale must also be taken into account. The parton-shower analysis, which we present in the following, incorporates all of these effects.

## 3 Parton-shower simulation

Our parton-shower simulation is based on the Monte Carlo event generator HERWIG 6.5 . For the $`(21)`$ hard process,

$$gg\mathrm{\Phi },$$
(21)
where $`\mathrm{\Phi }`$ is either a CP-even or a CP-odd Higgs boson with $`M_\mathrm{\Phi }=120`$ GeV , we utilize the code for the MSSM $`H^0`$ and $`A^0`$ production. We set $`\mathrm{tan}\beta =1`$, $`\beta \alpha =\pi /2`$ and all supersymmetric masses equal to 10 TeV, such that the Higgs production is mostly due to the top quark loop only. The parton shower, including the azimuthal angular correlation , follows the HERWIG default, although we found two bugs which had to be corrected before the effect of the angular correlation could be seen. One bug affects the azimuthal angle of the branching $`qgq`$, whereas the other, more serious, bug affects the Lorentz boost of the jets to the laboratory frame. The resultant code will be part of the next HERWIG sub-version.

We have performed the analysis also incorporating the heavy quark initiated hard process $`Q\overline{Q}\mathrm{\Phi }`$, but there was no significant alteration to the results presented herein.

For jet reconstruction, we make use of the program GETJET . This uses a simplified version of the UA1 jet algorithm with jet radius $`\mathrm{\Delta }R`$ which we set equal to 0.4.

For the Standard Model parameters, we adopted the default values in HERWIG. For the structure function, we have used the default set in HERWIG, namely the mean of the central gluon and higher gluon leading order structure functions of MRST98 . We follow the numbers in ref.  for the Higgs boson mass of 120 GeV and the jet selection criteria. We do not decay the Higgs boson and do not impose any cuts on its kinematics. We take the LHC centre-of-mass energy $`\sqrt{s}=14`$ TeV.

The jet selection criteria, which we define to be applicable to the two jets with the highest transverse momenta $`p_{T}^{}{}_{j}{}^{}`$, are as follows:

$`p_{T}^{}{}_{j}{}^{}>20\mathrm{GeV},|\eta _j|<5,\mathrm{\Delta }R_{jj}>0.6`$
$`|\mathrm{\Delta }\eta _{jj}|>4.2,\eta _{j1}\eta _{j2}<0,m_{jj}>600\mathrm{GeV}.`$ (22)
Thus we are picking out events with one forward jet and one backward jet, with large combined invariant mass.

The result of our parton-shower simulation on the azimuthal angular difference $`\mathrm{\Delta }\varphi `$, following the procedures outlined above, is shown in fig. 2. The error-bars are for the statistics. We generated one million events in each case to compensate for the low acceptance. Since the total cross section is around 20 pb, this corresponds to about 50 fb-1 integrated luminosity.

The difference in the normalization between the CP-even case and the CP-odd case is due to the different loop amplitudes depending on whether the produced Higgs boson is CP-even or CP-odd. The total cross section is similar to that shown in fig. 1. The points marked ‘No correlation’ corresponds to the same hard process as the CP-even case but with the azimuthal correlation turned off by means of the HERWIG option AZSPIN=.FALSE.

The curves in fig. 2 are fitted by the Fourier series analysis using the expansion $`a_0+a_1\mathrm{cos}(2\mathrm{\Delta }\varphi )`$. Our fit gives $`101.2+13.0\mathrm{cos}(2\mathrm{\Delta }\varphi )`$ (fb) for the CP-even case and $`82.014.9\mathrm{cos}(2\mathrm{\Delta }\varphi )`$ (fb) for the CP-odd case. With the azimuthal correlation switched off, we obtain $`100.11.45\mathrm{cos}(2\mathrm{\Delta }\varphi )`$ (fb) so that it is possible that the case without azimuthal correlation is not completely flat. We calculated the statistical error on the Fourier coefficients to be about 1 fb for all coefficients. The coefficient in this case is found to be $`1.24\sigma `$ away from being flat.

The correlation is evidently diluted. As the distribution is almost proportional to $`1+\mathrm{cos}(2\mathrm{\Delta }\varphi )`$ for the CP-even case in fig. 1, we may say that there is dilution by nearly one order of magnitude, in agreement with the analysis in sect. 2.

Next, let us look at the jet $`p_T`$ scale dependence of the correlation coefficient. In order to account for the possibly intrinsically non-flat distribution, we calculate the mean of the CP-even and CP-odd correlation coefficients given by:

$$\left|\frac{a_1}{a_0}\right|=\frac{1}{2}\left[\left(\frac{a_1}{a_0}\right)_{\mathrm{CP}\mathrm{even}}\left(\frac{a_1}{a_0}\right)_{\mathrm{CP}\mathrm{odd}}\right].$$
(23)
For the evolution equation analysis, the correlation coefficient is calculated as the square of $`<\rho _{}>`$ given in eqn. (20).

The result is shown in fig. 3, taking the jet $`p_T`$ scale to be the minimum $`p_{T}^{}{}_{j}{}^{}`$ for the HERWIG simulation and $`p_{T}^{}{}_{j}{}^{}`$ in the evolution equation analysis as seen in eqn. (20). We rather arbitrarily chose $`\mathrm{\Lambda }=180`$ MeV in this case, equal to the value of the HERWIG variable QCDLAM. We set the higher scale $`\sqrt{\widehat{s}}=120`$ GeV to correspond to the Higgs boson mass.

We see that the HERWIG results are in good agreement with the evolution equation analysis in sect. 2. The running of the correlation coefficient at low jet energy scales is slower in HERWIG. This is natural when we consider the fact that the actual $`p_{T}^{}{}_{j}{}^{}`$ is always higher than the imposed $`p_{T}^{}{}_{j}{}^{}`$ cut, especially so when the cut is low. We verified this by taking the $`p_{T}^{}{}_{j}{}^{}>10`$ GeV point and further imposing the constraint that neither of the tagged jets have $`p_{T}^{}{}_{j}{}^{}`$ greater than 20 GeV. We obtain $`0.000\pm 0.024`$ for the coefficient in this case.

As mentioned in sect. 2, there is further dilution in the HERWIG analysis compared to the evolution equation analysis due to the imperfect polarization at the jet $`p_T`$ scale and the modification of the $`p_T`$ direction due to extra emission. The latter is expected to be important when the jet $`p_T`$ scale is low. The result in fig. 3 indicates that although these effects must be present, they do not significantly alter the behaviour derived by the evolution equation analysis.

Our analysis so far has been carried out at the parton-shower level. Let us now turn our attention to the effect of hadronization. In fig. 4, we show the numbers for the hadron level simulation corresponding to the cuts of eqn. (22), i.e., with $`p_{T}^{}{}_{j}{}^{}>20`$ GeV. We have turned off soft underlying events. We have utilized the simplified calorimeter simulation in GETJET. For the electromagnetic calorimeter, we take the resolution to be $`\sigma _E/E=10\%/\sqrt{E/\mathrm{GeV}}`$, and for the hadronic calorimeter, we take the resolution to be $`\sigma _E/E=50\%/\sqrt{E/\mathrm{GeV}}`$. We observe that except for the reduced acceptance rate, the result is similar to that shown in fig. 2. The resulting coefficient $`<|a_1/a_0|>`$ is consistent with the parton level simulation.

## 4 Conclusions

By means of an evolution equation analysis and the HERWIG parton shower, we have performed an all-order study of the jet azimuthal angular distribution of events containing a Higgs boson and at least two jets at LHC.

The results of the two analyses are consistent with each other and predict that due to the emission of extra partons, the azimuthal angular correlation that arises in the fixed-order analysis is diluted by almost one order of magnitude.

Although we have specialized to the case of Higgs boson production, our results are applicable to jets accompanying any hard process initiated by two gluons.

We have verified that hadronization does not significantly modify our conclusions.

### Acknowledgements

This work was at one stage intended as a collaborative study with Yoshiaki Yasui and Eri Asakawa. I am very much grateful to them for discussions and their interest in this work.

I thank Bryan Webber for penetrative comments and guidance. I have also benefited from discussions with, and encouragement from, many others, including Ian Knowles, Mike Seymour, Tim Steltzer, and the members of the KEK theory group and the HEP group of the Institute of Physics, Academia Sinica.

I thank the authors of ref.  for reading and commenting on the manuscript, and for their permission to reproduce fig. 1.


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# Minireview of Leptoquark Searches

## 1 Introduction

Leptoquarks are hypothetical bosons which couple to a lepton and a quark via a Yukawa coupling (denoted $`\lambda `$). In the Standard model, both quarks and leptons occur in left-handed $`SU(2)`$ doublets and right-handed $`SU(2)`$ singlets. The symmetry between quarks and leptons leads to the cancellation of triangle anomalies which make the SM renormalizable. Leptoquarks appear in theories in which this symmetry is more fundamental.

Leptoquarks (LQs) are color triplets, which would be pair produced in either $`q\overline{q}`$ or $`gg`$ interactions at $`p\overline{p}`$ or $`pp`$ colliders. Because they carry electroweak charge, they would also be pair produced in $`e^+e^{}`$ or $`\mu ^+\mu ^{}`$ collisions. Only standard model gauge couplings are involved in pair production; therefore the cross sections depend neither on the quark-lepton-LQ Yukawa coupling nor on the quark and lepton generations to which the leptoquark couples. In contrast, leptoquarks would be singly produced via the Yukawa coupling in a lepton-quark collision. Searches at electron-proton colliders are sensitive only to LQs which couple to electrons and the sensitivity to LQs which couple to second and third generation quarks is far below that of first-generation LQs. Leptoquarks are usually (but not always) assumed to be generation diagonal. Models in which LQs couple to more than one generation of quarks or leptons would induce flavor-changing neutral currents or lepton flavor violation respectively.

The model of Buchmüller, Rückl and Wyler (BRW), in which leptoquarks couple to a single generation of SM fermions via chiral Yukawa couplings which are invariant under $`SU(3)\times SU(2)\times U(1)`$ is often used to classify possible leptoquark species. In the BRW model baryon and lepton numbers ($`B`$ and $`L`$) are conserved; there exist ten possible leptoquark species characterized by the chirality of the coupling, the the spin ($`J=0`$ or 1), the weak isospin ($`T=`$0, $`1/2`$, or 1), and the fermion number, $`F=3B+L=0`$ or $`2`$. Four of the species could have separate couplings to right- and left-handed leptons. A leptoquark which coupled first generation quarks to both left- and right-handed electrons would mediate $`\pi e\nu `$ decay. The agreement of the measured decay rate with SM predictions motivates the conventional assumption that only one of the couplings can be nonzero. In the most commonly used notation $`F=0`$ scalar ($`S`$) and vector ($`V`$) species are denoted $`S_{1/2}^L`$, $`S_{1/2}^R`$, $`\stackrel{~}{S}_{1/2}^L`$, $`V_0^L`$, $`V_0^R`$, $`\stackrel{~}{V}_0^R`$ and $`V_1^L`$, while the $`F=2`$ species are $`S_0^L`$, $`S_0^R`$, $`\stackrel{~}{S}_0^R`$, $`S_1^L`$, $`V_{1/2}^L`$, $`V_{1/2}^R`$, and $`\stackrel{~}{V}_{1/2}^L`$. The sub- and superscripts indicate the lepton chirality and the weak isospin respectively. The species $`\stackrel{~}{S}`$ and $`\stackrel{~}{V}`$ differ by two units of hypercharge from $`S`$ and $`V`$ respectively. Partial widths for scalar and vector LQs with mass $`M_{LQ}`$ are given by $`\lambda ^2M_{LQ}/16\pi `$ and $`\lambda ^2M_{LQ}/24\pi `$ respectively.

## 2 Leptoquark Searches the Tevatron

The Tevatron experiments have performed searches for first, second, and third generation leptoquarks, including separate analyses for decays to charged leptons and to neutrinos. The results are summarized in table 1. Limits are more restrictive for LQs which decay to $`eq`$ and $`\mu q`$ than those decaying to $`\nu q`$. CDF has used their silicon vertex detector to tag $`b`$ and $`c`$ quarks while D0 identifies $`b`$-jets by associated muons. For scalar LQs, NLO cross section calculations are used in limit setting. In vector LQ cross section calculations (done at LO), the coupling of the LQ and gluon fields is model dependent and limits for several different models are quoted.

## 3 Leptoquark Searches at HERA

At the HERA electron-proton collider, first-generation leptoquarks can be singly produced via fusion of the beam electron with valence quarks in the proton. Event by event, the electron-jet and neutrino-jet final states resulting from LQ production (or exchange of virtual LQs) are indistinguishable from Neutral and Charged Current Deep Inelastic Scattering (DIS). If $`M_{LQ}`$ is below the center of mass energy, ($`\sqrt{s}=318`$ GeV) and the width of the LQ state is small, LQs would be produced as an $`s`$-channel resonance with cross section proportional to $`\lambda ^2`$. Leptoquark production and decay would give rise to a a peak in the spectrum of lepton-jet invariant mass ($`M_\mathrm{}j`$), while the DIS background appears as a continuum. The lepton-jet invariant mass is related to the fraction $`x`$ of the proton momentum carried by the interacting quark by $`M_\mathrm{}j^2=xs`$. A LQ signal is distinguished from the DIS background by the angular distribution of the final-state leptons. Define $`\theta ^{}`$ as the angle between the incident electron and the final state lepton in the LQ rest frame and $`y=1\mathrm{cos}\theta ^{}`$. The distribution of $`y`$ for scalar LQ events is flat while vector LQs have a $`1y^2`$ distribution. In contrast, the NC-DIS background follows a $`1/y^2`$ distribution (for $`\gamma `$ exchange). Both H1 and ZEUS have searched for LQs by computing a $`\lambda `$-dependent likelihood for the 2-dimensional distributions of electron-jet and neutrino-jet events in $`M_\mathrm{}j`$ and $`y`$ (or $`\mathrm{cos}\theta ^{}`$). This method is also sensitive to the changes in the observed $`(M_\mathrm{}j,\mathrm{cos}\theta ^{})`$ distribution resulting from $`u`$\- and $`s`$-channel LQ diagrams with $`M_{LQ}`$ $`\stackrel{>}{}`$ $`\sqrt{s}`$. Example of the resulting limit curves are shown in Fig. 1.

In table 2, the ZEUS lower limits on $`M_{LQ}`$ for $`\lambda =0.1`$ are shown. Both H1 and ZEUS have also obtained limits for LQs with $`M_{LQ}>\sqrt{s}`$ by examining the $`Q^2`$ spectrum of NC-DIS-like events ($`Q^2`$ is the negative square of the 4-momentum transfer between the incident $`e`$ and the hadronic system). Limits obtained in these analyses are consistent with those in the analyses described above. In addition ZEUS and H1 have searched by LQs which couple to two different lepton generations, thereby inducing lepton flavor violation.

## 4 Leptoquark Searches at LEP

Three sorts of leptoquark searches have been performed at LEP. Leptoquarks with $`M_{LQ}<\sqrt{s}/2`$ would be pair produced via electroweak coupling. Using data with $`\sqrt{s}`$ from 189 to 209 GeV OPAL searched for scalar and vector LQs from all three generations, obtaining lower limits on $`M_{LQ}`$ ranging from 72 to 102 GeV. Single LQ production can occur via the interaction of an electron with a radiated photon which resolves into $`q\overline{q}`$. Limits in the $`(M_{LQ},\lambda )`$ plane for various LQ species obtained by OPAL range from 189 to 209 GeV for $`\lambda =\sqrt{4\pi \alpha _{\mathrm{em}}}`$, where $`\alpha _{\mathrm{em}}`$ is the fine structure constant. See  for DELPHI results. The most interesting LQ searches performed at LEP look for indirect effects of $`t`$-channel ($`F=0`$) or $`u`$-channel ($`F=2`$) LQ exchange in the reaction $`e^+e^{}q\overline{q}`$. L3 limits on $`\lambda `$ vs. $`M_{LQ}`$ for scalar LQs are shown in Fig. 2.

Table 2 shows combined LEP limits on LQs which couple to $`e`$ and quarks of different generations. These limits were obtained using the cross section for $`e^+e^{}`$ hadrons for $`\sqrt{s}`$ between 130 and 207 GeV. For LQs which couple to $`ec`$ and $`eb`$, the the $`c\overline{c}`$ and $`b\overline{b}`$ fractions $`R_c`$ and $`R_b`$, and the forward-backward asymmetries were also used.

## 5 Summary

For first generation leptoquarks, the Tevatron experiments have set limits on scalars (coupling to $`eq`$) of $`M_{LQ}>242`$ GeV and corresponding vector LQ limits in the range from 233 to 345 GeV, depending on model assumptions. The LEP experiments have set lower limits on $`M_{LQ}`$ (which are approximately proportional to $`\lambda `$) which range from 165 to 917 GeV for $`\lambda =\sqrt{4\pi \alpha _{\mathrm{em}}}0.31`$. The HERA experiments have set lower mass limits in the range of $`250`$ to 280 GeV for $`\lambda =0.1`$. In addition, searches at the Tevatron and LEP have constrained LQs coupling to leptons and quarks of the second and third generations.


text:
# The X-ray/𝛾-ray spectrum of XTE J1550–564 in the very high state

## 1 Introduction

Galactic black hole candidates show variety of spectra at X-ray and $`\gamma `$-ray energies. These can be roughly described in terms of a soft, quasi-thermal component from the accretion disc together with a power-law-like tail extending to much higher energies. Five ‘canonical’ spectral states have been identified historically, based on the luminosity and spectral shape (see e.g. Esin, McClintock & Narayan 1997 and references therein). The very high state is generally seen at the highest luminosities, where the soft thermal component (with temperature of 0.5–1 keV) and power-law tail (photon spectral index $`\mathrm{\Gamma }`$ = 2–3) have comparable power. In the high state the hard tail is much weaker or sometimes even not present. The intermediate state is rather like the very high state, but at lower disc temperature and luminosity (Belloni et al. 1996; Méndez & van der Klis 1997), while the low state is somewhat different, being characterised by a hard ($`\mathrm{\Gamma }<2`$) power-law-like spectrum with a very weak, low temperature disc component (Bałucińska-Church et al. 1995; di Salvo et al. 2001). At very low luminosities, transient sources go into the quiescent state, which is a very low luminosity version of the low state (Kong et al. 2000; Sutaria et al. 2002). The high and very high states are often described as soft states, while the low state is commonly referred to as a hard state. Persistent sources like Cyg X-1 and LMC X-1 spend most of their time in one state, however transients like Nova Muscae can progress through a sequence of all five states during an outburst (Ebisawa et al. 1994). See Done & Gierliński (2003) for an overview of these spectral states.

The power-law-like tails extending to X/$`\gamma `$-ray energies are commonly explained by Compton up-scattering of the soft seed photons from the accretion disc by a population of high-energy electrons. In the low/hard state the observed hard spectra roll over at 100–200 keV, indicating that the electrons are mostly thermal (with typical temperatures of $``$ 100 keV) and have optical depth of order unity (e.g. Gierliński et al. 1997; Zdziarski et al. 1998; Frontera et al. 2001). By contrast, in the soft states the steeper tail extends unbroken to MeV energies (Grove et al. 1998), indicating that the electron energy distribution is predominantly non-thermal. More detailed spectral studies of the very high- and high-state spectra show that the tail is best described by Comptonization from a complex electron distribution, where there is both a low temperature ($`10`$ keV) thermal electron distribution (Życki, Done & Smith 2001; Kubota, Makishima & Ebisawa 2001) together with non-thermal power-law electrons (Gierliński et al. 1999; Zdziarski et al. 2002). A two-component electron distribution could arise fairly naturally from non-thermal electron acceleration regions powered by magnetic reconnections above a disc. Low-energy electrons cool preferentially by Coulomb collisions leading to a thermal distribution while the high-energy electrons cool by Compton scattering, preserving a non-thermal distribution (Coppi 1999). Alternatively, the thermal and non-thermal electrons could be spatially distinct, e.g. magnetic reconnection above the disc can produce a non-thermal electron distribution, while overheating of the inner disc produces the thermal Comptonization (Kubota et al. 2001).

The soft and hard states are clearly distinct in their spectral properties (e.g. Zdziarski et al. 2002). Transition between the states is compatible with being driven by a changing accretion geometry, where the low state has an accretion disc only at large radii, with the inner disc being replaced by a hot, optically thin, geometrically thick flow (e.g. Poutanen, Krolik & Ryde 1997). With increasing accretion rate the disc moves inwards increasing its temperature and the number of seed photons cooling the inner flow so the Comptonized spectrum becomes softer. Eventually, when the inner flow becomes optically thick it collapses, the inner disc replaces the hot flow and the source reaches one of the soft states (see e.g. Esin et al. 1997).

This review of spectral properties draws heavily from the very few broad bandpass X/$`\gamma `$-ray observations of black holes. To constrain both the disc and hard component requires simultaneous data over a broad energy range, ideally $``$ 0.1–1000 keV. While both the Phoswich Detector System on board BeppoSAX and High Energy X-ray Timing Experiment (HEXTE) on board Rossi X-ray Timing Explorer (RXTE) can give data out to $``$ 100–200 keV, the Oriented Scintillation Spectrometer Experiment (OSSE) on the Compton Gamma Ray Observatory (CGRO) is unique in being able to extend the bandpass to higher energies. This is especially important in soft states, as there the hard component is known to extend to the highest energies. However, there are only very few broad-band observations of black hole candidates in these spectral states: GRS 1915+105 (Zdziarski et al. 2001; Ueda et al. 2002), GRO J1655–40 (Tomsick et al. 1999), Cyg X-1 (Gierliński et al. 1999; McConnell et al. 2002). However, both GRO J1655–40 and GRS 1915+105 are thought to be extreme Kerr black holes due to their high accretion disc temperatures (e.g. Zhang, Cui & Chen 1997), so there are no very high state broad-band spectra of ‘normal’ black holes.

In this paper we remedy the situation by analysing the broad-band simultaneous RXTE/OSSE data of the X-ray black hole transient XTE J1550–564, and derive constraints on the electron distribution and accretion flow geometry. We show that the hard tail is remarkably similar to that seen in the extreme Kerr, microquasar black holes, so it is most probably a generic feature of high mass accretion rate flow onto a black hole rather than being associated with spin or radio jets.

## 2 The source

The X-ray nova XTE J1550–564 was discovered during its spectacular outburst in 1998 (Smith et al. 1998). Two weeks into the outburst it reached a peak flux of 6.8 crab ($`1.6\times 10^7`$ erg s-1 cm-2) in 2–10 keV energy range, making it the brightest X-ray transient observed so far by RXTE. The X-ray (2–10 keV) lightcurve from All-Sky Monitor (ASM), is more complex than a fast rise, exponential decay, having a bright flare followed by two plateaus separated by a weak minimum. Such lightcurves are not uncommon (see e.g. Chen, Shrader & Livio 1997), and are probably connected to enhanced mass transfer from the irradiated companion star (Esin, Lasota & Hynes 2000). The complex X-ray spectral evolution during the outburst is shown in Fig. 1 by comparing the 2–10 keV lightcurve from ASM to the harder X-ray (20–100 keV) lightcurve from CGRO Burst And Transient Source Experiment (BATSE). More details of this spectral evolution are given in Sobczak et al. (2000), Homan et al. (2001), Wilson & Done (2001) and Kubota et al. (2003).

Observations of the optical companion (Orosz et al. 2002) led to an estimate of the compact object mass, 8.4–10.8 M, confirming its black hole nature. The inclination angle of the binary is quite high, $`67^{}`$$`77.4^{}`$ (both estimates are given with $`1\sigma `$ errors, the $`3\sigma `$ ranges are 6.8–15.6 M and $`55^{}`$$`79^{}`$, respectively). The distance is less well constrained by their data on the optical companion, with $`D`$ = 3.0–7.6 kpc (best fit value of 5.3 kpc). Throughout this paper we assume $`M`$ = 10M, $`i=70^{}`$ and $`D`$ = 5.3 kpc.

## 3 The data

In this paper we analyse the contemporaneous X/$`\gamma `$-ray spectra of XTE J1550–564 from ASCA, RXTE and OSSE in a period from 1998 September 23 to 1998 October 6 (MJD 51080–51092) i.e. in the first part of the outburst, in the plateau just after the strong flare. There are RXTE observations over this entire period, while the ASCA data are limited to a snapshot at the start (September 23/24) which does not quite overlap with the OSSE data (between September 25 and October 6). The times of our data are shown on the soft and hard X-ray lightcurves of the outburst in Fig. 1 while a detailed observation log is presented in Table 1.

We used the standard product ASCA Gas Imaging Spectrometer (GIS) spectrum from detector 2, with response matrix version 4.0, corrected for dead time (Makishima et al. 1996). Since the source is very bright we fit the GIS2 spectrum alone to avoid possible cross-calibration uncertainties between GIS2 and GIS3. There is a simultaneous RXTE pointing (observation number 30191-01-10-00), but we treat the ASCA data separately to avoid the significant cross-calibration issues between RXTE and ASCA (e.g. Done, Madejski, Życki 2000).

The OSSE data for viewing period 729.5 extends between September 25 and October 6 (Fig. 1). We use a high-level product spectrum extracted for detectors 1, 2, 3 and 4, for the whole viewing period. Due to rather large OSSE field of view ($`11^{}\times 3.8^{}`$; Johnson et al. 1993) there is always a danger of a background source contaminating the spectrum. Therefore, we compare the OSSE spectrum with the simultaneous HEXTE spectrum. Since HEXTE has much smaller field of view ($`1^{}`$; Rothschild et al. 1998), contamination by a background source is much less probable. The excellent agreement between the HEXTE and OSSE spectra (see Section 5.2) make contamination by a background source rather unlikely.

RXTE observed the source 15 times during OSSE viewing period 729.5, with observation archival numbers (obsids) between 30191-01-12-00 and 30191-01-23-00. To assess the source X-ray variability over this 10 day period we create a PCA colour-colour diagram, using a method described by Gierliński & Done (2002). The diagram, shown in Fig. 2, contains all the PCA data collected during the 1998/1999 outburst, and observations simultaneous with OSSE are marked in black. There is a shift in colours during this period, though it is small compared to the spectral variation seen during the whole outburst. This particular part of the colour-colour diagram corresponds to the very high spectral state (Done & Gierliński 2003).

We extract the PCA and HEXTE spectra using ftools 5.2 for each of the aforementioned obsids, and also create a single spectrum for each instrument averaged over the whole OSSE viewing period. For the PCA, we extract the spectra from detectors 0 and 1, top layer only (see Wilson & Done 2001), correcting for the photon pile-up (Tomsick et al. 1999). For HEXTE we extract spectra from cluster 0 only.

## 4 Spectral models

As outlined in the introduction, the X-ray spectrum is probably formed by Compton scattering of the accretion disc seed photons. While an exponentially cutoff power law is often used as an approximation to a thermally Comptonized spectrum, this becomes very inaccurate if the observed bandpass approaches the typical seed photon or electron energies (e.g. Done, Życki & Smith 2002; Zdziarski et al. 1998). Since we have an extremely broad bandpass we use instead the best available Comptonization models, which properly calculate the shape of the high-energy rollover for thermal electrons, and include the low-energy cutoff close to the seed photon energies. There are currently two of these Comptonization codes available for spectral fitting, compps (Poutanen & Svensson 1996) and eqpair (Coppi 1999). Both of these can calculate the spectra from thermal as well as non-thermal Comptonization.

The compps code computes Comptonization in various specific geometries (we assume spherical) from a given electron distribution of total optical depth $`\tau `$. This is split between a thermal distribution (Maxwellian, with temperature $`T_e`$) which is truncated at some Lorentz factor $`\gamma _{\mathrm{min}}`$, above which it has a non-thermal \[power law, $`N(\gamma )\gamma ^p`$\] distribution up to Lorentz factor $`\gamma _{\mathrm{max}}`$.

The eqpair code is rather different in that it computes the electron distribution self-consistently, assuming that the electrons are injected with a power-law distribution of index $`\mathrm{\Gamma }_{\mathrm{inj}}`$. The rate of Compton cooling is larger at higher energies, so the equilibrium distribution is softer than the injected one with index $`p=\mathrm{\Gamma }_{\mathrm{inj}}+1`$ (e.g. Blumenthal & Gould 1970). The electrons can also thermalize through Coulomb collisions, producing a hybrid, thermal/non-thermal distribution. However, the code also allows some fraction of the total power to be used to heat the thermal distribution directly. The microscopic processes are calculated in the plasma cloud of assumed optical depth of ionization electrons, $`\tau _{\mathrm{ion}}`$. The total optical depth, $`\tau =\tau _{\mathrm{ion}}+\tau _{\mathrm{pair}}`$, is calculated self-consistently, including the additional optical depth in electron-positron pairs, $`\tau _{\mathrm{pair}}`$, produced by photon-photon collisions. The plasma properties depend on its compactness

$$\mathrm{}\frac{\sigma _\mathrm{T}}{m_\mathrm{e}c^3}\frac{}{},$$
(1)
where $``$ is the power supplied to the plasma, $``$ is its characteristic size, $`\sigma _\mathrm{T}`$ is the Thompson cross section and $`m_e`$ is the electron mass. The power supplied to the electrons is parameterized as a hard compactness, $`\mathrm{}_\mathrm{h}`$, while the power in soft seed photons is given as a soft compactness, $`\mathrm{}_\mathrm{s}`$. The hard compactness is split into non-thermal electron acceleration and direct thermal heating, denoted $`\mathrm{}_{\mathrm{nth}}`$ and $`\mathrm{}_{\mathrm{th}}`$, respectively, where $`\mathrm{}_\mathrm{h}`$ = $`\mathrm{}_{\mathrm{nth}}`$\+ $`\mathrm{}_{\mathrm{th}}`$. The electron temperature, $`T_e`$, is calculated self-consistently from the balance between cooling and heating. We note that even when the whole power is supplied to non-thermal electrons (i.e. $`\mathrm{}_{\mathrm{th}}`$ = 0), the Coulomb cooling can dominate at lower energies over Compton cooling, so the electrons will form a hybrid distribution. The model parameters are $`\mathrm{}_\mathrm{s}`$, $`\mathrm{}_\mathrm{h}/\mathrm{}_\mathrm{s}`$, $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$, $`\mathrm{\Gamma }_{\mathrm{inj}}`$ and $`\tau _{\mathrm{ion}}`$.

Both models include the reflected continuum computed from the incident continuum using the Green’s functions of Magdziarz & Zdziarski (1995). This is relativistically smeared (Fabian et al. 1989), but does not include the self-consistently produced iron K$`\alpha `$ line, so we include this separately using the diskline model (Fabian et al. 1989), with relativistic smearing set equal to that of the reflected continuum. These are parameterized by the solid angle of the reflecting medium, $`\mathrm{\Omega }`$, its ionization, $`\xi `$, and the inner disc radius, $`R_{\mathrm{ref}}`$. The rest-frame energy of the line is denoted as $`E_{\mathrm{line}}`$ and its equivalent width as $`EW`$.

For purely thermal Comptonization we also use a more approximate (but faster) thcomp code (Zdziarski, Johnson & Magdziarz 1996), which is based on Kompaneets (1956) equation. This assumes that the photons diffuse in both time and space (Sunyaev & Titarchuk 1980), which becomes inaccurate for temperatures above $``$ 50 keV, as such photons lose a large fraction of their energy in Compton down-scattering.

In all of these models we assume that the seed photons for Comptonization have a multi-colour disc blackbody (model diskbb; Mitsuda et al. 1984) distribution, with temperature $`T_{\mathrm{seed}}=T_{\mathrm{diskbb}}`$. We allow for additional disc photons which do not pass through the Comptonizing region, e.g. corresponding to a fraction of the disc not covered by a patchy corona. For calculating inner disc radius we take into account all disc photons, both seed and non-seed. In figures we plot only the disc photons which reach the observer unscattered.

## 5 Results

For spectral fitting we use the X-ray spectral fitting package xspec version 11 (Arnaud 1996), with our own implementation of the Comptonization models described above. The error of each model parameter is given for a 90 per cent confidence interval ($`\mathrm{\Delta }\chi ^2=2.7`$). We use the 0.9–10 keV GIS data, 3–20 keV PCA data, 20–150 keV HEXTE data and 50–1000 keV OSSE data. The relative normalizations of the PCA, HEXTE and OSSE are uncertain, so we allow them to be free parameters in simultaneous spectral fits. We base fluxes on the PCA normalization.

### 5.1 ASCA

The near-simultaneous ASCA observation gives us an excellent opportunity to study the soft X-ray part of the XTE J1550–564 spectrum, not covered by RXTE and OSSE. From the PCA data we know that the X-ray spectrum did not change much between ASCA and OSSE observations, so we can apply the seed photon temperature, $`T_{\mathrm{seed}}`$, and Galactic absorption, $`N_H`$, obtained from ASCA to the RXTE/OSSE spectral fits.

We use all three Comptonization models to check that the results do not depend on the details of the models used. The ASCA data are not sensitive to the details of the high energy spectrum, so we assume that the Comptonizing electrons are thermal with electron temperature fixed at $`kT_e`$ = 30 keV (compps and thcomp) or equivalently $`\tau _{\mathrm{ion}}=2`$ for eqpair.

Our model consists of this thermal Comptonization (together with its reflected continuum and associated iron line emission), and a multicolour disc blackbody. All three models for the Comptonized continuum give almost identical values of $`N_H`$ and $`T_{\mathrm{seed}}`$ (Table 2). We check that our choice of $`T_e`$ (or equivalently $`\tau _{\mathrm{ion}}`$) did not affect these values, and even replacing the disc spectrum by a single-temperature blackbody gives only a slightly lower column of about $`6.0\times 10^{21}`$ cm-2.

This result is not very different from previous findings. Jain et al. (1999) found $`N_H9\times 10^{21}`$ cm-2 from optical reddening in the direction of XTE J1550–564. Kong et al. (2002) fit the Chandra spectra of XTE J1550–564 in quiescence with various models and found $`N_H`$ between 3 (blackbody) and $`9\times 10^{21}`$ cm-2 (power law). Thought it not clear what spectral shape should we expect from a black hole binary in a quiescence, Tomsick, Corbel & Kaaret (2001) point out that the blackbody model leads to rather unphysical size of the source, $``$ 0.1 km. Raymond-Smith, bremsstrahlung and power law models with Chandra data all give $`N_H`$ consistent with our result. We note that a much larger column of $`2\times 10^{22}`$ cm-2 found by Sobczak et al. (2000) from the PCA fits is due to lack of sensitivity of the PCA below $``$ 3 keV. And indeed, when we allow $`N_H`$ to be a free parameter in our RXTE/OSSE fit (see below, Section 5.3), it yields $`N_H2.5\times 10^{22}`$ cm-2.

Strongly ionized reflection is significantly detected in all these models (see also Wilson & Done 2001), but rather surprisingly the amount of relativistic smearing is small. From all three models we find very high inner disc radius, typically $`R_{\mathrm{ref}}>200R_g`$ (where $`R_gGM/c^2`$ is the gravitational radius). However, closer investigation of the residuals shows that this is driven by narrow features in the spectrum around the iron line energy. A disc which extends much further into the gravitational potential is consistent with the data if there is a narrow absorption line at $`7.2`$ keV with 40 eV equivalent width. Such narrow features are seen from other X-ray binary systems viewed at high inclination, as GRO J1655–40 (Ueda et al. 1998) or GRS 1915+105 (Kotani et al. 2000), where it is interpreted as resonance absorption from iron, but the line energy we obtain in XTE J1550–564 is slightly too high. A P Cygni line profile, as seen in Cir X-1 (Brandt & Schulz 2000), gives an equally good fit to the XTE J1550–564 data, but with emission and absorption line energies ($`6.9`$ and $`7.0`$ keV, respectively) which are physically consistent with the resonant transition in Fe XXVI. However, the seed photon energy and absorption column are unchanged by these different models of the iron line structure. Thus the derived $`N_H`$ and $`T_{\mathrm{seed}}`$ are fairly robust.

### 5.2 OSSE and HEXTE

The OSSE spectrum extracted from the entire viewing period give an excellent fit ($`\chi ^2/\nu `$ = 7.5/19) to a simple power law with photon spectral index $`\mathrm{\Gamma }=3.09\pm 0.04`$. There is no evidence for any high-energy cutoff in the data with a lower limit on an exponential rollover energy of 990 keV.

The HEXTE data are evenly spread throughout the OSSE observation, so we can use the better signal to noise of the HEXTE instrument to look for spectral variability. The PCA data clearly shows that at lower energies there is indeed a small spectral change throughout this time, with root-mean-square variation in the soft and hard PCA colours of 2.9 and 2.6 per cent, respectively (Fig. 2). We fit the HEXTE spectrum from each RXTE obsid by a cutoff power law and Fig. 3 shows the resulting values of the e-folding energy, spectral index and flux. The spectral shape is consistent with remaining constant (with $`\mathrm{\Gamma }2.4`$ and $`E_c80`$ keV) despite the 20–150 keV flux decreasing by $``$ 15 per cent. Hence we are justified in co-adding all the HEXTE and OSSE data accumulated over this period to form a single spectrum from each instrument.

Plainly, the power law and exponential cutoff models have very different parameters in the HEXTE and OSSE spectra, so a joint fit with this model gives a very poor $`\chi ^2`$. Fig. 4 shows the residuals of a joint fit of the two spectra to a phenomenological model of a power law plus thermal Comptonization model. The fit is reasonably good ($`\chi ^2/\nu `$ = 65.8/54), but more importantly, Fig. 4 clearly shows that the HEXTE and OSSE data are in very good agreement in their region of overlap. There are no big cross-calibration problems, or problems with a contaminating source in the large OSSE field of view.

### 5.3 RXTE and OSSE

Finally, we fit the averaged PCA, HEXTE and OSSE data together with the proper Comptonization models. We fix $`N_H=6.5\times 10^{21}`$ cm-2 and $`kT_{\mathrm{seed}}=kT_{\mathrm{diskbb}}=0.53`$ keV from the ASCA results (Section 5.1). We estimate the inner radius from the diskbb model, $`R_{\mathrm{diskbb}}`$, assuming distance of $`D`$ = 5.3 kpc, inclination angle of $`i=70^{}`$. We correct it for spectral hardening due to scattering, assuming the ratio of colour to effective temperature of 1.8 (Shimura & Takahara 1995; Merloni, Fabian & Ross 2000). We also correct it for the inner torque-free boundary condition (Gierliński et al. 1999).

#### 5.3.1 Maxwellian and power-law electrons

Purely thermal Comptonization (a model referred to as TH) cannot fit the observed spectrum. A model consisting of the disc blackbody, thermal Comptonization (any code described in Sec. 4) and its reflection/line gives $`\chi ^2/\nu 5`$. The best fit is shown in Fig. 5$`a`$ and clearly shows that the spectral curvature in the lower energy data, which requires a fairly low temperature ($`kT_e`$ 80 keV, $`\tau `$ 0.5) thermal Compton component, is strongly inconsistent with the higher energy data. In principle, a very high electron temperature ($``$ 100 keV) could fit the high-energy tail, but to have this together with a fairly steep overall spectrum requires a very low optical depth of the Comptonizing medium ($`\tau <0.1`$). The spectrum from Comptonization in such an optically thin plasma consists of distinct humps from subsequent scattering orders, which are not present in the data. Moreover, the fraction of unscattered disc photons would be much larger than seen in the data.

The high-energy tail in the data can be reproduced in the model by adding a power law. This gives much better, though still statistically unacceptable fit ($`\chi ^2/\nu `$ = 161/93). This is because the high-energy data requires fairly hard power law ($`\mathrm{\Gamma }2.3`$ from the fit) which extends down to lower energies and strongly contributes to the spectrum at soft X-rays, distorting it considerably.

Interestingly, a purely non-thermal, power-law electron distribution (model PL) cannot fit the data either ($`\chi ^2/\nu 4`$; Fig. 5$`b`$). This is because the spectrum from multiple Compton scatterings on power-law electrons is not a power law. The steep spectrum requires a soft electron index (best fit value of $`p=6.3`$ from compps). This means that the average electron energy is low, so photons must be scattered many times before they reach high energies ($`>`$ 100 keV). In such multiple scatterings they reach the Klein-Nishina regime where the cross-section for the scattering decreases. This creates a break in the spectrum at a few hundred keV (Ghisellini 1989), so underpredicting the higher energy data above $`300`$ keV. Power-law electrons with very small optical depth would be able to produce an unbroken power-law photon spectrum on a single scattering. This, however, would give too large fraction of unscattered disc photons again.

Plainly, the data require a more complex continuum. Now we use a model PLTH, consisting of two Comptonizing regions (both computed with compps): one with a Maxwellian (thermal) electron distribution, the other with power-law electrons. Both these Comptonize the seed photons from the disc independently. We obtain a very good fit with $`\chi ^2/\nu =65.9/94`$ (see Table 3). The spectrum at lower energies is dominated by the thermal component with temperature about 30 keV, while the high-energy tail is created by up-scattering seed photons on optically thin ($`\tau 0.3`$), steep power-law ($`p4.5`$) electrons, where the break from the Klein-Nishina is masked by the thermal Compton component (Fig. 6$`a`$).

The requirement for both thermal and non-thermal electrons does not simply rest on the (rather weak) detection of the source at the highest energies in OSSE ($`3.7\sigma `$ and $`1.5\sigma `$ for channels 350–600 keV and 600–900 keV, respectively). Instead it is driven by the overall spectral shape between $``$ 100 and $``$ 300 keV where the OSSE data have excellent statistics. Even the spectral fits with the OSSE data above 350 keV excluded strongly rule out purely thermal or purely power-law Comptonization models, as these both produce a much steeper high-energy cutoff than observed.

#### 5.3.2 Hybrid electrons

Alternatively, the complex continuum could be produced by a single Comptonizing plasma, where non-thermal electrons partially thermalize through Coulomb collisions, creating a hybrid distribution: Maxwellian at lower energies and power-law at higher energies. We use eqpair to compute this distribution self-consistently, together with its reflection/line emission and seed photons from the disc (model HYB).

This hybrid model gives a somewhat worse fit ($`\chi ^2/\nu =100.6/94`$, see Table 4 and Fig. 6$`b`$) than the two Comptonizing regions model PLTH ($`\chi ^2/\nu =63.4/92`$), although it is still statistically an adequate description of the data. The reason the fit is different is that Comptonization from two separate electron distributions, where one is thermal and the other non-thermal, gives a subtly different spectrum to that of a single hybrid electron distribution. The sum of a thermal and power-law distribution has the power-law electrons also contributing to the spectrum at low energies, whereas in the hybrid electron distribution there are only the thermal electrons at low energies. While in principle this could give us a way to distinguish between the two models, in practice the situation is much less clear due to uncertainties in the reflected spectrum (see below).

Error ranges are hard to obtain as many of the parameters are correlated, so give multiple local minima in $`\chi ^2`$. In particular, the soft compactness, $`\mathrm{}_\mathrm{s}`$, is anti-correlated with the fraction of power in the non-thermal injection, $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$. This is why in the model HYB we fixed $`\mathrm{}_\mathrm{s}`$ = 10. The soft compactness determines the strength of Compton cooling relative to Coulomb cooling, so a larger fraction of the non-thermal electrons thermalize for small $`\mathrm{}_\mathrm{s}`$. The effects of this can be offset by putting less power into the thermal heating of the electrons i.e. by increasing $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$. A model HYBN (see Table 4) with all the hard power in the non-thermal injection (fixed $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$ = 1, but $`\mathrm{}_\mathrm{s}`$ left free) is statistically acceptable ($`\mathrm{\Delta }\chi ^2=+1.7`$ compared to model HYB). This model has $`\mathrm{}_\mathrm{s}`$ $``$ 0.8, which is a firm lower limit on the soft compactness.

An upper limit on the soft compactness can also be found from the spectrum. Since the hard-to-soft compactness ratio is very well determined by the spectral shape, $`\mathrm{}_\mathrm{h}/\mathrm{}_\mathrm{s}`$ $``$ 1, large $`\mathrm{}_\mathrm{s}`$ requires large $`\mathrm{}_\mathrm{h}`$. But there is an upper limit on the hard compactness, since large $`\mathrm{}_\mathrm{h}`$ gives rise to a strong annihilation line which is not present in the data. Thus, we can roughly constrain the soft compactness, 1 $``$ $`\mathrm{}_\mathrm{s}`$ $``$ 20 and the total compactness, 2 $`\mathrm{}`$ 40.

The contribution of electron-positron pairs to the Comptonizing plasma is negligible, as the best-fitting model yields $`\tau _{\mathrm{pair}}10^3`$. The plasma would be pair-dominated ($`\tau _{\mathrm{pair}}>\tau _{\mathrm{ion}}`$) only for extremely high compactness, $`\mathrm{}3000`$, which is ruled-out by the data ($`\chi ^2/\nu 128/94`$).

The Compton reflection requires a substantial amount of relativistic smearing. We fix the inner disc radius at $`R_{\mathrm{ref}}=10R_g`$ during the fit, but values higher that $``$ 15$`R_g`$ are ruled-out. The best-fitting model give unphysical rest-frame iron line energy of 5.6 keV. This probably indicates that the Compton reflection model we use here is inadequate, as already inferred from the ASCA fits (Section 5.1).

These fits can be dramatically improved ($`\chi ^2/\nu =63.4/92`$, model HYBTH) by including an additional, optically thick, thermal Comptonization component (for which we use thcomp code). The residuals in Figs. 6$`b`$ and 6$`c`$ show that the improvement affects the whole spectral range, though in particular the features below $``$ 10 keV are substantially smoothed. The model is detailed in Table 4, but again the complex correlations between parameters mean that again the errors are only representative as we fixed $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$ = 0.59 (from model HYB) and $`R_{\mathrm{ref}}=30R_g`$.

The hot plasma properties are insensitive to the presence of the additional thermal Compton component. Both HYB and HYBTH models predict $`\mathrm{}_\mathrm{h}/\mathrm{}_\mathrm{s}`$ $``$ 1 and a significant fraction of the hard power from non-thermal electrons ($`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$ $``$ 0.5). They both rule out pair-dominated plasma. The main difference is in the optical depth of the Comptonizing medium, which decreased from $``$2.8 to $``$1.8 when thcomp was added.

The extrapolated unabsorbed bolometric flux of XTE J1550–564 from both models is $`1.1\times 10^7`$ erg cm-2 s-1. At a distance of 5.3 kpc, for a 10M black hole, this corresponds to about $`0.3L_{\mathrm{Edd}}`$.

## 6 High and very high X-ray spectral states

As we have outlined in the introduction, there are at least two distinct soft spectral states of black hole binaries: high and very high. We attribute our observation of XTE J1550–564 to the very high state. How does it compare with other sources, in both soft states? Fig. 7 shows a comparison of the high- and very high-state model spectra. The high-state spectrum is from Cyg X-1 (Gierliński et al. 1999) while the very high-state one is from XTE J1550–564 (this paper). The same model is used for both, with a hybrid electron distribution calculated using the eqpair code (Coppi 1999).

The main difference between the high and very high states seems to be the amount of Comptonization of the disc spectrum. In the high state many of the disc photons escape without being strongly Comptonized, therefore the Comptonizing plasma either covers only a small fraction of the disc and/or has low optical depth. In the very high state most of the disc emission is scattered to substantially higher energies, so the Comptonizing medium must have a substantial optical depth and cover most of the disc.

However, we caution that the amount of Comptonization is not always straightforward to derive from the spectra. For example, Zdziarski et al. (2001) fit two soft state RXTE/OSSE spectra from GRS 1915+105. The ‘ultrasoft’ high-state spectrum (VP 813) has a strong, dominating soft component and a weak high-energy tail. It is similar to the Cyg X-1 spectrum from Fig. 7, but the temperature of the soft component and its ratio of power to the hard tail is larger. The second observation analyzed by Zdziarski et al. (2001) is a typical very high-state spectrum (VP 619), with comparable distribution of power between the disc and the tail, similar to the XTE J1550–564 spectrum analysed here (see fig. 2 in Zdziarski et al. 2001). However, the detailed spectral modelling with eqpair suggests a rather different interpretation of this high state to that outlined above. What looks like a disc in the high-state spectrum of GRS 1915+105 is fit by Comptonization of the disc in optically thick, low-temperature plasma, very different to the high state of Cyg X-1. However, it seems more likely that this simply reflects the fact that the disc spectral models do not adequately describe the observed disc emission. The dominating soft component in GRS 1915+105 probably comes from the disc itself, while an optically thin, hot plasma is responsible for the weak hard tail. Thus we conclude that there is probably an increase in the covering fraction and/or optical depth of the Comptonizing plasma which drives the source evolution from the high to very high states.

Another difference between the high and very high states is a change in shape of the non-thermal tail. The power-law index of the injected electron distribution is steeper in the very high state than in the high state, as is also seen in GRS 1915+105 (Zdziarski et al. 2001). Thus it seems that there are also changes in the non-thermal electron acceleration associated with the source moving from high to very high state.

## 7 Discussion and conclusions

During its 1998/1999 outburst the black hole candidate XTE J1550–564 showed a variety of X/$`\gamma `$-ray spectral states. In this paper we have analyzed its broadband spectrum during the very high state. This spectral state is characterised by the presence of the soft, high-energy tail extending without any apparent break above $``$ 300 keV. Such a tail differs from the low/hard state tail both in having a significantly softer spectral index and in the lack of high-energy cutoff (Grove et al. 1998). Phenomenologically, the OSSE spectra of these tails can be described as a power law with spectral index $`\mathrm{\Gamma }`$ 2.4–3.1 (Grove et al. 1998). In this observation $`\mathrm{\Gamma }=3.09\pm 0.04`$. We have shown that the broadband X/$`\gamma `$-ray spectrum of XTE J1550–564 can be well fit by a model in which seed photons from the disc are Compton up-scattered by both thermal and non-thermal electrons. Comptonization on purely thermal or purely power-law electrons can be ruled out.

The thermal and non-thermal electron distributions may be distinct, or they may instead form a single hybrid thermal/non-thermal distribution. This is reflected in the modelling of the XTE J1550–564 spectrum, which we have fitted by separate thermal plus non-thermal (model PLTH) and hybrid (model HYB) Comptonizations. However, even if there is a spatially separate non-thermal electron population, these electrons will interact via Coulomb collisions, creating a thermal low-energy extension to the power-law distribution. Thus, we expect a hybrid distribution of Comptonizing electrons even from a completely non-thermal electron acceleration mechanism. Therefore, the PLTH model seems to be less physically motivated, and a single hybrid plasma (HYB) would be our model of choice as the simplest, physical description of the data. However, spectral fitting gives the opposite result, with the less physical model (PLTH) being strongly statistically preferred.

Since we expect that the non-thermal electrons form a hybrid plasma, the next step in complexity would be two separate electron distributions, with one thermal and one hybrid (rather than one thermal and one power law). This model (HYBTH) provides an excellent fit to the data, statistically similar to PLTH but without using an unphysical power law electron distribution. However, closer examination of the Maxwellian component in HYBTH (component denoted as TH in Fig. 6$`c`$) reveals its suspicious similarity in spectral shape to the Compton reflected continuum. Perhaps it is not due to emission from some thermal, optically thick plasma at all. Perhaps it simply accounts for inaccuracies of the reflection model. In particular, the reflection model used here overestimates the depth of the iron edge for ionized material as it does not include Compton upscattering (Ross, Fabian & Young 1999). While the single hybrid plasma (HYB) is statistically ruled out when compared to the two-component solution (HYBTH), better reflection models are required before this can be a robust conclusion.

Whatever is the physical reality behind this additional thermal Compton component, the properties of the hybrid plasma are established quite robustly and do not change much between HYB and HYBTH. The ratio of soft to hard compactness is very well defined by the shape of the spectrum ($`\mathrm{}_\mathrm{h}/\mathrm{}_\mathrm{s}`$ $``$ 1), while the fraction of the power in non-thermal electrons is $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$ $``$ 0.5. Once again, the presence of non-thermal electrons is required to form the high energy tail observed beyond 300 keV. But where do they come from?

One obvious mechanism for such high-energy emission is from a jet, as in the blazars and radio-loud quasars (see e.g. Ghisellini et al. 1998). A jet is present in XTE J1550–564 indeed at this time, although its radio emission is declining rapidly throughout the OSSE observation (Wu et al. 2002), so its link with the X/$`\gamma `$-ray emission is doubtful. Moreover, the fact that a similar high-energy tail is seen in the high state as well as in the very high state immediately rules out a direct association with the jet as the radio emission is strongly quenched in the high state (Corbel et al. 2000).

An alternative mechanism of bulk motion of in-falling material near the black hole horizon was proposed by Chakrabarty & Titarchuk (1995), but the free fall results in fairly low electron energies, with Lorentz factors $`\gamma 1.4`$. These electrons are unable to up-scatter photons past $``$ 100–300 keV, resulting in a cutoff in the power-law spectrum (Laurent & Titarchuk 1999; Zdziarski et al. 2001). Since such a cutoff is not seen in the XTE J1550–564 data, we find the bulk motion Comptonization to be an unlikely explanation of the observed emission.

This leaves magnetic reconnection above the disc as the only known possible source of hard X-ray dissipation at high mass accretion rates. The accretion disc viscosity is now known to be linked to a magnetic dynamo, so magnetic buoyancy can lead to some fraction of the reconnection events occurring in a corona rather than deep inside the disc (see e.g. Hawley & Balbus 2002), accelerating electrons to high energies (di Matteo 1998). We speculate that the high and very high state spectra are continuous rather than two separate spectral states, linked by an increase in the covering fraction of this magnetic corona over the disc.

Concluding our paper we summarise our main results:

* The broad-band X/$`\gamma `$-ray spectrum of XTE J1550–564 in the very high state can be well described by inverse Compton emission from hybrid, thermal/non-thermal plasma.
* Comptonization on purely thermal or purely power-law electrons cannot explain the observed spectrum.
* The high-energy power-law tail observed here is similar in other black hole binaries in the high and very high states, showing that it is a generic property of high mass accretion rate black holes.

## Acknowledgements

This research has been supported in part by the Polish KBN grant 2P03D00514. We thank John Tomsick for providing the computer code for the PCA pile-up correction and Aya Kubota for useful discussions.


text:
# 1 RR intervals of a healthy (top) and a SAP (bottom) subject in one of our ergometric measurements.

Changes in the Hurst exponent of heartbeat intervals during physical activities

M. Martinis1, A. Knežević1, G. Krstačić2 and E. Vargović3

1Rudjer Bošković Institute, Zagreb, Croatia

2Institute for Cardiovascular Disease and Rehabilitation, Zagreb, Croatia

3CDV info, Zagreb, Croatia

The fractal scaling properties of the heartbeat time series are studied in a controlled ergometric regime using the Hurst rescaled range R/S analysis. The long-time ”memory effect” quantified by the value of the Hurst exponent $`H>0.5`$ is found to increase during progresive physical activity at healthy subjects in contrast to those having stable angina pectoris (SAP), where it is decreasing. We argue that this finding may be used as a useful new diagnostic parameter for short heartbeat time series.

The output of many physiological systems, such as the normal human heartbeat time series, are extremely inhomogeneous and nonstationary. They fluctuate in an irregular and complex manner, even under resting conditions. The presence of scaling properties suggest that the regulatory systems are operating far from equilibrium and application of fractal analysis may provide a new approach to recognize deseased states by studying changes in the scaling properties. It has been observed that fractal scaling is degraded in some deseased states .

The heart rate variability (HRV) under controlled physical activity is not well studied . The time series of heartbeat intervals (RR intervals), used in various analyses, are usually holter type data or data from steady state measurement. The conventional statistical analysis of the ambulatory ECG (Holter) records is, however, limited. The great wealth of data about the dynamics of the heart that is contained in such records is usually reduced to characterize only the mean heart rate and the presence and frequency of some abnormal electrocardiographic complexes. The analysis of long-time correlations is largely ignored. One possible reason for this is that in the study of twenty four hour HRV, in a natural setting, the subjects are constantly changing their level of physical activity. These changes are unpredictable and the comparison of such time series are difficult. However, some heart deseases, such as stable angina pectoris (SAP), are clearly visible only under physical activity. That has given us a reason for investigating the scaling properties of heartbeat intervals in a various well defined ergometric regimes.

Fluctuations in RR intervals during one of our ergometric measurements are shown in Fig.1. Both time series look very similar and we canot say, without knowing, which one is from a healthy and which one is from a SAP individual.

Different self-similar time series can be clasified into random or non-random series by estimating their Hurst exponent . In order to determine the long-time dependencies in time series of RR intervals during controlled physical activity, we apply the rescaled range (R/S) method , to estimate the Hurst exponent. In fact, we are interested in the capability of the R/S method to distinguish the patients with SAP from the healthy subjects. For a heartbeat time series data of length N { $`u(n),n=1,\mathrm{},N`$ }, where $`u(n)RR(n)=t(R_{n+1})t(R_n)`$ is the $`n^{th}`$ RR interval defined as a difference in time position for R-wave peaks, we calculate the running means $`\overline{u}(n)`$ for a given $`n`$ and the accumulated deviations from the mean X(l,n), l=1,…,n:

$$\overline{u}(n)=\frac{1}{n}\underset{k=1}{\overset{n}{}}u(k),$$

$$X(l,n)=\underset{k=1}{\overset{l}{}}[u(k)\overline{u}(n)].$$

The range $`R(n)`$ is the distance between the minimum and the maximum value of $`X`$, and is rescaled by dividing it by the standard deviation $`S(n)`$:

$$R(n)=max_lX(l,n)min_lX(l,n),$$

$$S(n)=\sqrt{\frac{1}{n}\underset{k=1}{\overset{n}{}}(u(k)\overline{u}(n))^2}.$$

The rescaled range (R/S) is a dimensionless quantity and for large $`n`$ it is expected to show a power law dependence:

$$R(n)/S(n)n^H,$$

where H is the Hurst exponent. If the time series is long enough, the relationship between the fractal dimension D and the Hurst exponent (H) is

$$D=2H.$$

The time series of RR intervals can be divided into three distinct categories: H$`<`$0.5, H=0.5 and H$`>`$0.5. The case H=0.5 correspond to random or uncorrelated RR intervals. If $`H>0.5`$, the RR intervals are persistent and characterized by long-time correlations or ”memory’ effects on all time scales. The strength of the persistence increases as H approaches 1.0. The impact of the present on the future can be estimated through the correlation function (C)

$$C=2^{(2H1)}1.$$

Most of natural phenomena show persistent behavior with H$`0.7`$ . The time series with $`H<0.5`$ is antipersistent, which means that RR intervals are negatively correlated.

The time series of RR intervals in our controled ergometric measurement (Fig.2) had a time duration of about 15 min. ($``$ 2000 beats). This type of measurement is used as a routine in everyday clinical diagnostic procedure, because some heart deseases, such as SAP, usually become transparent under physical activities.

The ECG ergometric data were digitized at sampling time of 1 ms by the WaveBook 512 (Iotech. Cal. USA), and transferred to a computer for further analysis. The RR interval series was passed through a filter that eliminates noise and artefacts. All R-wave peaks were first edited automatically, after which a careful manual editing was performed by visual inspection of the each RR interval. After this, all questionable portions were excluded manually, and only segments with $`>90\%`$ sinus beats were included in the final analysis. The location of the R-wave peaks was determined with a resolution of 1 ms.

Each measurement consists of stationary state part (pretriger Pt), few stages of running (P1-P4) on an inclined belt and a period of relaxation (Re). Different regimes of physical activity are defined according to the standard Bruce protocol (Table 1), with a time duration of 3 min for each program. The pretriger part has a variable duration and is limited for analysis to the first 30 sec in each measurement. The relaxation period is restricted to 6 min.

The R/S analysis was performed on four separated regimes: stationary state Pt, running programs P1, P2 and relaxation Re. Patients were divided in two groups: one with the evidence of ishemic ST-segment depression of more than 1 mV (SAP subjects), and the control group of healthy subjects. Selection of subjects was performed by a cardiologist according to the generally accepted medical knowledge. Before starting with the R/S calculation, we performed a polynomial regresion (trendline) fit on the original RR interval data, in order to compensate for the global nonstationarity in the data caused by the physical activity. The R/S calculation was performed on the deviation of the original RR intervals from the trendline. The main steps are shown in Fig.3 for P1 regime.

The procedure adopted here is to calculate R/S for a box of $`n`$ elements, starting with the first two elements. In each next step one more element is added, and R/S is calculated for the wider box. The process is continued until the box of length N (the whole data set) is reached. The Hurst exponent H is evaluted as a slope of the least-square fit line on $`log(R/S)`$ vs. $`log(n)`$ plot. In this way, we preserve the ordering of RR intervals during calculation.

The average Hurst exponent H in four analysed regimes, with corresponding statistical error bars are shown in Fig.4, for healthy and SAP subjects. It includes 14 independent measurements on 7 healthy + 7 SAP subjects.

The Hurst exponent H exceeds 0.5 in all cases and ranges from 0.6–0.9 depending on the regime type. For RR intervals in the Pt regime, H for both healthy and SAP subjects is about 0.7 and we cannot distinguish them. The situation is different in regimes under physical activity. The difference between healthy/SAP subjects is clearly seen in the P1–P2 program of controlled running, in our analysis. The Hurst exponent for healthy subjects increases with increased running intensity, while H for SAP subjects decreases in the same (P1–P2) regimes. Our time series are too short for reliable connection of the scaling exponent with the fractal dimension. However, if the scaling exponent reveals the complexity of the underlying pattern, we may say that the complexity of the RR pattern in running is decreased in the healthy heart, but increased in the sick heart. The conclusion is opposite from what it would be expected in a stationary state measurement . It could be connected with the heart reaction on well defined excitation. The healthy heart restricts flexibility according to restrict outside condition: well defined excitation – well defined reaction. The sick heart, under well defined excitation, probably produces ”mess” in the reaction, and a more complex pattern of fluctuation.

In the relaxation part, which is a recovery period after running, the Hurst exponents for healthy and SAP subjects are moving towards each other and to the values found in the Pretrigger state (Pt).

These preliminary results of the R/S analysis show a clear separation in the value of the Hurst exponent under controlled physical activity. Further studies in larger populations are needed to confirm this result. If the found trend would continue on larger statistics, the Hurst R/S method could be useful in separating SAP subjects from healthy ones, especially in borderline cases where clinical diagnosis cannot be set from ECG measurement only.

In conclusion, we have shown that fluctuations in heartbeat time series in a controlled ergometric regimes exibit fractal properties when analysed by a rescaled range method (Fig.4). The rescaled range (R/S) for ergometric measurements is very well described by the Hurst empirical law $`R/Sn^H`$, for $`2n400`$, where the Hurst exponent $`H>0.5`$ increases for healthy subjects, in contrast to SAP subjects where it is found to be decreasing, during progressive physical activity.


text:
# Shock propagation and neutrino oscillation in supernova

## 1 Introduction

Recently effects of shock propagation on neutrino oscillation in supernova was studied  and it was shown that some characteristic signatures emerge as the shock propagates through the regions where matter-enhanced neutrino flavor conversion occurs.

There have been many studies on neutrino oscillation in supernova: extracting information of neutrino parameters from the observation of SN1987A neutrinos  or a future supernova neutrinos , and probing supernova physics from observed neutrinos of a future supernova . But all of them are done without the effect of the shock propagation.

In this paper the effect of the shock propagation is studied paying attention to evolution of average energies of $`\nu _e`$ and $`\overline{\nu }_e`$. We show when and with which parameter ($`\mathrm{sin}^22\theta _{13}`$) the effect is significant or can be neglected safely.

## 2 Neutrino oscillation and shock propagation

If mixing angle is small, dynamics of flavor conversions is well described by resonant oscillation, which occurs at density,

$$\rho _{\mathrm{res}}1.4\times 10^6\mathrm{g}/\mathrm{cc}\left(\frac{\mathrm{\Delta }m^2}{1\mathrm{e}\mathrm{V}^2}\right)\left(\frac{10\mathrm{M}\mathrm{e}\mathrm{V}}{E_\nu }\right)\left(\frac{0.5}{Y_e}\right)\mathrm{cos}2\theta ,$$
(1)
where $`\mathrm{\Delta }m^2`$ is the mass squared difference, $`\theta `$ is the mixing angle, $`E_\nu `$ is the neutrino energy, and $`Y_e`$ is the mean number of electrons per baryon. Flavor conversion probabilities are determined by adiabaticity parameter $`\gamma `$:

$$\gamma \frac{\mathrm{\Delta }m^2}{2E_\nu }\frac{\mathrm{sin}^22\theta }{\mathrm{cos}2\theta }\frac{n_e}{\left|dn_e/dr\right|}.$$
(2)
Here $`\mathrm{\Delta }m^2`$ and $`\theta `$ are

$`\theta _{13}`$ $`\mathrm{and}`$ $`\mathrm{\Delta }m_{13}^2\mathrm{at}\mathrm{H}\mathrm{resonance},`$
$`\theta _{12}`$ $`\mathrm{and}`$ $`\mathrm{\Delta }m_{12}^2\mathrm{at}\mathrm{L}\mathrm{resonance},`$
where mixing matrix is taken as:

$$U=\left(\begin{array}{ccc}c_{12}c_{13}& s_{12}c_{13}& s_{13}\\ s_{12}c_{23}c_{12}s_{23}s_{13}& c_{12}c_{23}s_{12}s_{23}s_{13}& s_{23}c_{13}\\ s_{12}s_{23}c_{12}c_{23}s_{13}& c_{12}s_{23}s_{12}c_{23}s_{13}& c_{23}c_{13}\end{array}\right),$$
(3)
where $`s_{ij}=\mathrm{sin}\theta _{ij},c_{ij}=\mathrm{cos}\theta _{ij}`$ for $`i,j=1,2,3(i<j)`$. When $`\gamma 1`$, the resonance is nonadiabatic and the fluxes of the two involved mass eigenstates are completely exchanged. On the contrary, when $`\gamma 1`$, the resonance is adiabatic and the conversion between mass eigenstates does not occur.

Evolution of density profile is shown in Fig. 1. This is calculated by our numerical supernova model with progenitor mass, $`18M_{}`$. (For detail, see .) As the shock passes through the matter outside the neutrinosphere, densities will typically increase by approximately a factor of two. As neutrinos subsequently heat the matter behind the shock, a high entropy region will develop which accelerates matter behind the shock, causing a density buildup between this high entropy bubble and the outgoing shock. The density gradient caused by this mechanism is typically several orders of magnitude greater than that caused by the shock passage. As seen in Fig. 1, the shock is barely visible on the outer part of the density gradient at approximately 0.1 solar radius. This ”snowplowed” density gradient is typical of neutrino driven core collapse supernovae, and is expected to be generic of a range of progenitor masses.

Densities which correspond to H- and L-resonance are also shown (Note that the resonance density depends on neutrino energy). As can be seen, the shock reaches the resonant region about 2 seconds after bounce and the density behind the shock is lower than that forward the shock. In the late phase ($`t>`$ several seconds), a neutrino experience three times of H-resonances (and/or L-resonances) and the radii of resonance points ($`r_{\mathrm{res}}`$) are in general much smaller than the early phase. Since $`\gamma r_{\mathrm{res}}`$ if the density profile is approximated to be power-law, in general the three resonances have different adiabaticity paremeters which are much smaller than that of the early phase. Therefore the average energy of the observed neutrinos is expected to depend on time not only due to the evolution of the neutrinosphere and the protoneutron star but also due to the evolution of the shock.

We can estimate the above effect by calculating adiabaticity parameter. We consider the case where H-resonance occurs only one time and assume that the neutrino mass hierarchy is normal. In this case the adiabaticity parameter is, assuming $`\rho r^n`$,

$$\gamma _\mathrm{H}2\times 10^2n^1\left(\frac{\mathrm{sin}^22\theta _{13}}{10^2}\right)\left(\frac{r_{\mathrm{res}}}{3\times 10^2R_{}}\right)\left(\frac{\mathrm{\Delta }m^2}{3\times 10^3}\right)\left(\frac{10\mathrm{M}\mathrm{e}\mathrm{V}}{E_\nu }\right).$$
(4)
Note that the index $`n`$ is almost independent of time as can be seen in Fig. 1. From this H-resonace is expected to be adiabatic if $`\mathrm{sin}^22\theta _{13}>10^4`$. Adiabaticity parameter, however, becomes smaller as the shock propagates and two order smaller at 15 sec than in the early phase. Thus the H-resonance becomes less adiabatic unless $`\mathrm{sin}^22\theta _{13}>10^2`$ as is in the model LMA-L ($`\mathrm{sin}^22\theta _{13}=0.043`$) of . This will cause decreasing of $`\nu _e`$ average energy at the stellar surface as the shock propagates. On the other hand, if H-resonance is non-adiabatic even in early phase as is in the model LMA-S ($`\mathrm{sin}^22\theta _{13}=10^6`$) of , average energy will not change. Here it should be noted that almost half the neutrinos are emitted after 2 seconds after bounce .

With inverted mass hierarchy, H-resonance occurs at anti-neutrino sector. In this case evolution of average energy at stellar surface is seen in $`\overline{\nu }_e`$. Its qualitative feature is expected to be the same as that of $`\nu _e`$ with normal mass hierarchy because it is determined by the behavior of the shock.

As to L-resonance, the adiabaticity parameter is, substituting the LMA (Large Mixing Angle) solution of the solar neutrino problem ,

$$\gamma _\mathrm{L}4\times 10^3n^1\left(\frac{\mathrm{sin}^22\theta _{12}}{1}\right)\left(\frac{r_{\mathrm{res}}}{0.3R_{}}\right)\left(\frac{\mathrm{\Delta }m^2}{7\times 10^5}\right)\left(\frac{10\mathrm{M}\mathrm{e}\mathrm{V}}{E_\nu }\right).$$
(5)
Thus L-resonance will remain to be adiabatic even if the radius of the resonance point becomes two order smaller than the early phase.

In the next section we study the above effect quantitatively by numerical calculation and obtain time evolution of the average energies of observed neutrinos ($`\nu _e`$ and $`\overline{\nu }_e`$).

## 3 Numerical calculation

We solve numerically evolution equations of neutrino wave functions along the density profiles shown in Fig. 1. From the wave functions, we obtain flavor conversion probabilities, from which neutrino spectra can be obtained by multiplying by the original neutrino fluxes. To make the shock propagation effect distinctive, the original energy spectra at each time are set to be the same as the time-integrated spectra. Neutrino parameters are taken as:

$`\mathrm{sin}^22\theta _{12}=0.87,\mathrm{sin}^22\theta _{23}=1,`$
$`\mathrm{\Delta }m_{12}^2=7.0\times 10^5\mathrm{eV}^2,\mathrm{\Delta }m_{13}^2=3.2\times 10^3\mathrm{eV}^2.`$ (6)
As for $`\mathrm{sin}^22\theta _{13}`$, we take various values including values corresponding to model LMA-L and LMA-S in . For detail of the calculational method and the original neutrino fluxes, see .

Fig. 2 show average energy evolutions of $`\nu _e`$ emitted at various times after bounce with normal mass hierarchy. Each figure differs in the value of $`\mathrm{sin}^22\theta _{13}`$. The interesting behavior of the average energy in supernova (for example, 5 sec of the upper-left of Fig. 2) indicates that H-resonance occurs three times. As is discussed in the previous section, the average energy at the stellar surface does not change in time when $`\mathrm{sin}^22\theta _{13}`$ is enough large (LMA-L, the upper-left of Fig. 2) or small (LMA-S, the lower-right of Fig. 2). On the other hand, average energy decrease by several MeV in the intermediate cases. By calculating with various values of $`\mathrm{sin}^22\theta _{13}`$, we find that the shock propagation effects can be seen when $`3\times 10^5<\mathrm{sin}^22\theta _{13}<10^2`$ but are absent till $`1`$ second after bounce irrespective of $`\mathrm{sin}^22\theta _{13}`$.

Thus average energy of observed $`\nu _e`$ will change in time due to shock propagating effect. In fact neutrino average energies changes also due to evolution of protoneutron star and neutrinosphere. Fig. 3 shows evolutions of average energy of observed neutrinos taking intrinsic changes of neutrino average energies into account. $`\mathrm{sin}^22\theta _{13}`$ is set to $`10^4`$. As can also be seen in the lower-left of Fig. 2, $`\nu _e`$ energy with shock effect is lower by several MeV after about 2 sec after bounce than without shock effect.

As stated in the previous section, in case of inverted mass hierarchy it is $`\overline{\nu }_e`$ that is affected by shock propagation. Features of the evolution of the average energy are almost the same quantitatively: values of $`\mathrm{sin}^22\theta _{13}`$ and time after bounce, with which shock propagation effect is significant, difference between average energies of the early phase and late phase.

## 4 Discussion and summary

As we saw in the previous section, neutrino average energy decrease in general as the shock propagates. This is because the shock propagation cause decrease in the adiabaticity parameter of H-resonance and suppress the conversion between flavors. But it should be noted that the original spectra will change due to the evolution of the protoneutron star and the neutrinosphere. Thus we can not say about the value of $`\mathrm{sin}^22\theta _{13}`$ and the mass hierarchy only from the evolution of the average energy of the observed neutrino. To do so, we need a model of supernova and spectrum evolution.

In this paper we studied the effect of the shock propagation paying attention to evolution of average energies of $`\nu _e`$ and $`\overline{\nu }_e`$. It is shown that the effect appears as a decrease in average $`\nu _e`$ (in case of inverted mass hierarchy, $`\overline{\nu }_e`$) energy at stellar surface as the shock propagates. Further it is found that the effect is significant 2 seconds after bounce if $`3\times 10^5<\mathrm{sin}^2\theta _{13}<10^2`$.

## Acknowledgements

K.T.’s work is supported by Grant-in-Aid for JSPS Fellows. K.S.’s work is supported by Grant-in-Aid for Scientific Research (S) No. 14102004 and Grant-in-Aid for Scientific Research on Priority Areas No. 14079202. H.E.D. and J.R.W. are supported by LLNL contract W-7405-ENG-48.