text:
# Black Crunch

## 1 Introduction

A wide variety of cosmological initial conditions for Einstein’s equations lead to a future spacelike singularity colloquially known as a Big Crunch. The energy density and curvature invariants all become singular on an entire spacelike hypersurface. For many years, physicists have speculated about the meaning of this singularity. A popular scenario, which has recently been revived in the context of string theory  is that quantum effects would lead to a ”bounce” followed by reexpansion of the universe.

In the present paper, we will present a different view. We will argue that the generic final state in a Big Crunch is a maximally stiff $`p=\rho `$ fluid, and further, that even the collapsing cosmological solution in the presence of such a fluid, is in some sense, a stationary state. In earlier papers  we have argued that such a fluid is the appropriate semiclassical initial state for the Big Bang. In particular, we showed there that a mechanistic model for such a fluid is a ”dense gas of black holes”. This picture will form the basis for our intuitive discussion of the Big Crunch111We emphasize that although the equation of state is the same, the quantum states of the Big Bang and Big Crunch are very different. The Big Bang state consists of a collection of systems with limited correlation between them because of the existence of a finite particle horizon. In the Big Crunch, we imagine that all the states of the universe are correlated..

One of the motivations for this picture of the Big Crunch is a series of early papers by Lifshitz and Khalatnikov(LK). These authors developed a general formalism for the study of fluctuations, and behavior near a singularity, and applied it primarily to the study of cosmologies with the conventional equations of state of nonrelativistic and ultrarelativistic gases. They concluded that in these cosmologies, fluctuations come to dominate the energy density as one approaches the singularity. We will review this calculation in Section 2.

The LK analysis applies to general equations of state of the form $`p=\kappa \rho `$. They assume that the inhomogeneous fluctuations satisfy the same equation of state. Clearly, this is a rather special assumption. If we want to study a more general class of fluctuations we must present a real field theoretical model for them, rather than characterize them by an equation of state. We will do this in Section 3 by studying scalar fields with a general coefficient of the improvement term in the stress tensor. Again we find growing fluctuations near a Big Crunch. In section 4, we discuss the fate of these fluctuations. For the case of fluctuations that can be thought of as a dilute gas of relativistic particles (which we argue is a sort of worst case scenario for our conjecture) we argue that particle collisions will lead to a dense fluid of black holes with equation of state $`p=\rho `$. We then outline our reasons for believing that this system is conformally invariant under the conformal Killing transformation of the $`p=\rho `$ F(riedmann)-R(obertson)-W(alker) cosmology. This implies that the $`p=\rho `$ fluid is in some sense a quiescent, stationary state. All flat FRW universes whose scale factor is a pure power of the time, have conformal Killing vectors. The metric rescales by a constant factor when the cosmic time, and spatial coordinates are rescaled in a correlated fashion. This is in no sense a symmetry of the physics in a generic FRW universe. The Hamiltonian for particles and waves propagating in such a universe are not invariant under this conformal isometry. However, if we believe that the $`p=\rho `$ fluid has no such localized excitations, then there are no apparent observables that detect the change of scale 222We will avoid talking to any person who asks us the unpleasant question of what the observables in a $`p=\rho `$ gas are!.

The rigorous definition of black hole regions of spacetime is, “The complement of the causal past of null infinity”. However, there is clearly a more local, approximate notion of black hole associated with the creation of trapped surfaces. We think that a quantum version of the Cosmic Censorship conjecture would read something like the following: Any time a trapped surface forms, and classical GR predicts a singularity, a region containing the trapped surface is excited to a state of maximal entropy, that is a superposition of a large number of almost degenerate states333The number is the exponential of one quarter the area of the region, and the typical energy splitting is of order the inverse of this number.. This region is then called a black hole. A dense fluid of thus defined black holes, with typical separation of order their size, satisfies $`\sigma \rho ^{1/2}`$, where $`\sigma `$ and $`\rho `$ are the entropy and energy densities. If, as time goes on, the black holes merge in order to preserve this relation, then the fluid has equation of state $`p=\rho `$. This is the dense black hole fluid that we discussed in .

## 2 Review of the Lifshitz-Khalatnikov analysis

In most of this paper we will study a flat infinite Big Crunch solution. Some remarks about the effect of the global topology of the Big Crunch universe will be presented in the Conclusions. Following , we work in conformal coordinates for the FRW universe:

$$ds^2=a^2(\tau )(d\tau ^2+(dx^i)^2).$$
(1)
The linearized stress tensor has the form:

$$\delta T_i^k=(p+\rho )(u_i\delta u^k+u^k\delta u_i)+(\delta p+\delta \rho )u_iu^k+\delta _i^k\delta p$$
(2)
LK show that

$$\frac{\delta \rho }{\rho }=\frac{1}{3\rho a^2}[n^2(\lambda +\mu )+3\frac{a^{}}{a}\mu ^{}]e^{in_jx^j}.$$
(3)
Primes denote derivatives with respect to conformal time $`\tau `$, and $`n_i`$ is the dimensionless wave number of the fluctuation. $`\lambda `$ and $`\mu `$ appear in the parametrization of the spatial metric perturbations $`h_\alpha ^\beta `$

$$h_\alpha ^\beta =[\lambda (\tau )(\frac{1}{3}\delta _\alpha ^\beta \frac{n_\alpha n^\beta }{n^2})+\frac{\mu (\tau )}{3}\delta _\alpha ^\beta ]e^{in_jx^j}.$$
(4)
We are in a synchronous gauge, where $`h_{00}=0=h_{0\alpha }`$.

The linearized Einstein equations determine $`\lambda `$ and $`\mu `$ in terms of four auxiliary functions $`\lambda _0,\mu _0,\psi ,\zeta `$. These are defined by the following four equations

$$\lambda _0=n^2\frac{d\tau }{a(\tau )}$$
(5)
$$\mu _0=\lambda _0\frac{3a^{}}{a^2}$$
(6)
$$\psi ^{}+\psi [\frac{2a^{\prime \prime }}{a^{}}+\frac{a^{}}{a}(2+3\kappa /2)]+\kappa \zeta /2=0$$
(7)
$$\zeta ^{}+\zeta \frac{a^{}}{a}(1+3\kappa /2)+\psi [2n^2+3\frac{a^{\prime \prime }}{a}+(\frac{a^{}}{a})^2(9\kappa /26)]=0$$
(8)
In these equations, $`\kappa `$ parametrizes the equation of state of both the background and the fluctuations: $`\delta p=\kappa \delta \rho `$. Then

$$\lambda +\mu =(\lambda _0+\mu _0)\psi 𝑑\tau $$
(9)
$$\lambda ^{}\mu ^{}=(\lambda _0^{}\mu _0^{})\psi 𝑑\tau +\frac{\zeta }{a}$$
(10)
For generic values of $`\kappa `$, we can solve equation (2.7) for $`\zeta `$ and obtain an equation depending only on $`\psi `$. This strategy does not work for $`\kappa =0`$, and we will discuss this special case first. The relevant formulae for the coefficients in our equations, when the background equation of state is $`p=\kappa \rho `$ are:

$$a=\tau ^{\frac{2}{3\kappa +1}}$$
(11)
$$\frac{a^{\prime \prime }}{a^{}}=\frac{13\kappa }{(1+3\kappa )\tau }$$
(12)
$$\frac{a^{}}{a}=\frac{2}{(1+3\kappa )\tau }$$
(13)
$$\frac{a^{\prime \prime }}{a}=\frac{2(13\kappa )}{(1+3\kappa )^2\tau ^2}$$
(14)
$$\rho a^2\tau ^2$$
(15)
The equation for $`\psi `$ when $`\kappa =0`$ has the simple solution

$$\psi =\psi _0\tau ^2$$
(16)
It is then easy to see that the term proportional to $`\psi `$ in the equation for $`\zeta `$ is negligible near the singularity. Note that this includes all the dependence on the comoving wave number, as long as that quantity is fixed. The equation for $`\zeta `$ now becomes

$$\zeta ^{}+\frac{2}{\tau }\zeta =0.$$
(17)
So

$$\zeta =\zeta _0\tau ^2.$$
(18)
These equations can now be plugged into (2.9) and (2.10) to obtain $`\lambda `$ and $`\mu `$ and eventually $`\frac{\delta \rho }{\rho }`$. The lower limit of integration can be changed at will by gauge transformations that preserve the synchronous gauge . We take it to be zero, to cancel off singular, pure gauge terms. Note that the powers of $`\tau `$ appearing in these terms are different than the powers in the gauge invariant terms that we retain. The first, momentum dependent, term in Equation (2.3) is subleading, and we find

$$\frac{\delta \rho }{\rho }\zeta _0\tau ^3$$
(19)
Inhomogeneous nonrelativistic fluctuations dominate the background near the singularity.

We now turn to the general case, eliminating $`\zeta `$ in terms of $`\psi `$. We find a second order equation

$$\psi ^{\prime \prime }2\psi \frac{(13\kappa )}{(1+3\kappa )^2\tau ^2}=0.$$
(20)
This has solutions of the form $`\tau ^A`$ where

$$A^2A2\frac{(13\kappa )}{(1+3\kappa )^2}=0.$$
(21)
As before, we choose the most singular power. The power law behavior of $`\zeta `$ is $`\tau ^{(A1)}`$. We again find that the momentum dependence drops in the most singular terms (i.e. all comoving momentum modes grow in the same way) and we find:

$$\frac{\delta \rho }{\rho }[\frac{18(1+\kappa )}{(A+1)(1+3\kappa )^2}\frac{3}{1+3\kappa }+\frac{1}{\kappa }(A\frac{3\kappa +2}{1+3\kappa })]\tau ^{\frac{x}{1+3\kappa }},$$
(22)
where $`x=A(1+3\kappa )2`$. $`x`$ satisfies

$$x^2+3x(1\kappa )=0.$$
(23)
One root of this equation vanishes, reflecting a perturbation which is simply a rescaling of the background, while the other is negative, reflecting an unstable growth of inhomogeneous fluctuations on all length scales.

## 3 Improved fluctuations

The LK analysis relies on equal coefficients in the background and fluctuation equations of state, and is inconsistent if this assumption is not made. Nonetheless it is clear that fluctuations which are not the same kind of matter as the homogeneous background are possible. In any such case, one must specify the dynamics of the matter in a way that goes beyond the use of an equation of state. One could for example consider a general scalar field Lagrangian or multiple scalars. It turns out that potential terms in the Lagrangian are irrelevant near the singularity. Scalars with non-canonical kinetic terms (a metric on field space) all behave like a minimally coupled scalar. Couplings of the form $`f(\varphi )R`$, do affect the behavior near the singularity. At the linearized level in which we will be working, it is sufficient to keep the improvement term. These are the simplest models in which we can analyze fluctuations that do not satisfy the equation of state of the background.

We will set the classical value of the scalar field to zero. This has the advantage that the gravitational backreaction to the fluctuations is a higher order correction. Thus, we can work in FRW coordinates and many of the gauge fixing questions in the LK analysis do not arise. We are describing inhomogeneous scalar fields on a fixed homogeneous background manifold, which is undergoing a Big Crunch.

The equations for scalar field perturbations in FRW coordinates are

$$\ddot{\varphi _k}+3\frac{\dot{a}}{a}\dot{\varphi _k}+(\frac{k^2}{a^2})\varphi _k+\xi R\varphi _k=0.$$
(24)
The value $`\xi =1/6`$ corresponds to conformal coupling. In this case, there is a cancellation of the most singular term in the fluctuations. We will discuss it separately below.

In the mostly plus metric convention, the scalar curvature of an FRW background satisfies

$$R=\rho 3p=3(13\kappa )(\frac{\dot{a}}{a})^2$$
(25)
The scale factor $`a`$ satisfies $`at^\beta `$, where $`\beta =\frac{2}{3(1+\kappa )}`$. The scalar equation then has solutions of the form $`\varphi _kt^\alpha `$ near $`t=0`$. Note that for $`\kappa >1/3`$, $`\alpha `$ is independent of $`k`$, because the momentum term in equation 24 is subleading. We will not study these very negative values of $`\kappa `$ because we find it implausible that such negative pressure matter will dominate the universe near the Crunch. Other forms of energy density grow much more rapidly near the singularity. The exponent $`\alpha `$ satisfies

$$\alpha ^2+(3\beta 1)\alpha +3\xi (13\kappa )\beta ^2=0$$
(26)
whose solutions are

$$\alpha =\frac{1}{2+2\kappa }\left[(\kappa 1)\pm \sqrt{(\kappa 1)^2+\frac{16\xi }{3}(3\kappa 1)}\right].$$
(27)
For $`\kappa >\frac{1}{3}`$ the argument of the square root is positive for $`0<\xi <\frac{1}{6}`$. It vanishes in the case $`\kappa =1`$ and $`\xi =0`$. In this case we have a logarithmic solution as well. For general $`\xi `$ the leading singularity in the stress tensor does not cancel and its order can be estimated just by calculating $`\dot{\varphi }^2`$. In any FRW metric with power law scale factor, the Friedmann equation implies that the background energy density scales as $`t^2`$ near the singularity. Thus the power law in $`\frac{\delta \rho }{\rho }`$ is just $`t^{2\alpha }`$ . For all values of $`\kappa >\frac{1}{3}`$ and $`0<\xi 1/6`$, there is always one negative root of $`\alpha `$ and we find that the fluctuations are growing relative to the background. For the special case $`\xi =0`$, $`\kappa =1`$, both roots vanish. This is the situation where we also have a logarithmic solution, but this also gives a constant $`\frac{\delta \rho }{\rho }`$. Note however that this case is also covered by the LK analysis, which takes into account the back reaction of the fluctuating energy density on the metric. That analysis seems to give a logarithmic singularity in $`\frac{\delta \rho }{\rho }`$. There has been some controversy about this in the literature.

Finally, we turn to the conformally coupled case. In this case the trace of the fluctuating stress tensor vanishes identically as a consequence of the scalar field equation of motion. Covariant conservation then implies that $`\delta \rho a^4t^{\frac{8}{3(1+\kappa )}}`$. This grows more rapidly than the background only when $`\kappa <\frac{1}{3}`$. Thus the conformally coupled case has tamer fluctuations than more general values of $`\xi `$. One can check that this is due to a cancellation of the most singular term in the stress tensor, for this value of $`\xi `$. Again, for $`\kappa =\frac{1}{3}`$ the LK analysis applies and implies that gravitational backreaction makes the fluctuations more singular. Intuitively this behavior is expected because gravity is attractive and leads to the growth of inhomogeneous fluctuations.

In an expanding universe, finding that $`\delta \rho `$ grows more rapidly than $`\rho `$ is a signal that one is about to enter an era of local gravitational collapse and black hole formation. This would seem even more likely in the contracting case. We can see that the situation of a very dilute gas of conformally invariant fluctuations is in some sense the worst case scenario for black hole formation. In a generic background, in the approximation we have used in this section, the conformally coupled scalar fluctuations grow less rapidly than any other form of scalar energy density. Similar behavior is found for photons or any other form of conformal matter. In the next section we will examine this case and argue that even here, scattering processes, which are not taken into account either in the analysis of this section, or that of LK, will lead to black hole formation.

## 4 Scattering of inhomogeneities

Let us imagine then that we begin with an FRW universe which is heading towards a Big Crunch. We superpose on this background a spectrum of fluctuations, consisting of relativistic particles. The energy density in the $`k`$th mode at some initial time is equal to $`ϵ_k`$. Here $`k`$ is the dimensionless comoving momentum. We imagine that the particles have initial $`k`$ values which are all of the same order of magnitude. At later times, the fluctuating energy density is

$$\delta \rho _k\frac{ϵ_k}{a^4}$$
(28)
The typical center of mass energy in collisions of these particles will be $`k/a`$. Their number density is $`n_kϵ_k/ka^3`$. Thus their typical impact parameter is

$$Ia\frac{k^{1/3}}{ϵ_k^{1/3}}$$
(29)
There are strong arguments that when the impact parameter is of order the Schwarzschild radius of the center of mass energy, a finite fraction of the collisions will lead to black hole formation. The criterion for this to occur is

$$a\frac{k^{1/3}}{ϵ_k^{1/3}}\frac{k}{aM_P^2}.$$
(30)
This criterion is reached when

$$a^2M_P^2ϵ_k^{2/3}k^{4/3}$$
(31)
If $`ϵ_k/k^41`$ then this occurs when the energy density of the fluctuations is much smaller than the Planck scale. This distribution cannot be thermal, but by assumption we are talking about small inhomogeneous fluctuations on a homogeneous background, so we do not expect them to be thermal. For a given initial distribution $`ϵ_k`$, black hole formation will occur first at some particular value of $`k`$. Other particles in the distribution will be swallowed by the gas of black holes that has been created.

At the time of black hole formation, the separation between black holes is of the order of their Schwarzschild radii. Thus, the black hole gas satisfies the entropy density/energy density relation $`\sigma \sqrt{\rho }`$. The black holes are being pushed together by the contraction of the universe. Thus they will begin to undergo a process of continual merger, creating the dense black hole fluid that we have identified as a mechanistic model of the $`\rho =p`$ equation of state. Eventually the entropy density will hit the holographic bound. We have argued that in this situation there can be no inhomogeneous energy fluctuations of the black hole fluid. The entropy of the system resides in internal black hole states, which are (with exponential accuracy as the black hole mass gets large) degenerate in energy. Note that this conclusion depends on quantum mechanics through the Bekenstein-FSB bound. We cannot expect to see it coming out of the classical GR equations for fluctuations in the $`p=\rho `$ background. In particular, although these equations can encode the equation of state, they have no information about whether the holographic bound is saturated. In a relatively dilute system of black holes (e.g one in which the typical separation between black holes is 100 times their Schwarzschild radius), the holographic bound is not saturated. Inhomogeneous fluctuations will obviously grow in such a gas, resulting in the production of larger black holes. Our point is that the holographic bound tells us that this process eventually stops.

Although the $`p=\rho `$ FRW Big Crunch proceeds to a singularity in finite time, we believe that this is an illusion. The maximally saturated black hole fluid seems like a quiescent stationary state. It is self similar. We conjecture that the mathematical representation of this intuition is the invariance of the quantum mechanics of the $`p=\rho `$ fluid under the conformal Killing vector of the FRW geometry. Indeed, a system invariant under this transformation feels the Big Crunch as a geometry completely equivalent to flat Minkowski space. The singularity has disappeared because the physical system which experiences it is invariant under the time evolution in a collapsing FRW universe.

## 5 Conclusions

In this paper, we have reviewed and extended earlier work, which shows that fluctuations grow in Big Crunch spacetimes. We argued that even mild growth of fluctuations (i.e. even those for which $`\frac{\delta \rho }{\rho }`$ remains bounded) would, via scattering, lead to production of a dense black hole fluid filling spacetime. We conjectured that this is the proper description of the final state of a Big Crunch. Its global geometry is that of a collapsing, homogeneous $`p=\rho `$ FRW cosmology. We conjectured that the black hole fluid was in fact invariant under the conformal Killing symmetry of the geometry, so that the Black Crunch is in fact a stationary state and the singularity is an illusion. There are no observables of the physical system filling the universe, which can feel the singularity.

This paper dealt only with infinite flat universes. The neglect of spatial curvature is likely to be unimportant, but the neglect of spatial topology might not be. In previous work with Motl we have argued that certain Big Crunch singularities in cosmological solutions of the low energy field equations of M-theory might be reinterpreted by duality transformations and the singularity resolved. These all have the following character: after the duality transformation the spacetime is approaching a large radius compact geometry in either 11 dimensions, or weakly coupled type II string theory. The singularity consists of the fact that one approaches infinity in moduli space in finite time. We conjectured that production of the light Kaluza-Klein modes of the expanding background would slow the expansion rate and eliminate the singularity.

For such singularities, there are two competing processes going on. Imagine approaching the singularity in a duality frame where it looks like some of the dimensions are contracting, and let the universe be filled primarily with unwound matter states in this frame. The matter density is homogeneous, with small inhomogeneous fluctuations. As we approach the singularity, scattering processes among these states can produce light winding states, which are the light KK modes of the nonsingular duality frame. The inhomogeneities can also scatter to produce black holes. The question of which of these processes dominate may depend on the precise initial state, and the fate of the singularity may depend on which process dominates. The issue is also complicated by the possibility of black hole to black brane transitions. So it seems possible that the mechanism of  provides an alternate endpoint for this kind of Big Crunch. However, much work remains to be done to sort out what really happens.

In  we also pointed out another class of singularities that could not be removed by duality transformation. The system approaches asymptotic regions of moduli space that are not dual to any semiclassical description. In this case, we expect that the Black Crunch described in this paper will be the appropriate end point for the evolution of the system.

There are several directions of research which are affected if the Black Crunch is indeed the fate of cosmological singularities. The first is research into models where the universe passes through a Big Crunch and bounces back to a large expanding universe. In our opinion, models of that type only make sense if the singularity is in fact dual to an expanding universe. The analysis of what happens as one passes through the classical singularity is very complicated and involves the competition of black hole and KK mode production. It seems unlikely that any straightforward translation of information about fluctuations before the crunch into predictions about fluctuations after the crunch could be performed. One would have to solve a complicated system of space time dependent rate equations. The geometry after the crunch is not related to that prior to the crunch by any local transformation, and the nature of the light states changes completely. None of the models in the literature exhibit any of these features.

The second direction which we find problematic is the attempt to find a resolution of singularities within the domain of weakly coupled string theory. In a Big Crunch singularity, particle energies are blueshifting and impact parameters are getting smaller. It is well known that string perturbation theory breaks down at high energy and a range of impact parameters that grows with the energy. The kinematic regime that particles experience in a Big Crunch is one in which black hole production is important. Note that even if our fantasies about the resolution of certain singularities by duality turn out to be correct, the system always passes through regions where the string coupling is of order one and string perturbation theory is an inadequate guide to the physics. It is Planck scale, rather than string scale physics which is involved when it comes to the crunch.

## 6 Acknowledgments

The research of T.B was supported in part by DOE grant number DE-FG03-92ER40689, the research of W.F. was supported in part by NSF grant- 0071512.


format: text

text:
# Some aspects of primordial black hole physics

## 1 Experimental approach

Small black holes could have formed in the early Universe if the density contrast was high enough (typically $`\delta >0.30.7`$ , depending on models). Since it was discovered by Hawking  that they should evaporate with a black-body like spectrum of temperature $`T=\mathrm{}c^3/(8\pi kGM)`$, the emitted cosmic rays have been considered as the natural way, if any, to detect them. Those with initial masses smaller than $`M_{}5\times 10^{14}\mathrm{g}`$ should have finished their evaporation by now whereas those with masses greater than a few times $`M_{}`$ do emit nothing but extremely low energy massless fields. The emission spectrum for particles of energy $`Q`$ per unit of time $`t`$ is, for each degree of freedom, given by :

$$\frac{\mathrm{d}^2N}{\mathrm{d}Q\mathrm{d}t}=\frac{\mathrm{\Gamma }_s}{h\left(\mathrm{exp}\left(\frac{Q}{h\kappa /4\pi ^2c}\right)(1)^{2s}\right)}$$
(1)
where $`\kappa `$ is the surface gravity, $`s`$ is the spin of the emitted species and $`\mathrm{\Gamma }_s`$ is the absorption probability proportional to $`M^2Q^2`$ in the high energy limit (contributions of angular velocity and electric potential have been neglected since the black hole discharges and finishes its rotation much faster than it evaporates). This famous result from Hawking has been rederived in several different and very elegant ways based, for example, on the tunnelling process for particles in a dynamical geometry , or on the Unruh effect .

As was shown by MacGibbon and Webber , when the black hole temperature is greater than the quantum chromodynamics confinement scale $`\mathrm{\Lambda }_{QCD}`$, quark and gluon jets are emitted instead of composite hadrons. This should be taken into account when computing the cosmic-ray fluxes expected from their evaporation. Among all the emitted particles, two species are especially interesting : gamma-rays around 100 MeV because the Universe is very transparent to those wavelengths and because the flux from PBHs becomes softer ($`E^3`$ instead of $`E^1`$) above this energy, and antiprotons around 0.1-1 GeV because the natural background due to spallation of protons and helium nuclei on the interstellar medium is very small and fairly well known.

Computing the contributions both from the direct electromagnetic emission and from the major component resulting from the decay of neutral pions, the gamma-ray spectrum from a given distribution of PBHs can be compared with measurements from the EGRET detector onboard the CGRO satellite. This translates (in units of critical density) into  : $`\mathrm{\Omega }_{PBH}<10^8`$ under natural assumptions on the initial mass spectrum of PBHs  ($`dn/dMM^{5/2}`$), improving substantially previous estimates .

On the other hand, galactic antiprotons allowed new complementary upper limits as no excess from the expected background is seen in data . The main improvement of the last years is, first, the release of a set of high-quality measurements from the BESS, CAPRICE and AMS experiments. The other important point is a dramatic improvement in the galactic cosmic-rays propagation model . A most promising approach is based on a two-zone description with six free parameters : $`K_0`$, $`\delta `$ (describing the diffusion coefficient $`K(E)=K_0\beta R^\delta `$), the diffusive halo half height L, the convective velocity $`V_c`$ and the Alfvén velocity $`V_a`$ . The latters have been varied within a given range determined by an exhaustive and systematic study of cosmic ray nuclei data , giving a very high confidence in the resulting limit : $`\mathrm{\Omega }_{PBH}<4\times 10^9`$ for an average halo size . This approach paid a great attention to many possible sources of uncertainties, some being shown to be very small (e.g. the flatness of the dark matter halo and its core radius, the spectral index of the diffusion coefficient, the number of sources located outside the magnetic halo), other being potentially dramatic (e.g. a possible ”photosphere” around PBHs  which could lead to substantial interactions between partons, a cutoff in the mass spectrum if the inflation reheating temperature was to low). Furthermore, this study can be improved by taking advantage of the different ways in which solar modulation changes the primary and secondary fluxes .

Improvements in the forthcoming years can be expected in several directions. Gamma-rays could lead to better upper limits with new data from the GLAST satellite  to be launched in 2007. The background due to known gamma-ray sources could also be taken into account in the analysis. On the other hand, antiprotons should be much better measured by the AMS experiment , to be operated on the International Space Station as of 2005. Finally, antideuterons could open a new window for detection. The probability that an antiproton and an antineutron emitted by a given PBH merge into and antideuteron within a jet can be estimated through the popular nuclear physics coalescence model. The main interest of this approach is that the spallation background is extremely low below a few GeV for kinematical reasons (the threshold is much higher in this reaction (17 $`m_p`$) than for antiprotons), making the signal-to-noise ratio potentially very high  with a possible improvement in sensitivity by one order of magnitude.

An interesting alternative could be to look for the expected extragalactic neutrino background from PBHs evaporation . This is an original and promising idea but it suffers from a great sensitivity to the assumed mass spectrum.

A very different approach would be to look the gravitational waves emitted by coalescing PBH binaries . This could be the only possible way to detect very heavy PBHs (above a fraction of a solar mass for the current LIGO/VIRGO experiments) which do not emit any particle by the Hawking mechanism. If most of the halo dark matter was made of, say 0.5$`M_{}`$ PBHs (as suggested in some articles by the MACHO collaborations that are nowadays disfavoured by the EROS results), there should be about $`5\times 10^8`$ binaries out to 50 kpc away from the Sun, leading to a measurable amount of coalescence by the next generation of interferometers.

## 2 What can be learnt on cosmology with small black holes

Small Black holes are a unique tool to probe the very small cosmological scales, far beyond the microwave background (CMB) or large scale structure (LSS) measurements. In the standard mechanism, they should form with masses close to the horizon mass at a given time:

$$M_{PBH}(t)=\gamma ^{3/2}M_{Hi}\left(\frac{t}{t_i}\right)=\gamma ^{3\gamma /(1+3\gamma )}M^{(1+\gamma )/(1+3\gamma )}M_{Hi}^{2\gamma /(1+3\gamma )}$$

where $`M_H`$ is the horizon mass, $`\gamma `$ is the squared sound velocity, the subscript ’i’ represents the quantity at $`t_i`$, the time when the density fluctuation develops, and $`MM_H^{3/2}`$ is the mass contained in the overdense region with comoving wavenumber $`k`$ at $`t_i`$. In principle, it means that PBHs can be formed with an extremely wide mass range, from the Planck mass ($`10^5`$ g) up to millions of solar masses. Assuming that the fluctuations have a Gaussian distribution and are spherically symmetric, the fraction of regions of mass M which goes into black holes can (in most cases) be written as :

$$\beta (M)\delta (M)exp\left(\frac{\gamma ^2}{2\delta (M)^2}\right)$$

where $`\delta (M)`$ is the RMS amplitude of the horizon scale fluctuation. The fluctuations required to make the PBHs may either be primordial or they may arise spontaneously at some epoch but the most natural source is clearly inflation . Using the direct (non)detection of cosmic-rays from PBHs, the entropy per baryon, the possible destruction of Helium nuclei and some subtle nuclear process, several limits on $`\beta (M)`$ have been recently re-estimated  . The most stringent one comes from gamma-rays for $`M5\times 10^{14}`$ g : $`\beta <10^{28}`$.

Such limits can be converted into relevant constraints on the parameters of the primordial Universe. In particular, a ”too” blue power spectrum ($`P(k)k^n`$ with $`n>1`$) would lead to an overproduction of PBHs. Taking advantage of the normalization given by COBE measurements of the fluctuations at large scales, a blue power spectrum can be assumed (as favoured in some hybrid inflationary scenarii for example) and compared with the gamma-ray background as observed with the EGRET detector . The resulting upper limit is $`n<1.25`$, clearly better than COBE, not as good as recent CMB measurements  but extremely important anyway because directly linked with very small scales. Some interesting developments were also achieved by pointing out a systematic overestimation of the mass variance due to an incorrect transfer function  , leading to a slightly less constraining value : $`n<1.32`$. This approach also allowed to relax the usual scale-free hypothesis and to consider a step in the power spectrum, as expected in Broken Scale Invariance (BSI) models : too much power on small scales (a ratio greater than $`8\times 10^4`$) would violate observations. The highly probable existence of a cosmological constant ($`\mathrm{\Omega }_\mathrm{\Lambda }0.7`$) should also be considered to estimate correctly the mass variance at formation time which should be decreased by about 15% . More importantly, this approach showed that in the usual inflation picture, no cosmologically relevant PBH dark matter can be expected unless a well localized bump is assumed in the mass variance (either as an ad hoc hypothesis, either as a result of a jump in the power spectrum, or as a result of a jump in the first derivative of the inflaton potential) . Nevertheless, if the reheating temperature limit due to entropy overproduction by gravitinos decay is considered, a large window remains opened for dark matter . The main drawback of PBHs as a CDM candidate is the high level of fine tuning required to account for the very important dependence of the $`\beta `$ fraction as a function of the mass variance.

An important constraint can also be obtained thanks to a possible increase of the PBH production rate during the preheating phase if the curvature perturbations on small scales are sufficiently large. In the two-field preheating model with quadratic potential, many values of the inflaton mass and coupling are clearly excluded by this approach  : the minimum preheating duration for which PBHs are overproduced, $`m\mathrm{\Delta }t`$, is of order 60 for an inflaton mass around $`10^6`$ and a coupling $`g10^4`$.

Interestingly, the idea  that a new type of PBHs, with masses scaling as $`M_{PBH}=kM_H(\delta _H\delta _H^c)^{\gamma _s}`$, could exist as a result of near-critical collapse, was revived in the framework of double inflationary models. Taking into account the formation during an extended time period, an extremely wide range of mass spectra can be obtained . Such near-critical phenomena can be used to derive very important cosmological constraints on models with a characteristic scale, through gamma-rays  or through galactic cosmic-rays . The resulting $`\beta _{max}(M)`$ is slightly lower and wider around $`M_{}5\times 10^{14}`$ g than estimated through ”standard” PBHs.

Alternatively, it was also pointed out that some new inflation models containing one inflaton scalar field, in which new inflation follows chaotic inflation, could produce a substantial amount of PBHs through the large density fluctuations generated in the beginning of the second phase . Another important means would be to take into account the cosmic QCD transition : the PBH formation is facilitated due to a significant decrease in pressure forces . For generic initial density perturbation spectra, this implies that essentially all PBHs may form with masses close to the QCD-horizon scale, $`M_H^{QCD}1M_{}`$.

Finally, PBHs could help to solve a puzzling astrophysical problem : the origin of supermassive black holes, as observed, e.g., in the center of active galactic nuclei . In such models, very small black holes attain super massive sizes through the accretion of a cosmological quintessential scalar field which is wholly consistent with current observational constraints. Such a model can generate the correct comoving number density and mass distribution and, if proven to be true, could also constraint the required tilt in the power spectrum.

Another interesting way to produce massive primordial black holes would be the collapse of sufficiently large closed domain wall produced during a second order phase transition in the vacuum state of a scalar field .

## 3 What can be learnt on new physics with small black holes

One of the most important challenge of modern physics is to build links between the theoretical superstring/M-theory paradigm on the one side and the four-dimensional standard particle and cosmological model on the other side. PBHs can play an important role in this game. One of the promising way to achieve a semiclassical gravitational theory is to study the action expansion in scalar curvature. At the second order level, according to the pertubartional approach of string theory, the most natural natural choice is the 4D curvature invariant Gauss-Bonnet approach:

$$S=d^4x\sqrt{g}\left[R+2_\mu \varphi ^\mu \varphi +\lambda e^{2\varphi }S_{GB}+\mathrm{}\right],$$

where $`\lambda `$ is the string coupling constant, $`R`$ is the Ricci scalar, $`\varphi `$ is the dilatonic field and $`S_{GB}=R_{ijkl}R^{ijkl}4R_{ij}R^{ij}+R^2`$. This generalisation of Einstein Lagrangian leads to the very important result that there is a minimal mass $`M_{min}`$ for such black holes    . Solving the equations at first perturbation order with the curvature gauge metric, it leads to a minimal radius :

$`r_h^{inf}=\sqrt{\lambda }\sqrt{4\sqrt{6}}\varphi _h(\varphi _{\mathrm{}}),`$ (2)
where $`\varphi _h(\varphi _{\mathrm{}})`$ is the dilatonic value at $`r_h`$. The crucial point is that this result remains true when higher order corrections or time perturbations are taken into account. The resulting value should be around $`2M_{Pl}`$. It is even increased to $`10M_{Pl}`$ if moduli fields are considered, making the conclusion very robust and conservative. In this approach, the Hawking evaporation law must be drastically modified and an asymptotically ”quiet” state is reached instead of the classical quadratic divergence . Although not directly observable because dominated by the astrophysical background, the integrated spectrum features very specific characteristics.

A very exciting possibility would be to consider particle colliders as (P)BH factories. If the fundamental Planck scale is of order a TeV, as the case in some extradimension scenarii, the LHC would produce one black hole per second  . In a brane-world in which the Standard Model matter and gauge degrees of freedom reside on a 3-brane within a flat compact volume $`V_{D4}`$, the relation between the four-dimensional and the D-dimensional Newton’s constants is simply $`G_N=G_D/V_{D4}`$ and $`M_{Pl}^{D2}=(2\pi )^{D4}/(4\pi G_D)`$. In the - not so obvious for colliders - low angular momentum limit, the hole radius, Hawking temperature and entropy can be written as :

$$R_H=\left(\frac{4(2\pi )^{D4}M}{(D2)\mathrm{\Omega }_{D2}M_{Pl}^{D2}}\right)^{1/(D3)},T_H=\frac{D4}{4\pi R_H},S=\frac{R_H^{D2}\mathrm{\Omega }_{D2}}{4G_D}$$

where

$$\mathrm{\Omega }_{D2}=\frac{2\pi ^{(D2)/2}}{\mathrm{\Gamma }(\frac{D1}{2})}$$

is the area of a unit $`D2`$ sphere. Together with the black hole production cross section computation (as a sum over all possible parton pairings with $`\sqrt{s}>M_{Pl}`$), those results lead to very interesting observable predictions which - in spite of the ”sad news” that microphysics would be screened - should allow to determine the number of large new dimensions, the scale of quantum gravity and the higher dimensional Hawking law. A direct consequence of those ideas is to look also for black hole production through cosmic-rays interactions in the Earth atmosphere. Limiting ourselves with neutrinos - to avoid diffractive phenomena \- it seems that the AUGER, EUSO and OWL experiments should be sensitive to such effects  .

Those approaches are very promising to explore the phenomenology of black holes in the $`S^1/Z^2`$ Randall-Sundrun model  which predicts a series of TeV-scale graviton resonances with weak scale couplings to SM fields. AdS/CFT duality considerations allow to place important constraints on the inverse curvature of the anti de Sitter space with both cosmic-ray experiments and Runs I & II at the Tevatron.

An important point to address for the consistance of the picture is related with the accurate evaporation law in space-time with extra dimensions as a function of the relative size of the hole with respect to the new dimension $`L`$, both for the Hawking temperature and for the grey-body factors . Although the picture of what happens when the horizon becomes of size $`L`$ is still incomplete, it seems that there occurs a first order phase transition. This corroborates the previously mentioned point that some stable relics should survive the evaporation.

It has also been demonstrated  that black holes formed during the high-energy phase of Randall-Sundrum type II braneworld cosmology (where the expansion rate is proportional to the density) have a modified evaporation law, resulting in a longer lifetime and lower temperature at evaporation, while those formed in the standard regime behave essentially as in the standard cosmology. For sufficiently large values of the AdS radius, the high-energy regime can be the one relevant for primordial black holes evaporating at key epochs such as nucleosynthesis and the present.


text:
# Magneto-optics of Gd and Tb in the soft x-ray resonance regions

## I Introduction

Magneto-optical (MO) effects in the visible-light region are widely used for analyzing magnetic materials qib00  and have important technological applications e.g., in the reading process of MO disks.MO  They are based on the fact that left- and right-hand circularly polarized (CP) light is reflected with different intensities from a magnetic material depending on the local magnetization direction. Although MO effects are small in the visible-light region, sensitive detection methods yield enough contrast to distinguish bits of opposite magnetization and allow the observation of domain structures in optical microscopy.hus98  One powerful feature of MO techniques is their capability to monitor magnetization reversal processes in applied magnetic fields, which is not readily achievable with electron detection techniques due to Lorentz forces. MO techniques in the visible-light region involve optical transitions between delocalized valence states, which renders it extremely difficult to spectrally separate the magnetic contributions of different elements in compounds and in advanced layered or nanostructured materials. This can be a severe limitation in analyzing magnetic nanostructures jfg98 ; mj99  or heteromagnetic systems for information storage.MO ; prince98

Element sensitivity is naturally achieved by employing optical transitions that involve core electrons. Large magneto-optical signals in the x-ray region were theoretically predicted for resonant scattering (XRS), i.e., when the x-ray photon energy is tuned to the transition energy from a core level into a partially filled shell that contributes to an ordered magnetic moment.ers75  In fact, XRS has been used extensively to study the magnetic structure of lanthanide mgb99  and actinide mll99  materials in the hard x-ray regime.

In the soft x-ray region, large changes in the specularly reflected x-ray intensity at the $`L_{2,3}`$ edges of transition metals upon magnetization reversal have been detected khj90 ; shp98 ; wbh99  and used in element-specific studies of heteromagnetic systems.cck94 ; tonnerre95 ; tsb98 ; icf99 ; kko00 ; hkt00 ; ggj01 ; zog02

In present-day thin films and multilayers, the wavelength of soft x rays is comparable to the system dimensions (typical thicknesses range from 1 to 10 nm). It has been shown by several studies cck94 ; tsb98 ; ggj01  that in order to extract layer-resolved magnetization profiles from measured soft x-ray MO signals of layered systems, a comparison with model calculations sts00  of reflected intensities is usually required. These are based on the Fresnel equations and need accurate values of the MO constants as input.

Several experimental determinations of soft x-ray MO constants shp98 ; cic98 ; kok00  and reflection coefficients mag02  have been reported for the $`L_{2,3}`$ thresholds of ferromagnetic transition metals, but results on rare-earth elements have been scarce, in spite of the fact that these are often employed to achieve high coercive fields in magnetic layers (e.g. in spring magnets fjs98 ) or large perpendicular magnetic anisotropies.nak99  Only recently has it been demonstrated that sizeable MO signals are obtained from lanthanide elements in the soft x-ray region at the $`N_{4,5}`$ thresholds.shv01  In a further study, a huge Faraday rotation has been predicted for Gd films at the photon energy corresponding to this transition, making use of the experimentally determined difference in the refractive index for oppositely magnetized material.phk02

It is the aim of this paper to perform a quantitative determination of the MO constants for the $`4d4f`$ and $`3d4f`$ absorption thresholds of ferromagnetic Gd and Tb metals. Absorption spectra, calibrated by matching to tabulated data far from the resonances, provide the data basis for a determination of the imaginary parts of the refractive index. The associated real parts are obtained through a Hilbert transformation using the Kramers-Kronig (KK) relations. In this sense, the magneto-optical parameters derived in this work are quantitative; they are consistent with the tabulated values far from the resonances, but they have not been determined in an absolute way. Finally, in order to illustrate the applicability of the MO constants obtained in this way, we calculate soft x-ray reflectivity spectra of a magnetized Gd film at the $`M_{4,5}`$ thresholds and compare them with our experimental reflectivity spectra.

## II Experimental

Experiments at the $`4d4f`$ absorption thresholds were performed at the UE56 undulator beamline UE56  of the Berliner Elektronenspeicherring für Synchrotronstrahlung (BESSY II), while those at the $`3d4f`$ thresholds were performed at the beamline ID12-B/HELIOS-I of the European Synchrotron Radiation Facility (ESRF).lah99 ; hsl99  In the UE56 experiments, the photon energy resolution was set to about $`100\mathrm{meV}`$ (full width at half maximum), which is well below the intrinsic width of the narrow $`N_{4,5}`$ pre-edge absorption lines of Gd and Tb.sna97  By scanning the photon energy at slow speed through a synchronized movement of monochromator and undulator, an easy normalization of the spectra was made possible; this also allows one to exploit the high flux of the undulator beamline of about $`10^{14}\mathrm{photons}/(\mathrm{s}\times 100\mathrm{mA}\times 0.1\%\mathrm{bandwidth})`$ over a wide energy range. The degree of circular polarization at this Sasaki-type undulator beamline is 98$`\pm `$2%.UE56  The reflectivity measurements at the Gd $`M_{4,5}`$ lines were also performed at BESSY II. For the absorption measurements at the $`M_{4,5}`$ thresholds at ID12, the energy resolution was set to about 0.4 eV and the degree of circular polarization was 94$`\pm `$3%.helios

Absorption spectra were recorded in total-electron yield (TEY) mode using a high-current channeltron. To suppress the background of secondary electrons from the chamber walls, both the sample and a retarding grid placed in front of the channeltron were biased using a low-voltage battery. For signal stability, high voltage was supplied by a 3.2-kV battery box. The electron-yield current was amplified by an electrometer. TEY spectra of the $`4d4f`$ thresholds were normalized to the mirror current measured in the last refocusing element of the beamline located in a separate vacuum system in front of the experimental chamber. Because it is essentially the same physical effect (secondary electron generation) that is used for the measurement of both absorption and normalization signals, possible distortions due to a lack of proportionality between TEY and absorption coefficient hsu00  in the wide photon energy range measured for the $`N_{4,5}`$ transitions are expected to be minimal. The film thicknesses were always sufficiently larger than the electron’s inelastic mean free path (IMFP) relevant for TEY measurements so that contributions of the W substrate to the TEY signal are negligible. In addition, such a contribution would be structureless in the measured photon-energy ranges and would be removed by the procedure of matching the ends of the spectra to tabulated values (see below). Reflectivity spectra were recorded in specular geometry with a photodiode mounted on a rotatable feedthrough; the diode current was measured by means of a low-noise electrometer. The experimental arrangement is shown schematically in Fig. 1.

Epitaxial Gd and Tb metal films with thicknesses ranging from 10 to 50 nm were prepared in situ by vapor deposition in ultrahigh vacuum on a W(110) single-crystal substrate. The base pressure in the chamber was in the $`10^{11}\mathrm{mbar}`$ range, rising to about $`4\times 10^{10}\mathrm{mbar}`$ during film deposition. Compared to transmission methods, which give the absorption coefficient in a more direct way, TEY detection has the advantage of allowing the use of metallic single crystals as substrates. The growth of epitaxial films on them is well characterized. In particular, controlled annealing of the deposited lanthanide films can be performed at the optimum temperatures for achieving smooth films with homogeneous thicknesses. (for details of film preparation, see Ref. sta00, ). For remanent in-plane sample magnetization, an external field was applied along the \[1$`\overline{1}`$0\] direction of the substrate using a rotatable electromagnet.magnet  This corresponds to the easy axis of magnetization of the Gd and Tb films. In the case of the magnetically harder Tb films, the sample was cooled from room temperature down to the measurement temperature (30 K) in an external magnetic field on the order of 0.1 T to achieve a single-domain magnetic structure with a high remanent magnetization. This has been veryfied by means of the magneto-optical Kerr effect (MOKE) in the visible-light range in the laboratory and in the soft x-ray range (XMOKE) at the beamline. As an example, Fig. 1(b) shows an element-specific hysteresis loop of a thin Gd film measured by XMOKE.

## III Results and Discussion

### III.1 Absorption

Figure 2 displays experimental absorption spectra in the region of the Gd and Tb $`N_{4,5}`$ ($`4d4f`$) thresholds for nearly parallel and antiparallel orientation of the magnetization with respect to the spin of the incoming CP photons. Figure 3 shows the $`M_{4,5}`$ ($`3d4f`$) absorption thresholds of both elements. The spectra have been corrected for saturation and scaled to fit the tabulated values of Henke et al.henke  at the ends of the measured photon energy ranges following a procedure that is described in detail below.

The measured TEY spectra are affected by intrinsic saturation, which becomes significant when the attenuation length of the electromagnetic radiation $`\mu ^1`$ gets comparable to $`d_e`$, the inelastic mean free path (IMFP) of electrons in the solid.nsi99 ; vt88  In that case, the detected signal at the channeltron is no longer proportional to the absorption coefficient $`\mu `$. Due to the large absorption cross sections at the lanthanide $`4d4f`$ and $`3d4f`$ thresholds, the intrinsic saturation effect is significant and the TEY spectra must be corrected for it in order to achieve a reliable quantitative estimation of the absorption coefficient. The saturation correction was made by inverting the relation vt88

$`Y=C{\displaystyle \frac{\mu d_e}{\mu d_e+\mathrm{sin}\theta }}`$ (1)
for the measured yield $`Y`$. Since the constant $`C`$ depends on geometrical parameters of the detection system and is not precisely known, we need to determine the value of $`\mu d_e`$ at some fixed photon energy from independent measurements. In the case of Gd $`M_{4,5}`$, the saturation correction is based on previous results obtained from the (6$`\times `$6) Eu/Gd(0001) surface.ask98  It consists of a quasi close-packed Eu monolayer on top of the Gd(0001) surface. Since divalent Eu has the same electronic 4$`f`$ shell configuration (4$`f^7`$) as trivalent Gd, both elements show the same multiplet structure in absorption at the $`M_{4,5}`$ thresholds. The transitions are well separated in energy. A value of (0.30$`\pm `$0.05) for the product $`(\mu d_e)_{\mathrm{peak}}`$ of Gd at the $`M_5`$ threshold has been determined by comparison of the experimental $`M_5`$ peaks of Gd and Eu; for the latter, negligible saturation can be safely assumed due to the small thickness of the Eu overlayer (1 atomic layer).sahunp  Furthermore, by comparing the total (energy-integrated) $`M_5`$ absorption signals of Gd and Tb and taking into account the different number of 4$`f`$ holes of both elements (seven in Gd, six in Tb), we estimate a value of (0.20$`\pm `$0.05) for $`(\mu d_e)_{\mathrm{peak}}`$ at the Tb $`M_5`$ threshold. A consistency argument can be applied to justify the use of the same values for the saturation correction at the $`4d4f`$ thresholds: the relevant electron IMFP at the $`4d4f`$ thresholds corresponds to about 150 eV kinetic energy of the Auger electrons which trigger the secondaries detected at the channeltron; it is typically 3 times smaller than at $``$ 1200 eV, according to the “universal” curve,sd79  while the values obtained for the absorption length $`\mu ^1`$ change roughly by the same factor (see below).

The saturation-corrected absorption spectra were scaled to fit tabulated values. The photon energy ranges of the present spectra are significantly wider than those of previous studies;sna97 ; muto94  they include the wide asymmetric flanks in the case of the $`4d4f`$ resonances. This allows us to calibrate the absorption spectra by matching both ends to the tabulated absorption coefficients henke  at photon energies where the influence of the resonances is expected to be negligible. To this end we fixed the absorption coefficients $`\mu _\pm `$ at the low- and high-energy sides of the measured spectra to the values given by the tables of Henke et al.henke  This procedure defines the ordinate scales in Figs. 2 and 3. The values for the absorption lengths $`\mu ^1`$ determined in this way are given in Tables 1 and 2. The error bars for the quoted values have been carefully estimated. They result from an experimental precision of $`\pm `$1% at the considered energy and at both ends of the photon energy range, where the spectra were matched to the tabulated data. This has been determined from the scatter of the data points about their mean values. An additional contribution results from the uncertainty in the parameter $`(\mu d_e)_{\mathrm{peak}}`$ used in the saturation correction (see above). A full error propagation calculation was made considering the explicit functional relation of these quantities.

The absorption spectra at the $`4d4f`$ thresholds display overall shapes of Fano resonances.fano61 ; zfg67  In addition, up to 10 eV below the giant resonance, small sharp prepeaks can be seen, which correspond to absorption final states reached from the respective ground states (Gd $`{}_{}{}^{8}S_{7/2}^{}`$, Tb $`{}_{}{}^{7}F_{6}^{}`$) through violation of the $`\mathrm{\Delta }L=0,\pm 1`$ selection rule.sna97 ; sta00

Note that the x-ray absorption lengths of a few nanometers at the Gd and Tb $`N_{4,5}`$ maxima are the shortest in the periodic table.henke  They are accompannied by a huge magnetic contrast: the dichroic (difference) signals for Gd and Tb amount respectively to 33 and 60 % of the nonmagnetic signals, approximated by the average of the spectral pairs in Figs. 2 and 3.

The absorption cross section determined here for the Gd $`N_{4,5}`$ threshold is more than a factor of 2 higher than the calculated one for atomic Eu in Ref. pan91, . These two elements have the same 4$`d^{10}`$4$`f^7`$ ground state configuration and hence the same 4$`d^9`$4$`f^8`$ multiplet lines, but owing to the lower (screened) nuclear charge of Eu one clearly expects differences in all parameters of the giant resonance spectral profile (height, width and asymmetry). In particular the Fano $`q`$ parameter depends very sensitively on the radial matrix elements. Therefore a relative increase of the $`4d4f`$ absorption maximum by a factor of 2 in going from Eu to Gd is not unreasonable. In fact a factor of 2 is found in other calculations. rmp89

In the case of the lanthanide $`M_{4,5}`$ thresholds ($`3d4f`$ transitions), the matrix elements for Auger decay are reduced compared to the $`4d4f`$ resonances. This causes the Fano $`q`$ parameter to be of the order of 100.sta00  In the limit of large $`q`$, the Fano shape approaches a Lorentzian and, in fact, the $`M_{4,5}`$ absorption line shape is Lorentzian, containing hundreds of multiplet components that cluster into two main groups, the $`M_5`$ and $`M_4`$ thresholdsgtl88  (depending on whether the spin of the 3$`d`$ hole state is oriented parallel or antiparallel to the $`l`$ = 2 orbital angular momentum). For several characteristic photon energies, the values of the absorption length, determined after the matching to tabulated data, are presented in Table 2. A quantitative determination of these values seems particularly pertinent because standard tables henke  do not include the $`3d4f`$ transitions, but only the steplike $`3d6p`$ threshold. Our results for the absorption lengths of Gd at the $`M_5`$ peak are comparable, though somewhat larger than the magnetization-averaged value measured in transmission in Ref. vty95, . However, as stated by the authors, their absolute values might be affected by systematic errors. Note also the huge experimental magnetic contrast at $`M_5`$, which leads to asymmetries of 40 and 57 % for Gd and Tb, respectively. Some time ago, Goedkoop et al. proposed to apply the large magnetization dependence of lanthanide $`M_{4,5}`$ absorption for constructing line filters to produce CP x rays.gft88  Furthermore, the $`M_{4,5}`$ lines are clearly separated in energy even for neighboring elements in the periodic table like Gd and Tb; this represents an advantage for element-specific studies.

### III.2 Magneto-optical constants

From the values obtained for the absorption coefficient we are able to calculate the magneto-optical constants, i.e., the real and imaginary parts of the complex index of refraction, defined as

$`n_\pm (E)=1\delta _\pm (E)i\beta _\pm (E),`$ (2)
where the $`+`$ and $``$ signs refer to the magnetization pointing either parallel or antiparallel to the CP photon spin vector, respectively. The imaginary part is directly related to the absorption coefficient through

$`\beta _\pm (E)={\displaystyle \frac{1}{4\pi }}{\displaystyle \frac{hc}{E}}\mu _\pm (E).`$ (3)
The real parts are calculated by means of a Hilbert transformation using the KK relations. Due to the broken time reversal symmetry inside a magnetized medium, the complex refractive index satisfies the symmetry relation $`n_\pm (E^{})=n_{}^{}(E)`$, and one has to apply the modified KK equations pva99

$`\delta _+(E)+\delta _{}(E)`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}E^{}{\displaystyle \frac{\beta _+(E^{})+\beta _{}(E^{})}{(E^{})^2E^2}}𝑑E^{},`$
$`\delta _+(E)\delta _{}(E)`$ $`=`$ $`{\displaystyle \frac{2E}{\pi }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\beta _+(E^{})\beta _{}(E^{})}{(E^{})^2E^2}}𝑑E^{}.`$ (4)
In order to perform these integrations over the largest possible energy range, we resumed to the tabulated values for the optical constants outside the measured regions in the entire range from 0 to 30 keV taken from the compilation of Henke et al. henke  We have included the relativistic correction affecting the asymptotic behavior of the real part of the atomic scattering factor at large photon energies

$$f^{}(E)Z^{}=Z(Z/82.5)^{2.37},$$
(5)
where $`Z`$ is the atomic number, as given by the fit of Henke et al. henke  to the tabulated values of Kissel and Pratt.kissel90  The atomic scattering factor and the optical constants are related through

$`\delta _\pm (E)`$ $`=`$ $`{\displaystyle \frac{r_0h^2c^2n_{at}}{2\pi E^2}}f_\pm ^{}(E),`$
$`\beta _\pm (E)`$ $`=`$ $`{\displaystyle \frac{r_0h^2c^2n_{at}}{2\pi E^2}}f_\pm ^{\prime \prime }(E),`$ (6)
where $`r_0`$ is the classical electron radius and $`n_{\mathrm{at}}`$ is the atomic density of the element.

The calculated real parts of the refractive index of Gd and Tb at the $`N_{4,5}`$ and $`M_{4,5}`$ absorption thresholds are shown in Figs. 4 and 5 for opposite orientations of the magnetization and the photon spin vector. They exhibit the well-known dispersive behavior, with tails ranging far beyond the associated imaginary parts. While the latter give the highest magnetic contrast in the absorption maxima, the real parts also provide magnetic contrast in regions where the absorption is small. This allows the performance of magnetization-dependent measurements in reflectivity in regions of different light-penetration depths, as the reflected signal is determined by both the real and the imaginary parts of the refractive index.

The exact values for $`n_\pm `$ can only be obtained in an ideal experiment where the magnetization direction and the photon spin are strictly colinear. Since this is not feasible for in-plane magnetized films, there is a contribution of transitions with $`\mathrm{\Delta }m_J=0`$ with a weight 1/2$`\mathrm{sin}^2\theta `$ (Ref. goedkoop, ) to both the experimentally obtained $`n_+`$ and $`n_{}`$. This amounts to only a few percent for incidence angles up to 30. Contributions from the opposite magnetization, scaling as 1/2$`(1\mathrm{cos}\theta )^2`$, can be safely neglected for those angles. The contribution of $`\mathrm{\Delta }m_J=0`$ transitions cancels out if only the difference in the MO constants $`n_+n_{}`$ is required, as in, for example, the calculation of the Faraday effect.phk02

### III.3 Reflectivity

As an application of the magneto-optical constants determined in this way, we present in Fig. 6(a) calculated reflectivity spectra of a Gd film in the region of the $`M_{4,5}`$ threshold. The reflectivity was calculated using the Jones matrix formalism and the Fresnel equations for transmision and reflectivity at interfaces of magnetized media.zvk97 ; opp01  We considered interference between two channels \[see insert in Fig. 6(a)\]: (1) represents the reflection at the vacuum/Gd interface and (2) comprises transmission through this interface, propagation in the Gd film (which includes absorption and Faraday effect), reflection at the Gd/W(110) surface, propagation back through the film, and transmission through the Gd/vacuum interface. Higher-order paths, including multiple reflections, are found to contribute negligibly to the reflected intensity. In the calculation, we employed the MO constants for Gd at the $`M_{4,5}`$ thresholds shown in Fig. 5, together with the values for the W substrate taken from Ref. henke, .

Figure 6(b) shows the corresponding experimental reflectivity spectra of a Gd film on W(110). The nominal film thickness is $`d=11\pm `$1 nm and the light incidence angle is $`\theta =10\pm 1^{}`$. The experimental spectra are well reproduced by the calculation shown in Fig. 6(a), including their fine structure. The best agreement between calculated and experimental spectra was achieved by setting $`d=12\mathrm{nm}`$ and $`\theta =11^{}`$ in the calculation, in good agreement with the experimental values. Quantification of the experimental reflectivity R was done by normalizing using the diode signal in the direct beam. Considering the uncertainties in detector position and the simplicity of the calculation (for example, no roughness in the film was considered) the agreement of the calculated absolute intensities with the measured ones can be considered satisfactory.

In conclusion, by quantifying magnetization-dependent absorption spectra of Gd and Tb, we were able to obtain the values of the MO constants of both elements at the $`4d4f`$ and $`3d4f`$ excitation thresholds in the soft x-ray region. For the example of Gd $`3d4f`$, we have shown that the x-ray MO constants obtained here can serve as input for reflectivity model calculations of thin lanthanide films. In this way, our results open the possiblity to apply the power of soft x-ray reflectivity to element-specific studies of nanoscaled layered magnetic systems containing lanthanide elements.

###### Acknowledgements.

J. E. P. thanks the Alexander-von-Humboldt Stiftung for generous support. The authors gratefully acknowledge the experimental help of Fred Senf and Rolf Follath (BESSY), and useful discussions with Jeff Kortright and Eric Gullikson (LBNL). This work was financially supported by the German Bundesministerium für Bildung und Forschung, Contract No. 05 KS1 KEC/2.


text:
# Optical Alignment System for the PHENIX Muon Tracking Chambers

## 1 Introduction

The PHENIX experiment at RHIC has two muon arms (north and south arms) placed at the forward rapidity regions. The role of the PHENIX muon arms is to track and identify muons, providing good rejection of pions and kaons. To accomplish this, we employ a radial field magnetic spectrometer with precision muon tracking chambers followed by a stack of absorber/low-resolution tracking layers (muon identifier), as shown in Fig.1. The muon tracking chambers consist of three sets of cathode strip readout tracking chambers spanning 4.5(3.5)m for the north(south) arm, mounted inside conical magnets, with multiple cathode orientations and readout planes in each station . The main goals of the muon arms are to study vector meson production, the Drell-Yan process, heavy quark production, and $`Z^0`$, $`W^\pm `$ production at the forward rapidities. Clean separation of $`J/\mathrm{\Psi }`$ from $`\mathrm{\Psi }^{}`$ requires a muon-detection position resolution of 60$`\mu `$m at each station. To maintain the momentum resolution, an optical alignment system is installed to calibrate the initial placement of the chambers, and to monitor thermal expansion of the chambers.

## 2 Optical Alignment System (OASys)

The muon momentum is determined by measuring the displacement of a muon hit position at the station two chamber with respect to a straight line between those at stations one and three; therefore, only the relative straightness must be known to high accuracy. The absolute placement of the chambers is surveyed with respect to a PHENIX hall monument system and has accuracy of 1-2mm. The absolute positions of the chambers need to be known only to a few mm, but the relative alignment of the chambers to each other must be known to much higher precision than the chamber resolution. One prime task of the OASys is to measure the relative alignment after installing the chambers in the muon magnet. In addition, real-time monitoring of the relative straightness is required for correcting the motions of the chambers. To fulfill this requirement, the OASys must be able to measure the chamber position in the time span of minutes anytime during data taking within a 25$`\mu `$m accuracy. The requirement on the OASys accuracy is obtained by a simulation studies described in .

The OASys is a straightness monitor consisting of a fiber optic divergent light source at station one, a convex lens at station two, and a CCD camera at station three. Any deflection at station 1, 2, or 3 causes a displacement of the focal center from the center point on the CCD with a magnification factor of around 2.5 for our system. If the measured deflection is always attributed to the movement of station 2, then the relative misalignment of the three stations is accounted for. There are seven OASys beams surrounding each octant chamber, therefore, there are $`7\times 8=56`$ OASys beams in total for one muon arm, as shown in Fig.2. By combining the seven OASys beams for one octant chamber, the translational misalignment of the chambers, as well as rotational and linear temperature expansions, can be measured. Similar systems were used in L3 , proposed for the GEM SSC Muon System , and designed for the ATLAS muon spectrometer . The present system measures the relative chamber positions only in X-Y directions (within the plane parallel to the chamber plane). The contribution of the misalignment in the Z direction to the momentum resolution is negligible to that of misalignment in X-Y directions. Therefore, an initial placement with an accuracy of about 2 mm is sufficient for our system.

The light source block consists of a fiber optic cable, cable terminator and mounting block. The mounting block is precisely pinned to the chamber frame and the cable terminator is located in the mounting block by a special procedure described in Sec.3. We use a 15m-long, core/cladding diameter = 62.5/125$`\mu `$m multi-mode fiber optic cable with an FC connector at the chamber-side end, and bare fiber finish at the light source box side. The custom-made mounting block is designed to hold and tune the position of the FC fiber connector. A bundle of 56 fiber optic cables is connected to the light source box (FiberPro150, High Sierra Lighting). A 150 watt metal halide high-intensity discharge lamp with an average life of 6000 hours is used.

The lens block consists of a convex lens, a lens holder with an XY translation stage, and a mounting block. Because the OASys beams surround the chamber frame, they have different focal lengths. To accommodate the various focal lengths, we have chosen to use single commercial lenses with focal lengths differing in steps of 100mm. A typical distance between the light source and lens is about $`l_1=1200`$mm, and between the lens and CCD camera is about $`l_2=700`$mm. The required focal length $`f`$ of the lens is determined by $`1/f=1/l_1+1/l_2`$. A typical focal length for our system is about 700mm. We use 1cm diameter plano convex glass lenses (MELLES GRIOT, Plano-Convex Glass Lens) of 600, 700, and 800mm focal lengths. The use of this series of lenses enables most of the OASys beams to produce a single sufficiently sharp focal image at the CCD position. However, some of the OASys beams with poorly focused lenses produce a concentric ring interference pattern on the CCD image. Some of them even exhibit destructive interference at the center point. These poorly focused OASys beams have broad, relatively low-intensity focal images. However, the center positions of the broad images are determined well by our readout DAQ system described in Sec.4. The lenses are mounted inside a small ring-like lens-holding cell (MELLES GRIOT, Optical Component Cell). The placement of the lens into the lens holding cell is achieved by using an XY positioning device to center the lens. Precision pins accurately hold the lens holding cell in the lens block and the lens block is accurately pinned to the chamber frame. The lens-holding cells are set inside the XY positioning block (MELLES GRIOT, Y-Z Positioner for Optical Component Cells) which is attached on the mounting block with precision alignment pins. The same as for the light source block, the mounting block is placed on the chamber frame using precision alignment pins.

The CCD camera block consists of the CCD camera, camera holder and mounting block. The use of precision alignment pins ensures connection between the camera holder and the mounting block, and between the mounting block and the station three chamber frame. Considering the possible initial misplacement of the chamber position inside the muon magnet, the expected center position of the focal image on the CCD camera can be displaced from the camera center point by distances of a few mm. To allow for the possibility of a wide dynamic position range, we use a CCD camera (HITACHI DENSHI, KP-M1U) that has a $`8.8\times 6.6`$mm (768(H)$`\times `$493(V) pixels) effective region. The pixel size is 11.0(H)$`\mu `$m$`\times `$13.0(V)$`\mu `$m. The video signal is sent through the EIA video format to the DAQ system.

## 3 System Alignment

Each component of the OASys must be placed precisely at the designed position. The required accuracy of placement is better than 25$`\mu `$m. For this purpose, we built an OASys-component-alignment system with a small optical rotational stage. We set a fiber optic light source, a convex lens and a CCD camera at a well-focused position on a 4m-long optical table. The light-source-mounting block with the fiber optic cable is placed on the precision optical rotational stage, which has the same alignment-pin holes as that on the chamber frame. In order to tune the relative fiber optic cable position to the mounting block, the mounting block is rotated around the optic beam axis using the rotational table, while monitoring the movement of the focal image on the fixed CCD camera. A peak position movement within about one CCD pixel is required in order to satisfy the positioning requirement. Lens position alignment on the lens holders is performed the same as for light source alignment; the lens holders are rotated using the rotational table and fixed light source and CCD camera. In the case of camera position alignment, we measure the relative position of the camera with respect to the camera-mounting block instead of tuning the camera position. The camera position is measured for each CCD camera by rotating the camera-mounting block, while monitoring the peak position of the focal image. The focal positions measured while rotating the CCD camera form a ring-image trace scatter plot. The center point of the camera-mounting block is determined to 10$`\mu `$m by circle fitting on the ring-like distribution.

Final positions of the OASys components after the installation onto the chambers can be calibrated by an off-line analysis comparing all the OASys data, and by a real experimental data analysis for the straight line tracks obtained without applying the magnetic field, as well as for the geometry alignments of the chambers.

## 4 Data Acquisition and Online Data Analysis

The block diagram of the CCD readout DAQ system is shown in Fig.3. The 56 CCD camera signals are fed into a video-signal switching multiplexer (Keithley 7001+7011S) which has one video-signal output port. The multiplexer Keithley 7001 has two slots, in which we use two 40-channel multiplexer cards (Keithley 7011-S). CCD channel switching is controlled by external TTL signals. The TTL channel switching signal cable and the video-signal cable are connected between the multiplexer and the frame grabber card on the DAQ PC. In order to separate the ground level of the multiplexer located near the chambers and that of the DAQ PC, both signals are transmitted via optical fibers.

A simple video signal transmitter/receiver (Black Box, FiberPath AC444A) is used for the video signal as well as for the TTL control signal for this purpose. We use a frame grabber card (Scion Corporation, LG-3) for the PCI bus on a DAQ PC running on Windows 2000. LG-3 has four monochrome video inputs with 640$`\times `$480 pixels, and four TTL input and output ports. Only inside region of the 640$`\times `$480 pixels of the EIA video signals with 768(H)$`\times `$493(V) pixels from the CCD cameras can be captured using LG-3. We use a single video input channel, sorting all 56 channels by sending TTL switching signals from the digital output ports to the multiplexer. All 56 camera images are captured every hour and their peak positions are recorded automatically by the auto-semi-online analysis system. For image processing, we use image analyzing software (Sion Image ver.$`\beta `$4.02 for Windows, Sion Corporation) which can also directly handle hardware devices of the LG-3. Single PASCAL-like macro-script running on the Sion Image executes the following.

1. Select CCD channel by sending TTL control signals
2. Capture video images and store them into two-dimensional data array
3. Search for the highest intensity pixel point
4. Roughly determine peak position by calculating center of gravity position around the highest intensity pixel point
5. Generate one-dimensional light intensity histograms for X and Y directions, by projecting the intensity image with a narrow cut around the center of gravity

These image analyzing procedures including hardware controls are very stable because they are free of any I/O conflicting problems which may occur when we use combined systems. One OASys data-taking cycle, including 56 CCD channel scanning, is executed every hour in order to monitor fine chamber movement, thermal expansion and magnetic distortion. After scanning all the channels, the stored 56 X-directional histograms and 56 Y-directional histograms are sent to a Linux PC via Ethernet as ASCII files.

On the Linux PC, using the ROOT framework , we perform fine peak-position determination with the histograms. Subsequently semi-online analysis is executed automatically by a single ROOT macro-script.

1. Simple Gaussian fitting without any cut on the projected histograms
2. Determine “window cut” (center $`\pm 0.7\sigma `$ ) around the Gaussian peak region
3. Final Gaussian fitting ignoring the inside region of the window cut

The reason why we must ignore the center region is that, sometimes particularly for those channels which have broad focal images, the peak shapes do not have simple Gaussian-like sharp peaks, while outer tails are well represented by Gaussian shapes. This is because a multi-ring interference pattern appears at a defocused position. Although the peak spot size is sometimes more than a few mm wide, we can determine the peak position by the “window” fitting procedure with micron precision. The final peak positions, their history plots, sliced histograms and the CCD images are monitored on an online WEB page.

## 5 Results

Sample CCD images are shown in Fig.4 and Fig.5. Fig.4 represents CCD images for well focused OASys beam channels with sharp focal images. In contrast, Fig.5 represents that for weakly focused channels with typical broad focal images. Because the focal image intensity for the broad images is very low, it is difficult to recognize even the existence of the focal image. In Fig.5, we can see a clear multi-ring interference pattern at the intensified figure.

The X-dimensional and Y-dimensional sliced histograms generated by the DAQ PC are also shown beside the image. Final Gaussian fitting curves and the window cut regions are also drawn. In spite of the small S/N ratio for the broad focus image, the wide and low peak is well identified by our system. Since these systems are located inside the muon magnet surrounded by steel plates with small cable throughput holes, there is still room to further reduce background light by shielding the cable holes. The image intensity can also be improved by modifying the light source box and the fiber distributor. However, our results show that the current system is satisfactory.

We measured the focal position resolution as shown in Fig.6. Peak position distributions for 1000 samples taken within 30 minutes for the typical sharp channel and for the typical broad channel are displayed. The measured resolution is 1.4$`\mu `$m for the sharp channel, and 3.1$`\mu `$m for the broad channel. Considering the required focal position resolution of 25$`\mu `$m, the results are excellent.

The system has been running for almost one year in a stable operation since its installation for the south muon arm early in 2000, taking data every hour. Fig.7 shows an example of the history plot of the peak position over a period of 18 days. Both horizontal (azimuthal) and vertical (radial) movements are plotted in Fig.7. They are well correlated with each other, indicating that deformation is parallel to a direction between horizontal and vertical axes at the OASys beam position. The magnitudes of the deformations are about 10$`\mu `$m for the horizontal direction and 50$`\mu `$m for the vertical direction, which represents large radial deformation. By combining the peak position data from all the OASys beam channels, we can analyze the chamber deformation mode. Such off-line analysis aimed at improvements of the muon-detecting position resolution within the required precision is on-going. Most of the focal position movements can be understood to be a result of temperature change. In Fig.7, the room temperature measured inside the muon magnet is also plotted. A clear correlation between the temperature and the peak positions can be found. Although an air-conditioning system is used inside the experimental hall, the room temperature varies from about 21C to 22.5C. The results show that the temperature dependence of the movements is about 70$`\mu `$m/C. Considering the possible large change of air temperature without air conditioning, it can be said that temperature control is a key for maintaining precise chamber geometries. It should be mentioned that the peak position also depends on the magnetic field inside the muon magnet. It is mainly because the temperature depends on the magnetic field condition. Therefore, stable magnet condition is also required.

The OASys system will also be used for the north muon arm which is scheduled for completion in 2002. We modified the lens part for the north muon arm. Instead of using the commercial lens with focal lengths differing in steps of 100mm, we use custom made lenses with exact required focal lengths. By this improvement, all the OASys beams have sharp focal image providing better position resolution.

## 6 Summary

The development of a micron-precision optical alignment system (OASys) consisting of a light source, lens, and CCD camera for monitoring straightness is described. The OASys is built and installed within a precision of 25$`\mu `$m for the muon tracking chambers of the south muon arm used in the PHENIX experiment at RHIC in 2001-2002. Thermal movements of the chambers have been successfully monitored every hour for one year with 1-3$`\mu `$m precision. As well as for the south muon arm, the north muon arm, with an improved OASys, is going to start taking data soon.

Acknowledgements
The authors appreciate R. Savino and BNL technical staffs for the technical support on the development of the OASys mechanics. We also thank E.G. Romero from Hytec Inc. and D. Clark from Los Alamos National Laboratory for their efforts on designing the mounting devices. Some of the authors acknowledge the support of RIKEN Special Postdoctoral Researchers Program and Technology Research Associate Program.


text:
# Disintegration of cylindrical measures

## 1 Notation

A probability space $`(X,𝒜,P)`$ is a nonempty set $`X`$ together with a sigma-algebra $`𝒜`$ on $`X`$ and a probability $`P`$ on $`𝒜`$ (that is, a nonnegative countably additive measure with $`PX=1`$). When $`𝒞`$ is a set of subsets of a given set, $`\sigma (𝒞)`$ is the smallest sigma-algebra that contains $`𝒞`$. When $`𝒜`$ and $``$ are sigma-algebras on $`X`$ and $`Y`$, respectively, $`\sigma (𝒜)`$ is the smallest sigma-algebra making the canonical projections $`\pi _X:X\times YX`$ and $`\pi _Y:X\times YY`$ measurable.

When $`(X,𝒜,P)`$ and $`(Y,,Q)`$ are two probability spaces, a probability $`S`$ on $`\sigma (𝒜)`$ is a joint probability if $`\pi _X[S]=P`$ and $`\pi _Y[S]=Q`$.

A lattice on $`X`$ is a class of subsets of $`X`$ that is closed under finite unions and finite intersections.

A class $`𝒦`$ of sets is semicompact if every countable class $`𝒦_0𝒦`$ such that $`𝒦_0=\mathrm{}`$ contains a finite class $`𝒦_{00}𝒦_0`$ such that $`𝒦_{00}=\mathrm{}`$.

Let $`(X,𝒜,P)`$ be a probability space and $`𝒦𝒜`$. We say that $`𝒦`$ approximates $`P`$ if for every $`E𝒜`$ and $`\epsilon >0`$ there is a $`K𝒦`$ such that $`KE`$ and $`P(EK)<\epsilon `$.

All linear spaces are assumed to be over the field R of reals. When $`Y`$ and $`Z`$ are locally convex spaces, $`(Y,Z)`$ is the set of continuous linear mappings from $`Y`$ to $`Z`$.

When $`I`$ and $`J`$ are two index sets such that $`JI`$, the canonical projection from $`\text{R}^I`$ onto $`\text{R}^J`$ is denoted $`p_{IJ}`$.

When $`I`$ is an infinite index set, let $`𝒞(I)`$ be the set of all subsets of $`\text{R}^I`$ of the form $`p_{IJ}^1(C)`$ where $`J`$ is finite, $`\mathrm{}JI`$ and $`C`$ is a compact subset of $`\text{R}^J`$. Then $`𝒞(I)_\delta `$ is the set of all countable intersections of sets in $`𝒞(I)`$.

## 2 Disintegration theorem

The following theorem is an immediate consequence of Theorem 3.5 in .

###### Theorem 1

Let $`(X,𝒜,P)`$ and $`(Y,,Q)`$ be two probability spaces, and let $`S`$ be a joint probability on $`\sigma (𝒜)`$. Let $`Q`$ be complete, and let $`𝒦`$ be a semicompact lattice closed under countable intersections and such that $`𝒜=\sigma (𝒦)`$ and $`𝒦`$ approximates $`P`$.

Then there exists a family of probabilities $`\{P_y\}_{yY}`$ on $`𝒜`$ such that

(a) for every $`E𝒜`$, the function $`yP_yE`$ is $``$-measurable;

(b) for every $`E𝒜`$ and $`F`$ we have

$$S(E\times F)=_FP_yEdQ(y).$$

## 3 Application to cylindrical measures

In his study of non-linear images of cylindrical measures, Krée  raised the problem of the disintegration of cylindrical measures. Here we show that the disintegration in the sense of 4.A.b in  always exists. However, the disintegration constructed here need not be continuous or measurable in the sense of 4.A.c-e in . In fact, the remark on page 36 in  seems to imply that there is an example, due to Schwartz, of a cylindrical measure with no measurable disintegration.

The following theorem improves Proposition (34) in . The terminology and notation are as in  and .

###### Theorem 2

Let $`Y`$ and $`Z`$ be two locally convex spaces and let $`m`$ be a cylindrical probability on $`Y\times Z`$ whose canonical image $`m_1`$ on $`Y`$ is countably additive. Extend $`m_1`$ to the complete probability $`Q`$ defined on a sigma-algebra $``$.

Then there exists a family $`\{m_y\}_{yY}`$ of cylindrical probabilities on $`Z`$ such that for every positive integer $`n`$, every $`b(Z,\text{R}^n)`$ and every Borel set $`E\text{R}^n`$,

(a) the function $`yb[m_y]E`$ is $``$-measurable on $`Y`$;

(b) for every $`F`$ we have

$$(I_Y\times b)[m](F\times E)=_Fb[m_y]EdQ(y).$$

The proof of the theorem uses the following result about projective limits of measures. The original version of this result is due to Bochner. For a proof of a more general result, see e.g. .

###### Theorem 3

Let $`I`$ be an infinite index set. Then
(a) $`𝒞(I)_\delta `$ is a semicompact class of subsets of $`\text{R}^I`$;
(b) if $`m`$ is a nonnegative finitely additive measure on the algebra generated by $`𝒞(I)`$ and the image $`p_{IJ}[m]`$ in $`R^J`$ is countably additive for each finite $`JI`$ then $`m`$ is countably additive and its unique extension to a countably additive measure on the sigma-algebra $`\sigma (𝒞(I))`$ is approximated by $`𝒞(I)_\delta `$.

Proof of Theorem 2. Schwartz (, pp. 177-180) points out that cylindrical measures on $`Z`$ are in one-to-one correspondence with cylindrical measures on $`\text{R}^I`$ for some index set $`I`$. Namely, $`Z`$ is embedded in the algebraic dual $`Z^{}`$ of its topological dual $`Z^{}`$, and $`Z^{}`$ is isomorphic to $`\text{R}^I`$ when $`I`$ is chosen of the same cardinality as an algebraic basis of $`Z^{}`$. This yields an injective continuous linear mapping $`h:Z\text{R}^I`$ such that $`\mu h[\mu ]`$ is a one-to-one correspondence between cylindrical probabilities $`\mu `$ on $`Z`$ and cylindrical probabilities on $`\text{R}^I`$. In the following we choose one such $`h`$ and keep it fixed.

By Theorem 3, every cylindrical probability on $`\text{R}^I`$ is countably additive, and we have a one-to-one correspondence between cylindrical probabilities on $`Z`$ and countably additive probabilities on the sigma-algebra $`\sigma (𝒞(I))`$ in $`\text{R}^I`$.

Consider the cylindrical probability $`m_0=(I_Y\times h)[m]`$ on the space $`Y\times \text{R}^I`$ and its projections on $`Y`$ and $`\text{R}^I`$. The projection $`\pi _Y[m_0]=m_1`$ is countably additive by the assumption. The projection $`\pi _{\text{R}^I}`$ is countably additive as shown above; let $`P`$ be its unique countably additive extension to the sigma-algebra $`𝒜=\sigma (𝒞(I))`$.

By a result of Marczewski , $`m_0`$ is countably additive. Thus $`m_0`$ has a unique extension to a countably additive probability $`S`$ on the sigma-algebra $`\sigma (𝒜)`$.

Hence we can apply Theorem 1 with $`X=\text{R}^I`$ and $`𝒜`$, $`P`$, $`Y`$, $``$, $`Q`$ and $`S`$ as defined. For each probability $`P_y`$ on $`𝒜`$ obtained from Theorem 1 let $`m_y`$ be the unique cylindrical probability on $`Z`$ such that $`h[m_y]=P_y`$.

Since $`R^I`$ identifies with $`Z^{}`$, every $`b(Z,\text{R}^n)`$ factors through $`h`$, and it is now straightforward to verify the properties of $`m_y`$ stated in the theorem.

Remark. Note that the proof does not use the fact that $`Y`$ is a vector space. Thus the same result holds true, with the same proof, in the more general case of $`Y`$-cylindrical probabilities (, p. 34), for a topological or measurable space $`Y`$.


text:
# The Galaxy Proximity Effect in the Ly𝛼 Forest

## 1 Basic Predictions

In a recent paper Kollmeier et al. (2002), we discuss a variety of predictions for galaxy-Ly$`\alpha `$ forest correlations from hydrodynamic simulations. In this proceeding, we focus on the “galaxy proximity” effect on small scales ($`2h^1`$ Mpc comoving). Using smoothed particle hydrodynamics simulations (SPH) of a $`\mathrm{\Lambda }`$CDM universe ($`\mathrm{\Omega }_m=0.4,\mathrm{\Omega }_\mathrm{\Lambda }=0.6,h=0.65,\mathrm{\Omega }_b=0.02h^2=0.0473`$, $`\sigma _8=0.80`$), we generate synthetic Ly$`\alpha `$ forest spectra from the temperature, gas density, and velocity at each spatial location in skewers through the simulation box. Once we have created synthetic spectra, we use the known positions of the simulated galaxies to compute the mean flux decrement, $`D=1e^\tau `$, as a function of comoving separation from the galaxy, $`\mathrm{\Delta }_r`$.

Figure 1a shows the basic predictions for the mean flux decrement, computed for the 150 galaxies with the highest star formation rates within a simulation $`50h^1`$ Mpc on a side. We see a clear trend of increasing decrement (absorption) with decreasing $`\mathrm{\Delta }_r`$, a signature of the dense environments these galaxies occupy. The observed points, from Adelberger et al. (2002), show a similar trend at large scales, but the trend flattens at $`\mathrm{\Delta }_r<2.5h^1`$ Mpc, and absorption decreases for $`\mathrm{\Delta }_r<1h^1`$ Mpc. The innermost point, $`0\mathrm{\Delta }_r0.5h^1`$ Mpc is in especially severe conflict with the theoretical prediction. We investigate several possibilities for resolving this conflict below. Similar investigations have been carried out by Croft et al. (2002), Bruscoli et al. (2002), and our results are compatible with theirs to the extent that they overlap.

## 2 Redshift Errors

Since we expect galaxies to occupy peaks in the density distribution, if the redshift of the galaxy is incorrectly estimated, then one may compute an artificially low value of $`D`$ at small $`\mathrm{\Delta }_r`$ because one samples a region of lower density than the region around the true galaxy redshift. We estimate the size of this effect by adding a redshift error, drawn from a Gaussian distribution, to each galaxy redshift. Squares and pentagons in Figure 1a show the result for rms redshift errors $`\sigma _v=150\mathrm{k}\mathrm{m}\mathrm{s}^1`$ and $`\sigma _v=300\mathrm{k}\mathrm{m}\mathrm{s}^1`$, respectively. The sign of the effect is as expected — increasing the redshift errors does decrease the values of $`D`$ at small $`\mathrm{\Delta }_r`$, pushing them towards the global mean. It is clear, however, that even with significant redshift errors (Adelberger et al. estimate $`150\mathrm{k}\mathrm{m}\mathrm{s}^1`$) the difference between the theoretical curves and the observations remains substantial.

## 3 Local Photoionization

There is some evidence that a significant amount of Lyman continuum radiation is leaking from the interstellar media of Lyman Break Galaxies (LBGs) Steidel, Pettini, & Adelberger (2001). It is then plausible that these galaxies may affect their immediate surroundings in the form of photoionization from the stars within them. There is also evidence indicating that $`3\%`$ of LBGs host AGN Steidel et al. (2002). If the timescale between AGN outbursts is sufficiently short, then, in contrast to the stellar case, the gas surrounding the galaxies can remain out of photoionization equilibrium between outbursts, and the neutral hydrogen fractions around galaxies that have recently hosted AGN may be further suppressed. We have incorporated simple models for these two scenarios within the simulations by including the non-uniform ionizing background near galaxies in each case, as well as the additional effect of non-equilibrium neutral fractions in the AGN case. For details of these models see Kollmeier et al. (2002). Figure 1b compares the results of these two calculations to the original, no-feedback, calculation. Photoionization has minimal impact on the mean decrement even at small $`\mathrm{\Delta }_r`$. It is tempting to think that increasing either the AGN luminosities or the escape fraction of ionizing photons could produce a larger effect, but this is not the case because the total output of the sources cannot exceed the UV background, which is itself constrained by the mean (unconditional) flux decrement. The models we have presented are close to maximal, with the observed galaxies or their AGN assumed to produce $`50\%`$ of the entire UV background.

## 4 Winds

Outflows have been detected in LBGs by looking at the difference between absorption and emission features within these systems Pettini et al. (2002). Strong winds from supernovae are a generic property of starburst galaxies and have the effect of shocking and sweeping up the material in their wake, both of which lead to decreased absorption inside the “sphere of influence” of the wind. We have constructed very simple “wind” models in which we eliminate all neutral hydrogen in a spherical region of radius $`R_{wind}`$ around each galaxy in the simulation sample. We note that this model is highly optimistic since it assumes either perfect entrainment of the material in the volume out to $`R_{wind}`$ or sufficient energy injection to completely ionize hydrogen within this radius. Neither condition is necessarily expected to hold for realistic winds (Croft et al. (2002), Bruscoli et al. (2002)).

Figure 1c shows the result of the wind model for the 40 galaxies with the highest star formation rates in a simulation box of side $`22.22h^1`$ Mpc (comoving). Here the squares, pentagons, and hexagons correspond to models with constant comoving radii $`R_{wind}=0.75,1.0`$, and $`1.5h^1`$ Mpc respectively. Stars show a model in which the volume of the wind around a galaxy is proportional to the baryonic mass of the galaxy, normalized such that the $`40th`$ brightest galaxy has a wind radius of $`1h^1`$ Mpc and including winds around all 641 resolved galaxies in the box. The largest winds in this model extend to $`R_{wind}2h^1`$ Mpc, requiring an average propagation speed $`V750\mathrm{k}\mathrm{m}\mathrm{s}^1(1\mathrm{G}\mathrm{y}\mathrm{r}/t)`$ for a wind duration $`t`$ and $`h=0.65`$. Only the most extreme wind models come close to matching the observational results. Note, in particular that $`1h^1`$ Mpc winds do not eliminate, or even drastically reduce, absorption at $`\mathrm{\Delta }_r1h^1`$ Mpc because much of the absorption at these separations in redshift space comes from infalling gas that is further than $`1h^1`$ Mpc in real space. These peculiar velocity effects are also the reason that photoionization has such a tiny impact; even for near maximal models, the ionization does not strongly affect gas at such large distances.

## 5 Statistical Fluke?

Since the innermost data point comes from only three galaxy-los pairs, we must also ask whether it could just be an anomalous statistical fluctuation. We have done a Monte Carlo calculation in which we draw 500 sets of 3 galaxies from our population of $`z=3`$ simulated galaxies and compute the value of $`D`$ at $`\mathrm{\Delta }_r0.5h^1`$ Mpc for each 3-tuple. Figure 1d shows the cumulative distribution of the flux decrement from these samples. We see that our baseline calculation can virtually never get to decrements as low as those observed. Even with a redshift error of $`300\mathrm{k}\mathrm{m}\mathrm{s}^1`$, one sees decrements below 0.36 only $`5\%`$ of the time. For the most extreme wind model, we find decrements as low as the observed one, $`D=0.11`$, $`5\%`$ of the time. Despite the limited size of the current data set, the observed “LBG proximity effect” stands as a striking result, not easily explained.