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# XMM-Newton detection of warm/hot intergalactic medium at 𝑧∼0.01

## 1 Introduction

In the local Universe $`5060`$% of the baryons visible at $`z>2`$ and predicted by the Standard Big-Bang nucleosynthesis are undetected (e.g. Fukugita, Hogan, & Peebles, 1998). Numerical simulations predict that such baryons, in the form of Ly$`\alpha `$ clouds (i.e. gas at $`T<10^4`$ K) and visible in the UV spectra of bright AGNs, have been shock-heated during the formation of the structures in the Universe to temperatures of $`10^510^7`$ K (i.e. the warm hot intergalactic medium, WHIM). The most efficient way to detect such gas is through resonant absorption lines from highly ionized metals (e.g. Ovi,Ovii,Oviii,Neix) in the far UV and soft X-ray spectra of background sources (e.g. Hellsten, Gnedin, & Miralda-Escudé, 1998; Fang & Canizares, 2000). Current far UV observations proved the existence of the low temperature tail ($`T(15)\times 10^5`$ K) of the WHIM through the detection of Ovi up to $`z0.2`$ (e.g. Sembach et al., 2000; Tripp et al., 2001). However the bulk of the WHIM baryons ($`70`$%, e.g. Fukugita, Hogan, & Peebles, 1998) are expected to lie at higher temperatures ($`T10^610^7`$ K) and their features should be detectable in the soft X-ray regime. Chandra and XMM-Newton high resolution spectroscopy ($`R100500`$) brought to the detection of a “zero redshift” Ovii absorption feature at 21.6 Å in the spectra of four bright AGNs (PKS 2155-304, Nicastro et al. 2002; Fang et al. 2002; Cagnoni et al. 2003; 3C 273, Fang, Sembach & Canizares 2003; H1821$`+`$643, Mathur, Weimberg & Chen 2002 and MRK 421, Nicastro et al. 2001), interpreted as the signature of WHIM present within the Local Group. The only published evidence of WHIM outside the Local Group is at $`z0.05`$ (Fang et al., 2002), however this feature is not confirmed in other Chandra and XMM-Newton observations (e.g. Nicastro et al., 2002; Cagnoni et al., 2003). In this paper I present strong evidence for an Ovii K$`\alpha `$ absorption line at $`z0.01`$ in the spectrum of the BL Lac object MRK 421.
The paper is organized as follows: § 2 reports the XMM-Newton observations of MRK 421 and describes the data reduction; § 3 contains the spectral fits and the discussion on the observed WHIM absorption features. § 4 is a conclusive section containing a summary of the results.

## 2 Observations and data reduction

MRK 421 is a calibration target for XMM-Newton and has been observed several times from the launch (Dec. 10, 1999) up to the time of writing. Table 1 summarizes all the public observations as of December 3, 2002. MRK 421 X-ray spectrum is thought to be relativistically beamed synchrotron emission from energetic electrons and its intrinsic lack of features is the ideal laboratory to search for faint WHIM absorption lines. In this paper I will concentrate on the high resolution ($`\mathrm{\Delta }E/E`$ from 100 to 500, FWHM, or 100 to 800, HEW, in the energy range 0.33–2.5 keV - 5–38 Å) Reflection Grating Spectrometers (RGS1 and RGS2) data collected by the two XMM-Newton X-ray telescopes111I refer the reader to Sembay et al. (2002) for a detailed description of the observations and for and accurate spectral and timing analysis of EPIC data collected in 2000 and 2001.. XMM-Newton RGS effective areas are complex in shape, and contain tens of narrow dips due to bad or hot columns or pixels in the CCD detectors, which require extremely accurate calibration measurements for a proper modeling (e.g. Cagnoni et al., 2003). Current RGS calibration uncertainties are as accurate as $`510`$% between 7 and 36 Å and, as a consequence, false absorption/emission features with such relative intensities, are expected in the RGS spectra in physical units, in proximity of the known instrumental features. The strongest resonant absorption lines from neutral and/or highly ionized O and Ne, fall in wavelength ranges (i.e. 13-14 Å, 18-20 Å, 20-24 Å) in which RGS-2 spectra either do not exist (20-24 Å, due to the failure of a CCD chip) or contain strong line-like shaped instrumental features (see Cagnoni et al., 2003). Therefore I rely on RGS-1 spectra, which, instead are relatively instrumental-feature-free in these wavelength ranges, and use RGS-2 to double check the reality of a line, when possible, and to cover the 10.5-14.2 Å region, where RGS-1 has a failed CCD chip. I also restrict our analysis to the first order spectra only.

I reprocessed the data using XMM-Newton Science Analysis System (SAS) version 5.3.0 and the latest calibration files as of December 3, 2002. Since the wavelength calibration of XMM grating spectra strongly depends on the position of the 0th order, I used the VLBI position as centroid of the 0th order source (Ma et al., 1998). Extraction regions, for source and background, were chosen to be, respectively, within the 95% and outside the 98% of the PSF. To exclude high particle background periods caused by solar activity, I extracted the background lightcurves from CCD-9 and excluded all the time intervals for which the background count rate was higher than $`1.5\times 10^3`$ count s-1. The net exposures for each observation are reported in Table 1.

In order to improve the signal to noise ratio (SNR) I combined all the RGS-1 order 1 spectra obtained with a pointing offset $`<15^{\prime \prime }`$ 222The inclusion of the off-axis data in the combined spectrum increases the number of photons at 20 Å from $`4000`$ to $`7000`$ per 0.06 Å resolution element, but degrades the quality of the spectrum. May 2002 observations, for example, are highly affected by hot columns and pixels which result in spurious features in and around the expected WHIM lines. To reduce the impact of hot columns and pixels, the RGS units have recently been cooled (November 2002). (see Table 1) and computed the combined RGS-1 response matrixes (a convolution of the detector response matrix and effective area, Fig. 1) using the PINTofALE interactive data language software suite (Kashyap & Drake, 2000). I did the same for RGS-2. The total net exposures are 125 ks and 122 ks for RGS-1 and RGS-2 respectively.

## 3 The WHIM detection

I fit the combined fluxed RGS-1 spectrum in the wavelength range 14.2–38.1 Å using version 2.2 of SHERPA (Siemiginowska et al., in prep.) modeling and fitting tool from the CXC analysis package CIAO 2.2 (Elvis et al., in prep.). I used an absorbed power law model with absorption characterized by a column density N(X) and an absorption cross section $`\sigma _\mathrm{X}`$ for each element. I included in the model H, He i and He ii (Rumph, Bowyer, & Vennes, 1994) and heavier elements (Morrison & McCammon, 1983). I fixed the Galactic hydrogen column density at $`N_H=1.61\times 10^{20}`$ cm-2 (Lockman & Savage, 1995) and the ratios $`N_{He\mathrm{I}}`$/$`N_{H\mathrm{I}}`$=0.1 and $`N_{He\mathrm{II}}`$/$`N_{H\mathrm{I}}`$=0.01. The best fit RGS-1 photon slope is $`\mathrm{\Gamma }_\lambda =0.095\pm 0.004`$ (corresponding to an energy photon slope of $`2.095\pm 0.004`$) and the normalization is 0.0136 photons cm-2 s-1 Å-1 at 20.5 Å. In order to properly model the continuum around the expected WHIM features, I performed local absorbed power-law fits in the 18.0–20.6 Å and in the 20.9–22.4 Å regions. I kept the absorbing column fixed to the Galactic value in MRK 421 direction and modeled the absorption lines with Gaussian. The lines detected at $`>2\sigma `$ and the corresponding best fit parameters are listed in Table 2.
It appears to us that the only possible interpretation of the 21.82 Å line ($`2.8\sigma `$ detection; Fig. 1) is redshifted O vii K$`\alpha `$. This places the gas producing it at $`z0.01`$ and makes this a solid X-ray detection of WHIM outside our local group of Galaxies. The corresponding $`z0.01`$vii K$`\beta `$ is expected to be too faint (EW$`0.8`$ mÅ at $`18.84`$ Å) to be detected in this spectrum. If any O viii were present in the $`z0.01`$ WHIM, the strongest expected line would be Ly$`\alpha `$ at 19.18 Å, not detected in our spectrum. The $`3\sigma `$ upper limit on the line EW, computed fixing the line FWHM to the 21.82 Å line FWHM value, is 2.47 mÅ. Under the assumption of unsaturated line the EW ratios between different species depend on the gas temperature and density. Using the ratio between the upper limit on the EW of O viii at $`z0.01`$ and the 21.82 Å line EW, I obtain an upper limit on the $`z0.01`$ gas temperature of $`4\times 10^6`$ K, for a gas density of 1 atom cm-3 and of $`2.5\times 10^6`$ K, for a gas density of $`10^6`$ atom cm-3 (see Fig. 5 in Nicastro et al., 2002). These values are consistent with the temperature range predicted for the WHIM emitting in the soft X-ray band. I derive from the 21.82 Å line a velocity of $`cz3062`$ km s-1, consistent, within the errors, with the redshift of a strong H Ly$`\alpha `$ line detected by HST on MRK 421 spectrum ($`cz=3035\pm 6`$ km s-1) and coming from absorbing material in a cosmic void (Shull, Stocke, & Penton, 1996; Penton, Stocke, & Shull, 2000). The location of WHIM in a cosmic void is consistent with the picture that such gas is connecting the overdense regions of the sky that collapsed into clusters and groups during the structures formation.
For the other lines listed in Table 2, the strongest is the O vii K$`\alpha `$ absorption at 21.6 Å (Fig. 1); the corresponding O vii K$`\beta `$ is visible at 18.67 Å (Fig. 2). The 21.6 Å feature has already been seen in MRK 421 itself (Nicastro et al., 2001) and in other 4 AGNs (Nicastro et al., 2002; Fang et al., 2002; Cagnoni et al., 2003; Mathur, Weimberg & Chen, 2002; Fang, Sembach & Canizares, 2003) and it is usually attributed to a WHIM within our local group of galaxies (e.g. Nicastro et al., 2002) or to radiatively cooling gas inside our Galaxy (e.g. Heckman et al., 2002). I also report the detection of zero redshift O viii Ly$`\alpha `$ at 18.97 Å (Fig. 2) and of Neix K$`\alpha `$ at 13.4 Å (Fig. 3). Note however that these lines are affected by small features in the effective area.
The EW of the zero redshift features (O vii,O viii and Neix) are compatible with those measured with Chandra for PKS2155-304 (Nicastro et al., 2002; Fang et al., 2002) and for MRK 421 (Nicastro et al., 2001). In particular, the EW derived fixing the lines FWHM to the value of the 21.6 Å line, (i.e. 0.33, 0.27 and 0.20 eV respectively) are consistent with the lines being unsaturated and with column densities of $`10^{16}`$ atoms cm-2 per ion species (see Fig. 4 in Nicastro et al., 2002). For a gas density of $`10^6`$ atoms cm-3, Neix/Ovii and O viii/Ovii ratios indicate gas temperatures of $`(0.42)\times 10^6`$ K, and $`(14)10^6`$ K, respectively (Fig. 5 of Nicastro et al., 2002). These ranges move to $`(1.52.5)\times 10^6`$ K and $`(34)\times 10^6`$ K in case of Galactic gas density. Even if these estimates have to be regarded with caution because of the possible modifications of the effective area features, they are all consistent with the range of temperatures predicted for the WHIM.

## 4 Conclusion

I report strong evidence of WHIM outside our local group of galaxies through the detection of a 21.82 Å O vii K$`\alpha `$ absorption line in the XMM-Newton RGS-1 spectrum of MRK 421. The line redshift is $`0.01`$, in agreement with that derived for the strong H Ly$`\alpha `$ absorption line detected by HST and related to an absorber in a cosmic void. The three closest galaxies are at 2.14, 3.98 and 4.12 $`h_{70}^1`$ Mpc (Penton, Stocke, & Shull, 2000). This detection is a firm proof the existence of a WHIM filament at $`z0.01`$ possibly connecting the nearby galaxies with other denser regions of the sky, as expected by the models of the cosmic structures formation and evolution. I derive an upper limit on the gas temperature of $`2.54\times 10^6`$ K for a gas density of $`10^61`$ atom cm-3. The only known similar evidences are a $`4.5\sigma `$ detection of O viii at $`z0.05`$ reported by Fang et al. (2002) in the Chandra spectrum of PKS 2155-304 and the $`2\sigma `$ detections of two O vii lines at $`z0.2`$ in the Chandra spectrum of H1821$`+`$643 (Mathur, Weimberg & Chen, 2002). However Fang et al. (2002) feature is not confirmed in other Chandra and XMM-Newton observations (e.g. Nicastro et al., 2002; Cagnoni et al., 2003).
I also detect the zero redshift absorption features of O vii, Ovii and Neix with positions and EWs consistent with previous detections in the direction of other bright AGNs (e.g. Nicastro et al., 2002; Cagnoni et al., 2003).

I acknowledge a C.N.A.A. fellowship. I thank Aldo Treves and Francesco Haardt for useful scientific discussions and a careful reading of the manuscript.


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# Evolutionary Minority Games: the benefits of imitation

## I Introduction

The Minority Game (MG) was introduced by Challet and Zhang in 1997 Challet:Emerg.  as a model for the competition for limited resources. Although it has since been studied in more than 100 publications MGHomepage , and countless variations have been introduced, the basic scenario is still easy to explain: there is a population of $`N`$ players who, at each time step $`t`$, have to make a decision $`\sigma _i^t\{1,1\}`$. Those who are in the minority win, the others lose (to avoid ambiguities, $`N`$ is chosen to be odd). Direct communication and contracts among players are not allowed; however, the decision of the minority is public information, and players can base their decision on a finite number $`M`$ of past decisions.

Global efficiency is measured by the standard deviation of the sum of individual decision,

$$\sigma ^2=\left(\underset{i=1}{\overset{N}{}}\sigma _i^t\right)^2_t.$$
(1)
Random guessing by all players leads to $`\sigma ^2=N`$; a smaller value indicates good coordination among players, a larger value is a sign of herd behavior.

One obvious feature of this game is that there is no unique best action for the players – if it existed, it would be the same for all players for symmetry reasons, and all players would lose.

From the point of view of economic game theory Holler:Einfuehrung , the game has a large number of Nash equilibria – combinations of strategies where no player can improve his chances of winning by unilaterally changing his strategy. For example, if $`(N+1)/2`$ players choose $`+1`$ all the time, and $`(N1)/2`$ pick $`1`$, the global loss is minimal ($`\sigma ^2=1`$); however, those who are on the losing side stay there forever, and a player who switches sides will cause the majority to flip, and continue losing. Simple combinatorics show that there are $`\left(\genfrac{}{}{0pt}{}{N}{(N1)/2}\right)`$ such combinations.

Furthermore, there are even more Nash equilibria in mixed strategies: e.g., if all players pick $`+1`$ with a probability of $`0.5`$ and $`1`$ otherwise, no single player who develops a preference for one option will have an advantage from this. However, if all players continue guessing, one gets $`\sigma ^2=N`$, as pointed out before; a better coordination would be desirable. A vast continuum of mixed strategies exists where no outcome is preferred – all of these are Nash equilibria.

In the absence of a unique best way to proceed, players have no choice but to adapt their strategy to their environment, i.e., the behavior of their co-players. The MG has become a testing ground for various forms of “bounded rationality”, i.e., more or less simplistic decision and learning algorithms for the agents, ranging from a choice between a small number of Boolean functions Challet:Emerg. ; Challet:Phase ; Marsili:Exact  and simple neural networks Metzler:Interact  to evolutionary algorithms Johnson:Segregation .

This paper presents new aspects of the Evolutionary Minority Game (EMG) studied by Johnson et al. in Johnson:Segregation , and introduces an evolutionary variation of the stochastic strategy described in Reents:Stochastic . Two central questions are: 1.) what are the consequences if a player who has “died” in the evolutionary process is replaced by a modified copy of a different player, rather than picking a strategy at random? 2.) Can the prescription be generalized to more than two choices – $`1,\mathrm{},Q`$ instead of $`\pm 1`$, as suggested in Ref. Ein-Dor:Multi-Choice ? Let us start with a look at the original evolutionary MG.

## II The original Evolutionary MG

In its original formulation Johnson:Segregation , the EMG works as follows: each player has access to a table which records, for each possible combination of $`M`$ consecutive minority decisions, what the minority decision following the last occurrence of that combination was. Players have only two individual features, namely a score $`s_i`$ and a probability $`p_i`$. With this probability $`p_i`$, they choose the action in the history table corresponding to the current history; otherwise they choose the opposite action.

Players who win gain a point on their score, whereas the others lose a point. If the score of a player drops below a certain threshold $`d<0`$, the player is replaced by a new one with a reset score $`s_i=0`$ and a probability $`p_i`$ that is either a modified copy of his predecessor’s value or chosen entirely at random.

As was pointed out before Burgos:Selforg. , this scheme can be simplified by exploiting the fact that the entries in the history table are decoupled, and that there is complete symmetry between the actions $`+1`$ and $`1`$. The simplest interpretation that gives the same stationary distribution $`P(p)`$ would therefore be that each player picks $`+1`$ with probability $`p_i`$ and $`1`$ otherwise. This points to an analogy with classical game theory Neumann:Theory : the Minority Game is an $`N`$-player negative-sum matrix game, and the $`p_i`$ define the mixed strategies of each player.

In the original EMG, a deceased player is replaced by a new player whose strategy $`p_i`$ is a modified version of his predecessor’s value: a random number $`\mathrm{\Delta }`$ with a given variance $`V`$ is added to the previous value, with reflecting or cyclic boundary conditions at $`p=0`$ and $`p=1`$. It turns out that neither the exact value of the threshold $`d`$ nor the number $`N`$ of players play a significant role, and that the typical size of mutations changes the results quantitatively, but not qualitatively: the stationary probability distribution $`P(p)`$ develops two peaks at $`p=0`$ and $`p=1`$, while there is still a significant probability for intermediate values of $`p`$.

First attempts to calculate the probability distribution analytically were only moderately accurate Lo:Theory ; DHulst:Hamming : they assumed that the reason for the self-organized segregation was only in the self-interaction of agents, and none of the two choices was systematically preferred. As newer studies Hod:Self-Segregation ; Nakar:Semianalytical  have shown, this is not true: most of the time, there is a significant preference for one of the two options, and players who prefer this option have higher losses and a higher chance to be replaced. The preference for one side undergoes rather regular oscillations, with accompanying oscillations of the scores of players with one or the other preference. (The presence of these oscillations also means that the distribution $`P(p)`$ is time-dependent, and becomes stationary only when averaged over a long time compared to the oscillation period. Whenever we speak of a stationary distribution from now on, we mean it in that sense.)

These publications also reported that, if a winning player receives $`R<1`$ points rather than 1 point, the segregation into extreme opinions vanishes below a certain point $`R_c`$ and is replaced by a preference for undecided agents with $`p0.5`$. This is a rather remarkable result: after all, the aim of the game is unaffected by the modified payoff $`R`$ – it is still advantageous to be in the minority, the chances of winning still only depend on the set of $`\{p_i\}`$, and the optimal configuration still has $`(N1)/2`$ players on one side and $`(N+1)/2`$ on the other. What has changed is the dynamics of the game, and it is these dynamics that prevent the system from finding a more advantageous state.

The crucial point about the evolutionary dynamics that have been considered so far is this: they do not systematically favor mutations with a higher fitness – they are not compatible in the sense of Ref. Friedman:Evolutionary : “…for any dynamic compatible with a properly defined fitness function fitter strategies should increase relative to less fit strategies.” We will demonstrate this in the limit of infinitely large mutations, which amounts to the same as choosing a new strategy completely at random. Simulations indicate that the results apply to small mutations as well.

Let us take the fitness $`f(p)`$ associated with a strategy $`p`$ to be the negative of the probability of a player using $`p`$ of dying in a given round (in previous studies, this was assumed to be the average gain divided by the threshold). The strategies are distributed following a probability density $`P(p)`$, with a cumulative probability distribution

$$C(p,t)=_0^pP(p^{})𝑑p^{}.$$
(2)
The expected number of players with $`p_i<p`$ who mutate in a given round is $`_0^pf(p^{})P(p^{})dp^{}`$. Out of the replacements for these players, a fraction of $`p`$ has a strategy $`p_i<p`$. The updated probability function is therefore

$`C(p,t+1)`$ $`=`$ $`C(p,t)+{\displaystyle _0^p}f(p^{})P(p^{})𝑑p^{}`$ (3)
$`p{\displaystyle _0^1}f(p^{})P(p^{})𝑑p^{}.`$
Going to continuous time and differentiating with respect to $`p`$, the integro-differential equation for $`P(p)`$ looks as follows:

$$\frac{dP(p)}{dt}=P(p)f(p)_0^1P(p^{})f(p^{})𝑑p^{}=P(p)f(p)\overline{f}.$$
(4)
Keeping in mind that the fitness always takes negative values, Eq. (4) means that if $`P(p)`$ is small enough, it increases even if the fitness associated with is is below average – this is clearly not what is desired.

The problem can be remedied (in principle) by a small change in the dynamics: a player is replaced not by a copy of himself, but by a copy of another player. This makes sense in various interpretations: in an economic situation, “dying” could have the meaning of “going broke”, and a player who tries a new start wants to imitate one of his (apparently more successful) competitors. In a biological setting, an organism literally dies, and an offspring of another organism takes its place. With this new mechanism, Eq. (3) takes the form

$`C(p,t+1)`$ $`=`$ $`C(p,t)+{\displaystyle _0^p}f(p^{})P(p^{})𝑑p^{}`$ (5)
$`C(p){\displaystyle _0^1}f(p^{})P(p^{})𝑑p^{},`$
which leads to the dynamic

$$\frac{\dot{P}(p)}{P(p)}=f(p)\overline{f}.$$
(6)
This describes a so-called Malthus process, where the frequency of strategies with above-average fitness increases exponentially. The problem with this dynamic is that once a strategy becomes extinct, there is no way of reviving it. In the limit of infinitely many players that was tacitly assumed above, this is not a problem, since the probabilities for a strategy never go to 0 in finite time. However, with a finite number of players imitating each other, this would eventually lead to a small number of sub-populations, each of which exclusively plays one of the mixed strategies that happened to survive the initial stage (this scenario resembles a variation of the Backgammon model Godreche:Entropy ).

To get a well-defined final state independent of initial conditions, it is therefore necessary to add a small mutation to the copied strategy to explore unoccupied areas in strategy space – for example by adding a Gaussian of variance $`V1`$ to $`p`$, with reflecting boundary conditions. If this is done, a stationary probability distribution emerges that is strongly peaked at $`0`$ and $`1`$ and vanishes for intermediate $`p`$, as seen in Fig. 1. Global losses are reduced dramatically: for example, for $`V=10^4`$, one gets $`\sigma ^20.021N`$ instead of $`\sigma ^20.31N`$ for the original EMG for large $`d`$. Coordination can be improved even more by decreasing $`V`$, at the cost of a longer equilibration time. Furthermore, the results of decreasing the reward $`R`$ for winning, as suggested in Ref. Hod:Self-Segregation , are less dramatic: decreasing $`R`$ does not destroy segregation; however, the peaks at extreme strategies become wider, and global efficiency decreases somewhat.

## III Multi-choice EMG

Generalizations of the MG to more than two options were studied in Ein-Dor:Multi-Choice  (with agents using neural networks) and Chow:Multiple ; Chow:Multichoice  (with agents using a set of decision tables). The basic idea is simple:

* each player now picks an action (or “room”) $`\sigma _i^t1,\mathrm{},Q`$ out of $`Q`$ options;
* the number of players $`N_q`$ who chose each option is determined: $`N_q=_i^N\delta _{\sigma _i,q}`$;
* the option chosen by the fewest players (the “least crowded room”, with occupation $`N_{min}`$) is declared winner (a coin toss decides in case of a tie);
* the players who chose the winning room receive an award (let us say, one point), whereas the others lose $`1/(Q1)`$ points.

Global efficiency can be measured by taking the analog of Eq. (1) either for the occupation of the winning room:

$$\sigma _{min}^2=\left(N_{min}\frac{N}{Q}\right)^2_t$$
(7)
or the occupation of all rooms:

$$\sigma _Q^2=\frac{1}{Q}\underset{q}{\overset{Q}{}}\left(N_q\frac{N}{Q}\right)^2_t.$$
(8)
In many cases, the latter quantity differs from $`\sigma _{min}^2`$ only by a constant factor and is easier to calculate Ein-Dor:Multi-Choice . For the reference case of random guessing, $`\sigma _Q^2`$ takes the value of $`N/Q`$.

The generalization of the evolutionary MG to multiple choices leaves several options. We choose the one that yields a standard multi-player matrix game: each player is equipped with a strategy vector $`𝐩_i`$, with entries $`p_{i,q}0`$ that give the probability of player $`i`$ choosing room $`q`$. These vectors obey the normalization constraint $`_qp_{i,q}=1`$.

How strongly a player specializes in one option can be measured using the self-overlap of his strategy vector:

$$O_i=\underset{q}{}p_{i,q}^2.$$
(9)
This quantity varies from $`1/Q`$ for a completely undecided player to 1 for a player who chooses one option exclusively. The average over the population, $`O=_iO_i/N`$, is therefore a good measure of the degree of specialization among players.

If a player’s score drops below the threshold $`d`$, he is replaced by a player with a different strategy vector. Again, two different paths suggest themselves: either, as in Ref. Johnson:Segregation , the player is replaced by an altered copy of himself (or, in the extreme case of large mutations, a randomly chosen new player); or the gap is filled by the mutated offspring of another, randomly chosen player. We ran simulations starting with random initial vectors uniformly distributed on the simplex (see the Appendix). The same picture emerges as in the binary-choice case:

If deceased players are replaced by copies of themselves or players with random strategies, very little specialization occurs. The stationary distribution of $`O_i`$ gets slightly more contributions from larger values; however, the mean value shifts only little. E.g., for $`Q=3`$ and $`d=10`$, the average $`O`$ changes from $`1/2`$ for no adaption to $`0.540`$ for replacing deceased players with randomly chosen strategies. Correspondingly, global efficiency increases only slightly: in this case, from $`\sigma _Q^2=1/3`$ to $`0.242`$.

However, copying another player (with small mutations) gives excellent coordination: in the stationary state, all players specialize strongly in one of the choices – the self-overlap of strategies is close to 1 (see Fig. 2). The width of the probability distribution of $`O_i`$ again depends on the magnitude of mutations: the smaller the mutations, the narrower the peak. As before, eliminating mutations altogether prevents coordination.

## IV The Stochastic MG

In Ref. Reents:Stochastic , a strategy was presented that looks similar to the EMG described above: again, each agent is equipped with a probability $`p_i`$ that characterizes his behavior. The meaning of $`p`$ is different, though: if a player wins in a given round, he is content and repeats his choice $`\sigma _i^t`$ in the following round. If he loses, however, the agent may rethink his game plan and switch to the opposite action with probability $`p_i`$. This prescription amounts to a one-step Markov process which can be solved analytically in some regimes if all players use the same $`p`$ Reents:Stochastic ; Horn:Diplom .

For large $`p`$ (of order $`1`$), a finite fraction of the population switches at every time step, resulting in large global losses ($`\sigma ^2=𝒪(N^2)`$). Furthermore, the majority flips very frequently. The stationary probability distribution of $`A=_i\sigma _i^2`$ takes the shape of two roughly Gaussian peaks centered at $`\pm Np/(2p)`$.e Pine finished – Clo

However, if $`p`$ scales with $`p=2x/N`$, $`x=𝒪(1)`$, there is very good coordination ($`\sigma ^2=1+4x+4x^2/3`$ as $`N\mathrm{}`$), and the minority does not switch at every time step. The stationary probability distribution is centered at $`A=0`$, with a width of roughly $`2x`$.

The relative simplicity of the mathematical description breaks down if each player is allowed to have an individual $`p_i`$: if players are distinguishable, it is no longer enough to state how many of them are on one side or the other to completely characterize the system. However, with a few approximations, even then some insight can be gained if complications like an evolutionary dynamics are introduced.

We start with a scenario analogous to that described in Sec. II, which we will call SEMG (stochastic evolutionary Minority Game): each of the $`N`$ players has an individual probability $`p_i`$ of switching, which is initially a uniform random number. In the case of a loss, the player loses a point; otherwise he wins one. If his score drops below $`d`$, his probability is replaced, and his score reset to $`0`$. One would expect that players with smaller $`p`$ have an advantage over those with large $`p`$, and one would hope that players organize themselves to a stationary state with $`p_i1/N`$.

If mutations of players are performed analogous to the original EMG (new players are modified copies of the deceased ones), a stationary distribution $`P(p)`$ emerges in which small $`p`$ are more likely than large ones, but there is still a significant tail towards large $`p`$ (see Fig. 3). Simulations show that contrary to the original EMG, the details of the mutation process (size of the mutation, reflecting/ cyclical boundary conditions etc.) have no impact at all on this distribution. Neither does the threshold $`d`$. The number of players $`N`$ has only a small effect – the shape of the distribution for larger $`p`$ does not change significantly, but $`P(p)`$ increases for very small $`p`$ as $`N`$ increases. This effect is explained later; however, it is much too small to achieve a mean $`p`$ that scales with $`1/N`$.

As mentioned before, $`p=𝒪(1)`$ means that the minority changes sides at practically every time step. Assuming that this is true, it is possible to calculate the average gain of a player with a given $`p`$, and hence his expected lifetime. From this, the stationary distribution can be calculated. Let us start with a more general approach, which assumes very simple dynamics of the global decision and neglects the impact of a single player on that decision. If the global minority stays the same in two consecutive time steps with a given probability $`\mu `$, the average gain of a player can be determined as follows: with a probability $`w(p)`$, the player wins in a given round. Consequently, he does not switch sides, and wins again in the next round with probability $`\mu `$. However, if he lost in the first round, he can win by changing sides if the minority stays on the same side (probability $`\mu p`$) or if he insists on his opinion, and the minority switches (probability $`(1\mu )(1p)`$). For a given $`\mu `$, the probability of winning is therefore

$$w(p)=\mu w(p)+(\mu p+(1\mu )(1p))(1w(p)).$$
(10)
For the average gain $`g(p)=2w(p)1`$, this gives

$$g(p)=\frac{p(12\mu )}{1+(1p)(12\mu )}.$$
(11)
As long as $`g(p)`$ is systematically negative and does not undergo fluctuations on time scales comparable to the lifetime of a player, it is safe to assume that the mean lifetime $`L(p)`$ is $`d/g(p)`$ – the score is a random walk with a negative drift which outweighs the diffusive motion for sufficiently large $`d`$.

Assuming that the average $`p`$ is large enough to ensure that the majority will flip at every time step – i.e., $`\mu =0`$, and $`g(p)=p/(p2)`$ – one can now identify $`1/L(p)=p/d(2p)`$ with the fitness $`f(p)`$ and use Eq. (4) to derive, for the stationary state,

$$P(p)\frac{2p}{p}.$$
(12)
This probability distribution has the unpleasant property of diverging at $`p=0`$, since agents with $`p=0`$ are assigned an infinite lifetime. In practice, three effects come into play: first, agents never have exactly $`p=0`$. Second, even for agents with $`p=0`$, their impact on the decision will give them a very small negative average gain and a long, but not infinitely long life. Third, $`\mu `$ is very small, but never strictly equal to $`0`$; if the probability of large values of $`p`$ becomes too small, the simplistic assumptions about the dynamics no longer hold, and $`\mu `$ increases.Together, these effects are responsible that for any given set of parameters, a stationary distribution emerges. Eq. (12) allows for a good fit to these stationary distributions measured in simulations, as seen in Fig. 3.

The average $`p`$ that emerges from these simulations is of order $`1`$ (to be more specific, around $`0.10`$, with the precise value depending on $`N`$ and $`d`$). This means that the solution is self-consistent: the value of $`p`$ that results from the dynamics is large enough to justify the assumptions that went into estimating it.

Analogous to Sec. II, the evolutionary dynamic of replacing a player with a random player or a copy of the old one does not always favor strategies with higher fitness. However, the same step can be taken to improve coordination: if deceased players are replaced with a copy of another player chosen at random, the relative growth of $`P(p)`$ is proportional to $`f(p)\overline{f}`$, just as in Eq. (6).

Unfortunately, Eq. (11) is not applicable for very small $`p`$ (since it neglects the impact of the considered agent), and there is no simple equation that gives the fitness as a function of the strategy for all regimes. Nevertheless, there seems to be no situation where having a higher $`p`$ gives better results. Hence, the evolutionary dynamic should lead to a state with minimal $`p`$ for all agents. A similar problem as in Sec. II comes into play here, although it does not have quite as troubling effects: with a finite number of players, the best possible coordination is for all players to adapt the smallest value of $`p`$ that survived the initial stage. However, this value is usually of order $`1/N`$ – if initial values are chosen at random, they have an average distance of $`1/N`$.

Just as in Sec. II, the sensitivity to the initial state can be removed by adding a small random number to $`p_i`$ when a new player is created. As seen in Fig. 4, results are similar: a peak centered at $`p=0`$ emerges, whose width depends on the size of the mutations. With sufficiently small mutations, $`p=𝒪(1/N)`$ and $`\sigma ^2=𝒪(1)`$ can easily be achieved.

One of the drawbacks of introducing small mutations is that their size is a new parameter that has to be adjusted to get a $`\sigma ^2`$ of order 1. One of the conceptual flaws of the SMG was that players had to be aware of the size of the population to justify an adequate choice of $`p`$. One might have hoped that in an evolutionary scheme, the correct scaling for $`p`$ would emerge naturally. With the dynamic of copying with mutations, it does not. Maybe an evolutionary mechanism that mutates the size of mutations would solve this.

## V Multi-choice stochastic MG

The stochastic MG can be generalized to multiple choices in several ways, none of which is quite as natural as the generalization of the EMG in Sec. III. One of the most intuitive ways is this: again, players have the choice between $`Q`$ different actions, or “rooms”. Those who chose the least-crowded room are content and choose it again, whereas all others decide, with probability $`p_i`$, to look for alternatives. If they are not informed about which room won, they randomly pick one of the room that they did not choose the last time. Another plausible scenario is that they know which room won, and choose it with probability $`p`$ the next time.

In both cases, the system can still be considered a one-step Markov process. However, the state of the system must now be characterized by $`Q1`$ values $`N_1,\mathrm{},N_{Q1}`$, which give the number of players that chose each action (the remaining value $`N_Q`$ can be calculated from normalization constraints: $`_qN_q=N`$), and the joint probability distribution is a $`Q1`$-dimensional tensor, or a function living in $`^{Q1}`$ if one wants to go to continuous variables. Transition probabilities look even worse, taking the form of $`2(Q1)`$-dimensional tensors or integral kernels. Put briefly, this problem is only accessible to simulations and very crude approximations.

In the limit of $`p=𝒪(1)`$, $`N\mathrm{}`$, the behavior is analogous to that detailed in Sec. IV: finite fractions of players move from room to room, and the minority option changes at every time step. Suitable variables are $`n_q=N_q/N`$, the fractions of players who chose option $`q`$. Occupation probabilities $`P(n_q)`$ turn out to be a superposition of $`Q`$ Gaussian peaks whose widths decrease with $`N`$. Self-consistent values for the centers of the peaks can be found analytically, as the following example for $`Q=3`$ will show:

At any given step, there are three occupation numbers, which we order $`n_1<n_2<n_3`$. Room 1 will now receive players from rooms 2 and 3, whereas rooms 2 and 3 gain players from the respective other room and lose players to all other rooms. Neglecting fluctuations, the rate equations for the occupations $`n_i^+`$ at the next time step look like this:

$`n_1^+`$ $`=`$ $`n_1+(p/2)(n_2+n_3);`$
$`n_2^+`$ $`=`$ $`n_2pn_2+(p/2)n_3;`$
$`n_3^+`$ $`=`$ $`n_3pn_3+(p/2)n_2.`$ (13)
If one can find a permutation of $`n_i`$ such that each $`n_i`$ is equal to $`n_j^+`$ with some $`ji`$, one has a solution. In the present case, the solution for Eq. (13) is $`n_1^+=n_3`$, $`n_2^+=n_1`$ and $`n_3^+=n_2`$ for $`0<p2/3`$, and $`n_1^+=n_3`$, $`n_2^+=n_2`$ and $`n_3^+=n_1`$ for $`2/3p<1`$. The corresponding equations are

$`n_1`$ $`=`$ $`{\displaystyle \frac{46p+3p^2}{3(2p)^2}}\text{ for }p2/3,1{\displaystyle \frac{6}{103p}}\text{ for }p>2/3;`$
$`n_2`$ $`=`$ $`{\displaystyle \frac{4(1p)}{3(2p)^2}}\text{ for }p2/3,{\displaystyle \frac{2}{103p}}\text{ for }p>2/3;`$
$`n_3`$ $`=`$ $`{\displaystyle \frac{2}{3(2p)}}\text{ for }p2/3,{\displaystyle \frac{4}{103p}}\text{ for }p>2/3.`$ (14)
This solution agrees well with behavior observed in simulations, as Fig. 5 shows.

For small uniform $`p`$ of order $`Q/N`$, analytical results are hard to find, for the mentioned reasons. Evidence from simulations shows that the system organizes itself into a probability distribution close to optimal coordination. The details of the distribution depend, even for large $`N`$, on $`NmodQ`$. An example of such a distribution is shown in Fig. 6.

Evolutionary dynamics can be introduced exactly analogous to the previous sections, and very similar results are observed: choosing a new player at random and replacing a player by a mutated copy of himself yields the same stationary probability distribution, which has a long tail towards larger $`p`$. Average values for $`p`$ are around $`0.2`$, the probability distribution of occupation numbers $`N_q`$ shows multiple peaks.

The alternative dynamic of copying another player with mutation gives a sharp peak around $`p=0`$, with $`\sigma _Q^2`$ on the order of 1 for sufficiently small mutations.

## VI Concluding remarks

We have shown that the self-organized segregation observed in the evolutionary Minority Game is not only much more pronounced, but also more robust to modifications of the payoff scheme if a suitable dynamic is used – one that allows strategies with above-average fitness to grow, rather than keeping sub-par strategies alive. Copying another player’s strategy is a suitable way of doing this. The copy has to be modified by a small mutation to eliminate sensitivity to initial conditions.

We have also introduced a natural generalization of the EMG to multiple choices, evolutionary dynamics for the Stochastic MG, and an extension of the latter to multiple choices. The results in all cases have striking similarities: properly chosen evolutionary dynamics lead to near-optimal coordination and drastic suppression of losses, compared to random guessing.

It is somewhat ironic that the key ingredient to these dynamics is copying the strategy of another player – in a game where the goal is to take different actions than the majority. One could argue that in the regime of the EMG where players have very strong preferences for either side, the EMG is not too different from the Stochastic MG: players stick to their opinion if possible; if they lose too often, they either copy a player from their own side (which changes little about the situation), or they copy a player from the other side – they switch their output. The presence of accumulated scores makes the situation more complicated than that, yielding preference oscillations whose wavelength depends on the threshold.

Despite the increased efficiency and robustness that the imitation mechanism has brought, the dynamics are still complex, and a thorough analytical treatment has not been found yet. The same holds for the SEMS, where the interplay between the probability distributions of outputs and of strategies is difficult to handle analytically. Maybe future research will fill in the missing details.

###### Acknowledgements.

R. M. acknowledges financial support by the GIF. We thank Georg Reents for his enthusiasm about the Stochastic MG, for ideas, helpful discussions and supervision. We also thank Wolfgang Kinzel for his support and supervision.

## Appendix A Constructing uniformly distributed vectors on a simplex

There are many conceivable methods of finding $`Q`$-dimensional random vectors $`𝐩`$ that obey the constraints of probabilities, $`p_i0`$ and $`_ip_i=1`$. However, the easiest ones do not give a uniform distribution on the simplex of allowed vectors: for example, forcing a set of uniform random numbers between 0 and 1 to obey the constraints by dividing them by their sum emphasizes vectors in the center of the simplex due to projection effects.

The following method generates uniformly distributed probability vectors from uniformly generated random numbers. We include it because it may be useful to the reader for other applications.

The space of allowed vectors $`𝐩`$ is spanned by linear combinations

$$𝐩=\underset{q}{}a_q𝐛_q$$
(15)
of a set of $`Q`$ basis vectors $`𝐛_q`$

$$𝐛_1=\left(\begin{array}{c}\hfill 1\\ \hfill 0\\ \hfill 0\\ \hfill \mathrm{}\end{array}\right),𝐛_2=\left(\begin{array}{c}\hfill 1\\ \hfill 1\\ \hfill 0\\ \hfill \mathrm{}\end{array}\right),𝐛_3=\left(\begin{array}{c}\hfill 0\\ \hfill 1\\ \hfill 1\\ \hfill \mathrm{}\end{array}\right),\mathrm{}$$
(16)
with coefficients $`1=a_1a_2\mathrm{}a_Q0`$. The components must be chosen with a suitably weighted probability distribution to account for the fact that a larger coefficient $`a_2`$ allows for more combinations of $`a_3`$, $`a_4`$ etc. Since the volume of the sub-simplex limited by $`a_q`$ is proportional to $`a_q^{Qq}`$, the appropriate distribution is

$$\text{Prob}(a_q)=\{\begin{array}{cc}\frac{Qq+1}{a_{q1}}a_q^{Qq}\hfill & \text{ for }0a_qa_{q1}\hfill \\ 0\hfill & \text{ else}\hfill \end{array}.$$
(17)
Consequently, a set of coefficients $`\{a_2,\mathrm{},a_Q\}`$ can be calculated from a set of random numbers $`\{r_2,\mathrm{},r_Q\}`$ uniformly distributed between $`0`$ and $`1`$ by a simple transformation Press:NumRec :

$$a_1=1;a_q=a_{q1}r_q^{1/(Qq+1)}.$$
(18)
Eq. (15) then gives the desired vector on the simplex.


text:
# Spin Physics at RHIC

## 1 I. Introduction

The Relativistic Heavy Ion Collider (RHIC) at Brookhaven National Laboratory was built to study the collisions of heavy ions having energies up to 100 GeV/nucleon. The physics goal of these studies is to find a new state of matter where quarks and gluons are not confined in hadrons. PHENIX and STAR are two large experiments and PHOBOS and BRAHMS are two small experiments designed to study relativisitic heavy ion collisions at RHIC. Details about these detectors can be found in Ref. NIM\_volume .

In addition to having the capability to produce heavy ion collisions at energies up to $`\sqrt{s_{NN}}=200`$ GeV, RHIC is the first high-energy accelerator designed to allow the acceleration, storage and collisions of polarized proton beams with center of mass energies up to $`\sqrt{s}=500`$ GeV. Helical dipole magnets in each ring serve as ‘Siberian Snakes’ that help preserve the beam’s polarization during acceleration and storage Huang . A pair of Siberian Snake magnets in each ring make the vertical direction the stable spin axis. These magnets were commissioned during RHIC run 2 to provide collisions of transversely polarized protons at $`\sqrt{s}`$=200 GeV. Spin rotator magnets positioned on either side of the STAR and PHENIX interaction regions will permit future studies with longitudinally polarized proton beams. Final preparations of the PHENIX and STAR detectors for the study of high-energy polarized proton collisions will soon be completed. In addition, the PP2PP experiment is being built to study the elastic scattering of polarized proton beams at RHIC.

This paper briefly describes the long-term physics goals of the RHIC spin program. These goals have been described in a recent review Bunce . What is new in this area is the first collisions of polarized protons at RHIC. This paper provides a description of what was learned from the first RHIC run producing collisions of polarized protons. Many details about the run were described in parallel session talks at SPIN 2002. This overview serves as a roadmap to these more detailed descriptions.

## 2 II. Physics goals of the RHIC spin program

The RHIC spin program aims to unravel the spin structure of the proton. Understanding how the valence quarks, gluons and sea quark-antiquark pairs conspire to produce the spin of the proton is equally as important as understanding how these constituents produce the proton’s mass. The quark contribution ($`\frac{1}{2}\mathrm{\Delta }\mathrm{\Sigma }`$), the gluon contribution ($`\mathrm{\Delta }G`$) and possible orbital angular momentum of the proton’s constituents must sum to the proton spin of $`\frac{1}{2}`$. To date, spin structure studies have relied on deep inelastic scattering (DIS) of charged leptons as was reviewed at this Symposium Averett ; Miller . The contribution quarks make to the overall spin of the proton has been found to be substantially smaller than expected ($`\mathrm{\Delta }\mathrm{\Sigma }=0.23\pm 0.04\pm 0.06`$). Polarization of the gluons that bind the quarks and/or orbital angular momentum of the proton’s constituents must carry the rest. Since gluons carry no electric charge, real or virtual photons only probe the gluon through its splitting into $`q\overline{q}`$ pairs. Use of this photon-gluon fusion process provides a means of establishing the gluon contribution to the proton’s spin that is being actively pursued by the COMPASS experiment at CERN Tessarotto  and is a planned pursuit at SLAC Rock . COMPASS aims to probe gluon polarization by detecting $`D`$ mesons from $`\gamma ^{}gc\overline{c}`$ interactions employing a polarized $`\mu `$ beam and a polarized target. One of the goals of the RHIC spin program is to utilize the color charge of the quarks to couple directly to the gluon field within the proton. Existing measurements of quark polarization from DIS experiments enable the use of quarks as an ‘analyzer’ of gluon polarization in $`\stackrel{}{p}\stackrel{}{p}`$ collisions, particularly for final states where a large transverse momentum ($`p_T`$) photon is produced. Gluon polarization will be probed at RHIC by measurements of longitudinal double spin asymmetries ($`A_{LL}`$).

High energy collisions of protons produce hadronic jets, photons, vector bosons ($`W^\pm `$,$`Z,\gamma ^{}`$) and other particles having large $`p_T`$ or large mass. From studies at unpolarized hadron colliders, it is known that perturbative QCD can provide quantitative predictions of the cross sections for such processes, particularly when next-to-leading order (NLO) contributions are included. Extending these phenomenlogical analyses to include spin degrees of freedom leads to the expectation that pQCD will provide a quantitative framework to interpret spin observables for jets, photons, and other particles produced in polarized proton collisions.

As previously described Bland , the ‘golden probe’ of gluon polarization at RHIC will be photon production in longitudinally polarized proton collisions. It is expected that the QCD Compton process ($`qgq\gamma `$) will be the dominant source of photons, with physics backgrounds arising from fragmentation photons and the $`q\overline{q}\gamma g`$ process, the latter process corresponding to time-reversed photon-gluon fusion. Experimentally, photon production is challenging because the total cross section is small relative to prolific sources of photons from neutral meson decays. Simulations for both PHENIX and STAR have demonstrated that these backgrounds can be minimized. Coincident detection of the away-side jet with the prompt photon can provide information about the Bjorken $`x`$ values of the initial-state interacting partons. Recent results from the Tevatron D0  suggest that NLO pQCD can provide a quantitative description of photon production cross sections.

The production of $`W^\pm `$ bosons in the collision of longitudinally polarized protons is expected to result in spectacularly large parity violation. As in charged current weak interactions that gives rise to the flavor sensitivity to neutrino deep inelastic scattering, parity violating spin asymmetries for $`W^\pm `$ production in $`\stackrel{}{p}p`$ collisions will isolate valence quark ($`\mathrm{\Delta }u/u,\mathrm{\Delta }d/d`$) and sea anti-quark ($`\mathrm{\Delta }\overline{u}/\overline{u},\mathrm{\Delta }\overline{d}/\overline{d}`$) polarizations Saito . Utilization of the electroweak interaction is expected to be a more precise measure of these polarizations than semi-inclusive DIS experiments that are presently underway. Imprecise knowledge of fragmentation functions is a dominant systematic error for semi-inclusive DIS studies.

The collision of transversely polarized proton beams can be used to study the transversity structure function. Although this is a twist-2 function of equal importance as the longitudinal spin distribution functions ($`\mathrm{\Delta }q(x)`$,$`\mathrm{\Delta }\overline{q}(x)`$ and $`\mathrm{\Delta }G(x)`$) for understanding the proton’s spin structure, transversity cannot be probed in inclusive DIS because of helicity conservation. Transverse spin asymmetry measurements at RHIC are expected to shed light on the transversity structure functions and should provide a timely complement to new measurements of transverse spin effects in semi-inclusive DIS Miller  and in jet studies from $`e^+e^{}`$ collisions Hasuko .

The development of the RHIC accelerator complex to produce polarized proton collisions with a luminosity of $`0.8(2.0)\times 10^{32}`$ cm-2s-1 at $`\sqrt{s}`$=200(500) GeV and with beam polarizations of 70% will be required to attain these long term physics goals. Completion and full development of the PHENIX and STAR experiments is also required. Intermediate physics goals can be attained in the first RHIC spin runs, providing an understanding of how to reach the requisite precision to measure small spin effects in the collider environment while providing the first glimpses of the proton’s spin structure probed in high-energy polarized proton collisions.

## 3 III. Spin asymmetry measurements in a collider

A collider has significant differences, both advantageous and potentially problematic, from traditional fixed target experiments that severely impact the measurement of spin observables. One positive aspect is that in a collider polarization reversals occur at the bunch crossing frequency. For RHIC run 2, the inverse of this frequency was 214 nsec. This is expected to be reduced to 107 nsec in subsequent runs. These time scales are very short compared to most sources of time dependent variations in a detector’s response, such as gain drifts, thereby reducing sensitivity to this class of systematic errors. Rapid polarization reversals place stringent demands on timing of detector signals to preserve the correct association of events with the polarization state of the beams. The detector response must also be minimal to backgrounds which are not associated with the passing beams. Out-of-time background events effectively obtain random polarization assignments.

One significant challenge that is presented by collider experiments is the possibility of accidental correlation between polarization directions and luminosity of the colliding beams. This correlation can arise because each ring is injected with individual bunches of protons with particular polarization orientations. An injection pattern is chosen so that in one ring (Yellow) alternating bunches have opposite polarization direction and the other ring (Blue) has bunch pairs with alternating polarization (Fig. 1). Due to the potential correlation between luminosity and polarization, accurate measurement of the relative luminosity of bunch crossings with different polarization directions is required. This is accomplished by counting experiments using fast detectors capable of discriminating collisions from beam-related backgrounds. An example from RHIC run 2 is shown in Fig. 1, with more details described in Ref. Kiryluk . Methods are being developed to average out any relationship between intensity and polarization by reversing the spins of the stored beams and by recogging the beams so that different bunches collide.

When measuring transverse single spin asymmetries, an azimuthally symmetric detector configuration can be used to measure spin-dependent cross ratios (spin up/down yields with left/right detectors), thereby making detector acceptance and luminosity asymmetries higher order corrections Spinka . For observables involving longitudinal polarization there is no spin-dependent modulation of scattering rates that varies harmonically with the azimuthal angle. Hence, accurate measurements must be made to prevent the relative luminosity determination from being a limiting systematic error of future $`A_{LL}`$ measurements. The large cross section reactions needed for high rate relative luminosity monitors must themselves have minimal longitudinal double spin asymmetries. Identifying suitable monitoring reactions is one of the primary goals for RHIC run 3 when longitudinally polarized proton collisions are planned for the PHENIX and STAR experiments.

It is planned to develop an AC dipole that will efficiently reverse the polarization of the stored beam Bai . This tool, used in conjunction with changes in which beam bunches overlap (recogging), will be fully developed in subsequent RHIC runs. These developments are expected to further reduce spin dependent relative luminosity as a major source of systematic error for spin asymmetry measurements.

Backgrounds in a collider also differ in important ways from those for fixed target experiments. One difference between the two environments is that there are two beams in a collider, traveling in opposite directions, that can lead to twice the background. As with the spin information, timing plays a critical role in discriminating signals from collisions versus those from backgrounds. Time differences between counters mounted fore and aft of the interaction region can be used to identify collisions relative to beam-related backgrounds.

## 4 IV. First polarized proton collisions

The first collisions of transversely polarized protons occurred during RHIC run 2 in the period from early December, 2001 to late January, 2002. The first three weeks of this run were dedicated to accelerator commissioning, with a particular focus on commissioning the ‘Siberian Snake’ magnet pairs in each ring. Officially, data taking for $`\sqrt{s}`$=200 GeV $`\stackrel{}{p}\stackrel{}{p}`$ collisions began on December 20th, initially at low luminosity. Two weeks into the run, the average luminosity increased to $`0.5\times 10^{30}`$ cm-2 s-1, and stayed at that value until the end of the run. Knowledge of the beam polarization is subject to the caveats discussed below.

The RHIC polarimeters detect low-energy recoil carbon ions produced by $`p+^{12}`$C elastic scattering reactions at small $`|t|`$, where the Coulomb scattering amplitude is comparable in magnitude to the strong-interaction amplitude. Details about the design Kurita  and performance Jinnouchi  of these Coulomb-Nuclear Interference (CNI) polarimeters were described at this conference. At present, the effective analyzing power of the CNI polarimeters is measured only near the injection energy Tojo . Ultimately, these polarimeters will be calibrated by determining the beam polarization from proton elastic scattering from a polarized hydrogen gas jet target, effectively transferring knowledge of the target polarization to provide knowledge of the beam polarization. The first opportunity to make these measurements will occur during RHIC run 4. Prior to that, the effective analyzing power of the CNI polarimeter can only be determined by special stores in RHIC involving an acceleration ramp followed by a deceleration ramp. Measurements with the CNI polarimeter at the injection energy, flattop energy and then again at the injection energy can transfer the calibration of the polarimeter effective analyzing power to high energy, if there is found to be minimal polarization loss in both ramps. Deceleration ramps were attempted during RHIC run 2, but were unsuccessful because of beam loss during deceleration. Continuation of this development is planned for run 3.

For RHIC run 2, knowledge of the magnitude of the beam polarization at the collision energy results from the assumption that the effective analyzing power of the CNI polarimeter does not depend on energy. Model calculations suggest only a small increase in the effective analyzing power with increasing energy Trueman . Based on the assumption that the effective analyzing power is independent of beam energy, the beam polarization at the collision energy averaged 17% in the Yellow ring and 13% in the Blue ring over the last two weeks of the run, with the difference reflecting subtle effects in the acceleration ramps of the two rings. The ratio of the measured CNI polarimeter spin asymmetries at the collision energy to those at the injection energy for a given RHIC fill was on average smaller than unity. Hence, the measured asymmetries at 100 GeV set an upper limit on the beam polarization at the collision energy, since acceleration is highly unlikely to increase the beam polarization. The polarization magnitude was limited by the AGS, the last accelerator in the chain used to inject the RHIC rings. Failure of the AGS power source necessitated use of a less powerful backup, resulting in a slower acceleration cycle, thereby reducing the polarization.

The physics goals of the first polarized proton collisions at $`\sqrt{s}`$=200 GeV included:

* the measurement of unpolarized observables to provide the requisite $`pp`$ reference data for the RHIC heavy-ion program,
* commissioning of the accelerator complex for polarized proton collisions,
* making the first measurements of spin asymmetries in a polarized proton collider,
* identifying reactions that will provide the basis for local polarimeters in subsequent runs which utilize the spin rotator magnets, and
* commissioning of the PP2PP Roman pots for the study of proton elastic scattering at small $`|t|`$.

These goals represent important benchmarks of progress to both the RHIC spin program and the RHIC heavy-ion program. As is evident in the following description, these goals were met in the first polarized proton collision run.

### 4.1 IV.a Unpolarized proton observables

Many of the results for unpolarized $`pp`$ collision observables were reported at the recent Quark Matter 2002 conference QM02 . Minimum bias data samples were recorded at all RHIC experiments. High $`p_T`$ triggers based on the central arm electromagnetic calorimeters (EMC) enabled PHENIX to obtain the $`p_T`$ variation of mid-rapidity $`\pi ^0`$ production out to 12 GeV/c (Fig. 2). These data are compared with next-to-leading order pQCD calculations, and agree with the calculations over an impressive eight orders of magnitude Fox . This good agreement between data and theory bodes well for using pQCD to interpret spin observables at RHIC energies. PHENIX was also able to measure $`J/\mathrm{\Psi }`$ production cross sections in their central detector arms by detecting $`e^+e^{}`$ coincidences and in their south muon arm by detecting $`\mu ^+\mu ^{}`$ coincidences Sato . Polarization observables for open charm production in $`\stackrel{}{p}\stackrel{}{p}`$ collisions is anticipated to be another important channel for studying gluon polarization. PHENIX plans to commission their north muon arm during RHIC run 3, thereby completing the baseline detector.

STAR obtained a significant $`pp`$ minimum bias data sample that will provide critical reference data for its heavy-ion program. The relatively low luminosity for the first polarized proton collisions minimizes the influence of ‘pile-up’ background in the STAR time projection chamber (TPC). In future years, higher luminosity $`pp`$ collisions will require sophisticated offline analysis algorithms to discriminate charged particle tracks associated with the triggered event from pileup tracks that are produced in the $``$400 bunch crossings before or after the triggered event. Even with only a minimum bias trigger, STAR embarked on its program of jet physics, exploiting the complete azimuthal coverage of the TPC for $`|\eta |1.4`$. As shown in Fig. 3, evidence for jet and di-jet events was obtained from di-hadron correlation studies Hardtke . Cone and $`k_T`$ jet reconstruction alogrithms are presently being applied to the reconstructed TPC tracks for charged particles. The results from these analyses are qualitatively consistent with expectations. Quantitative results for jet yields and correlations require detailed understanding of the TPC efficiency. With the commissioning of the half barrel EMC ($`2\pi `$ azimuthal coverage for $`0\eta 1`$) in RHIC run 3, STAR will be able to trigger on and fully reconstruct jets. Complete coverage from the barrel EMC ($`1\eta +1`$), and the coverage from the endcap EMC ($`1\eta 2`$), will be added for subsequent runs. Jet physics is an important component of the STAR spin physics program.

RHIC run 2 also saw the commissioning of the PP2PP experiment. Their goal is to measure proton elastic scattering cross sections and spin observables for polarized proton collisions at $`\sqrt{s}`$=200 and 500 GeV. The experiment utilizes ‘Roman pots’ to place silicon detectors close to the beams, observing the elastically scattered protons in coincidence. The emphasis is on measuring the $`|t|`$ dependence for elastic scattering in the vicinity of the maximal interference between the Coulomb and strong interaction amplitudes. Elastic scattering events were observed Bueltmann  during the commissioning run in a dedicated store where the beams were scraped to reduce their emittance (Fig. 4). Further runs are planned in RHIC run 3, and beyond, to attain the goals of the physics program.

### 4.2 IV.b First spin asymmetry measurements and local polarimetry

A suitable context for understanding the first polarized proton collisions at RHIC, which used transverse polarization, is the E-704 experiment at Fermi National Laboratory. Prior to RHIC, E-704 studied polarized proton interactions at the highest $`\sqrt{s}`$. E-704 was a fixed target experiment using a high-energy polarized proton beam produced by hyperon decay, resulting in polarized proton interactions at $`\sqrt{s}`$=20 GeV, an order of magnitude lower than the first RHIC spin run. Large analyzing powers, increasing in magnitude as Feynman $`x`$ increases beyond $`x_F0.3`$, were found by E-704 for both charged chargedpi  and neutral pion neutralpi  production at moderate $`p_T`$. At mid-rapidity, analyzing powers were found to be consistent with zero. Theoretical models that aimed to understand the E-704 analyzing powers generally predicted similar trends at RHIC energies, even though they attributed the large Feynman $`x`$ analyzing powers to different dynamics.

The E-704 results motivated two separate large $`x_F`$ measurements during RHIC run 2. The goal of both of these measurements was to observe reactions with large analyzing powers that could provide the basis for local polarimeters at the PHENIX and STAR experiments. Spin rotator magnets will be used during RHIC run 3 to produce nominally longitudinal beam polarization at PHENIX and STAR. Local polarimeters sensitive to either remnant vertical or radial polarization components are required to properly tune the spin rotator magnets. Space constraints at PHENIX and STAR differ, implying that different techniques for local polarimetry are likely to be needed.

One experiment was conducted at interaction point 12 (IP12) in the RHIC ring by members of the PHENIX spin group Fukao . They designed and constructed a calorimeter consisting of a 5 (horizontal) $`\times `$ 12 (vertical) matrix of PbWO4 detectors that was positioned 18 meters distant from the interaction point immediately following the DX magnet east of IP12, and hence sensitive to spin effects from collisions associated with the polarization direction of the proton beam in the Blue ring. The objective was to be sensitive to possible analyzing powers associated with large $`x_F`$ $`\gamma `$ or $`\pi ^0`$ production. The geometry of their calorimeter implied that 50 GeV energy deposition corresponded to a maximum $`p_T`$ of 150 MeV/c. The experiment could discriminate incident $`\gamma `$ and neutrons by use of counters that were located in front of and behind the calorimeter. Through the course of the run, a portion of a Zero Degree neutron Calorimeter (ZDC) module was installed west of IP12, again 18 meters distant from the interaction point, to confirm results that were obtained from analysis of the data during the run.

The conclusion from this experiment (Fig. 5) is that there are sizable analyzing powers for low $`p_T`$ neutron production in polarized proton collisions at $`\sqrt{s}`$=200 GeV. These results will serve as the basis of local polarimetry at the PHENIX experiment in RHIC run 3 by equipping the ZDC’s fore and aft of PHENIX with position sensitive shower maximum detectors.

At STAR, electromagnetic calorimeters were mounted upstream of the DX magnet in close proximity to the beam pipe and 7.5 meters distant from the STAR interaction point Rakness . A Pb-scintillator sampling calorimeter, equipped with a two orthogonal planes of scintillator strips serving as a position-sensitive shower maximum detector was mounted north of the beam. Simple $`4\times 4`$ matrices of lead glass detectors were mounted in three locations, directly south of and above and below the beam pipe. Since the calorimeters were mounted east of STAR, they were sensitive to spin effects from collisions associated with the polarization direction of the proton beam in the Yellow ring. The calorimeter mounted north of the beam was able to identify neutral pions with good invariant mass resolution, and was sensitive to transverse momenta in the range, $`1p_T4`$ GeV/c.

The conclusion from the STAR measurement is that forward neutral pion production at RHIC energies has large analyzing powers that increase with increasing Feynman $`x`$. The results at $`\sqrt{s}`$=200 GeV (Fig. 6) bear a strong similarity to the E-704 results neutralpi  and to theoretical predictions based on the lower energy data. Given that the effective analyzing power of the CNI polarimeter is measured only at the RHIC injection energy, these results are lower limits on the $`\pi ^0`$ analyzing power at $`\sqrt{s}`$=200 GeV. Attempts are underway to equip STAR with electromagnetic calorimetry mounted at large pseudorapidity as a more permanent Forward $`\pi ^0`$ Detector (FPD). The new FPD will enable further study of the Feynman $`x`$ and $`p_T`$ dependence of analyzing powers for forward $`\pi ^0`$ production, and can also serve as a local polarimeter for the tuning of the spin rotator magnets.

In addition to these two experiments aimed at identifying local polarimeters for the future, analyzing powers for particle production at mid-rapidity will result from RHIC run 2. STAR reported the analyzing power for leading charged particles at mid-rapidity out to $`p_T`$=5 GeV/c Balewski . As expected by naive pQCD, $`A_N`$ is found to be zero at mid-rapidity. PHENIX will ultimately be able to make quantitative statements to much higher $`p_T`$ from their mid-rapidity neutral pion and charged hadron data.

In summary, the polarized proton run at $`\sqrt{s}`$=200 GeV during RHIC run 2 accomplished important goals, including:

* measurement of mid-rapidity particle production cross sections over a broad range of $`p_T`$. These measurements are well described by NLO pQCD, which bodes well for future RHIC studies of the spin structure of the proton,
* the clear observation of jet events in $`pp`$ collisions. Jet production and $`\gamma `$+jet coincidences for longitudinally polarized proton collisions will be a primary means of establishing gluon polarization,
* the observation of $`pp`$ elastic scattering collisions. Only small backgrounds are observed in silicon detectors placed close to the beams, thereby demonstrating that RHIC is a well controlled accelerator providing a clean environment for studing $`pp`$ elastic scattering for colliding beams in the CNI regime (small $`|t|`$), and
* the observation of large spin asymmetries in the collision of transversely polarized protons. These measurements demonstrate proper handling of the spin labeling of bunches and matching with the RHIC polarimeter results. The reactions that give rise to these large analyzing powers will be used as local polarimeters at PHENIX and STAR in future runs, and themselves represent important transverse spin physics results.

Low polarization from the AGS is an important issue that must be addressed in future RHIC spin runs. New polarimeter and accelerator hardware are expected to increase the polarization of beams stored in RHIC.

## 5 V. Plans for future runs

Spin rotator magnets have now been installed at the PHENIX and STAR experiments and will be commissioned during RHIC run 3. These magnets will precess the proton beam’s polarization from the vertical stable spin direction set by the two helical dipole Siberian Snakes in each ring, to longitudinal at the interaction points of these two experiments, and then back again. Tuning the spin rotator magnets requires robust local polarimetry to establish that vertical and radial polarization components are small. The analyzing power results from RHIC run 2 should provide the requisite feedback for this important development work. In addition to this development, the luminosity for polarized proton collisions in RHIC run 3 is projected to be $`10^{31}`$ cm-2s-1 by using a tighter focus ($`\beta ^{}`$=1 m) and by increasing the number of bunches in the Blue and Yellow ring from 55 to 110. The high-power generator is expected to be repaired and used for the AGS. The projected beam polarization for RHIC run 3 is 40%, with a goal of further improvements on that value. Polarized proton collisions will be at $`\sqrt{s}`$=200 GeV for run 3.

With longitudinal polarization for both proton beams, and the projected improvement in the polarized beam operation of the AGS injector to RHIC, it should be possible to embark on the first measurements of $`A_{LL}`$ for mid-rapidity $`\pi ^0`$ production at PHENIX and for mid-rapidity ($`0\eta 1`$) jet production at STAR (Fig. 7). Projections for the integrated luminosity and the beam polarization for polarized beam operations in RHIC run 3 suggest sufficient statistical sensitivity to discriminate extreme scenarios for the degree to which gluons are polarized within the proton. Systematic errors need to be sufficiently controlled to provide robust measurements of $`A_{LL}`$. Careful relative luminosity measurements for bunch crossings with equal and opposite longitudinal polarizations are required as is an absolute calibration of the analyzing power of the RHIC polarimeter for proton beam energy of 100 GeV.

Looking beyond RHIC run 3, there are several accelerator and detector developments on the horizon:

* Polarized beams will be accelerated to 250 GeV to allow collisions at $`\sqrt{s}`$=500 GeV. The highest collision energies are important for determining gluon polarization at small $`x`$ and necessary for studying spin asymmetries for $`W^\pm `$ production.
* The polarized hydrogen gas jet target is expected to be first available for RHIC run 4. This will ultimately provide a robust means of determining the beam polarization with a projected accuracy of 5% expected to be attained during RHIC run 5.
* Improvements in the AGS polarization are expected for runs 4 and 5, leading to the goal of 70% polarization for the beams stored in RHIC. A new fast polarimeter, based on the RHIC CNI polarimeter, has been built for the AGS for run 3, and several new hardware improvements are being considered for the AGS for runs 4 and 5. These include a strong partial Siberian Snake, expected to be available for run 5.
* The STAR barrel and endcap electromagnetic calorimeters will be completed and commissioned for RHIC run 5. These calorimeters provide $`2\pi `$ azimuthal coverage for the pseudorapidity interval $`1\eta 2`$, playing a crucial role in spin physics measurements involving jets, photons and high-energy electrons and positrons.
* Upgrades to PHENIX are planned to improve triggering capabilities for the muon arms required to fully exploit their $`W^\pm `$ physics program. There are also plans to improve their mid-rapidity charged particle tracking. The latter will enhance jet reconstruction capabilities at PHENIX.

The success of the first polarized proton collision run upholds the promise that the RHIC spin program will provide important new insight to the spin structure of the proton.

This report summarizes the work of many people who are part of the RHIC spin collaboration (RSC). The RSC has members from the RHIC accelerator groups, the PHENIX collaboration, the STAR collaboration, the PP2PP experiment and the theory community that frequently communicate and exchange important information about polarized proton interactions at RHIC. RIKEN has played a critical role in supporting the development of the hardware for polarized proton collisions at RHIC and the creation of the RIKEN/BNL Research Center, a stimulating environment for exploring RHIC physics. The US Department of Energy and the National Science Foundation are playing central roles in supporting the RHIC spin program.