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# The First Sources of Light

## 1 Introduction

The first sources of light ionized WyL03a (1, 2) and metal-enriched FL03 (3) the intergalactic medium (IGM) and consequently had important effects on subsequent galaxy formation BL2001 (4) and on the large-scale polarization anisotropies of the cosmic microwave background Kap02 (5). When did the cosmic dark ages end? In the context of popular cold dark matter (CDM) models of hierarchical structure formation, the first stars are predicted to have formed in dark matter halos of mass $`10^6M_{}`$ that collapsed at redshifts $`z2030`$ BL2001 (4, 6). The first quasars, on the other hand, are likely to have formed in more massive host systems, at redshifts $`z10`$ HL2001 (7), and certainly before $`z6.4`$, the redshift of the most distant quasar known Fan2003 (8).

Results from recent numerical simulations of the collapse and fragmentation of primordial clouds suggest that the first stars were predominantly very massive, with typical masses $`M_{}100M_{}`$ BCL1999 (9, 10, 11, 12). Despite the progress already made, many important questions remain unanswered; the purpose of this brief review is to discuss these open questions and to put them in perspective. An example for an open question is: How does the primordial initial mass function (IMF) look like? Having constrained the characteristic mass scale, still leaves undetermined the overall range of stellar masses and the power-law slope which is likely to be a function of mass. In addition, it is presently unknown whether binaries or, more generally, clusters of zero-metallicity stars, can form. Evidently, the observational signature as well as the fate of the first stars depend sensitively on whether primordial star formation is predominantly clustered or isolated. This in turn is affected by the nature of the feedback that the first stars exert on their surroundings. The first stars are expected to produce copious amounts of UV photons and to possibly explode as energetic hypernovae. How effective will their negative feedback be in suppressing star formation in neighboring high-density clumps?

Predicting the properties of the first stars is important for the design of upcoming instruments, such as the James Webb Space Telescope (JWST) 111See http:// ngst.gsfc.nasa.gov., or the next generation of large ($`>10`$m) ground-based telescopes. The hope is that over the upcoming decade, it will become possible to confront current theoretical predictions about the properties of the first sources of light with direct observational data. The increasing volume of new data on high redshift galaxies and quasars from existing ground-based telescopes, signals the emergence of this new frontier in cosmology.

## 2 Star Formation Then and Now

Currently, we do not have direct observational constraints on how the first stars, the so-called Population III stars, formed at the end of the cosmic dark ages. It is, therefore, instructive to briefly summarize what we have learned about star formation in the present-day universe, where theoretical reasoning is guided by a wealth of observational data (see Pud2002 (13) for a recent review).

Population I stars form out of cold, dense molecular gas that is structured in a complex, highly inhomogeneous way. The molecular clouds are supported against gravity by turbulent velocity fields and pervaded on large scales by magnetic fields. Stars tend to form in clusters, ranging from a few hundred up to $`10^6`$ stars. It appears likely that the clustered nature of star formation leads to complicated dynamics and tidal interactions that transport angular momentum, thus allowing the collapsing gas to overcome the classical centrifugal barrier Lar2002 (14). The IMF of Pop I stars is observed to have the approximate Salpeter form (e.g., Kr02 (15))

$$\frac{\mathrm{d}N}{\mathrm{dlog}M}M^x\text{ ,}$$
(1)
where

$$x\{\begin{array}{cc}\hfill 1.35& \text{for }M0.5M_{}\hfill \\ \hfill 0.0& \text{for }0.007M0.5M_{}\hfill \end{array}\text{ .}$$
(2)
The lower cutoff in mass corresponds roughly to the opacity limit for fragmentation. This limit reflects the minimum fragment mass, set when the rate at which gravitational energy is released during the collapse exceeds the rate at which the gas can cool (e.g., MJR1976 (16)). The most important feature of the observed IMF is that $`1M_{}`$ is the characteristic mass scale of Pop I star formation, in the sense that most of the mass goes into stars with masses close to this value. In Figure 1, we show the result from a recent hydrodynamical simulation of the collapse and fragmentation of a molecular cloud core BBB2002 (17, 18). This simulation illustrates the highly dynamic and chaotic nature of the star formation process222See http:// www.ukaff.ac.uk/starcluster for an animation..

The metal-rich chemistry, magnetohydrodynamics, and radiative transfer involved in present-day star formation is complex, and we still lack a comprehensive theoretical framework that predicts the IMF from first principles. Star formation in the high redshift universe, on the other hand, poses a theoretically more tractable problem due to a number of simplifying features, such as: (i) the initial absence of heavy metals and therefore of dust; and (ii) the absence of dynamically-significant magnetic fields, in the pristine gas left over from the big bang. The cooling of the primordial gas does then only depend on hydrogen in its atomic and molecular form. Whereas in the present-day interstellar medium, the initial state of the star forming cloud is poorly constrained, the corresponding initial conditions for primordial star formation are simple, given by the popular $`\mathrm{\Lambda }`$CDM model of cosmological structure formation. We now turn to a discussion of this theoretically attractive and important problem.

## 3 Primordial Star Formation

How did the first stars form? A complete answer to this question would entail a theoretical prediction for the Population III IMF, which is rather challenging. Let us start by addressing the simpler problem of estimating the characteristic mass scale of the first stars. As mentioned before, this mass scale is observed to be $`1M_{}`$ in the present-day universe. To investigate the collapse and fragmentation of primordial gas, we have carried out numerical simulations, using the smoothed particle hydrodynamics (SPH) method. We have included the chemistry and cooling physics relevant for the evolution of metal-free gas (see BCL2002 (10) for details). Improving on earlier work BCL1999 (9, 10) by initializing our simulation according to the $`\mathrm{\Lambda }`$CDM model, we focus here on an isolated overdense region that corresponds to a 3$`\sigma `$peak: a halo containing a total mass of $`10^6M_{}`$, and collapsing at a redshift $`z_{\mathrm{vir}}20`$.

In Figure 2 (left panel), we show the gas density within the central $`25`$ pc, briefly after the first high-density clump has formed as a result of gravitational runaway collapse. Once the gas has exceeded a threshold density of $`10^7`$ cm-3, a sink particle is inserted into the simulation to replace it. This choice for the density threshold ensures that the local Jeans mass is resolved throughout the simulation. The clump (i.e., sink particle) has an initial mass of $`M_{\mathrm{Cl}}10^3M_{}`$, and grows subsequently by ongoing accretion of surrounding gas. High-density clumps with such masses result from the chemistry and cooling rate of molecular hydrogen, H2, which imprint characteristic values of temperature, $`T200`$ K, and density, $`n10^4`$ cm-3, into the metal-free gas (see BCL2002 (10)). Evaluating the Jeans mass for these characteristic values results in $`M_J10^3M_{}`$, which is close to the initial clump masses found in the simulations.

The high-density clumps are clearly not stars yet. To probe the subsequent fate of a clump, we have re-simulated the evolution of the central clump with sufficient resolution to follow the collapse to higher densities (see BrL2003 (19) for a description of the refinement technique). In Figure 2 (right panel), we show the gas density on a scale of 0.5 pc, which is two orders of magnitude smaller than before. Several features are evident in this plot. First, the central clump does not undergo further sub-fragmentation, and is likely to form a single Population III star. Second, a companion clump is visible at a distance of $`0.25`$ pc. If negative feedback from the first-forming star is ignored, this companion clump would undergo runaway collapse on its own approximately $`3`$ Myr later. This timescale is comparable to the lifetime of a very massive star (VMS)BKL2001 (20). If the second clump was able to survive the intense radiative heating from its neighbor, it could become a star before the first one explodes as a supernova (SN). Whether more than one star can form in a low-mass halo thus crucially depends on the degree of synchronization of clump formation. Finally, the non-axisymmetric disturbance induced by the companion clump, as well as the angular momentum stored in the orbital motion of the binary system, allow the system to overcome the angular momentum barrier for the collapse of the central clump (see Lar2002 (14)).

The recent discovery of the star HE0107-5240 with a mass of $`0.8M_{}`$ and an iron abundance of $`[\mathrm{Fe}/\mathrm{H}]=5.3`$ Cr02 (21) shows that at least some low mass stars could have formed out of extremely low-metallicity gas. Our simulations show that although the majority of clumps are very massive, a few of them, like the secondary clump in Fig. 2, are significantly less massive. Alternatively, low-mass fragments could form in the dense, shock-compressed shells that surround the first hypernovae MBH03 (22).

How massive were the first stars? Star formation typically proceeds from the ‘inside-out’, through the accretion of gas onto a central hydrostatic core. Whereas the initial mass of the hydrostatic core is very similar for primordial and present-day star formation ON1998 (23), the accretion process – ultimately responsible for setting the final stellar mass, is expected to be rather different. On dimensional grounds, the accretion rate is simply related to the sound speed cubed over Newton’s constant (or equivalently given by the ratio of the Jeans mass and the free-fall time): $`\dot{M}_{\mathrm{acc}}c_s^3/GT^{3/2}`$. A simple comparison of the temperatures in present-day star forming regions ($`T10`$ K) with those in primordial ones ($`T200300`$ K) already indicates a difference in the accretion rate of more than two orders of magnitude.

Our refined simulation enables us to study the three-dimensional accretion flow around the protostar (see also OP2001 (24, 25, 26)). We now allow the gas to reach densities of $`10^{12}`$ cm-3 before being incorporated into a central sink particle. At these high densities, three-body reactions PSS1983 (27) have converted the gas into a fully molecular form. In Figure 3, we show how the molecular core grows in mass over the first $`10^4`$ yr after its formation. The accretion rate (left panel) is initially very high, $`\dot{M}_{\mathrm{acc}}0.1M_{}`$ yr-1, and subsequently declines according to a power law, with a possible break at $`5000`$ yr. The mass of the molecular core (right panel), taken as an estimator of the proto-stellar mass, grows approximately as: $`M_{}\dot{M}_{\mathrm{acc}}dtt^{0.45}`$. A rough upper limit for the final mass of the star is then: $`M_{}(t=3\times 10^6\mathrm{yr})700M_{}`$. In deriving this upper bound, we have conservatively assumed that accretion cannot go on for longer than the total lifetime of a VMS.

Can a Population III star ever reach this asymptotic mass limit? The answer to this question is not yet known with any certainty, and it depends on whether the accretion from a dust-free envelope is eventually terminated by feedback from the star (e.g., OP2001 (24, 25, 26, 28)). The standard mechanism by which accretion may be terminated in metal-rich gas, namely radiation pressure on dust grains WC1987 (29), is evidently not effective for gas with a primordial composition. Recently, it has been speculated that accretion could instead be turned off through the formation of an H II region OI2002 (28), or through the radiation pressure exerted by trapped Ly$`\alpha `$ photons Tan2003 (26). The termination of the accretion process defines the current unsolved frontier in studies of Population III star formation. Current simulations indicate that the first stars were predominantly very massive, and consequently rather different from present-day stellar populations. The crucial question then arises: How and when did the transition take place from the early formation of massive stars to that of low-mass stars at later times? We address this problem next.

## 4 The Second Generation of Stars

The very first stars, marking the cosmic Renaissance of structure formation, formed under conditions that were much simpler than the highly complex environment in present-day molecular clouds. Subsequently, however, the situation rapidly became more complicated again due to the feedback from the first stars on the IGM. Supernova explosions dispersed the nucleosynthetic products from the first generation of stars into the surrounding gas (e.g., MFR01 (30, 31, 32)), including also dust grains produced in the explosion itself LH97 (33, 34). Atomic and molecular cooling became much more efficient after the addition of these metals. Moreover, the presence of ionizing cosmic rays, as well as of UV and X-ray background photons, modified the thermal and chemical behavior of the gas in important ways (e.g., MBA01 (35, 36)).

Early metal enrichment was likely the dominant effect that brought about the transition from Population III to Population II star formation. Recent numerical simulations of collapsing primordial objects with overall masses of $`10^6M_{}`$, have shown that the gas has to be enriched with heavy elements to a minimum level of $`Z_{\mathrm{crit}}10^{3.5}Z_{}`$, in order to have any effect on the dynamics and fragmentation properties of the system Om00 (37, 38). Normal, low-mass (Population II) stars are hypothesized to only form out of gas with metallicity $`ZZ_{\mathrm{crit}}`$. Thus, the characteristic mass scale for star formation is expected to be a function of metallicity, with a discontinuity at $`Z_{\mathrm{crit}}`$ where the mass scale changes by $``$ two orders of magnitude. The redshift where this transition occurs has important implications for the early growth of cosmic structure, and the resulting observational signature (e.g., WyL03a (1, 3, 22, 39)).

Important caveats, however, remain. The determination of the critical metallicity mentioned above BFCL01 (38) implicitly assumes that the gas at temperatures below $`8000`$ K is maintained in ionization equilibrium by cosmic rays, with an ionization rate that is scaled from the Galactic value by the factor $`Z/Z_{}`$. The cosmic-ray flux in the early universe might well have not obeyed this simple relation, and it is not clear whether cosmic rays could have successfully ‘activated’ the metals.

## 5 Gamma-ray Bursts as Probes of the First Stars

Gamma-ray bursts (GRBs) are the brightest electromagnetic explosions in the universe, and they should be detectable out to redshifts $`z>10`$ LR00 (40, 41). Although the nature of the central engine that powers the relativistic jets is still debated, recent evidence indicates that GRBs trace the formation of massive stars Bloom01 (42, 43, 44, 45, 46). Since the first stars are predicted to be predominantly very massive, their death might possibly give rise to GRBs at very high redshifts. A detection of the highest-redshift GRBs would probe the earliest epochs of star formation, one massive star at a time. The upcoming Swift satellite333See http://swift.gsfc.nasa.gov., planned for launch in late 2003, is expected to detect about a hundred GRBs per year. The redshifts of high-$`z`$ GRBs can be easily measured through infrared photometry, based on the Gunn-Peterson trough in their spectra due to Ly$`\alpha `$ absorption by neutral intergalactic hydrogen along the line of sight. Which fraction of the detected bursts will originate at redshifts $`z5`$?

To assess the utility of GRBs as probes of the first stars, we have calculated the expected redshift distribution of GRBs BrL2002 (47). Under the assumption that the GRB rate is simply proportional to the star formation rate, we find that about a quarter of all GRBs detected by Swift, will originate from a redshift $`z5`$ (see Fig. 4). This estimate is rather uncertain because of the poorly determined GRB luminosity function. We caution that the rate of high-redshift GRBs may be significantly suppressed if the early massive stars fail to launch a relativistic outflow. This is conceivable, as metal-free stars may experience negligible mass loss before exploding as a supernova. They would then retain their massive hydrogen envelope, and any relativistic jet might be quenched before escaping from the star Heg03 (48).

If high-redshift GRBs exist, the launch of Swift later this year will open up an exciting new window into the cosmic dark ages. In difference from quasars or galaxies that fade with increasing redshift, GRB afterglows maintain a roughly constant observed flux at different redshifts for a fixed observed time lag after the $`\gamma `$-ray trigger Cia00 (41). The increase in the luminosity distance at higher redshifts is compensated by the fact that a fixed observed time lag corresponds to an intrinsic time shorter by a factor of $`(1+z)`$ in the source rest-frame, during which the GRB afterglow emission is brighter. This quality makes GRB afterglows the best probes of the metallicity and ionization state of the intervening IGM during the epoch of reionization. In difference from quasars, the UV emission from GRBs has a negligible effect on the surrounding IGM (since $`10^{51}`$ ergs can only ionize $`4\times 10^4M_{}`$ of hydrogen). Moreover, the host galaxies of GRBs induce a much weaker perturbation to the Hubble flow in the surrounding IGM, compared to the massive hosts of the brightest quasars BL03 (49). Hence, GRB afterglows offer the ideal probe (much better than quasars or bright galaxies) of the damping wing of the Gunn-Peterson trough Mi98 (50) that signals the neutral fraction of the IGM as a function of redshift during the epoch of reionization.

## 6 The First Quasars

Quasars are believed to be powered by the heat generated during the accretion of gas onto supermassive black holes (SMBHs; see e.g., Rees1984 (51) ). The existence of SMBHs with inferred masses of $`10^9M_{}`$, less than a billion years after the big bang, as implied by the recent discovery of quasars at redshifs $`z6`$ Fan2003 (8, 52, 53, 54), provides important constraints on the SMBH formation scenario HL2001 (7). The brightest quasars at $`z6`$ are most likely hosted by rare galaxies, more massive than $`10^{12}M_{}`$ BL03 (49), that end up today as the most massive elliptical galaxies LP02 (55). Can the seeds of SMBHs form through the direct collapse of primordial gas clouds at high redshifts? Previous work LR1994 (56) has shown that without a pre-existing central point mass, this is rendered difficult by the negative feedback resulting from star formation in the collapsing cloud. The input of kinetic energy due to supernova explosions prevents the gas from assembling in the center of the dark matter potential well, thus precluding the direct formation of a SMBH. If, however, star formation was suppressed in a cloud that could still undergo overall collapse, such an adverse feedback would not occur.

We have carried out SPH simulations BrL2003 (19) of isolated 2$`\sigma `$peaks with total masses of $`10^8M_{}`$ that collapse at $`z_{\mathrm{vir}}10`$. The virial temperature of these dwarf galaxies exceeds $`10^4`$K, so as to allow collapse of their gas through cooling by atomic hydrogen transitions OH02 (57). Since structure formation proceeds in a bottom-up fashion, such a system would encompass lower-mass halos that would have collapsed earlier on. These sub-systems have virial temperatures below $`10^4`$ K, and consequently rely on the presence of H2 for their cooling. Molecular hydrogen, however, is fragile and readily destroyed by photons in the Lyman-Werner bands with energies ($`11.213.6`$ eV) just below the Lyman limit HRL1997 (58). These photons are able to penetrate a predominantly neutral IGM.

We first consider the limiting case in which H2 destruction is complete. Depending on the initial spin, which is a measure of the degree of rotational support in the cloud, we find that either one (for zero initial spin) or two compact objects form with masses in excess of $`10^6M_{}`$ and radii $`<1`$ pc (see Fig. 5). In the case of nonzero spin a binary system of clumps has formed with a separation of $`10`$ pc. Such a system of two compact objects is expected to efficiently radiate gravitational waves that could be detectable with the planned Laser Interferometer Space Antenna444See http://lisa.jpl.nasa.gov/ (LISA)WyL2003 (59).

What is the further fate of the central object? Once the gas has collapsed to densities above $`10^{17}`$ cm-3 and radii $`<10^{16}`$ cm, Thomson scattering traps the photons, and the cooling time consequently becomes much larger than both the free-fall and viscous timescales (see BrL2003 (19) for details). The gas is therefore likely to settle into a radiation-pressure supported configuration resembling a rotating supermassive star. Recent fully-relativistic calculations of the evolution of such stars predict that they would inevitably collapse to a massive black hole BS1999 (60). Under a wide range of initial conditions, a substantial fraction ($`90`$%) of the mass of the supermassive star is expected to end up in the black hole.

Is such a complete destruction of H2 possible? When we include an external background of soft UV radiation in our simulation, we find that a flux level comparable to what is expected close to the end of the reionization epoch is sufficient to suppress H2 molecule formation. This is the case even when the effect of self-shielding is taken into account. The effective suppression of H2 formation crucially depends on the presence of a stellar-like radiation background. It is therefore likely that stars existed before the first quasars could have formed.

VB thanks the Institute for Advanced Study for its hospitality during part of the work on this review, and expresses his gratitude to Paolo Coppi and Richard Larson for the many discussions on the first stars. AL acknowledges support from the Institute for Advanced Study at Princeton, the John Simon Guggenheim Memorial Fellowship, and NSF grants AST-0071019, AST-0204514.


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# Collectives for the Optimal Combination of Imperfect Objects

## I MOTIVATION AND BACKGROUND

The optimization problem of finding the subset of a set of imperfect devices that results in the best aggregate device was recently introduced by Challet and Johnson chjo02 . It is an abstraction of what will likely be a major difficulty in the construction of systems using nano-scale components, arising when a large fraction of those components may be faulty, so that we cannot use a scheme fixed ahead of time for interconnecting them. This abstraction is a computationally hard optimization problem; brute force approaches cannot be used for large instances of it. It is also particularly well-suited to testing distributed optimization algorithms.

We propose addressing this problem by associating each device with an adaptive reinforcement-learning (RL) agent suba98 ) that decides whether or not its device will be a member of the subset. It makes this decision based on its estimate of which choice will give a larger value of its associated private utility function which maps the joint choice of all agents into the reals. For such an approach to work, we must both ensure that the agents do not work at cross-purposes, and that each one has a tractable learning problem to solve. Typically these two desiderata conflict with one another (utilities that account for whether your action is at cross-purposes to any other agents’ actions are very complex and therefore difficult to optimize). So we must find the best way to trade them off each other.

A collective is any such system containing utility-maximizing agents, together with an overall world utility function that rates the possible configurations of the overall system. The associated design problem is how to configure the collective — and in particular how to set the private utility functions — to best optimize the world utility. This design problem is related to work in many other fields, including multi-agent systems (MAS’s), computational economics, mechanism design, reinforcement learning, statistical mechanics, computational ecologies, (partially observable) Markov decision processes and game theory. However none of these fields is both applicable in large problems, and directly addresses the general design problem, rather than a special instance of it. (See wotu01a  for a detailed discussion of the relationship between these fields, involving hundreds of references.) In particular, since detailed modeling of extremely large real-world systems is usually impossible, it is crucial to use design algorithms that tdo not employ such modeling. We need to make our design leveraging only the simple assumption that the agents’ learning algorithms are individually reasonably behaved. Recently some advances have been made in doing just that tuwo00 ; wotu01a ; wotu99a . It is those advances that we propose to apply to the problem of Challet and Johnson.

## II The Mathematics of Designing Collectives

Let $`\zeta `$ be an arbitrary space whose elements $`z`$ give the joint move of all agents in the collective system. We wish to search for the $`z`$ that maximizes the provided world utility $`G(z)`$. In addition to $`G`$ we are concerned with private utility functions {$`g_\eta `$}, one such function for each agent $`\eta `$ controlling $`z_\eta `$. We use the notation $`\widehat{}\eta `$ to refer to all agents other than $`\eta `$.

Our uncertainty concerning the state of the system is reflected in a probability distribution over $`\zeta `$. Our ability to control the system consists of setting the value of some characteristic of the collective, e.g., setting the private utility functions of the agents. Indicating that value of the global coordinate by $`s`$, our analysis revolves around the following central equation for $`P(Gs)`$, which follows from Bayes’ theorem:

$`P(Gs)=`$ (1)
$`{\displaystyle 𝑑\stackrel{}{N}_GP(G\stackrel{}{N}_G,s)𝑑\stackrel{}{N}_gP(\stackrel{}{N}_G\stackrel{}{N}_g,s)P(\stackrel{}{N}_gs)},`$
where $`\stackrel{}{N}_g`$ and $`\stackrel{}{N}_G`$ are the intelligence vectors of the agents with respect to $`g_\eta `$ and $`G`$, respectively. Intelligence, defined as the “standardization” of utility functions so that the numeric value they assign to a $`z`$ only reflects their ranking of $`z`$ relative to certain other elements of $`\zeta `$, is given by:

$`N_{\eta ,U}(z){\displaystyle 𝑑\mu _{z_{\widehat{}\eta }}(z^{})\mathrm{\Theta }[U(z)U(z^{})]},`$ (2)
where $`\mathrm{\Theta }`$ is the Heaviside function, and where the subscript on the (normalized) measure $`d\mu `$ indicates it is restricted to $`z^{}`$ sharing the same non-$`\eta `$ components as $`z`$.

Note that $`N_{\eta ,g_\eta }(z)=1`$ means that agent $`\eta `$ is fully rational at $`z`$, in that its move maximizes the value of its utility, given the moves of the agents. In other words, a point $`z`$ where $`N_{\eta ,g_\eta }(z)=1`$ for all agents $`\eta `$ is one that meets the definition of a game-theory Nash equilibrium. On the other hand, a $`z`$ at which all components of $`\stackrel{}{N}_G=1`$ is a maximum $`G`$ along all coordinates of $`z`$ (which of course does not mean it is a maximum along an off-axis direction). So if we can get these two points to be identical, then if the agents do well enough at maximizing their private utilities we are assured we will be near an axis-maximizing point for $`G`$.

To formalize this, consider our decomposition of $`P(Gs)`$. If we can choose $`s`$ so that the third conditional probability in the integrand is peaked around vectors $`\stackrel{}{N}_g`$ all of whose components are close to 1, then we have likely induced large (private utility function) intelligences. Intuitively, this ensures that the private utility functions have high “signal-to-noise”. If we can also have the second term be peaked about $`\stackrel{}{N}_G`$ equal to $`\stackrel{}{N}_g`$, then $`\stackrel{}{N}_G`$ will also be large. It is in the second term that the requirement that the private utility functions be “aligned with $`G`$” arises. Note that our desired form for the second term in Equation II is assured if we have chosen private utilities such that $`\stackrel{}{N}_g`$ equals $`\stackrel{}{N}_G`$ exactly for all $`z`$. Such a system is said to be factored. Finally, if the first term in the integrand is peaked about high $`G`$ when $`\stackrel{}{N}_G`$ is large, then our choice of $`s`$ will likely result in high $`G`$, as desired. In this letter we concentrate on the second and third terms, and show how to simultaneously set them to have the desired form.

As an example, any “team game” in which all private utility functions equal $`G`$ is factored crba96 . However team games often have very poor forms for term 3 in Equation II, forms which get progressively worse as the size of the collective grows. This is because for such private utility functions each agent $`\eta `$ will usually confront a very poor “signal-to-noise” ratio in trying to discern how its actions affect its utility $`g_\eta =G`$, since so many other agent’s actions also affect $`G`$ and therefore dilute $`\eta `$’s effect on its own private utility function.

We now focus on algorithms based on private utility functions {$`g_\eta `$} that optimize the signal/noise ratio reflected in the third term, subject to the requirement that the system be factored. To understand how these algorithms work, say we are given an arbitrary function $`f(z_\eta )`$ over agent $`\eta `$’s moves, two such moves $`z_{\eta }^{}{}_{}{}^{1}`$ and $`z_{\eta }^{}{}_{}{}^{2}`$, a utility $`U`$, a value $`s`$ of the global coordinate, and a move by all agents other than $`\eta `$, $`z_{\widehat{}\eta }`$. Define the associated learnability by

$`\mathrm{\Lambda }_f(U;z_{\widehat{}\eta },s,z_{\eta }^{}{}_{}{}^{1},z_{\eta }^{}{}_{}{}^{2})`$ (3)
$`\sqrt{{\displaystyle \frac{[E(U;z_{\widehat{}\eta },z_{\eta }^{}{}_{}{}^{1})E(U;z_{\widehat{}\eta },z_{\eta }^{}{}_{}{}^{2})]^2}{𝑑z_\eta [f(z_\eta )Var(U;z_{\widehat{}\eta },z_\eta )]}}}.`$
The expectation values in the numerator are formed by averaging over the training set of the learning algorithm used by agent $`\eta `$, $`n_\eta `$. Those two averages are evaluated according to the two distributions $`P(U|n_\eta )P(n_\eta |z_{\widehat{}\eta },z_{\eta }^{}{}_{}{}^{1})`$ and $`P(U|n_\eta )P(n_\eta |z_{\widehat{}\eta },z_{\eta }^{}{}_{}{}^{2})`$, respectively. (That is the meaning of the semicolon notation.) Similarly the variance being averaged in the denominator is over $`n_\eta `$ according to the distribution $`P(U|n_\eta )P(n_\eta |z_{\widehat{}\eta },z_\eta )`$.

The denominator in Equation II reflects how sensitive $`U(z)`$ is to changing $`z_{\widehat{}\eta }`$. In contrast, the numerator reflects how sensitive $`U(z)`$ is to changing $`z_\eta `$. So the greater the learnability of a private utility function $`g_\eta `$, the more $`g_\eta (z)`$ depends only on the move of agent $`\eta `$, i.e., the better the associated signal-to-noise ratio for $`\eta `$. Intuitively then, so long as it does not come at the expense of decreasing the signal, increasing the signal-to-noise ratio specified in the learnability will make it easier for $`\eta `$ to achieve a large value of its intelligence. This can be established formally: if appropriately scaled, $`g_\eta ^{}`$ will result in better expected intelligence for agent $`\eta `$ than will $`g_\eta `$ whenever $`\mathrm{\Lambda }_f(g_\eta ^{};z_{\widehat{}\eta },s,z_{\eta }^{}{}_{}{}^{1},z_{\eta }^{}{}_{}{}^{2})>\mathrm{\Lambda }_f(g_\eta ;z_{\widehat{}\eta },s,z_{\eta }^{}{}_{}{}^{1},z_{\eta }^{}{}_{}{}^{2})`$ for all pairs of moves $`z_{\eta }^{}{}_{}{}^{1},z_{\eta }^{}{}_{}{}^{2}`$wolp03a .

One can solve for the set of all private utilities that are factored with respect to a particular world utility. Unfortunately though, in general a collective cannot both be factored and have infinite learnability for all of its agents wolp03a . However consider difference utilities, of the form

$`U(z)=\beta [G(z)D(z_{\widehat{}\eta })]`$ (4)
Any difference utility is factored wolp03a . In addition, for all pairs $`z_{\eta }^{}{}_{}{}^{1},z_{\eta }^{}{}_{}{}^{2}`$, under benign approximations the difference utility maximizing $`\mathrm{\Lambda }_f(U;z_{\widehat{}\eta },s,z_{\eta }^{}{}_{}{}^{1},z_{\eta }^{}{}_{}{}^{2})`$ by

$`D(z_{\widehat{}\eta })=E_f(G(z)z_{\widehat{}\eta },s),`$ (5)
up to an overall additive constant, where the expectation value is over $`z_\eta `$. We call the resultant difference utility the Aristocrat utility ($`AU`$), loosely reflecting the fact that it measures the difference between a agent’s actual action and the average action. If each agent $`\eta `$ uses an appropriately rescaled version of the associated $`AU`$ as its private utility function, then we have ensured good form for both terms 2 and 3 in Equation II.

Using $`AU`$ in practice is sometimes difficult, due to the need to evaluate the expectation value. Fortunately there are other utility functions that, while being easier to evaluate than $`AU`$, still are both factored and possess superior learnability to the team game utility, $`g_\eta =G`$. One such private utility function is the Wonderful Life Utility (WLU). The $`WLU`$ for agent $`\eta `$ is parameterized by a pre-fixed clamping parameter $`CL_\eta `$ chosen from among $`\eta `$’s possible moves:

$`WLU_\eta G(z)G(z_{\widehat{}\eta },CL_\eta ).`$ (6)
WLU is factored no matter what the choice of clamping parameter. Furthermore, while not matching the high learnability of $`AU`$, $`WLU`$ usually has far better learnability than does a team game, and therefore (when appropriately scaled) results in better expected intelligence tuwo00 ; wotu99a ; wotu01a .

## III Combination of Imperfect Objects

We now explore the use of collective-based techniques for the problem of combining imperfect objects of Challet and Johnson. The canonical version of this problem arises when the objects are all noisy observational devices producing a single real number by sampling a Gaussian of fixed width centered on the true value of the number. The problem is to choose the subset of a fixed collection of such devices to have the average (over the members of the subset) distortion as close to zero as possible.

Formally, the problem is to minimize

$$ϵ\frac{|_{j=1}^mn_ja_j|}{_{k=1}^mn_k},$$

where $`n_j\{0,1\}`$ is whether device $`j`$ is or is not selected, and there are $`m`$ devices in the collection, having associated distortions $`\{a_j\}`$. We identify $`ϵ`$ with the world utility, $`G`$ (so that for these experiments, the goal is to minimize $`G`$, not maximize it). There are $`m`$ individual agents, each setting one of the $`n_j`$. The goal is to give those agents private utilities so that, as they learn to maximize their private utilities, the maximizer of $`G`$ is found.

Because we wished to concentrate on the effects of the utilities rather than on the RL algorithms that use them, the agents all used the same (very) simple RL algorithm. (We would expect that even marginally more sophisticated RL algorithms would give better performance.) At each timestep each agent runs its algorithm on a data set it maintains of action-utility pairs to choose what action to take. This gives a joint action, which in turn sets the private utility value for each agent. Combined with what action it took at that timestep, that utility value for agent $`j`$ then gets added to the data set maintained by agent $`j`$. This is done for all agents and then the process repeats.

The agents used their data sets to choose moves by maintaining a 2-dimensional vector whose components at a given timestep are the agent’s estimates of the utility it would receive for taking each of its two possible move. Each agent $`j`$ picks its action at a timestep by sampling a Boltzmann distribution whose over the “energy spectrum” of $`j`$’s two utility estimates at that time. For simplicity, given how short our runs were, the temperature in the Boltzmann distribution did not decay in time. However to reflect the fact that the environment in which an agent is operating changes with time (as the other agents change their moves), and therefore the optimal action changes in time, the two utility estimates are formed using exponentially aged data: for any time step $`t`$, the utility estimate $`j`$ uses for setting either of the two actions $`n_j`$ is a weighted average of all the utility values it has received at previous times $`t^{}`$ that it chose that action, with the weights in the average given by an exponential of the values $`tt^{}`$. Finally, to form the agents’ initial data sets, there is an initialization period in which all actions by all agents are chosen uniformly randomly, with no learning used. It is after this initialization period ends that the agents choose their actions according to the associated Boltzmann distributions.

For all learning algorithms, the first 20 time steps constitute the data set initialization period (note that all learning algorithms must “perform” the same during that period, since none are actually in use then). Starting at $`t=20`$, with each consecutive timestep a fixed fraction of the agents still choosing their actions randomly switch to using their learner algorithms instead, while others continue to take random actions. This gradual introduction of the learning algorithms is intended to soften the “discontinuity” in each agent’s environment when the behavior of the other agents start using their learning algorithms and therefore change their moves. For $`m=100`$, four agents turned on their learning algorithms at each time step (i.e., by $`t=26`$, all agents were using their learners).

Figure 1 shows the convergence properties of different algorithms in a system with 100 agents. The results reported are based on 20 different $`\{a_j\}`$ configurations, each performed 50 times (i.e., each point on the figure is the average of $`20\times 50=1000`$ runs). $`G`$, $`AU`$, and $`WLU`$ show the performance of agents using reinforcement learners with those reinforcement signals provided by $`G`$ (team game), Aristocrat Utility and Wonderful Life Utility respectively. $`S`$ shows the performance of greedy search where new $`n_j`$’s are generated at each step and selected if the solution is better than the current best solution. Because the runs are only 200 timesteps long, algorithms such as simulated annealing do not outperform simple search: there is simply no time for an annealing schedule.

Note that because of the discontinuity in the environment experienced by each agent as the other agents turn on their learning algorithms, the performance of the system as a whole as the agents turn on their learning may degrade initially, before settling down (e.g., WLU). Qualitatively, systems in which agents use the $`G`$ utility have a difficult time learning, while systems in which agents use $`AU`$ perform best and the search algorithm falls between the performance of the two.

We also investigated the scaling properties of each algorithm. Figure 2 shows these results (the $`t=200`$ average performance over 1000 runs) along with the associated error bars. As $`m`$ grows two competing factors come into play. On the one hand, there are more degrees of freedom to use to minimize $`G`$. On the other hand, the problem becomes more difficult: the search space gets larger for $`S`$, and there is more noise in the system for the learning algorithms. To account for these effects and calibrate the performance values as $`m`$ varies, in the figure we also provide the performance of the algorithm that randomly selects its action (“Ran”). Note that the difference between the performances of $`S`$ and $`AU`$ increases when the system size increases, up to a factor of twenty for $`m=1000`$.

All algorithms but $`AU`$ have slopes similar to that of “Ran”, demonstrating that they cannot use the additional degrees of freedom provided by the larger $`m`$. Only $`AU`$ effectively uses the new degrees of freedom, providing gains that are proportionally higher than the other algorithms (i.e., the rate at which $`AU`$’s performance improves outpaces what is “expected” based on the random algorithm’s performance).

Finally, note that many search algorithms (e.g., gradient ascent, simulated annealing, genetic algorithms) can be viewed as collectives. However conventionally such algorithms use very “dumb” agents. In particular, in exploration-exploitation algorithms, the agents typically make random moves in the exploration step rather than RL to choose the best move. Preliminary results indicate that using RL-based agents to determine the moves in such exploration steps — intuitively, “agentizing” the individual variables of a search problem by providing them with adaptive intelligence — can lead to significantly better solutions than are achieved with conventional “dumb variable” exploration steps in a myriad of optimization problems wotu03a .


text:
# Evidence for Narrow 𝑆=+1 Baryon Resonance in Photo-production from Neutron

Present address, \]Department of Physics, Tokyo Institute of Technology, Tokyo 152-8551, Japan Present address, \]School of Physics and Astronomy, University of Minnesota, Minneapolis, Minnesota 55455 Present address, \]Akita Industry Promotion Foundation, Akita 010-8572, Japan Present address, \]Institute of Statistical Science, Academia Sinica, Nankang, 115 Taipei, Taiwan Present address, \]Department of Physics, University of Michigan, Ann Arbor, Michigan 48109-1120

## Abstract

The $`\gamma nK^+K^{}n`$ reaction on 12C has been studied by measuring both $`K^+`$ and $`K^{}`$ at forward angles. A sharp baryon resonance peak was observed at $`1.54\pm 0.01`$ GeV/$`c^2`$ with a width smaller than 25 MeV/$`c^2`$ and a Gaussian significance of 4.6 $`\sigma `$. The strangeness quantum number ($`S`$) of the baryon resonance is +1. It can be interpreted as a molecular meson-baryon resonance or alternatively as an exotic 5-quark state ($`uudd\overline{s}`$) that decays into a $`K^+`$ and a neutron. The resonance is consistent with the lowest member of an anti-decuplet of baryons predicted by the chiral soliton model.

The search for baryon resonances with the strangeness quantum number $`S`$=+1, that cannot be formed by three quarks, has a long and interesting history. In fact, the summary of the $`S`$=+1 baryon resonance searches has been dropped from the Particle Data Group (PDG) listings although the possible exotic resonances were noted in the 1986 baryon listings Particle Data Group (1986). Most of the previous searches were made using the partial wave analyses of kaon-nucleon ($`KN`$) scatterings Arndt et al. (1992). These searches resulted in two possibilities, the isoscalar $`Z_0`$(1780) and $`Z_0`$(1865), for which the evidence of the existence was reviewed to be poor by PDG.

The present work was motivated in part by the recent work by Diakonov, Petrov and Polyakov Diakonov et al. (1997) who studied anti-decuplet baryons using the chiral soliton model. The mass splittings of the established octet and decuplet were reproduced within accuracy of 1 % in this model, and those of the new anti-decuplet were also estimated using the nucleon sigma term Gasser et al. (1991) and the current quark-mass ratios. The anti-decuplet was anchored to the mass of the P11(1710) nucleon resonance, giving the $`Z^+`$ (spin $`1/2`$, isospin 0 and $`S`$=+1) a mass of $`1530`$ MeV/$`c^2`$ and a total width of less than 15 MeV/$`c^2`$. The $`S`$=+1 baryon resonances in this mass region have not been searched for in the $`KN`$ scattering experiments in the past because momenta of kaons were too high as pointed out in Refs. Diakonov et al. (1997); Polyakov et al. (2000).

The concept of a molecular meson-baryon bound state has been proposed by Refs. Lutz et al. (2002); Nacher et al. (1999); Kaiser et al. (1995) in conjunction with the well-known $`\mathrm{\Lambda }(1405)`$ particle. The mass spectrum of the $`\mathrm{\Lambda }(1405)`$ can be dynamically generated Lutz et al. (2002); Nacher et al. (1999) suggesting that this “particle” can be described as a molecular meson-baryon bound state with a quark configuration $`uuds\overline{u}`$. However, the validity of this assumption is not solid and should be checked by measuring the $`\mathrm{\Lambda }(1405)`$ decay Lutz et al. (2002); Nacher et al. (1999), of which experimental data are scarce. Moreover, the same quantum numbers for the $`\mathrm{\Lambda }(1405)`$ can be achieved with a quark configuration $`uds`$. This ambiguity is not present in the case of the proposed $`Z^+`$ resonance with a quark configuration $`uudd\overline{s}`$. In this letter we report the experimental evidence for a narrow resonance with $`S=+1`$ which can be interpreted as the predicted exotic $`Z^+`$ state.

The experiment was carried out at the Laser-Electron Photon facility at SPring-8 (LEPS) Nakano et al. (2002, 2001); Zegers et al. (2003). Photons were produced by Compton back-scattering of laser photons from 8 GeV electrons in the SPring-8 storage ring. Using a 351-nm Ar laser, photons with a maximum energy of 2.4 GeV were produced. Electrons that were participants in the back-scattering process were momentum-analyzed by a bending magnet of the SPring-8 storage ring, and detected by a tagging counter inside the ring to get the photon energy with a resolution ($`\sigma `$) of 15 MeV. Only photons with energies above 1.5 GeV were tagged. The typical photon flux was $`10^6`$/s.

A 0.5-cm thick plastic scintillator (SC) which was composed of hydrogen and carbon nuclei (C:H $``$ 1:1) was used as a target in the present experiment (see Ref. Nakano et al. (2002)). The SC was located 9.5 cm downstream from the 5-cm thick liquid-hydrogen (LH2) target used for studying the photo-production of $`\varphi `$-mesons. In fact, the two experiments were carried out simultaneously. Since this paper concentrates on the study of events generated from neutrons in carbon nuclei at the SC, a comparison between events from the LH2 and the SC selected under the same conditions, with only a change in the software condition on the reconstructed vertex position ($`vtz`$) along the beam axis, provides a good tool to distinguish contributions from protons and neutrons.

A silicon-strip vertex detector (SSD) and 3 drift chambers were used to track charged particles through a dipole magnet with a field strength of 0.7 Tesla. The SSD consists of single-sided silicon-strip detectors (vertical and horizontal planes) with the strip pitch of 120 $`\mu `$m. The first drift chamber located before the magnet consists of 6 wire planes (3 vertical planes, 2 planes at $`+45^{}`$, and 1 plane at $`45^{}`$), and the other two drift chambers after the magnet consist of 5 planes (2 vertical planes, 2 planes at $`+30^{}`$, and 1 plane at $`30^{}`$). A time-of-flight (TOF) scintillator array was positioned 3 m behind the dipole magnet. Electron-positron pairs produced at very forward angles were blocked by lead bars which were set horizontally along the median plane inside the magnet gap. Electrons and positrons that escaped from the blocker, and pions with a momentum higher than $`0.6`$ GeV/$`c`$ were vetoed on-line by an aerogel $`\stackrel{ˇ}{\mathrm{C}}`$erenkov counter located downstream of the SC.

The angular coverage of the spectrometer was about $`\pm `$0.4 rad and $`\pm `$0.2 rad in the horizontal and vertical directions, respectively. The momentum resolution ($`\sigma `$) for 1-GeV/$`c`$ particles was 6 MeV/$`c`$. The timing resolution ($`\sigma `$) of the TOF was 150 psec for a typical flight length of 4 m from the target to the TOF. Particle identification was made within 3$`\sigma `$ of the momentum-dependent mass resolution, which was about 30 MeV/$`c^2`$ for a 1-GeV/$`c`$ kaon.

The design of the LEPS detector is optimized for measuring $`\varphi `$-mesons produced near the threshold energy at forward angles by detecting the $`K^+K^{}`$ pair from the $`\varphi `$ decay. These measurements will be reported in a separate article. Here we discuss the detection of $`K^+K^{}`$ pairs generated at the SC. From the total set of $`4.3\times 10^7`$ events measured in the LEPS detector, $`8.0\times 10^3`$ events with a $`K^+K^{}`$ pair were selected. As shown in Fig. 1(a), a cut on the $`vtz`$ cleanly selected events that originate from a reaction at the SC, which accounted for about half of the $`K^+K^{}`$-pair events.

To reduce contributions from non-resonant $`K^+K^{}`$ productions for which the phase space increases quadratically with the photon energy from the production threshold, events with the photon energy above 2.35 GeV were rejected. About $`3.2\times 10^3`$ events remained after this cut. The missing mass $`MM_{\gamma K^+K^{}}`$ of the $`\mathrm{N}(\gamma ,K^+K^{})\mathrm{X}`$ reaction was calculated by assuming that the target nucleon (proton or neutron) has the mean nucleon mass of 0.9389 GeV/$`c^2`$ ($`M_N`$) and zero momentum. Subsequently, events with $`0.90<MM_{\gamma K^+K^{}}<0.98`$ GeV/$`c^2`$ were selected. A total of $`1.8\times 10^3`$ events survived after this cut. Most of the remaining events ($`85`$ %) were due to the photo-production of the $`\varphi `$ meson. They were eliminated by removing the events with the invariant $`K^+K^{}`$ mass from 1.00 GeV/$`c^2`$ to 1.04 GeV/$`c^2`$ for the $`\varphi `$ (Fig. 1(b)).

In order to eliminate photo-nuclear reactions of $`\gamma pK^+K^{}p`$ on protons in 12C and 1H at the SC, the recoiled protons were detected by the SSD. The direction and momentum of the nucleon in the final state was calculated from the $`K^+`$ and $`K^{}`$ momenta, and such events in which the recoiled nucleon was out of the SSD acceptance were rejected. Events were rejected if the momentum of the nucleon was smaller than 0.35 GeV/$`c`$ since the calculated direction had a large uncertainty in this case. Finally, we rejected 108 events for which the hit position in the SSD agreed with the expected hit position within 45 mm in the vertical or horizontal direction. The cut points correspond to about $`\pm `$ 2$`\sigma `$ resolution for events that are affected by the Fermi motion. A total of 109 events satisfied all the selection criteria. We call this set of events the “signal sample”.

In case of reactions on nucleons in nuclei, the Fermi motion has to be taken into account to obtain appropriate missing-mass spectra. To evaluate this effect, we studied the $`\gamma nK^+\mathrm{\Sigma }^{}K^+\pi ^{}n`$ sequential process as an example, where the $`K^+`$ and $`\pi ^{}`$ were detected. The missing masses, $`MM_{\gamma K^+}`$ and $`MM_{\gamma K^+\pi ^{}}`$, were obtained for the $`\mathrm{N}(\gamma ,K^+)\mathrm{X}`$ and $`\mathrm{N}(\gamma ,K^+\pi ^{})\mathrm{N}`$ channels by assuming that the nucleon in 12C is at rest with the mass equal to $`M_N`$. Both the missing masses are smeared out due to the Fermi motion of nucleons in 12C. However, since the nucleons in the two channels are identical, the two missing masses have a strong correlation as shown in Fig. 2(a). Accordingly, the missing mass corrected for the Fermi motion, $`MM_{\gamma K^+}^c`$, is deduced as

$`MM_{\gamma K^+}^c=MM_{\gamma K^+}MM_{\gamma K^+\pi ^{}}+M_N.`$ (1)
The correction in Eq. 1 compensates spreads not only due to the Fermi motion but also due to the experimental resolutions and the binding energy of the nucleon in the initial state, although the Fermi motion effect is the major contribution here. Note that this correction is not a good approximation for events with $`MM_{\gamma K^+\pi ^{}}`$ far from the nucleon rest mass. The missing mass distributions before and after the correction are compared in Fig. 2(b). Only after the correction, the $`\mathrm{\Lambda }`$ (from $`\gamma pK^+\mathrm{\Lambda }K^+\pi ^{}p`$) and the $`\mathrm{\Sigma }^{}`$ peaks are separated. The correction is good in case of a decay with a small $`Q`$ value, where the velocity of the hyperon is nearly the same as that of the decaying nucleon. This is seen in the small width of the $`\mathrm{\Lambda }`$ in the missing mass spectrum in Fig. 2(b), where about half of the contributions are due to reactions on protons in 12C. On the other hand, the large width of the mass spectrum for the $`\mathrm{\Sigma }^{}`$ is due to the imperfection of the correction caused by a large $`Q`$ value. The spectrum with a measured width ($`\sigma `$) of 18 MeV/$`c^2`$ is well reproduced by a Monte Carlo simulation using the impulse approximation for the reaction from a neutron whose momentum distribution is generated according to a harmonic oscillator potential. The Monte Carlo simulation shows that the width is dominated by incomplete cancellation of the Fermi motion effect. Contributions of the binding energy in 12C to the peak position and the width in the corrected spectrum are likely smaller than 10 MeV/$`c^2`$.

The missing mass $`MM_{\gamma K^\pm }^c`$ for $`K^+K^{}`$ events is corrected for the Fermi motion in the similar procedure. The corrected missing mass is given by

$`MM_{\gamma K^\pm }^c=MM_{\gamma K^\pm }MM_{\gamma K^+K^{}}+M_N.`$ (2)
In Fig. 3(a), the corrected $`K^+`$ missing-mass distribution for the 109 events that satisfy all the selection conditions is compared with that for the 108 events for which a coincident proton hit was detected in the SSD. In the latter case, a clear peak due to the $`\gamma +pK^+\mathrm{\Lambda }(1520)K^+K^{}p`$ reaction is observed. The $`\mathrm{\Lambda }(1520)`$ peak does not exist in the case that the proton-rejection cut in the SSD is applied as shown in the signal sample. This indicates that the signal sample is dominated by events produced by reactions on neutrons.

Fig. 3(b) shows the corrected $`K^{}`$ missing mass distribution of the signal sample. A prominent peak at 1.54 GeV/$`c^2`$ is found. It contains 36 events in the peak region $`1.51MM_{\gamma K^{}}^c<1.57`$ GeV/$`c^2`$. The broad background centered at $`1.6`$ GeV/$`c^2`$ is most likely due to non-resonant $`K^+K^{}`$ production because the events in the bump do not show any noticeable structure in the $`K^+`$ missing mass nor in the invariant $`K^+K^{}`$ mass spectra and the beam-energy dependence of the production rate reflects the phase space expansion with the energy. To estimate the background level due to the non-resonant $`K^+K^{}`$ production in the peak region of $`1.51MM_{\gamma K^{}}^c<1.57`$ GeV/$`c^2`$, the missing mass distribution of the signal sample in the region above 1.59 GeV/$`c^2`$ was fitted by a distribution of events from the LH2. For the event selection, we applied the same conditions as for the signal selection except that the $`vtz`$ window was shifted to the LH2 position and a proton hit in the SSD was allowed. The $`\mathrm{\Lambda }(1520)`$ contribution in the LH2 sample was eliminated by rejecting events with $`1.51MM_{\gamma K^+}^c<1.53`$ GeV/$`c^2`$ because the $`\mathrm{\Lambda }(1520)`$ contribution was removed from the signal sample by the requirement of no-proton hit in the SSD. The best fit with a $`\chi ^2`$ of 7.2 for 8 degrees of freedom is obtained with a scale factor of 0.20 as shown with a dotted histogram in Fig. 3(b). Note that the acceptance of the kaon pairs from the LH2 is about 10 % smaller than that from the SC. However, the difference in the two acceptances does not depend on $`MM_{\gamma K^{}}^c`$ very much, and its effect on the background estimation is negligible.

The background level in the peak region is estimated to be 17.0 $`\pm `$ 2.2 $`\pm `$ $`1.8`$, where the first uncertainty is the error in the fitting in the region above 1.59 GeV/$`c^2`$ and the second is a statistical uncertainty in the peak region. The combined uncertainty of the background level is $`\pm `$ 2.8. The estimated number of the events above the background level is 19.0 $`\pm `$ 2.8, which corresponds to a Gaussian significance of 4.6 $`{}_{1.0}{}^{}{}_{}{}^{+1.2}`$ $`\sigma `$ ($`19.0/\sqrt{17.0}=4.6`$). After subtracting the background from the signal sample, the spectrum in the region of $`1.47MM_{\gamma K^{}}^c<1.61`$ GeV/$`c^2`$ was compared with Monte Carlo simulations assuming a Breit-Wigner function for a resonance distribution. The best fit to the spectrum gives the mass of the resonance to be 1.54 $`\pm `$ 0.01 GeV/$`c^2`$, where the uncertainty is statistical only. The systematic error was estimated to be 5 MeV/$`c^2`$ from that the observed $`\mathrm{\Sigma }^{}`$ peak position was 5 MeV/$`c^2`$ smaller than the PDG value of 1.197 GeV/$`c^2`$. However, there could be a small shift due to nuclear medium effects since the observed resonance was produced in 12C. This point will be cleared up by experiments using a deuterium target or in other reactions Diakonov et al. (1997); Polyakov et al. (2000). The width $`\mathrm{\Gamma }`$ of the resonance cannot be determined by the fitting since the zero width gives the minimum $`\chi ^2`$ of 1.6 for 4 degrees of freedom. The upper limit for the width was determined to be 25 MeV/$`c^2`$ with a confidence level of 90 %.

To make sure that the observed peak is not due to particle misidentification of (one of) the kaons, the mass cut was tightened from 3$`\sigma `$ to 2$`\sigma `$. One event in the peak was lost. This is consistent with the statistical expectation due to a tightened cut. Therefore, particle misidentification as a source of the peak is unlikely. It was also confirmed that the peak was not generated by intentionally selecting pions and by assuming the kaon mass in the missing mass calculations. The $`MM_{\gamma K^{}}^c`$ distributions for events both at the $`\varphi `$ resonance and its tails were checked. The shapes of the distributions were similar to that for the LH2 background sample. Thus, the observed peak is not due to the effect of the tails of the $`\varphi `$ resonance. No statistically significant excess was found in the peak region for the events from the SC for which a proton hit was found in the SSD. This further confirms that the observed peak is due to the $`\gamma n`$ reactions.

In conclusion, we have performed a search for an $`S=+1`$ baryon resonance in the $`K^{}`$ missing mass spectrum of the $`\gamma nK^+K^{}n`$ reaction on 12C, using a newly built photon-beam facility at the SPring-8. A sharp baryon resonance peak has been found at $`1.54\pm 0.01`$ GeV/$`c^2`$ in the $`K^{}`$ missing mass spectrum that is corrected for the Fermi motion. The Gaussian significance of the peak is 4.6 $`\sigma `$ and the width is estimated to be smaller than 25 MeV/$`c^2`$. This strongly indicates the existence of an $`S=+1`$ resonance which may be attributed to the molecular meson-baryon resonance or alternatively as an exotic 5-quark baryon proposed as the $`Z^+`$.

###### Acknowledgements.

The authors gratefully acknowledge the dedicated efforts of the staff of the SPring-8 for providing a good quality beam. We thank Dr. T. Sato (Osaka Univ.), Dr. A. Hosaka (RCNP), and Dr. A. Titov (JINR) for helpful discussions. This research was supported in part by the Ministry of Education, Science, Sports and Culture of Japan, by the National Science Council of Republic of China (Taiwan), and by KOSEF of Republic of Korea.