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# SISSA 83/2003/EP hep-ph/0309249 A Parametrization for the Neutrino Mixing Matrix

## 1 Introduction

Neutrino physics has made impressive progress in recent years . In particular, the structure of the neutrino mixing matrix has been identified to a reasonable precision. The final step for the determination of its structure has come from the KamLAND experiment , which confirmed the large mixing angle solution for the solar neutrino problem, after a preference for this parameter space was already implied by the data of the various solar neutrino experiments . Very recently, the SNO salt phase data  rejected maximal solar mixing by more than $`5\sigma `$ . The (almost) maximal mixing of atmospheric neutrinos has been found by the SuperKamiokande experiment  and confirmed by the K2K collaboration . Finally, the presence of a small if not zero angle was implied by reactor experiments . In the present paper we wish to propose a parametrization of the neutrino mixing matrix in terms of a small parameter $`\lambda `$, whose magnitude is interestingly around 0.2, i.e., close to the Wolfenstein parameter used to parametrize the CKM matrix . In any parametrization of the neutrino mixing matrix (for earlier attempts, see ), it is convenient to start from a reference matrix and describe deviations from it. Our reference matrix is the one corresponding to exact bimaximal neutrino mixing. The parameter $`\lambda `$ describes the up to three small deviations from this mixing scheme, namely the deviation from maximal mixing of solar neutrinos, the deviation from zero $`U_{e3}`$ and the deviation from maximal mixing of atmospheric neutrinos. The magnitude of $`\lambda `$ is defined by the observed non–maximality of solar neutrino mixing  and future precision experiments can be used to pin down the power of $`\lambda `$ to usefully describe the other two deviations. In addition, the ratio of the mass squared differences governing solar and atmospheric neutrino oscillations is given by $`\lambda ^2`$, so that it is possible to analyze also the structure of the neutrino mass matrix (provided neutrinos are Majorana particles). We also analyze the oscillation probabilities for long baseline experiments and the effective mass as measured in neutrinoless double beta decay within our parametrization.

The paper is organized as follows: In Section 2 we describe the neutrino mixing parameters as implied by current data and outline the idea of our parametrization. Then, in Section 3 we give the form of the mixing matrix for various special cases of the parametrization and analyze in Section 4 the form of the neutrino mass matrix. In Section 5 we apply our parametrization to the effective mass as measured in neutrinoless double beta decay and to long–baseline oscillation experiments. We conclude in Section 6.

## 2 Quark versus Lepton Mixing

The Wolfenstein parametrization  of the CKM matrix uses the fact that the quark mixing is very small, i.e., the mixing matrix is quasi the unit matrix with only small corrections on the off–diagonal entries. In terms of mixing angles, a hierarchy of the form $`\theta _{12}0.1>\theta _{23}0.01>\theta _{13}0.001`$ is observed. This has been used by Wolfenstein to introduce an expansion parameter $`\lambda `$ describing the mixing between $`u`$ and $`s`$ quarks. The observation that $`cb`$ ($`ub`$) mixing is roughly one (two) orders of magnitude suppressed then leads to

$$V_{\mathrm{CKM}}\left(\begin{array}{ccc}1\frac{1}{2}\lambda ^2& \lambda & A\lambda ^3(\rho i\eta )\\ \lambda & 1\frac{1}{2}\lambda ^2& A\lambda ^2\\ A\lambda ^3(1\rho +i\eta )& A\lambda ^2& 1\end{array}\right)+𝒪(\lambda ^4).$$
(1)
Of course, $`\lambda `$ corresponds to the Cabibbo angle $`\mathrm{sin}\theta _C0.22`$, whereas the other parameters are about  $`A0.83`$, $`\rho 0.23`$ and $`\eta 0.36`$. The latter parameter describes the $`CP`$ violation in the quark sector; all such effects have to be proportional to

$$J_{CP}=\mathrm{Im}\{V_{ud}V_{cb}V_{ub}^{}V_{cd}^{}\}A^2\lambda ^6\eta 310^5.$$
(2)
Therefore, $`CP`$ violation in the quark sector is a small effect.

### 2.1 Neutrino Mixing

The neutrino oscillation data can consistently be described within a 3–neutrino mixing scheme with massive neutrinos, in which the flavor states $`\nu _\alpha `$ ($`\alpha =e,\mu ,\tau `$) are mixed with the mass states $`\nu _i`$ ($`i=1,2,3`$) via $`U_{\mathrm{PMNS}}`$, the unitary Pontecorvo–Maki–Nagakawa–Sakata  lepton mixing matrix. It can be parametrized as

$$\begin{array}{c}U_{\mathrm{PMNS}}=\left(\begin{array}{ccc}c_{12}c_{13}& s_{12}c_{13}& s_{13}\\ s_{12}c_{23}c_{12}s_{23}s_{13}e^{i\delta }& c_{12}c_{23}s_{12}s_{23}s_{13}e^{i\delta }& s_{23}c_{13}e^{i\delta }\\ s_{12}s_{23}c_{12}c_{23}s_{13}e^{i\delta }& c_{12}s_{23}s_{12}c_{23}s_{13}e^{i\delta }& c_{23}c_{13}e^{i\delta }\end{array}\right)\mathrm{diag}(1,e^{i\alpha },e^{i\beta }),\end{array}$$
(3)
where $`\delta `$ is a Dirac $`CP`$ violating phase, $`\alpha `$ and $`\beta `$ are possible Majorana $`CP`$ violating phases , $`c_{ij}=\mathrm{cos}\theta _{ij}`$ and $`s_{ij}=\mathrm{sin}\theta _{ij}`$. We shall not consider the two Majorana phases in this Section. The angles $`\theta _{12}`$ and $`\theta _{23}`$ control the oscillations of solar and atmospheric neutrinos, respectively. The angle $`\theta _{13}`$ is mainly limited by reactor $`\overline{\nu }_e`$ experiments: The Dirac phase $`\delta `$ can be measured in long baseline neutrino oscillation experiments (see, e.g., ).

To obtain information about the PMNS matrix one fits  the results of neutrino experiments to the hypothesis of neutrino oscillations. The relevant formula for the oscillation probabilities is

$$P(\nu _\alpha \nu _\beta )=\delta _{\alpha \beta }2\mathrm{Re}\underset{j>i}{}U_{\alpha i}U_{\alpha j}^{}U_{\beta i}^{}U_{\beta j}\left(1\mathrm{exp}\frac{i\mathrm{\Delta }m_{ji}^2L}{2E}\right),$$
(4)
where $`\mathrm{\Delta }m_{ji}^2=m_j^2m_i^2`$. The 1 (3)$`\sigma `$ ranges of recent analyzes read in terms of the parametrization Eq. (3):

$$\begin{array}{c}(0.27)\mathrm{\hspace{0.17em}0.35}\mathrm{tan}^2\theta _{12}0.52(0.72)\text{[5]},\\ (0.45)\mathrm{\hspace{0.17em}0.75}\mathrm{tan}^2\theta _{23}1.3(2.3),\text{[19]}\\ 0(0)\mathrm{sin}^2\theta _{13}0.029(0.074)\text{[5]}.\end{array}$$
(5)
The best–fit points are given by

$$\mathrm{tan}^2\theta _{12}=0.43\text{[5]},\mathrm{tan}^2\theta _{23}=1\text{[19]}.$$
(6)
For $`\theta _{23}`$ there is an ambiguity corresponding to $`\theta _{23}\pi /2\theta _{23}`$, i.e., the angle lies on the “light” or “dark side”. Matter effects in future long–baseline experiments will resolve this. In terms of the often used parameter $`\mathrm{sin}^22\theta _{23}`$, which is blind to this ambiguity, one has at 1 (3)$`\sigma `$: $`\mathrm{sin}^22\theta _{23}0.86(0.84)`$.

Regarding the mass squared differences, the best–fit values are $`(\mathrm{\Delta }m_{}^2)_{\mathrm{BF}}=7.210^5`$ eV2  and $`(\mathrm{\Delta }m_\mathrm{A}^2)_{\mathrm{BF}}=2.610^3`$ eV2 . A recent preliminary analysis of the SuperKamiokande collaboration, taking into account e.g. improved identification criteria and neutrino fluxes, yields a value of $`(\mathrm{\Delta }m_\mathrm{A}^2)_{\mathrm{BF}}=2.010^3`$ eV2 . There are two possible mass orderings, the normal and the inverse mass ordering:

$$\begin{array}{c}\begin{array}{cc}\text{ normal mass ordering:}& \mathrm{\Delta }m_{}^2=\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{32}^2\mathrm{\Delta }m_{31}^2=\mathrm{\Delta }m_\mathrm{A}^2\\ \text{ inverse mass ordering:}& \mathrm{\Delta }m_{}^2=\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{31}^2\mathrm{\Delta }m_{32}^2=\mathrm{\Delta }m_\mathrm{A}^2\end{array}\end{array}$$
(7)
Extreme cases are the normal (inverse) hierarchy with $`m_3=\mathrm{\Delta }m_\mathrm{A}^2m_2=\mathrm{\Delta }m_{}^2m_1`$ ($`m_2=\mathrm{\Delta }m_\mathrm{A}^2m_1m_3`$) and the quasi–degenerate mass scheme for which $`m_3^2m_2^2m_1^2\mathrm{\Delta }m_\mathrm{A}^2`$. The latter is fulfilled for values of the neutrino masses larger than $`0.2`$ eV.

Ignoring the phases, the “best–fit PMNS matrix” reads:

$$U_{\mathrm{PMNS}}^{\mathrm{BF}}=\left(\begin{array}{ccc}0.84& 0.55& 0\\ 0.39& 0.59& 0.71\\ 0.39& 0.59& 0.71\end{array}\right).$$
(8)
In the pre–SNO–salt–phase analysis of Ref.  there was given the 3$`\sigma `$ range of the PMNS matrix:

$$|U_{\mathrm{PMNS}}|=\left(\begin{array}{ccc}0.730.88& 0.470.67& 00.23\\ 0.170.57& 0.370.73& 0.560.84\\ 0.200.58& 0.400.75& 0.540.82\end{array}\right),$$
(9)
where the phase $`\delta `$ was allowed to take arbitrary values.

Next generation long–baseline experiments will be able to probe $`\mathrm{\Delta }m_\mathrm{A}^2`$ and $`\mathrm{sin}2\theta _{23}`$ to the $`\%`$ accuracy . The element $`U_{e3}`$ can be probed down to the level $`10^3`$ in future long–baseline or reactor experiments . Neutrino factories  can improve these bounds considerably. The solar neutrino mixing angle $`\mathrm{tan}^2\theta _{\mathrm{sol}}`$ will see its error reduced below 10 $`\%`$ by experiments investigating the low energy neutrino fluxes from the sun .

Currently no information about leptonic $`CP`$ violation exists. In oscillation experiments one can detect $`CP`$ violating effects , which have to be proportional to

$$\begin{array}{c}J_{CP}=\mathrm{Im}\{U_{e1}U_{\mu 2}U_{\mu 1}^{}U_{e2}^{}\}=\frac{1}{8}\mathrm{sin}2\theta _{12}\mathrm{sin}2\theta _{23}\mathrm{sin}2\theta _{13}\mathrm{cos}\theta _{13}\mathrm{sin}\delta \\ \frac{\theta _{13}}{4}\left(1\text{corrections from }\theta _{13}\text{ and non–maximal }\theta _{12}\text{ and }\theta _{23}\right),\end{array}$$
(10)
where the value $`\theta _{13}/4`$ is the limit for small $`\theta _{13}`$, maximal $`\theta _{12}`$ and $`\theta _{23}`$.

### 2.2 The Strategy

As a very useful limit, the bimaximal mixing pattern , corresponding to $`\theta _{12}=\theta _{23}=\pi /4`$ and $`\theta _{13}=0`$, can be considered. The resulting mixing matrix, ignoring the $`CP`$ violating phases, reads

$$U_{\mathrm{PMNS}}^{\mathrm{bimax}}=\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}& 0\\ \frac{1}{2}& \frac{1}{2}& \frac{1}{\sqrt{2}}\\ \frac{1}{2}& \frac{1}{2}& \frac{1}{\sqrt{2}}\end{array}\right).$$
(11)
The non–zero entries therefore take values of $`\frac{1}{\sqrt{2}}`$ and $`\pm \frac{1}{2}`$. This form of $`U_{\mathrm{PMNS}}`$ shall be our reference matrix, whose deviations are to be described by some small parameter $`\lambda `$. In some sense, the matrix (11) is the analogue to the unit matrix in case of quark mixing. Corrections of order $`\lambda `$ and higher to the unit matrix lead to the CKM matrix as parametrized in Eq. (1). In the same way, corrections to $`U_{\mathrm{PMNS}}^{\mathrm{bimax}}`$ of order $`\lambda `$ and higher can lead to the observed neutrino mixing phenomenology with non–maximal solar neutrino mixing, possible non–maximal atmospheric neutrino mixing and non–zero $`U_{e3}`$. One might state that the unit matrix in the quark sector and the bimaximal mixing matrix in Eq. (11) are the zeroth order form of the relevant mixing matrix. We shall comment on a possible origin of corrections to bimaximal mixing (along the lines of Ref. ) in Section 3.7. Tries to parametrize the PMNS matrix in analogy to the CKM matrix suffer in general from the fact that from the 9 elements of $`U_{\mathrm{PMNS}}`$ only one is small, namely the element $`|U_{e3}|<0.27`$. The other eight entries take typically values around 1/2 or $`1/\sqrt{2}`$. There are to our knowledge two other approaches to do something similar to the PMNS matrix as has been done so successfully with the CKM matrix. The analysis from  uses $`U_{e2}\sqrt{2}\lambda `$, atmospheric neutrino mixing remains maximal and $`U_{e3}`$ is proportional to $`\lambda ^2`$. The work  chooses the expansion parameter $`\lambda =U_{\mu 3}1/\sqrt{2}`$. Solar neutrino mixing is governed by $`U_{e2}=A\lambda ^2`$ and the small quantity $`U_{e3}`$ has to be introduced at at least the eights power of $`\lambda `$. Effects due to $`CP`$ violation in neutrino oscillations are — courtesy of Eq. (10) — proportional to at least $`\lambda ^{11}`$. An Ansatz for $`U_{\mathrm{PMNS}}`$ corresponding to $`\mathrm{tan}^2\theta _{12}=0.5`$, maximal atmospheric mixing and zero $`U_{e3}`$ has been used in . To describe deviations from it, it has been multiplied with a Wolfenstein–like matrix.

In this letter we wish to propose a purely phenomenological and model independent parametrization of the PMNS matrix by using a small “expansion” parameter $`\lambda `$. For a useful analysis in terms of a small parameter one requires small quantities in the mixing matrix. The basic idea is given by the identification of up to three such small numbers in neutrino mixing phenomenology, namely:

* the deviation from maximal mixing of solar neutrinos
* the small mixing element $`U_{e3}`$
* the possible deviation from maximal mixing of atmospheric neutrinos

Those three aspects describe all possible deviations from the bimaximal mixing scheme in Eq. (11). Observation (i) is now a solid experimental evidence, after inclusion of the SNO salt phase data , it now holds that $`\mathrm{tan}^2\theta _{}<1`$ at more than 5$`\sigma `$ . Regarding observation (ii), only the mentioned limit of $`|U_{e3}|^20.07`$ (at 3$`\sigma `$) exists. Best–fit points of three flavor analyzes of all neutrino data typically yield very small if not vanishing values for this quantity. Finally, atmospheric neutrino mixing insists to be described by solutions with a best–fit corresponding to maximal mixing. This remains true also when the K2K data is included or separately analyzed (e.g., ). Though exactly maximal mixing and zero $`U_{e3}`$ would hint to some underlying symmetry in the lepton sector, one can not expect radiative corrections to allow these extreme values to persist down to low energy . Thus, one expects non–extreme values for $`\theta _{13}`$ and $`\theta _{23}`$. See, e.g.,  for ways to generate deviations from the bimaximal mixing scheme.

All in all, the three observations (i) to (iii) together with the mixing matrices (8,9) lead us to parametrize three elements of the mixing matrix as

$$\begin{array}{c}U_{e2}=\sqrt{\frac{1}{2}}(1\lambda ),\\ U_{e3}=A\lambda ^n,\\ U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^m)e^{i\delta }.\end{array}$$
(12)
For $`\lambda =0`$ one would have the bimaximal scheme from Eq. (11)111Deviation from maximal solar neutrino mixing has also been analyzed in terms of the parameter $`ϵ=12\mathrm{sin}^2\theta _{12}`$ , which roughly corresponds to $`\lambda `$: $`ϵ\lambda +𝒪(\lambda ^2)`$.. The two Majorana phases are left out for the moment. Unitarity of $`U_{\mathrm{PMNS}}`$ suffices to calculate the remaining elements. The parameters $`A`$ and $`B`$ are numbers of order one. The $`\theta _{23}\pi /2\theta _{23}`$ ambiguity reflects in a sign ambiguity of $`B`$. The power of $`\lambda `$ in the expressions for $`U_{e3}`$ ($`U_{\mu 3}`$) can be adjusted when more stringent limits (more precision data) are available.

We can take the best–fit value from Eq. (6) to calculate $`\lambda 0.22`$, which is remarkably similar to the Wolfenstein parameter or the sine of the Cabibbo angle. The maximal allowed value of $`|U_{e3}|^2=0.07`$ corresponds to $`U_{e3}=A\lambda `$ with $`A1.2`$. At 1 (3)$`\sigma `$, the range of $`\lambda `$ lies in

$$\lambda (0.08)\mathrm{\hspace{0.17em}0.18}0.28(0.35).$$
(13)
For the best–fit points of the many available analyzes , which lie in the range between 0.41 and 0.44 for $`\mathrm{tan}^2\theta _{12}`$, $`\lambda `$ is between 0.24 and 0.22.

If indeed $`\lambda 0.22`$, then for $`m=1`$ it must hold that $`B<0.91`$ in order to fulfill the requirement $`\mathrm{sin}^22\theta _{23}>0.85`$. In the following we shall work with the “best–fit” value of $`\lambda =0.22`$. If the limit on $`|U_{e3}|^2`$ goes below $`10^2`$ one should take the power $`n=2`$ in Eq. (12) in order to keep $`A`$ of order one. If $`|U_{e3}|^2<10^4`$, then $`n=3`$ is advantageous to choose.

Analogously, since typically (see below) $`\mathrm{sin}^22\theta _{23}14B^2\lambda ^{2m}`$ one should for values larger than $`\mathrm{sin}^22\theta _{23}0.95`$ (0.99) use the power $`m=2`$ ($`m=3`$) in Eq. (12). Values of $`m=4`$ would be required if a precision in $`\mathrm{sin}^22\theta _{23}`$ of order $`10^4`$ was present, which seems improbable unless a neutrino factory will be operative. In terms of $`\mathrm{tan}^2\theta _{23}`$, which in the future will be more appropriate to use, one will find that $`\mathrm{tan}^2\theta _{23}14B\lambda ^m`$. Thus, for $`\mathrm{tan}^2\theta _{23}>0.7`$ (or $`<1.3`$) one should take $`m=2`$, while for $`\mathrm{tan}^2\theta _{23}>0.9`$ (or $`<1.1`$) the value $`m=3`$ is more useful.

We shall now consider several different cases for the powers of $`\lambda `$ in Eq. (12). The considerations from this Section indicate that current data and the precision of future experiments on $`\theta _{23}`$ and $`\theta _{13}`$ limit the realistic values of $`m`$ and $`n`$ between 1 and 3.

## 3 The Mixing Matrix

### 3.1 Case $`m=n=1`$

In this case we have $`U_{e3}=A\lambda `$ and $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda )e^{i\delta }`$. It corresponds to rather large deviations from the extreme bimaximal values. One “predicts” $`U_{e3}`$ very close to its current limit and also $`\mathrm{sin}^22\theta _{23}`$ is on the edge of its $`3\sigma `$ range. We identify

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +2(5+A^2)\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{ccc}\mathrm{sin}^22\theta _{23}14B^2\lambda ^2+𝒪(\lambda ^3),& \mathrm{tan}^2\theta _{23}14B\lambda +2(A^2+5B^2)\lambda ^2+& \end{array}𝒪(\lambda ^3)\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^2.\end{array}$$
(14)
The fact that $`\mathrm{sin}^22\theta _{23}`$ is blind to the $`\theta _{23}\pi /2\theta _{23}`$ ambiguity is reflected in the fact that $`B`$ appears quadratically in the last expression. The form of $`U_{\mathrm{PMNS}}`$ is rather lengthy, and we shall give it therefore only to order $`\lambda `$:

$$U_{\mathrm{PMNS}}\left(\begin{array}{ccc}\sqrt{\frac{1}{2}}\left(1+\lambda \right)& \sqrt{\frac{1}{2}}\left(1\lambda \right)& A\lambda \\ \frac{1}{2}\left(1\left(1BAe^{i\delta }\right)\lambda \right)& \frac{1}{2}\left(1+\left(1+BAe^{i\delta }\right)\lambda \right)& \sqrt{\frac{1}{2}}\left(1B\lambda \right)e^{i\delta }\\ \frac{1}{2}\left(1\left(1+B+Ae^{i\delta }\right)\lambda \right)& \frac{1}{2}\left(1+\left(1B+Ae^{i\delta }\right)\lambda \right)& \sqrt{\frac{1}{2}}\left(1+B\lambda \right)e^{i\delta }\end{array}\right)+𝒪\left(\lambda ^2\right).$$
(15)
The precise form to a given order of $`\lambda `$ is easily obtained by using the unitarity of the mixing matrix. The corrections quadratic in $`\lambda `$ are functions of $`A`$ and $`B`$ except for $`U_{e1}`$, which receives only corrections depending on $`A`$. Important to note is that the corrections from $`\lambda `$ are responsible for the deviations from the values $`\pm 1/2`$ of the entries in the lower left 12 block. Finally, the invariant measure of $`CP`$ violation in neutrino oscillations is

$$J_{CP}=\frac{A\lambda }{4}\left(1(2+A^2+2B^2)\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^4).$$
(16)
Noting that $`A\lambda \theta _{13}`$, the corrections stemming from $`\theta _{13}`$ and non–maximal $`\theta _{12,23}`$ — as indicated in Eq. (10) — are easily identified. The larger the deviations from maximal $`\theta _{12,23}`$, i.e., the larger $`A`$ and $`B`$, the smaller becomes $`J_{CP}`$. The “prediction” is that $`CP`$ violating effects are up to $`5\%`$. Note however that actual experiments searching for leptonic $`CP`$ violation will not just measure $`J_{CP}`$, see Section 5.2.

### 3.2 Case $`m=1`$ and $`n=2`$

For these values we have $`U_{e3}=A\lambda ^2`$ and $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda )e^{i\delta }`$. We can identify

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +10\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{ccc}\mathrm{sin}^22\theta _{23}14B^2\lambda ^2+𝒪(\lambda ^3),& \mathrm{tan}^2\theta _{23}14B\lambda +10B^2\lambda ^2+𝒪(\lambda ^3),& \end{array}\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^4.\end{array}$$
(17)
The “predictions” are $`|U_{e3}|^210^3`$ and atmospheric mixing very close to the end of its allowed 3$`\sigma `$ range. The mixing matrix $`U_{\mathrm{PMNS}}`$ reads

$$U_{\mathrm{PMNS}}\left(\begin{array}{ccc}\sqrt{\frac{1}{2}}(1+\lambda )& \sqrt{\frac{1}{2}}(1\lambda )& A\lambda ^2\\ \frac{1}{2}\left(1(1B)\lambda \right)& \frac{1}{2}\left(1+(1+B)\lambda \right)& \sqrt{\frac{1}{2}}(1B\lambda )e^{i\delta }\\ \frac{1}{2}\left(1(1+B)\lambda \right)& \frac{1}{2}\left(1+(1B)\lambda \right)& \sqrt{\frac{1}{2}}(1+B\lambda )e^{i\delta }\end{array}\right)+𝒪(\lambda ^2).$$
(18)
It is obtained by removing the term $`Ae^{i\delta }`$ from the PMNS matrix in the case of $`m=n=1`$ as given in Eq. (15). The corrections of order $`\lambda ^2`$ for the lower left 2 by 2 submatrix are functions of $`A`$ and $`B`$. They are constant for $`U_{e1}`$ and only depending on $`B`$ for $`U_{\tau 3}`$. Effects of $`CP`$ violation are proportional to $`\lambda ^2`$,

$$J_{CP}\frac{A\lambda ^2}{4}\left(12(1+B^2)\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^5),$$
(19)
and not more than a few $`\%`$.

### 3.3 Case $`m=2`$ and $`n=1`$

Now our parameters read $`U_{e3}=A\lambda `$ and $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^2)e^{i\delta }`$. The mixing angles are

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +2\left(5+A^2\right)\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{cc}\mathrm{sin}^22\theta _{23}1(A^22B)^2\lambda ^4+𝒪(\lambda ^5),& \mathrm{tan}^2\theta _{23}1+2(A^22B)\lambda ^2+𝒪(\lambda ^4),\end{array}\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^2.\end{array}$$
(20)
Thus, $`U_{e3}`$ is close to its current limit and the deviation from $`\mathrm{sin}^22\theta _{23}=1`$ is not more than a few $`\%`$. The mixing matrix $`U_{\mathrm{PMNS}}`$ is given by

$$U_{\mathrm{PMNS}}\left(\begin{array}{ccc}\sqrt{\frac{1}{2}}(1+\lambda )& \sqrt{\frac{1}{2}}(1\lambda )& A\lambda \\ \frac{1}{2}\left(1(1Ae^{i\delta })\lambda \right)& \frac{1}{2}\left(1+(1Ae^{i\delta })\lambda \right)& \sqrt{\frac{1}{2}}(1B\lambda ^2)e^{i\delta }\\ \frac{1}{2}\left(1(1+Ae^{i\delta })\lambda \right)& \frac{1}{2}\left(1+(1+Ae^{i\delta })\lambda \right)& \sqrt{\frac{1}{2}}(1+B\lambda ^2)e^{i\delta }\end{array}\right)+𝒪(\lambda ^2)$$
(21)
which is obtained from Eq. (15) by removing $`B`$ from the lower left 2 by 2 submatrix. The quadratic corrections are functions of $`A`$ and $`B`$ except for $`U_{e1}`$, which only depends on $`A`$. The rephasing invariant $`CP`$ violation measure is

$$J_{CP}\frac{A\lambda }{4}\left(1(2+A^2)\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^4)$$
(22)
being rather sizable but not exceeding $`5\%`$.

### 3.4 Case $`m=n=2`$

Now it holds $`U_{e3}=A\lambda ^2`$ and $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^2)e^{i\delta }`$, yielding the mixing angles

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +10\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{ccc}\mathrm{sin}^22\theta _{23}14B^2\lambda ^4+𝒪(\lambda ^5),& \mathrm{tan}^2\theta _{23}14B\lambda ^2+𝒪(\lambda ^3),& \end{array}\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^4.\end{array}$$
(23)
The deviation from $`\mathrm{sin}^22\theta _{23}=1`$ is not more than a few percent and $`|U_{e3}|`$ is on the level of $`10^3`$. The mixing matrix $`U_{\mathrm{PMNS}}`$ is given by

$$U_{\mathrm{PMNS}}\left(\begin{array}{ccc}\sqrt{\frac{1}{2}}\left(1+\lambda \lambda ^2\right)& \sqrt{\frac{1}{2}}\left(1\lambda \right)& A\lambda ^2\\ \frac{1}{2}\left(1\lambda +\left(B+Ae^{i\delta }\right)\lambda ^2\right)& \frac{1}{2}\left(1+\lambda \left(1B+Ae^{i\delta }\right)\lambda ^2\right)& \sqrt{\frac{1}{2}}\left(1B\lambda ^2\right)e^{i\delta }\\ \frac{1}{2}\left(1\lambda \left(B+Ae^{i\delta }\right)\lambda ^2\right)& \frac{1}{2}\left(1+\lambda \left(1+BAe^{i\delta }\right)\lambda ^2\right)& \sqrt{\frac{1}{2}}\left(1+B\lambda ^2\right)e^{i\delta }\end{array}\right)+𝒪\left(\lambda ^3\right).$$
(24)
It is seen that for the lower left 2 by 2 submatrix the linear corrections to the “bimaximal” values $`\pm 1/2`$ are constant and the quadratic ones are functions of $`A`$ and $`B`$. The rephasing invariant $`CP`$ violation measure is given by

$$J_{CP}\frac{A\lambda ^2}{4}\left(12\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^5),$$
(25)
again on the level of a few percent.

### 3.5 The “Wolfenstein Case” $`m=2`$ and $`n=3`$

How could one not be tempted to put the third power of the expansion parameter in the $`U_{e3}`$ and the second power in the $`U_{\mu 3}`$ element. This would resemble the Wolfenstein parametrization Eq. (1). In this case, i.e., $`U_{e3}=A\lambda ^3`$ and $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^2)e^{i\delta }`$, we have

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +10\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{ccc}\mathrm{sin}^22\theta _{23}14B^2\lambda ^4+𝒪(\lambda ^5),& \mathrm{tan}^2\theta _{23}14B\lambda ^2+𝒪(\lambda ^3),& \end{array}\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^6.\end{array}$$
(26)
The “prediction” for $`\mathrm{sin}^22\theta _{23}1`$ is not more than a few percent and $`|U_{e3}|^2`$ is on the level of $`10^4`$. For the PMNS matrix one has

$$\begin{array}{c}U_{\mathrm{PMNS}}\\ \left(\begin{array}{ccc}\sqrt{\frac{1}{2}}\left(1+\lambda \lambda ^2+\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1\lambda \right)& A\lambda ^3\\ \frac{1}{2}\left(1\lambda +B\lambda ^2\left(BAe^{i\delta }\right)\lambda ^3\right)& \frac{1}{2}\left(1+\lambda \left(1B\right)\lambda ^2+\left(1+BAe^{i\delta }\right)\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1B\lambda ^2\right)e^{i\delta }\\ \frac{1}{2}\left(1\lambda B\lambda ^2+\left(BAe^{i\delta }\right)\lambda ^3\right)& \frac{1}{2}\left(1+\lambda \left(1+B\right)\lambda ^2+\left(1B+Ae^{i\delta }\right)\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1+B\lambda ^2\right)e^{i\delta }\end{array}\right)\\ +𝒪(\lambda ^4).\end{array}$$
(27)
In contrast to the Wolfenstein parametrization, however, $`\lambda `$ appears linearly in e.g. the $`U_{\mu 2}`$ element. Also, $`CP`$ violation is proportional to the third power of $`\lambda `$,

$$J_{CP}\frac{A\lambda ^3}{4}\left(12\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^6),$$
(28)
not exceeding one percent.

### 3.6  The remaining cases

The remaining interesting cases are $`m=3`$ with $`n=2`$ and also $`m=n=3`$. The former case — that is $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^3)e^{i\delta }`$ and $`U_{e3}=A\lambda ^2`$ — yields

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +10\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{ccc}\mathrm{sin}^22\theta _{23}14B^2\lambda ^6+𝒪(\lambda ^7),& \mathrm{tan}^2\theta _{23}14B\lambda ^3+𝒪(\lambda ^4),& \end{array}\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^4,\end{array}$$
(29)
with $`|U_{e3}|^210^3`$ and $`\mathrm{sin}^22\theta _{23}1`$ with a precision of less than 1$`\%`$. For the PMNS matrix holds:

$$\begin{array}{c}U_{\mathrm{PMNS}}\\ \left(\begin{array}{ccc}\sqrt{\frac{1}{2}}\left(1+\lambda \lambda ^2+\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1\lambda \right)& A\lambda ^2\\ \frac{1}{2}\left(1\lambda +Ae^{i\delta }\lambda ^2+\left(B+Ae^{i\delta }\right)\lambda ^3\right)& \frac{1}{2}\left(1+\lambda \left(1+Ae^{i\delta }\right)\lambda ^2+\left(1+B+Ae^{i\delta }\right)\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1B\lambda ^3\right)e^{i\delta }\\ \frac{1}{2}\left(1\lambda Ae^{i\delta }\lambda ^2\left(B+Ae^{i\delta }\right)\lambda ^3\right)& \frac{1}{2}\left(1+\lambda \left(1Ae^{i\delta }\right)\lambda ^2+\left(1BAe^{i\delta }\right)\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1+B\lambda ^3\right)e^{i\delta }\end{array}\right)\\ +𝒪(\lambda ^4).\end{array}$$
(30)
As for the case $`m=n=2`$ one obtains:

$$J_{CP}\frac{A\lambda ^2}{4}\left(12\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^5),$$
(31)
again at most a few percent.

If $`m=n=3`$, i.e., $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^3)e^{i\delta }`$ and $`U_{e3}=A\lambda ^3`$, then it holds for the mixing parameters:

$$\begin{array}{c}\mathrm{tan}^2\theta _{12}14\lambda +10\lambda ^2+𝒪(\lambda ^3),\\ \begin{array}{cc}\mathrm{sin}^22\theta _{23}14B^2\lambda ^6+𝒪(\lambda ^7),& \mathrm{tan}^2\theta _{23}14B\lambda ^3+𝒪(\lambda ^4),\end{array}\\ \mathrm{sin}^2\theta _{13}=A^2\lambda ^6,\end{array}$$
(32)
i.e., except for $`\mathrm{sin}^2\theta _{13}`$ to the given order identical for the $`m=3`$ and $`n=2`$ case above. The parameters $`A`$ and $`B`$ appear in the mixing matrix only a third order in $`\lambda `$:

$$\begin{array}{c}U_{\mathrm{PMNS}}\\ \left(\begin{array}{ccc}\sqrt{\frac{1}{2}}\left(1+\lambda \lambda ^2+\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1\lambda \right)& A\lambda ^3\\ \frac{1}{2}\left(1\lambda +\left(B+Ae^{i\delta }\right)\lambda ^3\right)& \frac{1}{2}\left(1+\lambda \lambda ^2+\left(1+BAe^{i\delta }\right)\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1B\lambda ^3\right)e^{i\delta }\\ \frac{1}{2}\left(1\lambda \left(B+Ae^{i\delta }\right)\lambda ^3\right)& \frac{1}{2}\left(1+\lambda \lambda ^2+\left(1B+Ae^{i\delta }\right)\lambda ^3\right)& \sqrt{\frac{1}{2}}\left(1+B\lambda ^3\right)e^{i\delta }\end{array}\right)\\ +𝒪(\lambda ^4).\end{array}$$
(33)
There are no quadratic terms in the elements $`U_{\mu 1}`$ and $`U_{\tau 1}`$. Finally, $`CP`$ violation is governed by

$$J_{CP}\frac{A\lambda ^3}{4}\left(12\lambda ^2\right)\mathrm{sin}\delta +𝒪(\lambda ^6)$$
(34)
being below one percent.

The remaining cases $`m=3`$ and $`n=1`$ ($`m=1`$ and $`n=3`$) are obtained from the cases $`m=2`$ and $`n=1`$ ($`m=1`$ and $`n=2`$) by setting $`B=0`$ ($`A=0`$) in the relevant expressions for the mixing parameters and $`J_{CP}`$.

### 3.7 Speculations

One can speculate about the origin of the corrections induced by the $`\lambda `$ terms. It is possible to imagine, e.g., that the bimaximal mixing scheme from Eq. (11) stems from the diagonalization of the neutrino mass matrix (this is possible, e.g., when a $`L_eL_\mu L_\tau `$ symmetry is present ) and any corrections are implied by the unitary matrix $`U_{\mathrm{}}`$ that diagonalizes the charged lepton mass matrix . Recall that in a basis in which the charged lepton mass matrix is not diagonal the PMNS matrix is given by $`U_{\mathrm{}}^{}U`$, where $`U`$ diagonalizes the neutrino mass matrix in that basis. If we define the matrix $`U_\lambda `$, which induces the correction to the bimaximal scheme, we may write $`U_{\mathrm{PMNS}}U_\lambda U_{\mathrm{PMNS}}^{\mathrm{bimax}}`$, where $`U_{\mathrm{PMNS}}^{\mathrm{bimax}}`$ is given in Eq. (11)222This is similar to the strategy in , where however a different mixing matrix to start with was used.. Then one can simply solve for $`U_\lambda `$. Taking for definiteness the example $`m=3`$ and $`n=2`$, one finds

$$\begin{array}{c}U_\lambda \left(\begin{array}{ccc}1\lambda ^2/2& \lambda /\sqrt{2}+\frac{1+2A}{2\sqrt{2}}\lambda ^2& \lambda /\sqrt{2}+\frac{2A1}{2\sqrt{2}}\lambda ^2\\ \lambda /\sqrt{2}\frac{1+2Ae^{i\delta }}{2\sqrt{2}}\lambda ^2& \frac{1+e^{i\delta }}{2}\frac{\lambda ^2}{4}& \frac{1+e^{i\delta }}{2}+\frac{\lambda ^2}{4}\\ \lambda /\sqrt{2}+\frac{12A}{2\sqrt{2}}\lambda ^2& \frac{1+e^{i\delta }}{2}+\frac{\lambda ^2}{4}& \frac{1+e^{i\delta }}{2}\frac{\lambda ^2}{4}\end{array}\right)+𝒪\left(\lambda ^3\right).\end{array}$$
(35)
It is seen that 23 and 32 entries are in general of order one but reduce to order $`\lambda ^2`$ for $`CP`$ conservation. Those entries can also be of order $`\lambda `$, however only for for the cases $`m=n=1`$ and $`m=1`$ with $`n=2`$. Thus, if $`CP`$ is conserved and atmospheric neutrino mixing is very close to maximal, the matrix $`U_\lambda `$ takes the unit matrix as the dominant form with corrections of order $`\lambda `$. The typical “CKM–structure” with very small $`\lambda ^3`$ terms is however not necessary.

## 4 The Majorana Mass matrix

### 4.1 Basics

Up to know our analysis assumed only the neutrino oscillation explanation of the experimental data. Now we assume in addition that neutrinos are Majorana particles, which is, e.g., a prediction of the see–saw mechanism . Thus, the neutrino mass matrix $`m_\nu `$ in the basis in which the charged lepton mass matrix is diagonal is given by:

$$m_\nu =U_{\mathrm{PMNS}}m_\nu ^{\mathrm{diag}}U_{\mathrm{PMNS}}^T.$$
(36)
Here $`m_\nu ^{\mathrm{diag}}`$ is a diagonal matrix containing the masses $`m_{1,2,3}`$ of the three massive Majorana neutrinos. Immediate consequence of the Majorana nature of the neutrinos is the presence of two Majorana phases $`\alpha `$ and $`\beta `$ to which neutrino oscillations are insensitive . Information about these phases can be obtained by studying processes in which the total lepton charge $`L`$ changes by two units, e.g., neutrinoless double beta decay, $`K^+\pi ^{}+\mu ^++\mu ^+`$, etc. Realistically, only neutrinoless double beta decay can expected to be measured . The decay width of this process is sensitive to the $`ee`$ element of $`m_\nu `$.

An interesting observation is that the ratio of typical best–fit values of the mass squared differences corresponds roughly to the expansion parameter $`\lambda `$:

$$R\sqrt{\frac{(\mathrm{\Delta }m_{}^2)_{\mathrm{BF}}}{(\mathrm{\Delta }m_\mathrm{A}^2)_{\mathrm{BF}}}}\sqrt{\frac{7.210^5}{2.010^3}}0.19\lambda .$$
(37)
We took for $`\mathrm{\Delta }m_\mathrm{A}^2`$ the best–fit point of the preliminary new analysis of the SuperKamiokande collaboration . Using for $`\mathrm{\Delta }m_\mathrm{A}^2`$ the 90 $`\%`$ C.L. analysis from , which is $`(1.3\mathrm{}3.1)10^3`$ eV2, with the 90 $`\%`$ C.L. range of $`\mathrm{\Delta }m_{}^2`$ from , we find that $`R`$ lies between 0.13 and 0.28. This corresponds to a good precision to the 3$`\sigma `$ range of $`\lambda `$ as given in Eq. (13). In the following we shall assume that $`R\lambda `$ and study the resulting structure of the neutrino mass matrix. The results do not change much unless $`\mathrm{\Delta }m_\mathrm{A}^2`$, $`\mathrm{\Delta }m_{}^2`$ and $`\mathrm{tan}^2\theta _{12}`$ are on the very edges of their allowed ranges. Before we perform this analysis, it is useful to study the mass matrix again in the limit of exact bimaximal mixing. In the following, we will neglect the $`CP`$ violating phases, see, e.g.,  for an analysis of the structure of $`m_\nu `$ in case of complex entries. Using Eqs. (3) and (36), the mass matrix reads

$$\begin{array}{c}m_\nu =\left(\begin{array}{ccc}A& B& B\\ & D+\frac{A}{2}& D\frac{A}{2}\\ & & D+\frac{A}{2}\end{array}\right),\end{array}$$
(38)
where

$$A=\frac{m_1+m_2}{2},B=\frac{m_2m_1}{2\sqrt{2}},D=\frac{m_3}{2}.$$
(39)
As mentioned, there are three extreme cases for the mass hierarchies, the normal hierarchy (NH) with $`\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}=m_3m_2\sqrt{\mathrm{\Delta }m_{}^2}m_10`$, the inverse hierarchy (IH) with $`\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}=m_2m_1m_30`$ and quasi–degenerate neutrinos (QD) with $`m_0m_3m_2m_1`$. Depending on the relative signs of the mass states, several extreme forms of the mass matrix result. In case of NH, one finds for $`m_{1,2}=0`$:

$$\begin{array}{c}m_\nu =\frac{\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}}{2}\left(\begin{array}{ccc}0& 0& 0\\ & 1& 1\\ & & 1\end{array}\right),\end{array}$$
(40)
i.e., a mass matrix with a leading $`\mu \tau `$ block. Regarding IH, the third mass $`m_3`$ can safely be neglected. The form of $`m_\nu `$ then depends on the relative sign of the two mass states $`m_1`$ and $`m_2`$:

$$\begin{array}{c}m_\nu =\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\{\begin{array}{cc}\left(\begin{array}{ccc}1& 0& 0\\ & \frac{1}{2}& \frac{1}{2}\\ & & \frac{1}{2}\end{array}\right)& \text{ same sign}\\ \left(\begin{array}{ccc}0& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\\ & 0& 0\\ & & 0\end{array}\right)& \text{opposite sign}\end{array}\end{array}$$
(41)
For the QD spectrum one finds

$$\begin{array}{c}m_\nu =m_0\{\begin{array}{cc}\left(\begin{array}{ccc}1& 0& 0\\ & 1& 0\\ & & 1\end{array}\right)& \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\\ \left(\begin{array}{ccc}0& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\\ & \frac{1}{2}& \frac{1}{2}\\ & & \frac{1}{2}\end{array}\right)& \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\\ \left(\begin{array}{ccc}0& \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{2}}\\ & \frac{1}{2}& \frac{1}{2}\\ & & \frac{1}{2}\end{array}\right)& \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\\ \left(\begin{array}{ccc}1& 0& 0\\ & 0& 1\\ & & 0\end{array}\right)& \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\end{array}\end{array}$$
(42)
We can expect that in our parametrization the parameter $`\lambda `$ will appear in the neutrino mass matrix at least linearly in order to correct the extreme values $`0,\pm \frac{1}{\sqrt{2}},\pm 1`$ and $`\pm 1/2`$.

### 4.2 Normal hierarchy

In case of the normal hierarchy we have

$$m_3=\sqrt{\mathrm{\Delta }m_\mathrm{A}^2},m_2=\sqrt{\mathrm{\Delta }m_{}^2}\lambda \text{ and }m_1=D\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\lambda ^{2+l},\text{ where }l0.$$
(43)
The expression for $`m_1`$ with $`D=𝒪(1)`$ expresses our lacking knowledge of it. A similar Ansatz for the structure of $`m_\nu `$ in case of a normal hierarchical mass scheme has been made in . For $`m=n=l=1`$ and all mass states positive the mass matrix looks like

$$m_\nu =\frac{\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}}{2}\left(\begin{array}{ccc}\lambda & \frac{1+2A}{\sqrt{2}}\lambda & \frac{2A1}{\sqrt{2}}\lambda \\ & 1+\left(\frac{1}{2}2B\right)\lambda & 1\frac{\lambda }{2}\\ & & 1+\left(\frac{1}{2}+2B\right)\lambda \end{array}\right),$$
(44)
neglecting terms of order $`𝒪(\lambda ^2)`$. The characteristic “leading $`\mu \tau `$ block” structure of $`m_\nu `$ from Eq. (40) is identified. Corrections at order $`\lambda `$ depend on $`A`$ in the $`e`$–row of $`m_\nu `$ and on $`B`$ for the $`\mu \mu `$ and $`\tau \tau `$ entries. Higher powers of $`\lambda `$ in $`m_1`$ will — to order $`\lambda ^2`$ — lead to the disappearance of $`D`$ in the formula for $`m_\nu `$. Setting $`U_{e3}=A\lambda ^2`$ leads to a mass matrix in which to order $`\lambda ^2`$ the parameter $`A`$ does not appear in the $`\mu \tau `$ submatrix as well as in the $`ee`$ entry. It is obtained by removing $`A`$ from the last equation in the indicated entries. The matrix for $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^2)`$ but $`U_{e3}=A\lambda `$ is given by Eq. (44) by removing $`B`$ from the first row and from the linear terms of the $`\mu \mu `$ and $`\tau \tau `$ entries. The “Wolfenstein like” parametrization with $`U_{e3}=A\lambda ^3`$ and $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^2)`$ together with $`m_1=D\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\lambda ^3`$ leads to the particularly simple form

$$m_\nu =\frac{\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}}{2}\left(\begin{array}{ccc}\lambda 2\lambda ^2& \frac{\lambda }{\sqrt{2}}& \frac{\lambda }{\sqrt{2}}\\ & 1+\frac{\lambda }{2}+(12B)\lambda ^2& 1\frac{\lambda }{2}\lambda ^2\\ & & 1+\frac{\lambda }{2}+(1+2B)\lambda ^2\end{array}\right)+𝒪(\lambda ^3).$$
(45)
The $`\theta _{23}\pi /2\theta _{23}`$ ambiguity, which translates into a sign ambiguity of $`B`$, is seen to have origin in the size of the $`\mu \mu `$ and $`\tau \tau `$ entries. E.g., for all masses positive and $`\theta _{23}>\pi /4`$ the $`\tau \tau `$ entry is larger. The structure of the mass matrix does not depend on the exactness of the relation $`R=\lambda `$ or the relative signs of the mass states. When $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$, then the mass matrix looks as above. For $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ and $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ one has to replace333The convention here and in the following will be such that the sign of the $`ee`$ entry is positive. $`A`$ with $`A`$, $`B`$ with $`B`$ and the 1 in the $`\mu \tau `$ block with $`1`$. If we further choose $`U_{\mu 3}=\sqrt{\frac{1}{2}}(1B\lambda ^3)`$ than we obtain a mass matrix in which up to order $`\lambda ^2`$ the parameters $`A,B`$ and $`D`$ do not appear at all. It is obtained by setting in the last equation $`B=0`$.

### 4.3 Inverse hierarchy

In this case we have

$$m_2=\sqrt{\mathrm{\Delta }m_\mathrm{A}^2},m_1\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}(1\lambda ^2/2)\text{ and }m_3=D\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\lambda ^{2+l},\text{ where }l0.$$
(46)
The dependence on the power of $`\lambda `$ in $`m_3`$ is almost vanishing. The form of $`m_\nu `$ depends strongly on the signs of the masses $`m_1`$ and $`m_2`$. For identical relative signs between $`m_1`$ and $`m_2`$, the $`e\mu `$ and $`e\tau `$ entries are suppressed by $`\lambda `$ or $`\lambda ^2`$, depending on the powers of $`\lambda `$ in $`U_{\mu 3}`$ or $`U_{e3}`$. If e.g., $`m=2`$ and $`n=1`$ or $`m=n=1`$, then the entries are of order $`\lambda `$. For all other cases under consideration, these terms are of order $`\lambda ^2`$. The remaining independent entries of $`m_\nu `$ are order one. If $`m_1`$ and $`m_2`$ have opposite relative signs, then $`m_{e\mu }`$ and $`m_{e\tau }`$ are order one and the remaining entries of $`m_\nu `$ are linear in $`\lambda `$, independent of $`m`$ and $`n`$. One finds for $`m=n=1`$ that for same signs of $`m_1`$ and $`m_2`$

$$m_\nu \sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\left(\begin{array}{ccc}1& \frac{A}{\sqrt{2}}\lambda & \frac{A}{\sqrt{2}}\lambda \\ & \frac{1}{2}+B\lambda & \frac{1}{2}+B\lambda \\ & & \frac{1}{2}B\lambda \end{array}\right)+𝒪(\lambda ^2),$$
(47)
while for opposite signs

$$m_\nu \sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\left(\begin{array}{ccc}2\lambda & \frac{1}{\sqrt{2}}\frac{B}{\sqrt{2}}\lambda & \frac{1}{\sqrt{2}}\frac{B}{\sqrt{2}}\lambda \\ & (A1)\lambda & \lambda \\ & & (A+1)\lambda \end{array}\right)+𝒪(\lambda ^2).$$
(48)
The parameter $`\lambda `$ appears at least linearly to correct the extreme “bimaximal” mass matrices from Eq. (41). For same signs, $`A`$ appears in the $`e`$–row and $`B`$ in the $`\mu \tau `$ sector, whereas for opposite signs it is vice versa. Taking as another example again the “Wolfenstein–like” case $`m=2`$ and $`n=3`$ one finds to order $`\lambda ^2`$:

$$\begin{array}{c}m_\nu \sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\{\begin{array}{cc}\left(\begin{array}{ccc}1\frac{1}{4}\lambda ^2& \frac{1}{4\sqrt{2}}\lambda ^2& \frac{1}{4\sqrt{2}}\lambda ^2\\ & \frac{1}{2}+\left(B\frac{1}{8}\right)\lambda ^2& \frac{1}{2}+\frac{1}{8}\lambda ^2\\ & & \frac{1}{2}\left(B+\frac{1}{8}\right)\lambda ^2\end{array}\right)& \text{same signs}\\ \left(\begin{array}{ccc}2\lambda \frac{5}{4}\lambda ^2& \frac{1}{\sqrt{2}}+\frac{94B}{4\sqrt{2}}\lambda ^2& \frac{1}{\sqrt{2}}\frac{9+4B}{4\sqrt{2}}\lambda ^2\\ & \lambda +\frac{3}{8}\lambda ^2& \lambda \frac{3}{8}\lambda ^2\\ & & \lambda +\frac{3}{8}\lambda ^2\end{array}\right)& \text{opposite signs}\end{array}\end{array}$$
(49)
As usual, $`B`$ will not show up for higher orders of $`\lambda `$ in $`U_{\mu 3}`$, leading to a mass matrix that is at order $`\lambda ^2`$ only a function of $`\lambda `$. It is again obtained by setting in the last equation $`B=0`$.

### 4.4 Quasi–degenerate Neutrinos

For quasi–degenerate neutrinos, i.e., $`m_3^2m_2^2m_1^2\mathrm{\Delta }m_\mathrm{A}^2`$, there is another small quantity introduced, namely the ratio of the common mass scale $`m_0`$ with $`\mathrm{\Delta }m_\mathrm{A}^2`$. For simplicity we work with the normal mass ordering. In this case we can express the three mass states as

$$\begin{array}{c}m_3m_0,m_2=am_0\text{ and }m_1=bm_0,\\ \text{ where }a=1\eta ,b=1\eta (1+\lambda ^2)\\ \text{ and }\eta =\frac{\mathrm{\Delta }m_\mathrm{A}^2}{2m_0^2}.\end{array}$$
(50)
The common mass scale is denoted by $`m_0`$. These expressions for the masses are valid to order $`\eta `$. Since the spectrum is quasi–degenerate for $`m_0>0.2`$ eV, we can estimate $`\eta <0.04`$ eV, therefore $`\lambda ^2>\eta `$.

First, we take the case that all mass states have the same relative sign. For $`m=n=1`$ we find:

$$\begin{array}{c}(m_\nu )_{+++}=m_0\left(\begin{array}{ccc}1\eta & \frac{A}{\sqrt{2}}\eta \lambda & \frac{A}{\sqrt{2}}\eta \lambda \\ & 1\frac{\eta }{2}B\eta \lambda & \frac{\eta }{2}\\ & & 1\frac{\eta }{2}+B\eta \lambda \end{array}\right)+𝒪(\eta \lambda ^2).\end{array}$$
(51)
Taking the case $`m=2`$ and $`n=3`$ we have

$$\begin{array}{c}(m_\nu )_{+++}=m_0\left(\begin{array}{ccc}1\eta \frac{\eta \lambda ^2}{2}& \frac{\eta \lambda ^2}{2\sqrt{2}}& \frac{\eta \lambda ^2}{2\sqrt{2}}\\ & 1\frac{\eta }{2}\frac{1+4B}{4}\eta \lambda ^2& \frac{\eta }{2}+\frac{\eta \lambda ^2}{4}\\ & & 1\frac{\eta }{2}+\frac{4B1}{4}\eta \lambda ^2\end{array}\right)+𝒪(\eta \lambda ^3).\end{array}$$
(52)
It is seen that for $`\eta =0`$ the mass matrix is proportional to the unit matrix, irrespective of $`m`$ and $`n`$. The corrections to the zero values of the extreme bimaximal form from Eq. (42) are very small.

If $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$, then the dependence on $`\eta `$ is not so important. Neglecting $`\eta `$ with respect to terms of order 1, we find for $`m=n=1`$:

$$\begin{array}{c}(m_\nu )_{++}=m_0\left(\begin{array}{ccc}2\lambda & \frac{1}{\sqrt{2}}+\frac{AB}{\sqrt{2}}\lambda & \frac{1}{\sqrt{2}}+\frac{AB}{\sqrt{2}}\lambda \\ & \frac{1}{2}+(AB1)\lambda & \frac{1}{2}+\lambda \\ & & \frac{1}{2}(A+1B)\lambda \end{array}\right)+𝒪(\eta ,\lambda ^2)\end{array}$$
(53)
and for $`m=2`$, $`n=3`$:

$$\begin{array}{c}(m_\nu )_{++}=m_0\left(\begin{array}{ccc}2\lambda \lambda ^2& \frac{1\eta }{\sqrt{2}}+\frac{2B}{\sqrt{2}}\lambda ^2& \frac{1\eta }{\sqrt{2}}\frac{B+2}{\sqrt{2}}\lambda ^2\\ & \frac{1}{2}\lambda +\left(\frac{1}{2}B\right)\lambda ^2& \frac{1}{2}+\lambda \frac{1}{2}\lambda ^2\\ & & \frac{1}{2}\lambda +\left(\frac{1}{2}+B\right)\lambda ^2\end{array}\right)+𝒪(\eta \lambda ,\lambda ^3).\end{array}$$
(54)
For the case $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ one finds for $`m=n=1`$

$$\begin{array}{c}(m_\nu )_+=m_0\left(\begin{array}{ccc}2\lambda & \frac{1}{\sqrt{2}}\frac{A+B}{\sqrt{2}}\lambda & \frac{1}{\sqrt{2}}\frac{A+B}{\sqrt{2}}\lambda \\ & \frac{1}{2}+(A+B1)\lambda & \frac{1}{2}+\lambda \\ & & \frac{1}{2}(A+B+1)\lambda \end{array}\right)+𝒪(\eta ,\lambda ^2)\end{array}$$
(55)
and for $`m=2`$, $`n=3`$:

$$\begin{array}{c}(m_\nu )_+=m_0\left(\begin{array}{ccc}2\lambda \lambda ^2& \frac{1\eta }{\sqrt{2}}+\frac{2B}{\sqrt{2}}\lambda ^2& \frac{1\eta }{\sqrt{2}}\frac{B+2}{\sqrt{2}}\lambda ^2\\ & \frac{1}{2}\lambda +\left(\frac{1}{2}+B\right)\lambda ^2& \frac{1}{2}+\lambda \frac{1}{2}\lambda ^2\\ & & \frac{1}{2}\lambda +\left(\frac{1}{2}B\right)\lambda ^2\end{array}\right)+𝒪(\eta \lambda ,\lambda ^3)\end{array}$$
(56)
These two last cases look very similar. Finally, the situation for $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ looks simpler: e.g., when $`m=n=1`$:

$$\begin{array}{c}(m_\nu )_{++}=m_0\left(\begin{array}{ccc}12A^2\lambda ^2& \sqrt{2}A\lambda +\sqrt{2}AB\lambda ^2& \sqrt{2}A\lambda \sqrt{2}AB\lambda ^2\\ & 2B\lambda B^2\lambda ^2& 1+(A^2+2B^2)\lambda ^2\\ & & 2B\lambda +(2A^2+B^2)\lambda ^2\end{array}\right)+𝒪(\eta ,\lambda ^3).\end{array}$$
(57)
The corrections to the entry 1 (0) that is present in the extreme bimaximal form from Eq. (42) are at least quadratic (linear). For $`m=2`$ and $`n=3`$ it holds:

$$\begin{array}{c}(m_\nu )_{++}=m_0\left(\begin{array}{ccc}1\eta \frac{1}{2}\eta \lambda ^2& \frac{1}{2\sqrt{2}}\eta \lambda ^2& \frac{1}{2\sqrt{2}}\eta \lambda ^2\\ & \frac{\eta }{2}+\left(B(2\eta )\frac{\eta }{4}\right)\lambda ^2& 1+\frac{\eta }{2}+\frac{1}{4}\eta \lambda ^2\\ & & \frac{\eta }{2}\left(B(2\eta )+\frac{\eta }{4}\right)\lambda ^2\end{array}\right)+𝒪(\lambda ^3)\end{array}$$
(58)
### 4.5 Summary for the Mass Matrix

Looking at the cases considered in the last Subsections, the following summarizing statements can be made:

* Roughly, for $`|U_{e3}|0.01`$ and $`\mathrm{sin}^22\theta _{23}<0.9`$, corrections to the extreme forms of the mass matrices in Eqs. (40,41,42) are linear in $`\lambda `$. When $`|U_{e3}|<10^3`$ and $`\mathrm{sin}^22\theta _{23}>0.95`$, the corrections become quadratic.
* For the normal hierarchy, corrections to the exact bimaximal form are at least order $`\lambda `$. To lowest order, the parameter $`A`$ appears in the $`e`$ row of $`m_\nu `$ and $`B`$ in the $`\mu \mu `$ and $`\tau \tau `$ elements. The number $`D`$, parameterizing the unknown lightest mass state, appears in all entries. There is basically no dependence on the relative signs of the mass states.
* For the inverse hierarchy, the dependence on $`D`$ is highly suppressed. For identical signs of the two heaviest mass states, the correction to the $`ee`$ entry, whose extreme value in case of bimaximal mixing is (in units of $`\mathrm{\Delta }m_\mathrm{A}^2`$) 1, is at least order $`\lambda ^2`$. The remaining elements receive at least linear corrections. $`A`$ appears at leading order in the $`e`$–row and $`B`$ in the $`\mu \tau `$ sector. Opposite signs of the two leading mass states lead to linear corrections to the entries and the appearance of $`A`$ in the $`\mu \tau `$ sector and $`B`$ in the $`e`$–row.
* In case of a quasi–degenerate spectrum and identical signs of the masses, the corrections to the unit matrix are at least quadratical. The cases $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ and $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ look very similar. For $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$ there are only quadratic corrections to the $`ee`$ and $`\mu \tau `$ entries.
* The $`\mu \tau `$ entry is special in our parametrization since the parameters $`A`$ and $`B`$ do typically only appear there for rather large deviations from zero $`U_{e3}`$ and from maximal atmospheric neutrino mixing.
* If we would consider the inverse ordering in the QD mass spectrum, one has to change Eq. (50) to $`m_2=m_0`$, $`m_1=am_0`$ and $`m_3=bm_0`$. Only simple sign changes for $`A`$ and/or $`B`$ in some elements of $`m_\nu `$ would be the result. The main difference would be for the case $`\mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)`$, where the corrections to the $`e\mu `$ and $`e\tau `$ elements are now order $`\eta `$ and not just $`\eta \lambda `$ or $`\eta \lambda ^2`$.

## 5 Applications

It is surely useful to study formulae which are obtained by expansions in small parameters or by certain simplifications within our parametrization. We shall perform this analysis now for the effective mass as measurable in neutrinoless double beta decay and the oscillation probabilities for long–baseline neutrino oscillations.

### 5.1 Neutrinoless Double Beta Decay

We shall analyze now within our parametrization the form of the $`ee`$ element of $`m_\nu `$, which is denoted by $`m`$. In a given mass scheme or hierarchy one can considerably simplify the expression for $`m`$ . We first note that since

$$m=\left|m_iU_{ei}^2\right|,$$
(59)
the results are independent on the power of $`\lambda `$ in $`U_{\mu 3}`$.

#### 5.1.1 Normal Hierarchy

With the help of Eqs. (43,59) we can evaluate the effective mass in case of the normal hierarchy. We find for $`U_{e3}=A\lambda `$ and $`m_3=D\lambda ^2`$:

$$m\frac{\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}}{2}\left[\lambda 2\lambda ^2\left(1\frac{D}{2}c_{2\alpha }A^2c_{2(\alpha \beta )}\right)\right]+𝒪(\lambda ^3),$$
(60)
where $`c_{2\alpha }=\mathrm{cos}2\alpha `$ and so on. Terms of order $`\lambda ^3`$ depend on $`A,D`$ and the two Majorana phases. Choosing $`m_3=D\lambda ^3`$ or higher powers of $`\lambda `$ leads to the disappearance of $`D`$ in the formula.

For $`m_3=D\lambda ^2`$ and higher orders of $`\lambda `$ in $`U_{e3}`$, i.e., $`n2`$, it holds

$$m\frac{\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}}{2}\left[\lambda 2\lambda ^2\left(1\frac{D}{2}c_{2\alpha }\right)+\frac{\lambda ^3}{4}\left(4(1+2Dc_{2\alpha })+D^2(1c_{4\alpha })\right)\right]+𝒪(\lambda ^4).$$
(61)
The formulae for $`m_3=D\lambda ^3`$ correspond to setting $`D^2=0`$ in this last equation. Roughly, we can estimate the effective mass in the normal hierarchy as

$$m\frac{\lambda }{2}\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}<0.005\mathrm{eV}.$$
(62)
#### 5.1.2 Inverse Hierarchy

From Eqs. (46,59) one sees that in the expression for $`m`$ the dependence on $`\beta `$ practically vanishes. The result for $`U_{e3}=A\lambda `$ is

$$m\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\sqrt{c_\alpha ^2+\frac{1}{4}\left(74A^2(9+4A^2)c_{2\alpha }\right)\lambda ^2}+𝒪(\lambda ^3).$$
(63)
Higher powers of $`\lambda `$ in $`U_{e3}`$ lead to the disappearance of $`A`$ in this equation. The maximal and minimal values are obtained when $`\alpha `$ takes the values 0 and $`\pi /2`$, respectively. Thus,

$$2\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\lambda <m<\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}\left(1\left(A^2+\frac{1}{4}\right)\lambda ^2\right),$$
(64)
up to corrections of $`𝒪(\lambda ^3)`$. For no extreme values of $`\alpha `$, the scale of the effective mass is

$$m\sqrt{\mathrm{\Delta }m_\mathrm{A}^2}>0.05\mathrm{eV}.$$
(65)
Comparing this with the value of $`m`$ in the normal hierarchy in Eq. (62) one sees that the expansion parameter $`\lambda `$ shows up as the ratio of the typical values of $`m`$ in the inverted and normal hierarchy.

It is known that extraction of information from a measurement of 0$`\nu \beta \beta `$ suffers from a large uncertainty stemming from the calculation of the nuclear matrix elements. This uncertainty is a number of order one . It is therefore an important question to ask and an even more important one to answer whether future 0$`\nu \beta \beta `$ experiments can distinguish  between the normal and inverted mass hierarchy. Let us parametrize the nuclear matrix element uncertainty with a factor $`\xi `$ as done in . In order to distinguish the normal from the inverted hierarchy it must hold that the maximal value of $`m`$ in the normal hierarchy times the uncertainty $`\xi `$ has to be smaller than the minimal value of $`m`$ in the inverted hierarchy. Therefore, choosing $`U_{e3}=A\lambda `$ and small $`m_3`$ we find from Eqs. (60,64)

$$\xi <4\left(1+2\lambda (1\pm A^2)\right)+𝒪(\lambda ^3).$$
(66)
Needless to say, $`A`$ vanishes for smaller values of $`U_{e3}`$. If that is the case, then $`\xi <6`$, which is a very realistic number. Thus, with our expansion parameter $`\lambda 0.2`$ and $`|U_{e3}|^2<0.01`$ it is easily possible to distinguish between the normal and inverted mass hierarchy.

#### 5.1.3 Quasi–degenerate Neutrinos

The formulae for the mass states are given in Eq. (43). Ignoring $`\eta `$ and taking $`U_{e3}=A\lambda `$ one finds

$$\frac{m}{m_0}\sqrt{c_\alpha ^2+\left(2A^2(2+A^2)c_{2\alpha }+2A^2c_\alpha c_{\alpha 2\beta }\right)\lambda ^2}+𝒪(\lambda ^3).$$
(67)
Interesting are the cases which correspond to $`CP`$ conservation, and which are obtained by setting $`\alpha ,\beta `$ to $`\pi /2,\pi `$. They read up to $`𝒪(\eta \lambda ^2,\lambda ^3)`$:

$$\frac{m}{m_0}\{\begin{array}{cccc}1\eta & \alpha =\beta =0& & \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\\ 2\lambda & 2\alpha =\beta =\pi & & \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\\ 2\lambda & \alpha =\beta =\pi /2& & \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\\ 1\eta 2A^2\lambda ^2& \alpha =2\beta =\pi & & \mathrm{sign}(m_1)=\mathrm{sign}(m_2)=\mathrm{sign}(m_3)\end{array}$$
(68)
As usual, for $`U_{e3}=A\lambda ^2`$ and above, the dependence on $`A`$ (and thus also on $`\beta `$) drops and appears only to order $`\lambda ^4`$. Noting that the minimal value of $`m`$ is $`2\lambda m_0`$, we can investigate if future experiments can distinguish between the normal and quasi–degenerate mass hierarchy . In analogy to the discussion leading to Eq. (66), it follows from Eqs. (60,68)

$$\xi <2\sqrt{\frac{2}{\eta }}\left(1+2\lambda (1\pm A^2)\right),$$
(69)
which will be easily possible. It is a bit more tricky to distinguish between the quasi–degenerate and the inverted hierarchies. The requirement for $`\xi `$ is

$$\xi <\sqrt{\frac{2}{\eta }}\lambda \left(1+\left(A^2+\frac{1}{4}\right)\lambda ^2\right),$$
(70)
which is suppressed roughly by a factor $`\lambda `$ with respect to the limit on $`\xi `$ in order to distinguish the normal and quasi–degenerate mass hierarchy. Also in this aspect the parameter $`\lambda `$ shows up as a scaling factor.

### 5.2 Long Baseline Oscillation Experiments

There is another field of neutrino physics in which expansion in small parameters gives insight in the physics involved and which is therefore useful to study within our parameterization. These are the oscillation probabilities for long–baseline experiments . The determination of some currently unknown neutrino parameters, namely $`U_{e3}`$, the sign of $`\mathrm{\Delta }m_\mathrm{A}^2`$ and the Dirac–like $`CP`$ violating phase are the purpose of such experiments. There are helpful expansions of the relevant oscillation probabilities in vacuum . Here, we do not consider matter effects since they will not change our conclusions. Let us first comment on $`CP`$ violation. Using Eq. (4), one finds for the difference of the oscillation probabilities:

$$\begin{array}{c}\mathrm{\Delta }PP(\nu _e\nu _\mu )P(\overline{\nu }_e\overline{\nu }_\mu )=\\ 8J_{CP}\left(\mathrm{sin}\frac{\mathrm{\Delta }m_{31}^2L}{2E}\mathrm{sin}\frac{\mathrm{\Delta }m_{32}^2L}{2E}\mathrm{sin}\frac{\mathrm{\Delta }m_{21}^2L}{2E}\right),\end{array}$$
(71)
which, using $`\mathrm{\Delta }m_{32}^2=\mathrm{\Delta }m_{31}^2\mathrm{\Delta }m_{21}^2`$, can easily be shown to vanish for two masses being equal. The invariant $`J_{CP}`$ was defined in Eq. (10). Since $`\mathrm{\Delta }m_{21}^2/\mathrm{\Delta }m_{31}^2=\pm \lambda ^2`$, where the “+” in case of normal ordering and the “$``$” for inverse ordering, we can expand the last equation:

$$\mathrm{\Delta }P\pm 4J_{CP}\lambda ^2\frac{\mathrm{\Delta }m_\mathrm{A}^2L}{2E}\mathrm{sin}^2\frac{\mathrm{\Delta }m_\mathrm{A}^2L}{4E}+𝒪(\lambda ^3).$$
(72)
Thus, the $`CP`$ violating effects in realistic experiments are suppressed by another two orders of $`\lambda `$ in addition to the suppression present in $`J_{CP}`$. If $`n`$ is the power of $`\lambda `$ in $`U_{e3}`$, then the total suppression is $`\lambda ^{2+n}`$.

One can also consider the bare oscillation probability for the “golden channel”, which is given by $`\nu _e\nu _\mu `$ oscillations. Using the form of $`P(\nu _e\nu _\mu )`$ as given, e.g., in , one finds for the oscillation probability in case of $`m=n=1`$:

$$P(\nu _e\nu _\mu )2A^2\mathrm{sin}^2\mathrm{\Delta }_{32}\lambda ^22A\mathrm{sin}^2\mathrm{\Delta }_{32}\left(2AB+\mathrm{cos}(\delta \mathrm{\Delta }_{32})\right)\lambda ^3+𝒪(\lambda ^4).$$
(73)
Here, the “$``$” sign is for neutrinos and the $`+`$ for antineutrinos. We defined $`\mathrm{\Delta }_{32}=(m_3^2m_2^2)L/4E`$. The first term proportional to $`\lambda ^2`$ is the term that probes $`U_{e3}`$ whereas the second term proportional to $`\lambda ^3`$ is the one probing the $`CP`$ phase $`\delta `$.

As another example, assume $`n=m=2`$. Then, the terms probing $`U_{e3}`$ and $`CP`$ violation will both be proportional to $`\lambda ^4`$:

$$P(\nu _e\nu _\mu )\frac{\mathrm{sin}^2\mathrm{\Delta }_{32}}{2}\left(1+4A^24A\mathrm{cos}(\delta \mathrm{\Delta }_{32})\right)\lambda ^4+𝒪(\lambda ^6).$$
(74)
The parameter $`B`$ only appears at order $`\lambda ^6`$, since there are no terms of order $`\lambda ^5`$. For $`m=2`$ and $`n=3`$ it holds:

$$P(\nu _e\nu _\mu )\frac{\mathrm{sin}^2\mathrm{\Delta }_{32}}{2}\lambda ^42A\mathrm{sin}^2\mathrm{\Delta }_{32}\mathrm{cos}(\delta \mathrm{\Delta }_{32})\lambda ^5+𝒪(\lambda ^6).$$
(75)
A characteristic combination of the oscillation parameters that appears in the relevant probabilities is $`\mathrm{\Delta }m_{21}^2/\mathrm{\Delta }m_{31}^2\mathrm{sin}2\theta _{12}`$ . Neglecting terms of order $`\lambda ^6`$, we find for this parameter in our parametrization that

$$\frac{\mathrm{\Delta }m_{21}^2}{\mathrm{\Delta }m_{31}^2}\mathrm{sin}2\theta _{12}\pm \lambda ^2\{\begin{array}{cc}\left(12\lambda ^2+2(1+A^2)\lambda ^3\right)& \text{ for }n=1\\ \left(12\lambda ^2+2\lambda ^3\right)& \text{ for }n=2\\ \left(12\lambda ^2+2\lambda ^3\right)& \text{ for }n=3\end{array},$$
(76)
where again the “+” in case of normal ordering and the “$``$” for inverse ordering. The difference between the cases $`n=2`$ and $`n=3`$ appears only at seventh order in $`\lambda `$. The characteristic parameter is therefore to order $`\lambda ^4`$ independent on the precise form of the parametrization.

## 6 Conclusions

The zeroth order approximation for neutrino mixing can be the bimaximal scheme with two maximal and one zero angle in the mixing matrix. It can be used as a reference matrix, whose corrections can be described in a similar manner as the Wolfenstein parametrization describes corrections to the unit matrix. Indeed, at least one of the angles in neutrino mixing is different from the extreme value corresponding to bimaximal mixing, namely the angle describing solar neutrino oscillations. To take this into account, a flexible parametrization of the neutrino mixing matrix was proposed in which the expansion parameter $`\lambda 0.2`$ is introduced to quantify this deviation from maximal mixing of solar neutrinos. It can also be used to quantify the possible deviation from zero $`U_{e3}`$ and maximal mixing of atmospheric neutrinos. The power of $`\lambda `$ to usefully describe these two latter aspects can be adjusted to future data. Depending on the power of $`\lambda `$, rather simple forms of the PMNS matrix are obtained, where the deviations from the “bimaximal” values 0, $`\pm 1/2`$ and $`\pm 1/\sqrt{2}`$ are implied by $`\lambda `$. If $`U_{\mu 3}`$ and $`U_{e3}`$ are close to their maximally allowed values, $`\lambda `$ appears at first order in all elements of $`U_{\mathrm{PMNS}}`$. For values of $`|U_{e3}|<10^3`$ and $`\mathrm{sin}^22\theta _{23}>0.95`$, the corrections become quadratic. The invariant measure for leptonic $`CP`$ violation is proportional to $`\lambda ^n`$, where $`n`$ is the power of $`\lambda `$ in $`U_{e3}`$. One can interpret these corrections to the exact bimaximal mixing scheme in the same way as corrections to the unit matrix lead to the CKM matrix for the quark sector. Observing further that the ratio of the mass squared differences as measured in experiments is roughly $`\lambda ^2`$, allows to study the form of the Majorana neutrino mass matrix $`m_\nu `$. Also here, the corrections to the extreme forms of $`m_\nu `$ in case of bimaximal mixing and extreme hierarchies are linear or quadratic in $`\lambda `$, depending on the precise values of $`U_{e3}`$, $`U_{\mu 3}`$ or the value of the smallest mass state. The $`ee`$ element of $`m_\nu `$ can be measured in experiments probing neutrinoless double beta decay. Here, $`\lambda `$ appears as the scale factor of the typical values of $`m`$ in the normal and inverted hierarchy. It also influences the maximal value of the uncertainty in the calculations of the nuclear matrix elements allowed to distinguish the normal, inverted or quasi–degenerated mass hierarchies. We furthermore commented on how our parametrization applies to realistic long–baseline oscillation experiments. Simple forms of the relevant oscillation probabilities are obtained. In particular, due to the small ratio of the two independent mass squared differences, effects of $`CP`$ violation are suppressed by another two orders of $`\lambda `$.

Acknowledgments

I thank S.T. Petcov for encouragement and helpful comments and am grateful to P.H. Frampton for discussions. This work was supported by the EC network HPRN-CT-2000-00152.


format: text

text:
# Acknowledgments

## Acknowledgments

We thank Professors Dietrich Stauffer, Charles Patterson and Mike Coey FRS for helpful discussions. The authors also acknowledge support from the EU via Marie Curie Industrial Fellowship MCFH-1999-000

Fig.1.

The straight line (estimated slope $`0.39`$) displays in log-log scale the quantity $`1Mc`$ as a function of $`L`$, at zero temperature. $`Mc`$ is the initial net magnetization at the phase transition point from the state without consensus to the state with consensus.$`L`$ is the lattice linear dimension.

Fig.2

Magnetization at equilibrium as a function of $`q`$, for $`L`$=50 and initial magnetization values 0.9,0.2,0.02 and zero.

Fig.3

Magnetization at equilibrium as a function of $`q`$, for $`L`$=100 and initial magnetization values 0.9,0.2,0.02 and zero.

Fig.4

Magnetization at equilibrium as a function of $`q`$, for $`L`$=250 and initial magnetization values 0.9,0.2,0.02 and zero.

Fig.5

This shows the microscopic detail of a calculation for a lattice of linear dimension $`L`$=50,a probability of random flipping $`q`$=0.001 and an initial magnetization $`M(0)`$=0.2.The arrow points to the ’cross-shaped’ island (positive spins, black) centred in the site 33,17 and surrounded by the sea (negative spins, white) that has formed after 396 time-steps.

Fig.6

This shows the microscopic detail for the calculation shown in figure 5 at the subsequent time step. The random flipping of spin 33, 16 (see the arrow) has now eased the frustration, it would otherwise exhibit at zero temperature, destabilising the ’cross shaped’ island. In this particular case it took just one time-step for the other four positive spins forming the island to be flipped via interaction with the surrounding negative spins. In general that may take up to tens of steps.


text:
# On the Evidence for Clustering in the Arrival Directions of AGASA’s Ultrahigh Energy Cosmic Rays

## 1 Introduction

The study of arrival directions of cosmic rays above $`10^{19}`$ eV (ultrahigh energy cosmic rays) is one of the most promising ways to gain insight into the origin of these particles. While a number of experiments have shown that the distribution of arrival directions is remarkably isotropic, evidence for small-angle clustering has been claimed, most notably by the AGASA  (Akeno Giant Air Shower Array) cosmic ray experiment . This clustering signal, if confirmed, would give strong support to the idea that cosmic rays originate from compact sources .

The focus on small-angle anisotropies among the very highest energy events is well-motivated: if the cosmic ray particles are charged, then the highest energy ones are expected to suffer the smallest deflections while traversing Galactic and extragalactic magnetic fields. Their arrival directions are therefore the most likely ones to point back toward sources.

A search for clustering among the highest energy cosmic ray events must make choices for the minimum energy $`E_c`$ which defines the data set and the maximum angular separation $`\theta _c`$ which defines a pair. On the one hand, choosing a higher energy threshold $`E_c`$ should reduce deflections and allow clusters to show up within smaller angular separations $`\theta _c`$. This holds especially for a detector such as AGASA in which the angular resolution improves at higher energies. On the other hand, as a function of energy $`E`$ the cosmic ray flux drops faster than $`E^2`$, so the statistical power of the available data quickly weakens with higher energy thresholds.

For a precise model of cosmic ray source distributions and Galactic and extragalactic magnetic fields, these competing forces would imply optimal choices for $`E_c`$ and $`\theta _c`$ to maximize the clustering signal. At present, however, not nearly enough is known about any of these to make a priori choices useful. Instead, what is done explicitly or implicitly is to scan over a range of values for $`E_c`$ and $`\theta _c`$, and identify the values which maximize the clustering signal. In this case, the final significance of the result must include a penalty factor for the a posteriori cuts arrived at by scanning.

It is the various ways of handling this penalty factor—or, in some cases, the failure to include it at all—which has led to a wide range of significances attached to the AGASA clustering signal.

Evaluating this significance rigorously is crucial for understanding the anisotropy results of new cosmic ray experiments. The world data set of detected cosmic ray particles above $`10^{19}`$ eV is currently dominated by the events observed by AGASA, which has been operated continuously since 1990. In the near future, a statistically independent data set from the currently operating HiRes  (High Resolution Fly’s Eye) air fluorescence detector will become available, and in the more distant future, the Pierre Auger Array  is expected to produce an even larger data set of ultrahigh energy cosmic rays.

To compare the anisotropy results of AGASA and these new experiments, the strength of the AGASA clustering signal must be well understood. We apply two methods for evaluating its significance. The first is a general method, applicable to upcoming searches by other experiments as well; the second is a specific test of the clustering hypothesis which is meaningful only in the context of the AGASA data set.

First, we propose that a clustering signal among the highest energy events can be best evaluated by scanning simultaneously over energy thresholds and angular separations to find the values for $`E_c`$ and $`\theta _c`$ which optimize the signal. The chance probability of the signal is determined by counting the number of simulated data sets which yield a stronger signal under an identical scan. With this procedure, the statistical significance is determined without treating a posteriori cuts as a priori ones.

As will be shown later, however, a bias remains in the case of the AGASA data set due to the inclusion of the events that led to the clustering hypothesis in the first place. One can avoid this bias by removing the early data and only scanning over the events which have been detected since the original claim. Alternatively, one can test the AGASA clustering hypothesis by applying the original cuts to the newer events directly. Since the cuts are now a priori, this test requires no statistical penalty. It has the virtues of being simple and rigorously unbiased.

The paper is organized as follows. In Section 2, we summarize previous estimates of the significance of the AGASA clustering signal and motivate the need for a re-analysis. In Section 3, we motivate and describe the autocorrelation scanning technique applied in our analysis. In Section 4, we perform this scan on the published AGASA data set and compare the result with previous estimates of the significance. In Section 5, we address the bias introduced by using the whole data set, and perform an analysis using only the unbiased event set. To increase the statistical power of this test, we also include the effect of cross-correlation between the original and the unbiased event sets. We present our conclusions in Section 6.

## 2 Small Scale Clustering in AGASA Cosmic Ray Data

The AGASA experiment reported possible clustering in the arrival directions of ultrahigh energy cosmic rays as early as 1996 , and has updated this data sample and analysis in several publications . The first report of clustering in 1996 identified three pairs of events with angular separation less than $`2.5^{}`$ among the 36 events with energies above $`410^{19}`$ eV. The corresponding chance probability was found to be 2.9%. It was noted that the angular separation of $`2.5^{}`$ is “nearly consistent with the measurement error ($`\sqrt{2}1.6^{}`$)” . The minimum energy of $`410^{19}`$ eV was justified under the assumption that the Greisen-Zatsepin-Kuzmin (GZK) cutoff  should lead to an accumulation of events around $`410^{19}`$ eV, and therefore that events above this energy may point back to nearby sources. The values for $`E_c`$ and $`\theta _c`$ identified in this report set the stage for all analyses which followed.

In 1999, a new publication by AGASA  identified a stronger clustering signal using these cuts with an enlarged data set now containing 47 events. The following year, AGASA published an updated list with 57 events above $`410^{19}`$ eV observed through May, 2000 . There is also an additional event below $`410^{19}`$ eV which was added to the list because it forms another doublet.111 This is an unfortunate source of confusion. Like many authors, we do not include this extra event in our analysis because it is not clear how many additional events there are between it and $`410^{19}`$ eV. However, it is sometimes included in other authors’ analyses to which we refer.  Not counting the extra event, there are four doublets and one triplet in this set.

This set was analyzed by Tinyakov and Tkachev , who calculated the chance probability as a function of the threshold energy $`E_c`$ of the data set, while keeping the angular bin size constant at $`2.5^{}`$. The lowest probability was found to be less than $`10^4`$ with $`E_c=4.810^{19}`$ eV. Since this probability was obtained by scanning over energies, it does not reflect the true significance of the clustering signal. To estimate the correct chance probability, the authors numerically calculated a correction factor by generating $`10^3`$ random sets of events which were then subjected to the same scanning in $`E_c`$. 27 (3) random samples had a probability of less than $`10^2`$ ($`10^3`$), and the authors concluded that the correction factor was of order 3. The final chance probability was given as $`310^4`$, considerably lower than the chance probability reported by the AGASA collaboration in the original publications .

A similar scan was then performed in the size of the angular bin, i.e. the maximum angular distance between events that defines a cluster. The probability shows a minimum at $`2.5^{}`$, but since this was interpreted as the angular resolution of the experiment, no correction factor was applied to the final chance probability.

In  in 2001, the AGASA group applied this scanning technique again to a data set which was now reported to include 59 events above $`410^{19}`$ eV—essentially the same data set as the one published in 2000 , though it is unclear whether the one event below the energy cutoff was kept, or whether one or two new events were added. Five doublets and one triplet were reported in the sample. A scan over angular separations was again performed, showing the peak at $`2.5^{}`$. Performing a scan over energies, the significance of the clustering above $`410^{19}`$ eV was said to be $`4.6\sigma `$, and above $`4.510^{19}`$ eV it was said to be in excess of $`5\sigma `$. No statistical penalties were applied for either the energy or angular separation scan.

The most recently published study by AGASA  in 2003 recapitulates much of the above analysis. The same 59 events are analyzed, though the AGASA experiment has continued to observe ultrahigh energy cosmic rays and has reported 72 events above $`410^{19}`$ eV seen through the end of July, 2002 . Forgoing a scan over energies, the chance probability for all of the clusters (one triplet + five doublets = eight pairs) in the total set of 59 events is simply reported to be less than $`10^4`$.

In evaluating the significance of the clustering signal, it is essential to determine whether the original choices of $`E_c=410^{19}`$ eV and $`\theta _c=2.5^{}`$ were a priori.

We consider what would have been required to formulate such an a priori hypothesis. In the case of the angular resolution of the experiment, Monte Carlo simulations can be used to determine the optimal angular size for a cluster search. Such a study needs to take into account that the angular resolution for a ground array depends on a variety of factors. For the AGASA detector, the angular error continues to shrink with increasing energy. At $`10^{20}`$ eV, AGASA reports $`\theta _{err}<1.2^{}`$ . Eight of the 57 events in the data set are in fact above this energy.

In addition, the angular resolution of ground arrays depends on the alignment of the shower with the detector array. In general the errors will be asymmetric. In , AGASA reports on the accuracy of the arrival direction determination by showing the opening angle distribution between simulated and reconstructed arrival directions. The ratios of the 68 % and 90 % opening angles shown in  are clearly not those of a circular, two-dimensional Gaussian distribution. These complications mean that standard formulae do not apply and the optimal angle for a cluster search cannot be stated simply as $`\sqrt{2}1.6^{}`$.

Furthermore, the search angle which optimizes the clustering signal will also depend on the expected background of chance clusters. For small data sets, the chance occurrence of a pair is small, and the signal to noise ratio can be optimized with a larger separation angle in the search .

In summary, a clustering search which is a priori should begin by first using a Monte Carlo simulation to identify the optimal opening angle size. The first clustering paper  gives no indication that such a search program was undertaken, nor does it claim that $`2.5^{}`$ is an a priori choice. It merely observes that the clustering signal is strongest for $`\theta _c=2.5^{}`$, a value which coincides to some extent (but only approximately, as $`\sqrt{2}1.6^{}=2.26^{}`$) with the angular resolution of the experiment around the given energy. This makes the value interesting, but not a priori.

We motivated the scan over threshold energies $`E_c`$ in Section 1 on physical grounds. Here, we note that the original paper  does not restrict the analysis to $`410^{19}`$ eV, but mentions at least two other energy thresholds that were looked at as well ($`510^{19}`$ eV and $`6.310^{19}`$ eV). This approach is certainly valid, for the reasons we mentioned earlier. However, it does not constitute an a priori search program, which demands a choice for $`E_c`$ and $`\theta _c`$ prior to examination of the data. Because the values of $`E_c`$ and $`\theta _c`$ are determined by examining the data, a calculation of the a priori probability does not represent the true significance of the observation. Either the cuts must be tested with independent data, or the statistical penalty must be evaluated and included in the calculation of the chance probability.

## 3 Scanning and Evaluation of Chance Probability

The competition between magnetic deflections and statistical power described earlier offers one motivation for scanning over small angles among the highest energy events to locate a signal. Scanning is especially well motivated in the case of AGASA, where the energy dependence of the angular resolution means that clustering can be better resolved at higher energies.

In our analysis, we perform a scan simultaneously over energy thresholds and maximum separation angles to find the $`E_c`$ and $`\theta _c`$ which maximize the clustering signal, and then we perform identical scans over simulated data sets to evaluate the true significance.

In practice, rather than scanning directly over energy thresholds, we rank the events by energy and scan over events $`N`$. That is, for each value of $`N`$ and $`\theta `$, we restrict ourselves to the $`N`$ highest-energy events, and count the number of pairs $`n_p`$ separated by less than $`\theta `$. Just as in the usual two-point correlation function, multiplets are counted by the individual number of pairs which they contain. A triplet of events, for example, will be counted as two or three pairs, depending on the individual separations of the three events.

Prior to scanning the data, we generate a large number ($`10^7`$) of simulated data sets with the same exposure as the detector, and use them to generate a table of values $`P_{mc}`$, where $`P_{mc}(N,\theta ,n)`$ is the fraction of sets in which the first $`N`$ events contain exactly $`n`$ pairs separated by less than $`\theta `$.

For each $`(N,\theta )`$, the number of pairs $`n_p`$ is counted in the data, and the probability $`P_{data}`$ for observing $`n_p`$ or more pairs at $`(N,\theta )`$ is calculated as:

$$P_{data}(N,\theta )=\underset{n=n_p}{\overset{\mathrm{}}{}}P_{mc}(N,\theta ,n)=1\underset{n=0}{\overset{n_p1}{}}P_{mc}(N,\theta ,n).$$
(1)
For some combination $`(N_c,\theta _c)`$, $`P_{data}`$ has a minimum: $`P_{min}=P_{data}(N_c,\theta _c)`$. This identifies the location in the scan of the strongest potential clustering signal. To assess the true significance of this signal, we perform the same scan over $`n_{mc}`$ Monte Carlo data sets, identifying the minimum probability $`P_{min}^i=P^i(\theta _c^i,N_c^i)`$ for each trial and counting the number of trials $`n_{mc}^{}`$ for which $`P_{min}^iP_{min}`$.

The chance probability of observing $`P_{min}`$ in the scan is finally evaluated as:

$$P_{chance}=\frac{n_{mc}^{}}{n_{mc}}.$$
(2)
This scanning technique is essentially an auto-correlation analysis in which the angular size of the first bin and the energy threshold of the data set are varied to maximize the signal, and the final significance includes the correction factor for the scan over both variables.

## 4 Autocorrelation Scan of the AGASA Data Set

We perform this scan on the published AGASA data above $`410^{19}`$ eV, which consists of 57 events . To generate Monte Carlo events for determining the probabilities, we follow  in using a zenith angle ($`\theta _z`$) distribution $`dn\mathrm{cos}\theta _z\mathrm{sin}\theta _zd\theta _z`$, corresponding to geometric acceptance of isotropically distributed cosmic ray arrival directions. We use the same $`\theta _z<45^{}`$ cut as employed by AGASA, and assign uniformly random arrival times, corresponding to the uniform exposure of AGASA in right ascension . We scan over angular separations from $`0^{}`$ to $`5^{}`$ in increments of $`0.1^{}`$. The results of the scan are shown in Figure 1.

The strongest clustering signal is contained within the $`N_c=36`$ highest-energy events, where there are $`n_p=6`$ pairs separated by less than $`\theta _c=2.5^{}`$. (The energy threshold corresponding to this subset is $`4.8910^{19}`$ eV.) At this spot $`P_{data}=P_{min}=8.410^5`$, that is, 839 out of $`10^7`$ MC data sets had the same or greater number of pairs at the same values for $`N`$ and $`\theta `$. This value for $`P_{min}`$ (not $`P_{chance}`$) is essentially the same as the $`10^4`$ probability found by Tinyakov and Tkachev  for the same energy threshold and angular separation.

To evaluate the significance of this result, we perform the same scan over simulated AGASA data sets and count how many simulated sets have $`P_{min}^{MC}P_{min}^{data}`$. We find that 3475 out of $`10^6`$ simulated sets meet this condition, implying a chance probability of $`0.3\%`$. Figure 2 illustrates how $`P_{chance}`$ varies as a function of $`P_{min}`$ for the simulated AGASA sets.

In performing the data scan and the simulated scans, it is necessary to choose four parameters which can affect the final result: $`N_{max}`$, the total number of events included in the scan; $`\theta _{min}`$ and $`\theta _{max}`$, the angular extent of the scan; and $`\mathrm{\Delta }\theta `$, the size of the angular binning. In Table 1 we show a range of values for these parameters and the effect on the final value of $`P_{chance}`$. We motivate our choices for each of the parameters as follows:

In choosing the extent of the scan in $`N_{max}`$ and $`\theta _{max}`$, it is clear that the significance would be biased if one scanned out precisely to the maximum clustering signal and no further. An investigator who reports a clustering signal in a scan can reasonably be expected to have scanned out at least twice as far in search of an even stronger signal; hence a reasonable estimate of $`P_{chance}`$ should extend $`N_{max}`$ to $`2N_c`$, and further, if $`N_c`$ is very small. The same can be said for $`\theta _{max}`$ with respect to $`\theta _c`$. As for $`\theta _{min}`$, it should be no larger than the best attainable angular resolution; in the present case, one could choose $`0^{}`$ or $`1^{}`$ with little effect on the final probability. Finally, it can be seen in Table 1 that reducing the angular bin size $`\mathrm{\Delta }\theta `$ also has a negligible effect at small scales.

We note that over each of the ranges shown in Table 1—a factor of three in event number, a factor of 16 in angular area, and a factor of 25 in angular binning—the chance probability remains within $`210^3`$ to $`610^3`$. Therefore our result does not depend sensitively on these scanning parameters.

The value of $`0.3\%`$ we calculate for $`P_{chance}`$ is 10 times larger than that calculated by Tinyakov and Tkachev in . Although they use an angular scan to demonstrate that the separation angle $`2.5^{}`$ maximizes the signal, they nevertheless treat the choice as an a priori one and make no correction for it.

In , the AGASA collaboration analyzes the same data set and finds that at $`410^{19}`$ eV the significance of the clustering signal is $`4.6\sigma `$, and that at a slightly higher energy threshold it is “$`5\sigma `$ or more”. These results imply chance probabilities of $`4.210^6`$ and $`5.710^7`$, respectively—three to four orders of magnitude lower than the probability we have presented here. This overestimation of the significance of the clustering signal arises in part from the application of Gaussian statistics to a non-Gaussian distribution: these significances are obtained by measuring the excess clustering signal in units of standard deviations, $`(N_{obs}N_{exp})/\mathrm{\Delta }N_{exp}`$, when in fact this distribution is not Gaussian for the small numbers of clusters observed. Having cited Tinyakov and Tkachev  and made use of their technique, the authors ignore their warning on exactly this point. Furthermore, they ignore the statistical penalty involved in scanning over energy thresholds, and they do not consider a penalty for the choice of angular separations.

## 5 Unbiased Test of AGASA Clustering Hypothesis

A more rigorous statistical test of the clustering hypothesis can be performed by isolating the data which led to the original cuts of $`410^{19}`$ eV and $`2.5^{}`$. Since these values are justified a posteriori in conjunction with the observation in 1996 that they lead to a clustering signal , they can only be treated as a priori for a data set independent of the one which was used to derive them. We can do this by dividing the AGASA data into an “original data set” comprising the events observed through October 1995 which formed the basis of the original clustering claim, and a “new data set” comprising the events which have been observed since then. Using the list of events published in 2000 , there are 30 events in the original set and 27 in the new one. 222In  (1996), the original data set is said to contain 36 events above $`410^{19}`$ eV. However, the lists  published in 1999 and 2000 contain only 30 events during this same time period, due to a reevaluation of the energies (according to Uchihori et al. ). The three original clusters are present in all sets.

Because the new data set is independent, we can test the original clustering hypothesis directly without the need for any statistical penalties. We simply count the number of pairs of events using $`E_c=410^{19}`$ eV and $`\theta _c=2.5^{}`$, and we find one pair. The chance probability for one or more pairs among 27 events is 28%.

We can investigate whether there is a better choice of $`E_c`$ and $`\theta _c`$ for the new data set by performing an autocorrelation scan. Figure 3 shows the results of scanning over both the old and new data sets separately. The strongest clustering signal in the original set has a chance probability $`P_{ch}=4.4\%`$ and occurs for $`\theta _c=2.4^{}`$ and $`E_c=4.3510^{19}`$ eV (with 3 pairs among the 26 highest energy events, and a minimum probability $`P_{min}=0.33\%`$ in this bin). This confirms that the cuts originally selected in 1996 were nearly optimal for that data set. However, when the new events are scanned, there is no hint of clustering at the $`2.5^{}`$ scale or any other angular separation. The “strongest” clustering signal occurs at $`\theta _c=4.7^{}`$ with $`P_{ch}=27\%`$.

The independent data set has less statistical power than the total data set. If we estimate that power by counting the number of all possible pairs (1596) among 57 events, then we find that the original data set contains 27% of those pairs, the independent set contains 22%, and the remaining 51% are “cross” pairs between events in the original and new data sets. If we are careful to avoid contamination by the original cuts, then we can extend the statistical power of this test by including the cross-correlation with the original set.

To do this without contamination by the initial $`2.5^{}`$ cut obtained from the original data set, we replace each of the three doublets in the original set with a single event at each of their averaged positions. We then count the number of autocorrelation pairs in the independent set, and we now add the number of cross pairs between events in the independent and original data sets. There is one auto pair, as before, and there are two cross pairs. To estimate the chance probability, we generate Monte Carlo data sets of 27 events to replace the independent data set, while holding the original set fixed. We count what fraction of these trials have the same or greater number of auto- and cross-correlation pairs. The chance probability for a total of three or more pairs is found to be 8%. 333 The unbiased test can be extended to include two more years of data since May 2000 which has been summarized on the AGASA web page . There are a total of 72 events above $`E_c=410^{19}`$ eV through July 2002, which means the independent set has 42 events and roughly double the statistical power as before. This set adds one new autocorrelation pair to the one already present, and no new cross-correlation pairs. Performing the same analyses as described in the text, the chance probability for two pairs within the independent set of 42 events is 19%. The chance probability for a total of four pairs—within the independent set, and between the independent and original sets—is 12%.

We observe that if the cuts had been a priori for the first data set, the chance probability for the three pairs among the first 30 events would be 0.8%. Thus it is the clustering in the first data set which dominates the significance for the total set, despite the fact that the first set by itself represents only a fraction of the total number of possible pairs. This is precisely what is to be expected when a small initial set is used to optimize the cuts.

If we had not modified the initial data set by replacing the doublets with their average positions, then there would have been three cross pairs in the above test, instead of two. The difference is due to the events which form the AGASA triplet. The chance probability for four or more total pairs in this test would have been 3% rather than 8%. Unfortunately, since it was these doublets in the first set which made the $`2.5^{}`$ cut optimal, they cannot be included in a statistically independent test of the hypothesis. In any case, even this biased test confirms that the significance is dominated by the initial data set.

## 6 Conclusions

Taken at face value, an autocorrelation scan of the published AGASA data set finds a chance probability around $`0.3\%`$ for the clustering signal claimed previously. At this level, the observed clustering could be a hint of real small-scale anisotropy, or it could well be a chance fluctuation in an isotropic distribution. To investigate the possibility that it is a fluctuation, and that the significance of the scan is artificially high because it includes the data which led to the clustering hypothesis in the first place, we test the original claim while excluding the contribution of the original data to the clustering signal. First we form an independent data set using only the AGASA events observed after the claim. The cuts which were identified originally can now be applied a priori in an unbiased test. To increase the statistical power of the test, we include cross-correlations with the original data. Replacing the doublets in the original set with single events to keep this test independent of the original clustering signal, we find a chance probability of 8%.

We conclude that the evidence for clustering in the AGASA data set is weaker than has sometimes been claimed, and in fact is consistent with the null hypothesis of isotropically distributed arrival directions at the 8% level. This conclusion is of course not exhaustive of all the possible anisotropies that can be studied. For example, in  it was observed (using a combination of data from AGASA and earlier cosmic ray experiments) that the significance of the clustering increases when the field of view is restricted to within $`10^{}`$ of the supergalactic plane. The authors were careful to note that the probability ($`<1\%`$) of this occurrence is a posteriori, and therefore not indicative of the true significance. Nevertheless, intriguing observations such as these make the need for testing with independent data abundantly clear. It is quite possible that with the increased statistics and improved angular resolution of experiments like HiRes and the Pierre Auger Array, previous claims will be decisively tested, and compelling evidence for anisotropy may yet be found.

We are indebted to Cy Hoffman for his extremely useful suggestions during the writing of this paper. We also thank Charles Jui and Benjamin Stokes for many stimulating discussions, and Alan Watson for his helpful correspondence.