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# Massive black hole remnants of the first stars II: optical and X-ray signatures in present-day galactic haloes

## 1 Introduction

There is increasing speculation that the first generation of stars in the universe may have been extremely massive, and that some of these objects could have collapsed directly to massive black holes (MBHs) at the end of a brief stellar lifetime. If this is indeed the case, than it has interesting implications for the formation of the super-massive black holes (SMBHs) and unusual X-ray sources observed in the local universe.

Recent semi-analytic \[Hutchings et al. 2002, Fuller & Couchman 2000, Tegmark et al. 1997\] and numerical studies \[Bromm, Coppi & Larson 2002, Abel, Bryan & Norman 2000\] suggest that the first stars in the universe formed inside dense baryonic cores, as they cooled and collapsed within dark matter haloes at very high redshift. For a standard $`\mathrm{\Lambda }`$CDM cosmology, these minihaloes are estimated to have had masses in the range $`M_{min}10^5`$$`10^6h^1`$ $`\mathrm{M}_{}`$, and to have collapsed at redshifts $`z_{\mathrm{collapse}}20`$$`30`$ or higher. Since these first star-forming clouds contained essentially no metals, gas cooling would proceed much more slowly in these systems than in present-day molecular clouds. As a result, they may have collapsed smoothly and without fragmentation, producing dense cores much more massive than the proto-stellar cores observed in star-formation regions today. Assuming nuclei within these cores accreted the surrounding material efficiently, the result would be a first generation of protostars with masses as great as $`10^3`$ $`\mathrm{M}_{}`$\[Bromm, Coppi & Larson 2002, Omukai & Palla 2001\].

As yet, nothing definite is known about the subsequent evolution of such objects. However, their large masses would probably result in many of them ending up as MBHs with little intervening mass loss – for systems in this mass range, gravity is so strong that there is no ejection of material from the system in a final supernova bounce \[Heger et al. 2002\]. This high-redshift population of MBHs is particularly interesting, since it might seed the formation of the SMBHs seen at the centres of galaxies at the present-day.

In a previous paper \[Islam, Taylor & Silk 2003, paper I herafter\] we used a semi-analytical model of galaxy formation to follow the evolution of MBHs as they merge together hierarchically, along with their associated haloes. The code we used combines a Monte-Carlo algorithm to generate halo merger trees with analytical descriptions for the main dynamical processes – dynamical friction, tidal stripping, and tidal heating – that determine the evolution of merged remnants within a galaxy halo. We introduce seeds into the code by assuming that in each minihalo forming before a redshift $`z_{\mathrm{collapse}}`$, a single MBH forms as the end result of primordial star formation.

For our computations, we considered four different sets of values for the parameters $`\nu _{pk}`$ and $`M_{,seed}`$, which fix the abundance and the mass of the seeds respectively. These values are summarised in table 1. Our choice of a seed MBH mass of 260 $`\mathrm{M}_{}`$is motivated by the result of Heger (2002) that massive stars above this mass will not experience a supernova at the end of their lives, but instead will collapse directly to a MBH of essentially the same mass.

In paper I we investigated the abundance of MBHs in present-day galaxies as a result of this process of hierarchical merging and dynamical evolution. This is shown in figure 1.

We now look at how this model could be tested observationally in nearby galaxies. As the MBHs orbit they will emit in the optical, UV and X-ray due to accretion of matter in their direct vicinity. This matter can be either the interstellar medium (ISM) of the host, or remnant material of the original satellite that remains bound to the MBH. While optical and UV emissions could in principle arise from a variety of sources and be subject to a range of absorption and distortion mechanisms, X-ray emissions are more uniquely associated with accreting black holes. In addition, hard X-rays are much less subject to absorption. Observations of luminous and ultra-luminous X-ray point sources associated with galactic haloes in the local universe might therefore provide constraints on the existence and abundance of a population of MBHs. Optical and UV observations could be used as a follow up, to confirm the case for detection of a MBH.

In section 2 we outline the accretion scenarios and mechanisms we considered. These include thin disk and advection dominated accretion flows in particular. In section 3 we present the resulting optical and X-ray luminosity functions for MBHs orbiting in present-day haloes. This is then compared with observations of ultraluminous X-ray sources (ULXs) in section 4. We sum up our results and conclude in section 5.

## 2 Accretion Processes

### 2.1 Accretion rates

We assume that accretion onto MBHs orbiting in present-day haloes is given by the Bondi-Hoyle mass-accretion rate \[Bondi & Hoyle 1944, Bondi 1952\]

$$\frac{\mathrm{d}M}{\mathrm{d}t}=\pi r_{acc}^2\sqrt{v_{}^2+c_s^2}\rho _g$$
(1)
Here $`c_s`$ is the sound speed in the gas and $`\rho _g`$ its density – both far from the MBH. $`v_{}`$ is the velocity of the MBH and $`r_{acc}`$ the accretion radius

$$r_{acc}=\frac{2GM_{}}{v_{}^2+c_s^2}$$
(2)
giving an accretion rate

$$\frac{\mathrm{d}M}{\mathrm{d}t}=\frac{4\pi G^2M_{}^2\rho _g}{c_s^3}(1+\beta _s^2)^{3/2}$$
(3)
where we have used $`\beta _sv_{}/c_s`$ \[Chisholm, Dodelson & Kolb 2003\]. If the MBH accretes adiabatically from a gas of pure hydrogen this is

$`\dot{M}`$ $`=`$ $`8.77\times 10^{12}\left({\displaystyle \frac{M_{}}{100M_{}}}\right)^2\left({\displaystyle \frac{\rho _g}{10^{24}\mathrm{g}\mathrm{cm}^3}}\right)`$ (4)
$`\times \left({\displaystyle \frac{c_s}{10\mathrm{km}\mathrm{s}^1}}\right)^3(1+\beta _s^2)^{3/2}M_{}\mathrm{yr}^1`$
If a constant fraction $`\eta `$ of the accreted mass is radiated away, the bolometric accretion luminosity of the MBH is then

$`L_{bol}`$ $`=`$ $`\eta {\displaystyle \frac{dM}{dt}}c^2`$ (5)
$`=`$ $`\eta 5\times 10^{35}\left({\displaystyle \frac{M_{}}{100M_{}}}\right)^2\left({\displaystyle \frac{\rho _g}{10^{24}\mathrm{g}\mathrm{cm}^3}}\right)`$
$`\times \left({\displaystyle \frac{c_s}{10\mathrm{km}\mathrm{s}^1}}\right)^3(1+\beta _s^2)^{3/2}\mathrm{erg}\mathrm{s}^1`$
where $`c`$ is the speed of light.

In what follows we assume that while the nature of the accretion process is somewhat uncertain, the overall mass-accretion rate is essentially determined by the Bondi-Hoyle formula. We neglect the possibility that the mass-accretion rate is modified e.g. by a non-negligible mass of an accretion disk that may form around the accreting MBHs.

As the MBHs orbit through the host halo they accrete matter from the host ISM. In paper I we have shown that ISM accretion rates are too small to lead to significant accretion signatures even in regions with relatively large amounts of gas, such as the disk or the galactic centre. Much higher rates are possible if MBHs accrete from a residual core of material from the satellite they were originally associated with. Such a core, consisting of gas and possibly stars, could remain bound even if the original satellite has lost all but a few percent of its initial mass. While insignificant for the overall dynamics of the satellite, the amount of baryonic matter contained in this core could still contribute significantly to the accretion onto a MBH that is present at its centre and so boost its accretion luminosity, potentially by orders of magnitude. In this case MBH accretion is independent of local ISM density and of the velocity of the MBH relative to the host halo, as the ‘fuel supply’ for accretion travels with the black hole.

To get a sense of the possible mass-accretion rates allowed by the mechanism, we need to estimate the gas density in the residual baryonic core. We will assume that all the baryons in the original system cool and collapse down to a radius of order $`r_b0.1r_{vir}`$ (where $`r_{vir}`$ is the virial radius of the original system), at which point thermal pressure or angular momentum halts the collapse (equivalently we could assume that only a fraction of the baryons collapse, but that $`r_b`$ is slightly smaller). If all baryons are in the form of gas and the baryon fraction in the satellite is cosmological, i.e. $`M_b=(\mathrm{\Omega }_b/\mathrm{\Omega }_m)M_{vir}`$, then the mean gas density is

$$\rho _g=\frac{3M_b}{4\pi r_b^3}=\frac{1}{0.001}\frac{\mathrm{\Omega }_b}{\mathrm{\Omega }_m}\frac{3M_{vir}}{4\pi r_{vir}^3}2.39\times 10^2\frac{\mathrm{\Omega }_b}{\mathrm{\Omega }_m}\frac{M_{vir}}{r_{vir}^3}$$
(6)
Substituting this into equation (5) and using $`c_s10\mathrm{km}\mathrm{s}^1`$ for ISM at $`10^4`$ Kelvin we can determine the mass-accretion rate

$`\dot{m}`$ $``$ $`6.25\times 10^8\left({\displaystyle \frac{M_{MBH}}{M_{}}}\right){\displaystyle \frac{\mathrm{\Omega }_b}{\mathrm{\Omega }_m}}\left({\displaystyle \frac{M_{vir}}{10^5M_{}}}\right)`$ (7)
$`\times \left({\displaystyle \frac{r_{vir}}{\mathrm{kpc}}}\right)^3\left({\displaystyle \frac{c_s}{10\mathrm{km}\mathrm{s}^1}}\right)^3`$
and thus the luminosity. Here $`\dot{m}`$ is the mass-accretion rate in units of the Eddington accretion rate

$$\dot{m}\frac{\dot{M}c^2}{L_E}=1.53\left(\frac{\dot{M}}{10^{17}\mathrm{g}\mathrm{s}^1}\right)\left(\frac{M_{}}{M_{}}\right)^1$$
(8)
### 2.2 Accretion mechanisms

As material gets accreted onto a Black hole, a fraction of its gravitational potential energy released as radiation. The amount and spectrum of energy released in such a way depends on the accretion model, that is a prescription for the physical processes that facilitate the dissipation of energy as material moves towards the accreting MBH. We consider two of these.

#### 2.2.1 Thin disk accretion

Shakura & Sunyaev (1973) proposed a model in which black holes (BHs) accrete from a geometrically thin but optically thick accretion disk, which is considered to achieve the highest radiative efficiencies, typically with $`\eta _{td}0.1`$. Because the disk is optically thick, radiation is emitted locally with a thermal spectrum and black body temperature

$$T(r)=\left(\frac{3GM_{}\dot{M}}{8\pi r^3\sigma }\right)^{1/4}$$
(9)
where $`\dot{M}`$ and $`r`$ are the mass-accretion rate and radial distance from the MBH respectively. We can convert these into dimensionless quantities and express the accretion rate in units of the Eddington accretion rate equation (cf. equation 8) and the radial distance from the MBH in units of the MBH Schwarzschild radius, $`r_{}`$

$$\stackrel{~}{r}\frac{r}{r_{}}=\frac{rc^2}{2GM_{}}=0.339\left(\frac{r}{\mathrm{km}}\right)\left(\frac{M_{}}{M_{}}\right)^1$$
(10)
The corresponding spectrum integrated over the whole disk is given by \[Frank, King, & Raine 1985\]

$$\frac{\mathrm{d}L_\nu }{\mathrm{d}\nu }=A_0\frac{h\nu ^3}{c^2}_{r_{lso}}^{r_{td}}\frac{\stackrel{~}{r}\mathrm{d}\stackrel{~}{r}}{e^{h\nu /kT(\stackrel{~}{r})}1}$$
(11)
where $`r_{lso}=3r_{}`$ is the last stable orbit radius of the MBH and $`A_0=4\pi `$ is the area of a spherical shell at unit distance from the MBH. However, in what follows we treat $`A_0`$ more generally as a normalisation constant. All our computations were carried out with $`r_{td}=1000r_{}`$ and $`A_0`$ was consequently renormalised by setting $`(\mathrm{d}L_\nu /\mathrm{d}\nu )d\nu =L_{bol}`$. The resulting spectra are shown in the panels on the right in figure 2.

In general the accretion flow near the BH may become optically thin and absorption of photons becomes less important than scattering, which results in an increase of the mean energy of the photons radiated away. The emergent flux is thus non-thermal and has a higher temperature. Consequently in the inner parts of the disk near the MBH, equations 9 and 11 are not strictly valid anymore. Another prescription to account for the higher frequency photons is needed.

This high-frequency emission also has important observational consequences. MBHs are only clearly identified as BHs via an X-ray signature. However, from equation 9 the peak frequency of the photons from a standard thin disk scales as $`\nu _{max}T(r_{lso})M_{}^{1/4}`$. For the MBHs any resultant flux in the X-ray range is only significant at energies below about 1 keV. A standard thin disk alone would therefore not provide the X-ray flux by which to identify MBHs.

One could tackle this problem phenomenologically by adding a power-law spectrum extending into the X-ray range. A power law X-ray spectrum is well established for active galactic nuclei (AGN), which are driven by SMBHs, and is also found in recent observations of ultra-luminous X-ray sources in nearby galaxies, which could well be accreting MBHs \[Colbert & Mushotzky 1999, Wang 2002\]. However, instead we consider a different model that has recently been developed particularly with a view to explaining the emission spectra from accreting SMBH in low-luminosity AGN. This is an advection dominated accretion flow.

#### 2.2.2 Advection dominated accretion flows (ADAFs)

In the ADAF model, once the accretion rate drops below some critical rate $`\dot{m}_{crit}`$, which we define below, accretion switches to an ‘advection dominated accretion flow’ (ADAF) \[Ichimaru 1977, Rees et al. 1982, Narayan & Yi 1994, Manmoto, Mineshige & Kusunose 1997\]. Because of the low accretion rates the density of the accreted gas is low, too. The gas, not being able to cool, efficiently stores thermal energy instead of radiating it away and carries it into the BH. On the other hand, because the accretion flow is optically thin the spectrum of the emergent radiation is modified by scattering processes. The main processes are synchrotron emission, bremsstrahlung and comptonisation. For more details the reader is referred to the review by Narayan, Mahadevan & Quataert (1998) and references therein.

The spectrum emitted from a BH accreting in this way depends on a range of parameters such as the mass-accretion rate , the viscosity parameter and the relative contribution of magnetic fields. Typically the spectrum has to be determined numerically, but can be approximated by analytic scaling relations \[Mahadevan 1997\]. Using these, the total radiative efficiency for an ADAF, $`\eta _{adaf}`$ can be expressed in terms of that of a thin disk, $`\eta _{td}`$ as

$$\eta _{adaf}=0.2\eta _{td}\left(\frac{\dot{m}}{\alpha ^2}\right)g(\theta _e)$$
(12)
for a typical set of parameters as given in Mahadevan (1997). Here $`\dot{m}`$ is the mass-accretion rate in terms of the Eddington accretion rate, $`\alpha `$ is the viscosity parameter ($`\alpha 0.1`$ to $`0.5`$), $`\theta _e=k_BT_e/(m_ec^2)`$ is the electron kinetic energy in units of their rest mass energy. $`g(\theta _e)11.5(T_e/10^9\mathrm{K})^{1.3}`$ is a measure of whether electrons in the flow move at relativistic speeds or not. Typically $`g1`$ to $`10`$ for electron temperatures $`2\times 10^9<T_e<10^{10}`$ K. We can determine an equilibrium electron temperature which is approximately

$$\left(\frac{T_e}{10^9\mathrm{K}}\right)\left(\frac{\alpha }{0.3}\right)^{0.06}\left(\frac{r_{min}}{3}\right)^{0.1}M_{}^{0.06}\dot{m}^{0.04}$$
(13)
Generally the effect of ADAFs is to reduce the overall radiative efficiency compared to that from thin disk accretion, although individual regions of the accompanying spectrum, especially the X-ray band, tend to be much stronger than for a thin disk.

As mentioned above the thin disk and ADAF regime can be delineated by the critical mass accretion rate $`\dot{m}_{crit}`$ which is given by

$$\dot{m}_{crit}0.28\alpha ^2$$
(14)
For rates above $`\dot{m}_{crit}`$ the ADAF mechanism breaks down and in this regime we will work with the thin disk model. For low values of $`\alpha 0.1`$ accretion may switch to a ‘convection dominated accretion flow’ (CDAF) \[Ball, Narayan & Quataert 2001\], which is characterised by much stronger suppression of mass accretion. We will neglect this possibility here as we work with $`\alpha =0.3`$ in the computation of spectra and luminosity functions for our model. This is also the fiducial value used in the work of Mahadevan (1997). We will briefly consider changes in $`\alpha `$ below.

In paper I we have seen that MBHs do not accrete at more than 1/10 of the Eddington rate with most accreting at less than 1/100. Thus the ADAF model can be applied to most MBHs we are dealing with.

The three dominant contributions to the continuum spectrum of an ADAF are those from synchrotron and bremsstrahlung emission as well as comptonisation, which can all be separately approximated by scaling laws \[Mahadevan 1997\]. In the radio-submillimeter range synchrotron emission dominates and the luminosity (per unit frequency) scales as

$`{\displaystyle \frac{\mathrm{d}L_{sync}}{\mathrm{d}\nu }}`$ $``$ $`3.51\times 10^{13}\left({\displaystyle \frac{\alpha }{0.3}}\right)^{4/5}\left({\displaystyle \frac{T_e}{10^9\mathrm{K}}}\right)^{2/5}`$ (15)
$`\times \left({\displaystyle \frac{M_{}}{M_{}}}\right)^{6/5}\dot{m}^{6/5}\nu ^{2/5}\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1`$
up to a peak frequency $`\nu _p`$ given by

$`\nu _p`$ $`=`$ $`1.71\times 10^{17}\left({\displaystyle \frac{\alpha }{0.3}}\right)^{1/2}\left({\displaystyle \frac{T_e}{10^9\mathrm{K}}}\right)^2\left({\displaystyle \frac{M_{}}{M_{}}}\right)^{1/2}`$ (16)
$`\times \left({\displaystyle \frac{r_{min}}{3}}\right)^{5/4}\dot{m}^{3/4}\mathrm{Hz}`$
Photons from synchrotron emission can get comptonised, which raises their energy up to a limit given by the electron temperature $`k_BT_e`$. Since most synchrotron photons are emitted at $`\nu =\nu _p`$ we can make the simplifying assumption that this is the initial frequency for all photons to be comptonised. The comptonisation spectrum is then simply

$$\frac{\mathrm{d}L_{compt}}{\mathrm{d}\nu }\frac{\mathrm{d}L_{sync}}{\mathrm{d}\nu }(\nu _p)\left(\frac{\nu }{\nu _p}\right)^{\alpha _c}$$
(17)
where the power law index is primarily a function of electron temperature and mass-accretion rate

$$\alpha _c\frac{\mathrm{ln}\left[23.87\dot{m}\left(\frac{\alpha }{0.3}\right)^1\left(\frac{r_{min}}{3}\right)^{1/2}\right]}{\mathrm{ln}\left[1+4\theta _e+16\theta _e^2\right]}$$
(18)
There is a constant contribution from bremsstrahlung emission that also tails off exponentially at the maximum frequency implied by the electron temperature. Bremsstrahlung only becomes prominent in the UV/soft X-ray range if $`\alpha _c>1`$, such that power from Compton emission effectively decreases with increasing frequency

$`{\displaystyle \frac{\mathrm{d}L_{brems}}{\mathrm{d}\nu }}`$ $``$ $`1.02\times 10^{17}\left({\displaystyle \frac{\alpha }{0.3}}\right)^2\mathrm{ln}\left[{\displaystyle \frac{r_{max}}{r_{min}}}\right]`$ (19)
$`\times F(\theta _e)\left({\displaystyle \frac{T_e}{10^9\mathrm{K}}}\right)^1e^{h\nu /k_BT_e}`$
$`\times \left({\displaystyle \frac{M_{}}{M_{}}}\right)\dot{m}^2\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1`$
If $`\theta _e<1`$, $`F(\theta )`$ takes the form

$`F(\theta _e)`$ $`=`$ $`4\left({\displaystyle \frac{2\theta _e}{\pi ^3}}\right)^{1/2}(1+1.78\theta _e^{1.34})`$ (20)
$`+1.73\theta _e^{3/2}(1+1.1\theta _e+\theta _e^21.25\theta _e^{5/2})`$
whereas for the case $`\theta _e>1`$,

$`F(\theta _e)`$ $`=`$ $`\left({\displaystyle \frac{9\theta _e}{2\pi }}\right)[\mathrm{ln}(1.123\theta _e+0.48)+1.5]`$ (21)
$`+2.3\theta _e(\mathrm{ln1}.123\theta _e+1.28)`$
The resulting spectrum is shown in the left panels of figure 2 for a range of MBH masses and accretion rates ranging from $`\dot{m}=\dot{m}_{crit}`$ to $`\dot{m}=0.03\dot{m}_{crit}`$, where $`\dot{m}_{crit}=0.0252`$ for $`\alpha =0.3`$ which we use for all our computations.

We see that only ADAF accreting MBHs display significant X-ray emission. It is therefore mainly MBHs that could be identified as such by their X-ray signature. Conversely, while optical and UV observations may be used as follow-ups, the sources that are most luminous in this range are accreting from a thin disk and so will not have any associated strong X-ray emission.
X-ray hardness ratios
For our predictions we have computed the X-ray emissions for the energy range between $`0.5<h\nu <2.0`$ keV and $`2.0<h\nu <10.0`$ keV , which we call the soft and hard X-ray bands respectively. Both bands lie in the Bremsstrahlung part of the ADAF spectrum where $`\mathrm{d}L/\mathrm{d}\nu =1`$, i.e. the photon counts from both bands are the same; their hardness ratio is equal to 1. Unfortunately, observations from X-ray binaries (XRBs) can yield similar values, so it will not be easy to distinguish between MBHs and XRBs on the basis of this alone. The combined thin disk + ADAF model that we used, means that we can also have sources with large soft X-ray luminosities and very small hardness ratios. This is the case particularly for seed MBHs for which thin disk accretion reaches furthest into the soft X-ray regime, and there actually dominates over the respective ADAF contribution (cf. figure 2). In section 3.2 we see that this leads to a distinctive ‘bump’ in the soft band luminosity function. These sources should be identifiable by their very low hardness ratio.

## 3 Predicted Luminosity Functions

Using the spectral models outlined above we have computed optical and X-ray luminosities of accreting MBHs in present-day haloes. For comparison we show in figure 3 the bolometric luminosity functions, obtained in paper I.

### 3.1 Optical emission

For the MBH masses we are considering here, the optical region lies within the Rayleigh-Jeans part of the extended black body spectrum that characterises the corresponding thin disk emission. In this part, $`k_BT(r_{td})h\nu k_BT(r_{lso})`$ where the spectrum can be approximated by a power law

$$\frac{\mathrm{d}L}{\mathrm{d}\nu }=A_1\left(\frac{\nu }{\mathrm{Hz}}\right)^{1/3}$$
(22)
and the constant $`A_1`$ depends on the MBH mass and accretion rate as

$`A_1`$ $`=`$ $`2.57A_0h^{5/3}k_B^{8/3}c^2T(r_{lso})^{8/3}`$
$``$ $`1.64\times 10^{11}A_0\dot{m}^{2/3}M_{}^{4/3}\mathrm{erg}\mathrm{s}^1\mathrm{Hz}^1`$
In the ADAF regime it is primarily synchrotron emission and comptonisation that contribute to the emission in the optical/UV range, with the corresponding scalings given in equations 15 and 17.

Figure 4 shows the B-band luminosity function. The dashed line represents the contribution from ADAF emission with the rest, primarily at large luminosities, coming from thin disk emission. Apart from our fiducial value for the viscosity parameter, $`\alpha =0.3`$ (thick lines), we have also given results for $`\alpha =0.5`$ (thin lines). While the results for ADAF emission are typically not too sensitive to changes in ADAF parameters, results are affected more strongly by changes in $`\alpha `$, but only through its direct impact on the value of $`\dot{m}_{crit}`$ (cf. equation 14). As a result the most important effect of increasing $`\alpha `$ is to extend the number of ADAF emitting sources to larger luminosities. Since a thin disk radiates more efficiently than an ADAF this results in a lower abundance of sources at very large magnitudes in the optical range. For smaller values of $`\alpha `$ we get a correspondingly larger number of thin disk accreting sources. However, we found that for a value of $`\alpha =0.1`$, for instance, the resulting luminosity function in the B-band displays a significant ‘dip’ which is also present to some degree for $`\alpha =0.3`$ in the case of the most massive $`1.6\times 10^{13}`$ $`\mathrm{M}_{}`$halo in figure 4. We will deal with the results for the X-ray range in the next section, but note at this point that a higher (lower) value of $`\alpha `$ would result in a larger (lower) abundance of sources in the X-ray regime, emission in which is mainly produced in ADAFs.

In figure 5 we show the B and V band luminosity function of MBHs within some projected distance from the host centre normal to the line of sight. Here we have included all MBHs within the respective host virial radius along the lines of sight passing within some projected distance from the centre. We will subsequently refer to this as the projected luminosity function. The projected luminosity function can more easily be compared with observations, which typically refer to sources within galaxies. In each case the function is plotted for MBHs sources within $`R_{proj}=0.1,0.03,0.01R_{vir}`$ from the host centre, where the latter corresponds roughly to the outer radial extent of the galaxies in the haloes. Across all halo masses we find that a fraction of about 30, 9 and 0.9 % respectively of all halo MBHs are located within the projected distances listed above. Since there is no discernible difference in the relative distribution of MBH masses at different radii (paper I), this means that for any one MBH in a given mass, accretion rate or luminosity range and within $`R_{proj}=0.1R_{vir}`$, there are about two more in the halo. We have marked with bold black arrows the luminosity range below which ADAF emission dominates.

It is important to note that these luminosity functions only provide an upper limit on what could actually be detected. We have here neglected the effect of absorption which is expected to significantly reduce the flux of optical and UV photons due to dust and neutral hydrogen along the line of sight. The latter affects particularly the light from sources whose line of sight passes closely to the galactic centre, such as those with $`R_{proj}<0.01R_{vir}`$ and located on the far side of the halo. We would expect this effect to be less important in gas-poor ellipticals.

Even if absorption is accounted for, the large luminosity of the accreting MBHs by itself may not be sufficient to identify them as such. As they appear as point sources, they could also be XRBs or background AGN. For the largest accretion rates, $`\dot{m}0.1`$ (paper I), at which MBHs accrete from a thin disk in our model, it is possible that emission occurs in the form of (mini) jets which may be observable even though the optical and UV output from across the accretion disk may not.

### 3.2 X-rays

In our model X-rays are primarily emitted by ADAF accreting MBHs. Emission in the X-ray range is dominated by comptonisation or bremsstrahlung depending on the Compton spectral power law index, $`\alpha _c`$ (eq. 18). The two contributions are determined by the scaling relations equations 17 and 19. In figure 6 we present the projected X-ray luminosity function, both in the 0.5 - 2.0 keV and 2.0 - 10.0 keV energy range. Again we have ignored the issue of absorption here, which can be important primarily for the softer 0.5 - 2.0 keV X-ray band.

X-ray emissions are the primary signature to look for in observations, while optical and UV detections are probably useful only for follow-up, due to the range of potential sources and the problem of absorption. Another secondary diagnostic would be to see whether any correlations exist between different parts of the emitted spectrum. However, this would be extremely dependent on the accretion model. For instance, in the ADAF model that we used, the shape of the spectrum near the exponential cut-off in the X-ray regime and in the radio/submillimeter range is essentially unaffected by the mass and accretion rate of the MBH (cf. figure 2). If a MBH accretes via an ADAF we would therefore expect a correlation of the radio and X-ray luminosities.

## 4 Comparison with Observations

We now compare our predictions with observations. As we have already noted, X-ray emissions will be the most important trace to look for. We will therefore confine our comparison to X-ray observational data only and further more to sources which have been identified as belonging to a galaxy.

In our predictions we have generally not taken into account absorption of MBH emission either in the originating galaxy as well as ours. To minimise the former one would want to look for sources in external galaxies that we see face-on. This is especially important for gas-rich spirals. To account for the extinction from the IGM and the Milky-Way’s ISM all-sky extinction maps can be used \[Schlegel, Finkbeiner & Davis 1998\]. These allow a determination of the average hydrogen column density between us and the target galaxy.

### 4.1 Observations of ultra-luminous X-ray sources (ULXs)

For the baryonic core densities and accretion mechanisms considered above, our model predicts the presence of ultra-luminous X-ray sources (ULXs) in galaxies and their haloes. By ULX we refer to any compact X-ray source with $`L_X>10^{38}\mathrm{erg}\mathrm{s}^1`$. This cutoff is interesting because it corresponds roughly to the Eddington limit for isotropic accretion onto stellar-mass black holes. Early observations revealed that some galaxies contain these very bright sources outside their nucleus \[Fabbiano 1989\]. Subsequently, a number of other studies discovered ULXs in data from the ROSAT and ASCA satellite missions \[Colbert & Mushotzky 1999, Makishima et al. 2000, Roberts & Warwick 2000, Colbert & Ptak 2002\]. With the advent of the Chandra and XMM satellite missions, the number of ULX detections has soared. The superior resolution and sensitivity of these satellites has greatly increased the distance at which ULXs can be detected, and thus the number of galaxies in which their properties can be studied.

While ‘normal’ stellar remnants may easily account for the fainter ULXs, sources which emit more than a few times $`10^{39}\mathrm{erg}\mathrm{s}^1`$ require black holes more massive than those produced by conventional stellar populations, assuming the emission is Eddington limited and occurs isotropically. If ULXs do not emit isotropically, however, but produce beamed emission that happens to be aligned with the line-of-sight, then stellar mass BHs can be the source \[King et al. 2001, Zezas & Fabbiano 2002\]. A departure from isotropy implies that the Eddington luminosity is no longer a limiting factor, either, as radiation pressure need not act along the same axis as the accretion flow. High mass X-ray binaries (HMXRBs) have been suggested as candidates for anisotropic ULXs. Within galaxies, ULXs appear to be found predominantly in star-forming regions \[Kilgard et al. 2002, Zezas & Fabbiano 2002\], i.e. they seem to be associated with starburst galaxies or the spiral arms of disk galaxies. For a number of these galaxies it was found that the ratios of ULX number to massive star formation rates are similar \[Smith & Wilson 2003\]. Thus many ULXs may be young HMXRBs, which would naturally be found in or close to star-forming regions.

There is some evidence, however, to suggest that not all ULXs fall into this category. Multi-colour disk (MCD) fits to ULX spectra indicate that the maximum colour temperature associated with some sources is significantly lower than would be expected for a stellar mass BH system. If the maximum temperature arises from emission close to the inner radius of the accretion disk, and we assume this to be the BH’s last stable orbit, a lower temperature implies a larger stable orbit and thus a more massive BH \[Wang 2002\]. Furthermore, ULXs have been detected in some gas-poor ellipticals \[Jeltema & Canizares 2003\], and Colbert & Ptak (2002) find that the number of ULXs per galaxy is actually higher for ellipticals than for non-ellipticals. Thus the connection between ULXs and star formation established for spiral galaxies may not be universally valid. It seems interesting, therefore, to consider alternative explanations for these sources, such as isotropically emitting MBHs.

If seed MBHs do account for some of the observed ULXs, there are a few remaining puzzles to work out. It is not clear whether our model should predict more ULXs around spirals or ellipticals, and the morphological information in the model is probably too crude to test this definitively. Since ellipticals are generally older systems, however, it is not implausible that they would have a large number of ancient satellites in orbit around them. A number of ULXs seem to be located in globular clusters \[Jeltema & Canizares 2003\], suggesting binaries are the corresponding ULX sources. In the context of our model, however, some of these globular clusters might be precisely the baryonic cores we have considered previously.

Ultimately, detailed spectral information should allow us to distinguish between binaries and MBHs as ULX candidates. Reasonable spectral information is available for some systems, although fits to such data still assume model spectra which should be verified independently. For the more distant sources, the detected count rates are so low that spectral fits cannot be carried out. Instead a hardness ratio, the ratio of the number counts in a soft and a neighbouring hard X-ray band, can be used as a crude diagnostic. Uncertainties in the correction for absorption in soft X-ray bands complicate the interpretation of these results, however. Here we will avoid these complications, using spectral information only to the extent that it allows X-ray band luminosities to be derived from raw photon counts. We will not use spectral fits to make any inference about the ULX source object.

In summary, while binaries may explain the majority of ULXs, especially in star-forming galaxies, MBHs are not ruled out as a possible source of some of these objects. In what follows, we will show how the free-floating MBHs predicted by our model could account some fraction of all ULXs. The exact fraction is highly model dependent; for the parameters assumed above, we will show it can be considerable.

### 4.2 Comparing Luminosity Functions

Table 2 gives a summary of the observations of point sources in individual galaxies that we are considering. Their inferred masses roughly place them in a category with the $`1.6\times 10^{12}`$ $`\mathrm{M}_{}`$halo in our model. Observed sources are considered roughly within the light radius of the galaxy. Where observations do cover regions significantly outside this radius it is typically an area to one side of a galaxy that happens to be still covered by the detector. Interestingly, a number of ULXs are detected in this area as well. Estimates of the expected number of background objects, such as AGN, supernovae (SN), etc. show that they can account for most of the ULXs observed outside the light radius, although the error margins are large. A number of sources outside the bulge have projected locations that appear to be in the disk. In this case background sources cannot account for the relatively large number of sources that seem to lie in the disk. It is assumed on this basis that these sources are actually located in the disk, where their number can be explained more naturally. For sources with apparent locations in the disk as well as outside the light radius our model offers the alternative explanation that some of these sources could also be located throughout the halo but inside a column along the line of sight that projects onto the disk.

Given the uncertainties and free parameters in our model, we cannot place a strong constraint on MBHs from ULX observations alone. Nonetheless, it is interesting to make a quantitative comparison between the observations and our model predictions, particularly since the predictions scale in a straightforward way as the number or mass of the seeds, or the density of the baryonic cores, varies. Since our models often predict one or fewer luminous sources per system, the comparison with observations will be statistical; this is all the more true since we predict a large halo-to-halo scatter in the number of MBHs, and thus in the X-ray luminosity functions. In general, even if MBHs accounted for all ULXs, we would expect a variation in the luminosity functions of individual galaxies that was comparable to the halo-to-halo scatter in our results.

We first look at how our results compare with observations of sources in individual galaxies. Figure 7 shows the cumulative X-ray luminosity function from observations and those that we predict for a $`1.6\times 10^{12}`$ $`\mathrm{M}_{}`$halo, which would be expected to host galaxies of the mass we are comparing with. For our predictions we have chosen two different X-ray bands as shown in the figure to match those from the observations more closely. Our predictions are consistent with the data from the individual galaxies if we only consider the ADAF emissions. Inclusion of the thin disk component leads to a much flatter slope and an over prediction of sources at the high luminosity end. The flat slope essentially bridges the gap in the differential luminosity function between ADAF accreting MBHs and a small number of MBHs accreting from a thin disk as shown in figure 6. Whether the thin disk is included or not, MBHs cannot account for the large number of sources at low luminosities, which is not a problem as we expect XRBs to certainly dominate this regime.

For luminosities larger than $`L_X10^{38}\mathrm{erg}\mathrm{s}^1`$, the predicted average numbers of objects are near or below 1 and we have to compare with observations of a statistical sample of galaxies. The two data sets we use for this are that of Roberts &Warwick (2000, hereafter RW00) and Colbert & Ptak (2002, hereafter CP02) . Both sets of observations have been obtained using the ROSAT High Resolution Imager (HRI) instrument. In comparing with these observations, we quote the error on the mean (and not the standard deviation of the halo-to-halo scatter) for our predictions. The two sets of observations vary fundamentally in that CP02 only consider galaxies that do contain ULXs. They find a total of 87 sources in 54 galaxies of which 15 are ellipticals. They note that in their sample the number of ULXs per galaxy is larger for ellipticals, which account for a total of 37 ULXs. This corresponds to 2.3 ULXs per galaxy for ellipticals compared to 1.3 per galaxy in the case of non-ellipticals. As the CP02 sample only counts galaxies that contain ULXs the derived luminosity and spatial distributions will have a systematic offset towards higher abundances.

The differential and cumulative luminosity functions are shown in figure 8, for the observations and for our expected source population for the galaxy-sized $`1.6\times 10^{12}`$$`\mathrm{M}_{}`$halo in model A. We note that the luminosity bands used in the two data sets are different; while RW00 quote results for the ROSAT 0.1 - 2.4 keV band, CP02 give their data for the 2.0 - 10.0 keV range. To match these we have slightly changed our soft bands from the one used above (0.5 - 2.0 keV). Furthermore, we have only taken into account sources at radial distances less than 10 % of the halo virial radius, which corresponds to about $`R<30`$ kpc for this halo. This is also of the order of the limiting radii below which sources in the CP02 sample are considered as belonging to a galaxy.

Between $`3\times 10^{38}`$ and $`10^{40}\mathrm{erg}\mathrm{s}^1`$, our predictions in the hard band and the soft band without the thin disk contribution match the slope and normalisation of RW00. A power-law best fit yields a logarithmic slope of $`0.83\pm 0.03`$,$`0.78\pm 0.01`$ and $`1.08\pm 0.01`$ for our prediction, RW00 and CP02 respectively. For lower luminosities the down-turn (tailing off) in the differential and cumulative distribution of the RW00 data is probably due to incompleteness. Even if no MBHs were present there would still be enough XRBs to match or exceed the number of objects at lower energies. Including the thin disk in the soft band leads to the black curve on the right, which is ruled out even by the CP02 data which, as we mentioned above, is biased towards higher abundances.

Aside from the uncertainty in our model parameters, there are also several physical processes that may reduce the luminosity of the brightest sources. The relatively large accretion rates in MBHs accreting from thin disks could exhaust the baryonic core, if the latter was not large enough to start with. Past merger activity of MBH hosts might also have triggered periods of mini-quasar activity that has lead to a faster depletion of gas in the baryonic core. Alternately, if the accretion rates were slightly lower than assumed, by a factor 5 or so, then most systems would fall below the critical accretion threshold (equation 14), and would accrete in the ADAF mode. Abandoning the thin disk contribution would also remove the brightest sources in the B and V band luminosity functions.

In figure 9 we show the number of sources vs projected distance from the centre. The predictions we show are for model A and the same parameters as in figure 8. We did omit the results for the soft band without the thin disk, as this curve is essentially the same as the one for the hard band. The slopes of the spatial distribution of the latter – and by extension also that of the soft band without thin disk – also match that of the observations reasonably well. However, agreement gets increasingly worse for the RW00 sample towards small host distances where its slope gets considerably steeper. This is probably because RW00 have imposed a limiting minimum angular distance below which they did not consider any sources to avoid confusion with a central source. Just as we found no trend in the distribution of MBH masses with radius in paper I, we do not find any indication of ‘luminosity segregation’ as a function of radius here.

Apart from the systematic bias in the CP02 data, the normalisation is also affected by varying degrees of completeness in the two samples. For instance the CP02 set features no source with $`L_X<10^{39}\mathrm{erg}\mathrm{s}^1`$, and the RW00 data are restricted to much smaller radii. Both CP02 and RW00 maintain that contamination with background AGN is rather small and accounts for no more than about 11 - 13 per cent of the sample (RW00). In the near future, larger compilations of data should be available from XMM and Chandra. One of the first new studies is the recent one by Swartz, Ghosh and Tennant (2003) . Data from this study are not yet published, however.

Finally, we note that another way to probe the nature of the objects that constitute ULXs (as well as less luminous MBH powered sources) is to look at variability time scales of X-ray emission. A tentative linear relation between variability time scale and BH mass has been established although with large uncertainties \[Markowitz et al. 2003\]. The relation was found to apply to both the SMBHs powering the AGN of Seyfert 1 galaxies as well as stellar mass galactic X-ray binary systems. Since XRBs display variability across a wide range of time scales, this relation, if confirmed, is probably only usefully applied to large samples of ULXs. If both HMXRBs as well as MBHs power ULXs, variability studies might help establish the existence of two distinct time scales on which ULXs should be found to display variability although with large scatter.

### 4.3 Baryonic core accretion at the centre of dwarf galaxies and globular clusters ?

If MBHs do accrete from residual cores of gas or stars, then dwarf galaxies and star clusters may be likely places to find MBHs and thus luminous X-ray point sources. In the hierarchical structure formation scenario, dwarfs orbiting inside the haloes of larger galaxies correspond to satellite subhaloes, and could in principle contain accreting central MBHs. There are roughly a dozen known dwarf galaxies within the estimated virial radius of the Milky Way, $`300`$ kpc, for instance. It would be interesting to make a systematic search for unusual X-ray sources at the centres of these systems.

Closer to the central galaxy, a satellite is likely to have been heavily stripped. Previously, we referred to MBHs in these systems as ‘naked’, although they may still be embedded in a small baryonic core of stars or gas. We would not expect to observe anything other than accreting MBHs in these systems, unless the core consisted of a significantly number of stars bound in a relatively small region. This description appears to fit at least some globular clusters (GCs). The observations considered above find that ULXs often appear to be associated with GCs. Among the formation scenarios that are considered for GCs are that they represent remnants of high-redshift pre-galactic fragments \[Beasley et al. 2002\] or even that they were formed in minihaloes that gave rise to the first massive stars \[Lin & Murray 2002\]. In the context of our model, both could correspond to the remnants of small satellite systems that formed at high redshift. As such they are consistent with the existence of a MBH at their centre, accreting from a surviving baryonic core.

The lack of gas in GCs is not really an obstacle, as we already pointed out that a baryonic core of accretable gas can in principle be very small. What is more of a problem is the required mass for an MBH to appear as an ULX inside a GC. The high-redshift origin of GCs implies that at their formation MBHs only had a mass equal to the MBH seed mass. MBHs of these masses typically only accrete small fractions of the their Eddington accretion rate and only in few cases this is large enough to power a ULX. However, there is still the possibility that since then the MBHs may have grown significantly for instance through stellar dynamical processes inside the clusters \[Ebisuzaki et al. 2001, Mouri & Taniguchi 2002, Miller & Hamilton 2002, Portegies Zwart & McMillan 2002\].

### 4.4 Sources in and around the Milky-Way

The Milky Way system should correspond roughly to the $`1.6\times 10^{12}`$ $`\mathrm{M}_{}`$halo in our models. For this mass we predict an average number of up to three (model C) MBH sources with X-ray luminosities exceeding $`10^{38}\mathrm{ergs}^1`$ within the central 10 per cent of the virial radius, or $``$ 30 kpc. A recent survey of X-ray sources in the galaxy was carried out by Grimm, Gilfanov & Sunyaev (2002) . Their work considers sources in the 2.0 - 10 keV band, which gives probably the best representation of the sources; the optical and soft X-ray bands are likely to be severely affected by the large hydrogen column densities in the disk. The majority of the sources, and all of those above $`10^{38}\mathrm{ergs}^1`$, have been positively identified with binary systems. The remaining unidentified sources have luminosities significantly less than $`10^{38}\mathrm{ergs}^1`$. Even if we assume that the X-ray luminosity of MBHs is close to the maximum in the ADAF spectrum, the absence of any non-binary ULX in the Milky-Way is still consistent with our predictions. On average we would expect about one to two ULXs, as can be seen in figure 7, but the standard deviation is large enough that many haloes would have no such sources.

We can also try to compare results for the entire halo of the Milky Way. Figure 10 shows the cumulative X-ray luminosity function for the entire halo of a Milky-Way sized galaxy. We have chosen a soft X-ray band in the energy range 0.1 - 2.4 keV to compare with observations of galaxies in the Local Group as compiled by Zang & Meurs (2001) . We are particularly interested in those Local Group galaxies that are satellites of the Milky Way. The observations focus on the core regions of these galaxies, which is where we would expect MBHs to reside, if they are present at all.

For all known dwarf satellites of the Milky Way, the X-ray luminosity from the cores does not exceed $`10^{37}\mathrm{erg}\mathrm{s}^1`$, and typically it is much lower. However, for the larger satellites the situation is different. For the Large Magellanic Cloud (LMC), for example, Kahabka (2002) finds a number of sources at X-ray luminosities larger than $`10^{38}\mathrm{erg}\mathrm{s}^1`$ that have been classified as binary systems. Since the classification of binaries has been done on the basis of X-ray hardness ratios this leaves open the possibility that some of them could be accreting MBHs.

## 5 Summary and Conclusions

We have examined the observational consequences of a population of free-floating MBHs in galactic haloes. Both our predictions and the observations of such sources are highly uncertain. In our models, neither the mass nor the abundance or spatial distribution of MBHs allows for a unique identification by a single type of observation alone. As far as optical and X-ray signatures are concerned, MBHs could be numerous enough to differentiate them from the expected count of background sources. On the other hand, even for optimistic choices of the model parameters, the mass and accretion rates predicted are not large enough for the accretion luminosity of MBHs to be of a significantly different from that of XRBs. Forthcoming data from Chandra and XMM should allow for better spectral modelling of individual sources, which may resolve this ambiguity.

We have shown that our predicted sources, particularly from model A, could account for a large fraction of the bright emitters inferred from observations. The observed X-ray luminosity is determined by fitting a spectral model to the detected count rate. Depending on the model fitted the resulting luminosity can differ by a factor of order unity, which we have deemed sufficiently accurate to compare with predictions. This uncertainty is probably less significant than that arising from the assumption made about the intervening absorbing column densities, which have a strong impact on the counts of soft X-ray photons.

However, while different spectral models may yield similar luminosities they make significantly different assumptions about the underlying emission process and ultimately the nature of the ULX source. Typical fitting models include a multi-colour disk (MCD) and/or a power law, which have the advantage of being specified by few parameters. In most cases the colour temperature of the MCD implies a $`110`$ $`\mathrm{M}_{}`$BH emitting at or above the Eddington rate. It seems that the ADAF model applied to sub-Eddington accreting MBHs can match not only the X-ray luminosities but also spectral range of detected counts of ULXs. We therefore propose to routinely include ADAF models in spectral fits to X-ray observations.

ADAF models do involve one or two more key parameters, which may introduce degeneracies when used to fit X-ray data alone. The advantage is that for a single (as opposed to binary) MBH, ADAFs also predict the spectrum in the optical regime and as well as the existence of a correlation of the radio and X-ray fluxes. Consequently, observations in these bands could help break the degeneracy arising from the increased number of parameters. In contrast for binaries these bands may carry the spectral contribution of the visible companion, accounting for which adds more parameters, too. To fit the overall spectrum ADAFs and composite disk models for binary systems thus seem equally well placed.

Because of the absorption problem optical follow-ups are likely to yield best results for ULXs that are observed at high galactic latitudes to avoid the effect of the Galactic disk. For such ULXs optical data could help distinguish between MBHs and binary systems for sources placed within galaxies. To test the prediction of MBHs in the dark matter haloes outside galaxies and distinguish them from background AGN requires a systematic survey of X-ray point sources and optical follow-ups in fields around galaxies.
Our results in particular are

* We have applied a thin disk and ADAF to model the spectral signature of accreting MBHs. Applying this, we predict a few ULXs on average per galaxy halo. This is not consistent with observations, and therefore indicates either that our predicted accretion rates are somewhat too high, or that thin disk emission is shut off.
* B and V band magnitudes reach -10, or -15 when a thin disk is included. Because of absorption these are probably more useful for follow-ups.
* For ADAF accretion alone we match the slope of the luminosity function for one statistical sample of observations, and both, slope and normalisation for another one. On average we expect to find one ULX in a Milky-Way sized galaxy, although, the actual absence of one in the Milky-Way is consistent with our predictions.
* We did not find any luminosity segregation in the MBH sources. In general, MBHs are distributed over a somewhat larger range of radii than observed ULXs, but this may be partly due to observational selection.

While many ULXs are clearly linked to star formation and young objects such as high-mass XRBs, it is not clear that all ULXs need correspond to the same physical sources. We have shown that MBHs provide an alternative explanation for ULXs, and could plausibly account for an appreciable fraction of observed systems, at least in terms of the slope and normalisation of typical X-ray luminosity functions. MBHs might be particularly interesting candidates to explain ULXs in ellipticals, or those seen at large distances from star-forming regions in spirals.

The accretion luminosities predicted here are depend sensitively on the mass of MBHs and on the density of material surrounding these systems. As explained in this paper and in paper I, we calculate these quantities by assuming that seeds merge together efficiently, and that they retain around them a core of roughly galactic density. If merging does not proceed efficiently and we ignore any significant mass increase through gas accretion, then most MBHs will have roughly the initial seed mass and X-ray luminosities will never reach the ULX range. Similarly, if the debris in the core around MBHs had a much lower density then they could easily escape detection.

The luminosities of accreting MBHs in individual bands also depend on the parameters of the particular spectral model used. For the ADAF model, however, the predicted X-ray luminosity is generally proportional to the bolometric luminosity. That means we can restate our results more generally by saying that if MBHs emit a reasonable fraction of their bolometric luminosity in X-rays, they can account for many of the observed ULXs. For the ADAF model the fraction of the luminosity emitted in X-rays is predicted to be fairly high, but in general we can keep this fraction as a free parameter encapsulating the overall uncertainty arising from the accretion rate and the particular spectral model used.

## Acknowledgements

The authors wish to thank R. Bandyopadhyay, G. Bryan, J. Magorrian and H.-W. Rix for helpful discussions. RRI acknowledges support from Oxford University and St. Cross College, Oxford. JET acknowledges support from the Leverhulme Trust and from the Particle Physics and Astronomy Research Council (PPARC).


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# A different see-saw formula for neutrino masses

## Abstract

In a wide class of unified models there is an additional (and possibly dominant) term in the neutrino mass formula that under the simplest assumption takes the form $`M_\nu =(M_N+M_N^T)u/M_G`$, where $`M_N`$ is the neutrino Dirac mass matrix, and $`u=O(M_W)`$. This makes possible highly predictive models. A generalization of this form yields realistic neutrino masses and mixings more readily than the usual see-saw formula in some models.

In grand unified theories based on $`SO(10)`$ or larger groups, right-handed neutrinos exist and typically acquire mass of order the unification scale, $`M_G2\times 10^{16}`$ GeV. When these superheavy neutrinos are integrated out, masses are induced for the left-handed neutrinos that are of order $`v^2/M_G10^3`$ eV, where $`v=\sqrt{v_u^2+v_d^2}=(\sqrt{2}G_F)^{1/2}`$ is the weak scale. This is the so-called see-saw mechanism , and it well explains — at least in an order of magnitude sense — the scale of neutrino masses seen in atmospheric and solar neutrino oscillations ($`\sqrt{\delta m_{atm}^2}5\times 10^2`$ eV  and $`\sqrt{\delta m_{sol}^2}8.5\times 10^3`$ eV ).

It has been long known  that in certain unified schemes $`SU(2)_L`$-triplet Higgs fields exist that couple directly to the left-handed neutrinos and give them a Majorana mass of order $`v^2/M_G`$. This effect is called the type II see-saw mechanism. It typically happens, for example, in $`SO(10)`$ models in which a $`\overline{\mathrm{𝟏𝟐𝟔}}`$ and $`\mathrm{𝟏𝟐𝟔}`$ of Higgs fields are responsible for breaking $`BL`$ and generating the right-handed neutrino mass matrix, $`M_R`$. In such models, both the type I (i.e. original) and the type II see-saw mechanisms would normally operate.

In this letter we point out that in $`SO(10)`$ models where a $`\overline{\mathrm{𝟏𝟔}}`$ and $`\mathrm{𝟏𝟔}`$ of Higgs fields (rather than $`\overline{\mathrm{𝟏𝟐𝟔}}`$ and $`\mathrm{𝟏𝟐𝟔}`$) are responsible for breaking $`BL`$ and generating $`M_R`$ another type of see-saw mechanism operates that we shall call type III. The type I see-saw formula is

$$M_\nu ^I=M_NM_R^1M_N^T,$$
(1)
where $`(M_N)_{ij}\nu _iN_j^c=(Y_N)_{ij}\nu _iN_j^cH_u`$ is the Dirac neutrino mass term and $`(M_R)_{ij}N_i^cN_j^c`$ is the Majorana mass term of the right-handed neutrinos. Eq. (1) can be understood diagrammatically as arising from the graph in Fig. 1.

The type II see-saw formula is simply $`M_\nu ^{II}=M_T`$, where $`(M_T)_{ij}\nu _i\nu _j=(Y_T)_{ij}\nu _i\nu _jT`$ is the direct Majorana mass term of the left-handed neutrinos coming from their coupling to the triplet Higgs field $`T`$. In $`SO(10)`$, if $`M_R`$ comes from the Yukawa term $`(Y_R)_{ij}\mathrm{𝟏𝟔}_i\mathrm{𝟏𝟔}_j\overline{\mathrm{𝟏𝟐𝟔}}_H`$, the same term will generate the matrix $`M_T`$, since $`\overline{\mathrm{𝟏𝟐𝟔}}_H`$ contains the triplet $`T`$. In the very simplest $`SO(10)`$ models with one $`\overline{\mathrm{𝟏𝟐𝟔}}_H`$, therefore, one would expect $`M_\nu ^{II}=M_T=cM_R(v/M_G)^2`$, where $`c1`$ . The reason that the vacuum expectation value (VEV) of $`T`$ is of order $`v^2/M_G`$ is simple. If $`T`$ has a conjugate field $`\overline{T}`$, then one expects that in the superpotential there will be terms of the form $`M_T\overline{T}T+\overline{T}H_uH_u`$, where $`M_TM_G`$. Integrating out $`\overline{T}`$ gives $`F_T^{}=M_TT+H_u^2=0`$.

The type I and type II see-saw formulas can be understood as arising from block-diagonalizing the complete mass matrix of the neutrinos and anti-neutrinos:

$$_{\nu mass}=(\nu _i,N_i^c)\left(\begin{array}{cc}(M_T)_{ij}& (M_N)_{ij}\\ (M_N^T)_{ij}& (M_R)_{ij}\end{array}\right)\left(\begin{array}{c}\nu _j\\ N_j^c\end{array}\right),$$
(2)
with $`M_RM_G`$, $`M_Nv`$, $`M_Tv^2/M_G`$, giving $`M_\nu =M_\nu ^I+M_\nu ^{II}=M_NM_R^1M_N^T+M_T`$, neglecting terms higher order in $`v/M_G`$.

In the alternative where $`BL`$ breaking is produced by the expectation values of $`\overline{\mathrm{𝟏𝟔}}`$ and $`\mathrm{𝟏𝟔}`$ of Higgs fields, $`M_R`$ arises from an effective operator of the form

$$𝒪_R=(Y_R)_{ij}\mathrm{𝟏𝟔}_i\mathrm{𝟏𝟔}_j\overline{\mathrm{𝟏𝟔}}_H\overline{\mathrm{𝟏𝟔}}_H/M_G.$$
(3)
Such an operator comes from the diagram in Fig. 2. The VEV $`\mathrm{𝟏}(\overline{\mathrm{𝟏𝟔}}_H)\mathrm{\Omega }`$ and the mass matrix $`M_{mn}`$ in that diagram are $`O(M_G)`$. $`𝐌(𝐍)`$ denotes an $`SU(5)`$ $`𝐌`$ representation contained in an $`SO(10)`$ $`𝐍`$. We assume for simplicity that the fields $`S_m`$ in Fig. 2 are singlets under $`SO(10)`$ as well as $`SU(5)`$, though it would change nothing in the later discussion if they were in other representations of $`SO(10)`$.

In addition to the couplings $`M_{mn}\mathrm{𝟏}_m\mathrm{𝟏}_n`$ and $`F_{im}\mathrm{𝟏𝟔}_i\mathrm{𝟏}_m\overline{\mathrm{𝟏𝟔}}_H`$ involved in Fig. 2, there is the Dirac mass term $`(M_N)_{ij}\nu _iN_j^c`$ that comes from Yukawa terms of the form $`\mathrm{𝟏𝟔}_i\mathrm{𝟏𝟔}_jH`$, where $`H\overline{\mathrm{𝟏𝟔}}\times \overline{\mathrm{𝟏𝟔}}`$. The full mass matrix of the neutrinos and anti-neutrinos (which now include $`\nu _i`$, $`N_i^c`$, and $`S_m`$) is

$$_{\nu mass}=(\nu _i,N_i^c,S_m)\left(\begin{array}{ccc}0& (M_N)_{ij}& 0\\ (M_N^T)_{ij}& 0& F_{in}\mathrm{\Omega }\\ 0& F_{mj}^T\mathrm{\Omega }& M_{mn}\end{array}\right)\left(\begin{array}{c}\nu _j\\ N_j^c\\ S_n\end{array}\right),$$
(4)
where $`i,j=1,2,3`$ and $`m,n=1,\mathrm{},N`$, and $`N`$ is the number of species of singlets $`S_m`$. It is easy to show that the effective mass matrix $`M_\nu `$ of the light neutrinos is given, up to negligible corrections higher order in $`v/M_G`$, by

$$M_\nu =M_N(F\mathrm{\Omega }M^1F^T\mathrm{\Omega })^1M_N^T.$$
(5)
In other words, one has the usual type I see-saw formula with

$$M_R=(F\mathrm{\Omega })M^1(F^T\mathrm{\Omega }).$$
(6)
In such a model there is no type II see-saw contribution, as the $`\overline{\mathrm{𝟏𝟔}}`$ and $`\mathrm{𝟏𝟔}`$ do not contain a weak-triplet Higgs field. However, another type of new see-saw contribution can arise as we will now see.. So far, we have only taken into account the VEV of the $`\mathrm{𝟏}(\overline{\mathrm{𝟏𝟔}})`$ component of the $`\overline{\mathrm{𝟏𝟔}}_H`$, which we called $`\mathrm{\Omega }`$. However, there is a weak doublet in the $`\mathrm{𝟓}(\overline{\mathrm{𝟏𝟔}})`$ that can have a weak-scale VEV, which we shall call $`u`$. There is no a priori reason why $`u`$ should vanish. If it does not, then the term $`F_{im}\mathrm{𝟏𝟔}_i\mathrm{𝟏}_m\overline{\mathrm{𝟏𝟔}}_H`$ not only produces the $`O(M_G)`$ mass term $`F_{im}(N_i^cS_m)\mathrm{\Omega }`$, but an $`O(v)`$ mass term $`F_{im}(\nu _iS_m)u`$. Eq. (4) then becomes

$$_{\nu mass}=(\nu _i,N_i^c,S_m)\left(\begin{array}{ccc}0& (M_N)_{ij}& F_{in}u\\ (M_N^T)_{ij}& 0& F_{in}\mathrm{\Omega }\\ F_{mj}^Tu& F_{mj}^T\mathrm{\Omega }& M_{mn}\end{array}\right)\left(\begin{array}{c}\nu _j\\ N_j^c\\ S_n\end{array}\right),$$
(7)
This can be simplified by a rotation in the $`\nu _iN_i^c`$ plane by angle $`\mathrm{tan}^1(u/\mathrm{\Omega })`$: $`\nu _i^{}=(\nu _i\frac{u}{\mathrm{\Omega }}N_i^c)/\sqrt{1+(u/\mathrm{\Omega })^2}`$, $`N_i^c=(N_i^c+\frac{u}{\mathrm{\Omega }}\nu _i)/\sqrt{1+(u/\mathrm{\Omega })^2}`$, which has the effect of eliminating the $`\nu S`$ entries. It also replaces the $`0`$ in the $`\nu \nu `$ entry by

$$M_\nu ^{III}=(M_N+M_N^T)\frac{u}{\mathrm{\Omega }},$$
(8)
neglecting, as always, terms higher order in $`v/M_G`$. Otherwise, the resulting matrix has the same form as Eq. (4). Therefore, the full result for $`M_\nu `$ is given by the sum of Eqs. (5) and (8).

The relative size of the two contributions to $`M_\nu `$ is model dependent. Since $`M_N`$ is related to the up quark mass matrix $`M_U`$ by $`SO(10)`$, one would expect the entries for the first and second families to be very small compared to $`v`$. Consequently, due to the fact that $`M_N`$ comes in squared in $`M_\nu ^I`$ but only linearly in $`M_\nu ^{III}`$, the latter should dominate, except perhaps for the third family. $`M_\nu ^{III}`$ would also dominate if the elements of $`M_{mn}`$ were small compared to $`\mathrm{\Omega }M_G`$, as Eqs. (5) and (6) show.

That $`M_\nu ^{III}`$ dominates is an interesting possibility, as remarkably predictive $`SO(10)`$ models of quark and lepton masses would then be constructable. Usually the most one can achieve in models where $`M_\nu `$ is given by the type I see-saw formula is predictions for the mass matrices of the up quarks, down quarks, and charged leptons ($`M_U`$, $`M_D`$, $`M_L`$), and for the Dirac mass matrix of the neutrinos ($`M_N`$), since these four matrices are intimately related to each other by symmetry. (For example in the “minimal $`SO(10)`$ model” they all come from one term $`Y_{ij}\mathrm{𝟏𝟔}_i\mathrm{𝟏𝟔}_j\mathrm{𝟏𝟎}_H`$ and have exactly the same form.) However, sharp predictions for neutrino masses and mixings are hard to achieve because of the difficulty in constraining the form of $`M_R`$, which comes from different terms. On the other hand, if the type III see-saw contributions are dominant, then the matrix $`M_R`$ is irrelevant; a knowledge of $`M_N`$ and $`M_L`$ is sufficient to determine the neutrino mass ratios and mixing angles.

In this letter we will not be so ambitious. Rather we will look at a version of the type III see-saw that is less predictive but still has certain attractive features. In the foregoing, we assumed that there was only a single $`\overline{\mathrm{𝟏𝟔}}`$ of Higgs fields that contributed to neutrino masses. If there is more than one, then their coupling to neutrinos comes from the term $`_{aim}F_{im}^a(\mathrm{𝟏𝟔}_i\mathrm{𝟏}_m)\overline{\mathrm{𝟏𝟔}}_{Ha}`$, which contains $`_{im}F_{im}(N_i^cS_m)\mathrm{\Omega }+_{im}F_{im}^{}(\nu _iS_m)u`$, where $`F_{im}_aF_{im}^a\mathrm{\Omega }_a/\mathrm{\Omega }`$, $`F_{im}^{}_aF_{im}^au_a/u`$, $`\mathrm{\Omega }(_a\mathrm{\Omega }_a^2)^{1/2}`$, and $`u(_au_a^2)^{1/2}`$. Then Eq. (7) is modified by having Yukawa matrices in the $`\nu S`$ and $`N^cS`$ blocks that are no longer proportional to each other. It is then not possible to null out the $`\nu S`$ block of $`M_\nu `$ by a simple flavor-independent rotation by angle $`\mathrm{tan}^1(u/\mathrm{\Omega })`$, as in the special case discussed above. Consequently, the effective light-neutrino mass matrix is more complicated. In the most general case it can be written, $`M_\nu =\stackrel{~}{M}_NM_R^1\stackrel{~}{M}_N^T+(F^{}u)M^1(F^Tu)`$, where $`M_R`$ is given by Eq. (6) as before, and $`\stackrel{~}{M}_NM_N+(F^{}u)M^1(F^T\mathrm{\Omega })`$. However, a great simplification results if one assumes that the number of species of singlet fermions $`S_m`$ is three, i.e. one for each family. (If there were less than three, not all the $`N_i^c`$ would get superlarge mass, and some of the light neutrinos would have masses of order $`v`$.) With three species of $`S_m`$, the matrices $`F`$ and $`F^{}`$ are (generally) invertible and then $`M_\nu =M_\nu ^I+M_\nu ^{III}`$, where $`M_\nu ^I`$ is given as before by Eq. (5) and

$$M_\nu ^{III}=(M_NH+H^TM_N^T)\frac{u}{\mathrm{\Omega }},H(F^{}F^1)^T.$$
(9)
In this the generalized type III see-saw formula, the dimensionless $`3\times 3`$ matrix $`H`$ introduces many unknown parameters, more indeed than does $`M_R`$ in the type I see-saw. However, as we shall now show by an example, in $`SO(10)`$ models it may be easier to obtain a realistic pattern of neutrino masses and mixings without fine-tuning of parameters in the generalized type III see-saw than in the type I see-saw.

The $`SO(10)`$ model of Ref.  gives an excellent fit to the quark masses and mixings and the charged lepton masses, fitting 13 real quantities with 8 real parameters. This fit uniquely determines the neutrino Dirac mass matrix (at the unification scale) to be

$$M_N=\left(\begin{array}{ccc}\eta & 0& 0\\ 0& 0& ϵ\\ 0& ϵ& 1\end{array}\right)m_U,$$
(10)
where $`m_Um_t`$, $`\eta m_u^0/m_t^00.6\times 10^5`$, and $`ϵ3\sqrt{m_c^0/m_t^0}0.14`$. (Superscripts here refer to quantities evaluated at $`M_G`$.) In this model there is a very large (namely $`\mathrm{tan}^11.8`$) contribution to the atmospheric neutrino mixing angle coming from the charged lepton mass matrix $`M_L`$, which is completely known. However, as $`M_R`$ is not known, it is impossible to predict the neutrino mass ratios and the other neutrino mixing angles (or even the atmospheric angle precisely) within the framework of the type I see-saw. Nevertheless, one can ask whether what we know about these neutrino masses and mixings can be accomodated in the model with a reasonable form for $`M_R`$. Parametrizing that matrix by $`(M_R^1)_{ij}=a_{ij}m_R^1=a_{ji}m_R^1`$, the type I see-saw formula gives

$$M_\nu =\left(\begin{array}{ccc}a_{11}\eta ^2& a_{13}ϵ\eta & (a_{13}+a_{12}ϵ)\eta \\ a_{13}ϵ\eta & a_{33}ϵ^2& (a_{33}+a_{23}ϵ)ϵ\\ (a_{13}+a_{12}ϵ)\eta & (a_{33}+a_{23}ϵ)ϵ& a_{33}+2a_{23}ϵ+a_{22}ϵ^2\end{array}\right)m_U^2/m_R.$$
(11)
Neglecting the relatively small first row and column, the condition that the ratio $`m_2/m_3`$ of the two heaviest neutrino masses be equal to some value $`r`$ is that

$$a_{22}a_{33}a_{23}^2\frac{r}{(1+r^2)^2}(a_{33}\frac{1}{ϵ^2}+2a_{23}\frac{1}{ϵ}+a_{22}+a_{33})^2.$$
(12)
It is evident that $`r`$ naturally is of order $`ϵ^44\times 10^4`$. For $`r`$ to be of order $`ϵ^0`$ (as indicated by experiment, which gives $`r1/6`$) the elements must be somewhat “tuned”. For example, setting $`a_{23}/a_{33}=pϵ^1+O(ϵ^0)`$ and $`a_{22}/a_{33}=qϵ^2+O(ϵ^1)`$, Eq. (12) gives the condition $`1+2p+q=0`$. In other words, not only must the 23 block of $`M_R`$ have a hierarchy that is correlated with the hierarchy of the 23 block of $`M_N`$, but it must also satisfy a non-trivial numerical relation among its elements. This kind of mild fine-tuning of the 23 block of $`M_R`$ is typically required in $`SO(10)`$ models with the type I see-saw mechanism

It can be seen from Eq. (11) that to fit the LMA solar solution $`a_{11}ϵ^2/\eta ^2`$, $`a_{12}ϵ/\eta `$, and $`a_{13}ϵ^2/\eta `$. Thus the correlation between the hierarchies of $`M_R`$ and $`M_N`$ extends also to the first family.

By contrast, a satisfactory pattern of neutrino masses and mixings can be achieved without any fine-tuning in this model if the type III see-saw mechanism dominates. There are two interesting cases. Suppose, first, that all the elements of $`F`$ are of the same order, and likewise for $`F^{}`$. Then all the elements of $`H(F^{}F^1)^T`$ will be of order one. ¿From Eq. (9), neglecting terms of order $`\eta `$,

$$M_\nu =\left(\begin{array}{ccc}0& ϵH_{31}& H_{31}ϵH_{21}\\ ϵH_{31}& 2ϵH_{32}& H_{32}+ϵ(H_{33}H_{22})\\ H_{31}ϵH_{21}& H_{32}+ϵ(H_{33}H_{22})& 2(H_{33}ϵH_{23})\end{array}\right)\frac{m_Uu}{\mathrm{\Omega }}.$$
(13)
Here it is clear that without any fine-tuning $`|r|`$ ($`|m_2/m_3|`$) is somewhat less than one, as desired. More precisely: $`r/(1+r^2)\frac{1}{4}(H_{32}/H_{33})^2+O(ϵ)`$. Moreover, the LMA solution naturally emerges. For $`U_{e3}`$ to be consistent with present limits, $`ϵH_{21}`$ must approximately cancel $`H_{31}`$ in the 13 and 31 elements of $`M_\nu `$. However, all the other elements of $`H`$ can be of order one.

Note that a satisfactory pattern of light neutrino masses and mixings emerges with no hierarchy among the superheavy neutrinos, which all have masses of order $`M_G`$, something that is impossible in the type I see-saw. This is an attractive possibility, but would create problems for leptogenesis .

A second interesting case is that $`F`$ and $`F^{}`$ both have the form

$$F,F^{}\left(\begin{array}{ccc}\eta /ϵ& \eta /ϵ& \eta /ϵ\\ 1& 1& 1\\ 1& 1& 1\end{array}\right),$$
(14)
as might arise naturally if the first family had a different abelian family charge than the others. Then, by Eq. (9), $`M_\nu `$ has the form

$$M_\nu \left(\begin{array}{ccc}\eta & ϵ& ϵ\\ ϵ& ϵ& 1\\ ϵ& 1& 1\end{array}\right)\frac{m_Uu}{\mathrm{\Omega }},$$
(15)
that is, the same form as the previous case, except that $`U_{e3}`$ is automatically of order $`ϵ`$. In this case, the superheavy neutrinos consist of one pseudo-Dirac neutrino with mass $`O((\eta /ϵ)M_G)10^{12}`$ GeV and two pseudo-Dirac neutrinos with mass of order $`M_G`$.

Figure Captions

Fig. 1: Diagram that gives the light neutrinos type I see-saw masses of order $`v^2/M_G`$.

Fig. 2: Diagram that produces the effective operator $`\mathrm{𝟏𝟔}_i\mathrm{𝟏𝟔}_j\overline{\mathrm{𝟏𝟔}}_H\overline{\mathrm{𝟏𝟔}}_H/M_G`$, which generates $`M_R`$.


text:
# Singly-Peaked P-Cygni type Ly𝛼 from starburst galaxies

## 1 Introduction

Ly$`\alpha `$ is the most prominent line feature in the rest-frame ultraviolet (UV) spectra of starburst galaxies, and so Ly$`\alpha `$ is often used as a redshift indicator. Recently a large number of star-forming galaxies have been spectroscopically observed, either by using the Lyman break method (Steidel et al., 1996, 1999; Shapley et al., 2003) or by using gravitational lens (Franx et al., 1997; Frye et al., 2002). The detailed review was given by Taniguchi et al. (2003). The rest-frame UV spectra of those galaxies often show unique emission. In these cases, we usually identify this emission as Ly$`\alpha `$, and use them as a redshift indicator. Moreover, we propose that this unique feature has more sources of astrophysical information of those star-forming galaxies.

Ly$`\alpha `$ profiles of starburst galaxies can be classified into three types: P-Cygni type emission, broad absorption, and symmetric emission. The P-Cygni type emission consists of absorption in red part and the asymmetric emission. However, the rest-frame UV continua of high-$`z`$ galaxies are often too weak to be detected, and so we can only see the asymmetric emission lines. The fraction of symmetric emission is small when compared with the other two types, and thus we will not go into detail of the symmetric type.

Kunth et al. (1998) and Shapley et al. (2003) showed that the kinematics of ambient material is crucial to determine whether emergent Ly$`\alpha `$ has either broad absorption or P-Cygni type emission. P-Cygni type Ly$`\alpha `$ emission can be seen only in those galaxies whose interstellar absorption lines are blueshifted with respect to either Ly$`\alpha `$ emission or stellar atmospheric lines. It seems to be a general consensus that outflowing motion is caused by either galactic superwind or galactic supershell (Lee & Ahn, 1998; Heckman et al., 1998; Taniguchi & Shioya, 2001; Ahn & Lee, 2002; Ahn, Lee, & Lee, 2003a, b; Silich et al., 2003; Spinrad, 2003). The formation of asymmetric Ly$`\alpha `$ by outflows was discussed qualitatively by Tenorio-Tagle et al. (1999).

We study in this paper the formation of P-Cygni type Ly$`\alpha `$. Ly$`\alpha `$ radiative transfer is mainly achieved by back-scattering processes in outflowing media. We have studied the role of back-scattering processes in the formation of Ly$`\alpha `$ line profile (Ahn, Lee, & Lee, 2003a, b). For the case of dust-free supershell, we found that a series of peaks appear in the red part of Ly$`\alpha `$. In that paper we emphasized that the kinematic motion is imprinted on both the width of each peaks and the velocity difference between peaks. However, majority of the observed Ly$`\alpha `$ emission lines are dominantly singly peaked. Possibly we can attribute this discrepancy to the previously neglected dust extinction in the radiative transfer. We study in this paper the Ly$`\alpha `$ line formation mechanism by interplay among the Ly$`\alpha `$ resonance scattering in optically thick supershell of neutral hydrogen, the spatial extension of dust in the HII bubble, and the kinematics of the supershell with respect to Ly$`\alpha `$ sources at the center of the supershell.

## 2 Model

Galactic supershells are very well-known structures in the nearby starburst galaxies (Marlowe et al., 1995; Martin, 1998; Korthes & Kerton, 2002). Their origin is known to be multiple explosions of the supernovae in active star-forming regions. In this paper we adopt a model galaxy of high-$`z`$ starburst galaxies in which Ly$`\alpha `$ sources are presumed to be located at a restricted part of the galaxy and surrounded by a dusty galactic supershell. The supershell is assumed to be made of uniform medium of neutral hydrogen and expanding in a bulk manner. We assume that the interior of the supershell is fully ionized, which is vacuum in the sense of Ly$`\alpha `$ scattering. The model in this study is very simple, and it has several model parameters. However, the main purpose of this paper is to emphasize the role of spatial distribution of dust in destroying the secondary and higher peaks. We will itemize and clarify the assumptions in this study as follows.

1. The starbursting region is assumed to be localized in a region of the model galaxy. This assumption is based on the fact that almost all the observed Ly$`\alpha `$ emission lines are asymmetric. If the galaxy were rotating and its star-forming regions are scattered along spiral arms, we might see symmetric Ly$`\alpha `$ emission lines. Hence we can consider that the star-forming regions are localized in a rather narrow region in the galaxies. The HST images of about half of the LBGs show the amorphous shape of those high-$`z`$ galaxies, while the other half show the nuclear starburst (Calzetti & Giavalisco, 2001). Here we assume that even in the amorphous galaxies, only the brightest star-forming region is a dominant source of Ly$`\alpha `$ photons.
2. The ionized inner part of the supershell can also be a source of Ly$`\alpha `$ photons. However, the fraction of photons, generated in the ionized part of the supershell, is smaller than that of the stellar Ly$`\alpha `$ photons (Tenorio-Tagle et al., 1999). Moreover, there is no kinematic difference between the photons back-scattered by the neutral supershell and the photons emitted by ionized supershell. Hence we will neglect photons emitted from the ionized inner part of the supershell.
3. We adopt a typical width of input Ly$`\alpha `$ profile $`\sigma _{\mathrm{Ly}\alpha }=50\mathrm{km}\mathrm{s}^1`$ in this paper. Legrand (1997) observed H$`\alpha `$ emission of a nearby HII galaxy Haro 2. The H$`\alpha `$ line width is $`\sigma _{\mathrm{H}\alpha }=50\mathrm{km}\mathrm{s}^1`$ which is equivalent to $`\sigma _{\mathrm{Ly}\alpha }=50\mathrm{km}\mathrm{s}^1`$. The input line width of Ly$`\alpha `$ affects the width of emergent emission peaks. However, it ranges between $`50`$ and $`115\mathrm{km}\mathrm{s}^1`$ (Pettini et al., 2001), which justifies our choice.
4. The continuum is neglected in this paper. According to Shapley et al. (2003), the Ly$`\alpha `$ profiles for $`38\%`$ of their sample of LBGs consist of a combination of both emission and absorption. The equivalent width (EW) of broad absorption is $`1020\mathrm{\AA }`$, which will be dumped in the red wing of the primary peak. However, those photons must be partially destroyed by dust extinction. Moreover, dust-free galaxies would have Ly$`\alpha `$ equivalent widths of $`50200\mathrm{\AA }`$ (Charlot & Fall, 1993), which is much larger than the absorption EW of the continuum. Hence we assume that the continuum will give a minor contribution.
5. We also assume that the galactic supershell fully covers the starburst region, and that $`R_{min}=0.9R_{max}`$. Here $`R_{max}`$ is the outer radius of the supershell and $`R_{min}`$ is the inner radius of the supershell.
6. We also assume that the HI column density outside the supershell is negligible, because the supershell is assumed to be of galactic scale. We adopt the column density of neutral hydrogen $`N_{\mathrm{HI}}=10^{19}10^{20}\mathrm{cm}^2`$ in accordance with Voigt fittings done by Kunth et al. (1998). This column density corresponds to the line-center optical depth by $`\tau _02.27\left(b/80\mathrm{km}\mathrm{s}^1\right)^1\left[N_{\mathrm{HI}}/10^{14}\mathrm{cm}^2\right]`$. Here $`b`$ is the Doppler parameter corresponding to turbulence, which is typically $`80\mathrm{km}\mathrm{s}^1`$ for nearby HII galaxies (Kunth et al., 1998). This gives us the Voigt parameter $`a=7.60\times 10^5(80\mathrm{km}\mathrm{s}^1/b)`$.
7. We also assumed for simplicity that the neutral hydrogen in the supershell is uniformly distributed. In fact, the supershell can either be patchy or have density gradient, which is also important for escape of Lyman limit photons. The geometry of the supershell is assumed to be spherical for simplicity. The supershell evolves more rapidly toward the steepest density gradient (Silich & Tenorio-Tagle, 1998), but it evolves to be of galactic scale. Thus we can assume that the supershell is spherical. However, more work for complicated geometry can be expected in future work.
8. We adopt the typical expansion velocity of the supershell $`V_{exp}=200\mathrm{km}\mathrm{s}^1`$. According to Kunth et al. (1998), the neutral gas in nearby starburst galaxies along the line of sight is being pushed by an expanding envelope around the HII region, outflowing at velocities close to $`200\mathrm{km}\mathrm{s}^1`$. Moreover, in the composite spectrum of high-$`z`$ galaxies, Shapley et al. (2003) measured an average blueshift for the strong low-ionization interstellar features of $`\mathrm{\Delta }v=150\pm 60\mathrm{km}\mathrm{s}^1`$ with respect to the stellar systemic redshift. Thus we adopt $`V_{exp}=200\mathrm{km}\mathrm{s}^1`$ as a typical value.
9. The bulk expansion is assumed, although there can be radial velocity gradient in the supershell. The real supershell must be complex, but we restrict the current scope of study within cases of bulk expansion. Here the bulk expansion implies that dust and gas are also strongly coupled.
10. We assume that dust is distributed uniformly in the ionized bubble, as well as within the supershell. When we let $`R_d`$ be the inner radius of the dust shell, $`R_d`$ can be less than $`R_{min}`$. The outer radius of dust shell is assumed to be equal to $`R_{max}`$. Although the dust size distribution and the number density are surely altered by the shock waves, we assume in this paper that they are same both in the ionized bubble and within the supershell.
11. We defined a radial dust opacity through the dust shell $`\tau _d`$, in order to reconcile with the usual way of estimating dust opacity by analyzing the extinction of the UV continuum from central stars in the central region of HII region. Another important physical parameter related with dust abundance is dust-to-gas ratio. In particular, we define the dust-to-HI ratio in the neutral supershell by $`𝐃=\tau _d/\{N_{\mathrm{HI}}\sigma _d(1A)\}\{(R_{max}R_{min})/(R_{max}R_d)\}m_d/m_{\mathrm{HI}}`$. Here the typical mass of grains is defined by $`m_d=4\pi /3a_d^3\rho _d`$, $`\sigma _d`$ is the absorption cross-section of dust grains, $`A`$ is albedo, $`m_{\mathrm{HI}}`$ is the mass of hydrogen atom, and $`a_d`$ is the radius of dust grains effective at $`1216\mathrm{\AA }`$. We adopt the mass density of dust grains $`\rho _d=1\mathrm{g}\mathrm{cm}^3`$ and the size of dust grain $`a_d=1.9\times 10^6\mathrm{cm}`$. We adopt the typical albedo $`A=0.5`$ in accordance with Draine & Lee (1984).

We use the Monte Carlo method whose detailed description was presented in our previous papers (Ahn, Lee, & Lee, 2000, 2001, 2002, 2003a). In the Monte Carlo code, we calculate the integrated path lengths of a Ly$`\alpha `$ photon before its escape only if the photon is passing through the dust shell. Thus the integrated dust opacity experienced by the photon is given by $`\tau _d^e=\tau _d/\tau _0_iS_i`$. Here $`S_i`$ is a path length in units of $`\tau _0`$ along which a Ly$`\alpha `$ photon propagates between the $`(i1)`$-th scattering and the $`i`$-th scattering within the dust shell in $`R_d<r<R_{max}`$. A more detailed description of the Monte Carlo code for dust-free supershell was given in Ahn, Lee, & Lee (2003b).

## 3 Results

We present the emergent profiles which are calculated using the Monte Carlo method in Figures 1 and 2. We can see that there are two peaks for each case, which is similar to our previous study (Ahn, Lee, & Lee, 2003a, b). We call the peaks at $`VV_{exp}`$ the primary peaks, and the peaks at $`V3V_{exp}`$ the secondary peaks. Figure 1 show the emergent profiles for $`N_{\mathrm{HI}}=10^{19}\mathrm{cm}^2`$ and $`N_{\mathrm{HI}}=10^{20}\mathrm{cm}^2`$. When we compare the left panels with $`R_d=0.4R_{max}`$ to the right panels with $`R_d=0.9R_{max}`$, we can see that the secondary peaks are destroyed efficiently if the dust shell extends into the ionized bubble (i.e. cases with $`R_d=0.4R_{max}`$).

This fact means that the emergent Ly$`\alpha `$ photons, forming the peaks, have experienced almost the same amount of dust extinction, if dust is distributed only within the supershell. This can be explained as follows. Every back-scattering causes redshift of Ly$`\alpha `$ photons. Since the supershell is optically very thick, Ly$`\alpha `$ photons are back-scattered at the shallow inner part of the supershell. Hence, the dust opacity contributed by path length within the supershell is relatively small, and the contribution during the final escape dominates the total dust opacity. Hence, the total dust opacity for most of Ly$`\alpha `$ photons escaped after back-scattering becomes similar, which results in the inefficient decrease of secondary peaks.

The situation becomes different when the dust shell extends into the ionized bubble, $`R_d<R_{min}`$. While they are scattered back and forth in the bubble by back-scattering, the Ly$`\alpha `$ photons are redshifted and eventually escape to form the secondary and the tertiary peaks. Thus, back-scattered Ly$`\alpha `$ photons have large path length within the dust shell in the ionized bubble. The dust opacity contributed by the dust shell within the ionized bubble is roughly proportional to the number of back-scattering. Hence the secondary and the tertiary peaks are more rapidly decreased than the primary peak.

The survival fraction of Ly$`\alpha `$ photons is mostly affected by the dust opacity within the supershell, which is determined by two factors; one is the dust opacity within the supershell, and the other is the integrated path length within the supershell. According to theoretical researches (Adams, 1972; Harrington, 1973; Neufeld, 1990; Ahn, Lee, & Lee, 2002), we usually call the medium extremely thick when $`a\tau _010^3`$. In this case, a Ly$`\alpha `$ photon experiences a large number of resonance core scattering, during which it happens to scatter with a hydrogen atom fastly moving at the tails of the Boltzmann velocity distribution. Then, the photon becomes a wing photon, for which the medium is transparent. The wing photon restores gradually to the core photon while it experiences a series of wing scattering, during which the photon wanders around the medium. This wandering can be regarded as a spatial diffusion, and can be described by random walk process. The photon has now core frequency again, and it repeats such processes. We call this one cycle an excursion. During such an excursion, Ly$`\alpha `$ can escape the medium. As a corollary, Ly$`\alpha `$ photons suffer a larger amount of dust extinction either when the integrated path length of those photons within the supershell is increased or when the dust opacity within the supershell is very high.

Firstly, the dust opacity within the supershell is $`\tau _d(R_{max}R_{min})/(R_{max}R_d)`$. Thus, although the HI column densities are same, the dust opacity within the supershell increases as $`R_d`$ approaches to $`R_{min}`$. As a result, in Figure 3, the survival fraction curves for $`R_d=0.9R_{max}`$ are steeper than those for $`R_d=0.4R_{max}`$ for cases with the same $`N_{\mathrm{HI}}`$ and $`b`$.

Secondly, as $`a\tau _0`$ increases, both the number of wing scattering per excursions and the number of excursions within the supershell increases. Hence, the path length within the supershell is an increasing function of $`a\tau _0`$. In Figure 3, for cases with the same Doppler parameter $`b=80\mathrm{km}\mathrm{s}^1`$, we can see that the curve with $`N_{\mathrm{HI}}=10^{20}\mathrm{cm}^1`$ is decreased much faster than that with $`N_{\mathrm{HI}}=10^{19}\mathrm{cm}^1`$.

Thirdly, we know in Section 2 that that $`ab^1`$ and $`\tau _0b^1`$. Thus, $`a\tau _0b^2`$. Since the number of excursion within the supershell is proportional to $`a\tau _0`$. We can expect that the destruction of the secondary and higher peaks is enhanced for small $`b`$. We show in Figure 2 the changes of profiles for different Doppler widths, when both the column density of neutral hydrogen $`N_{\mathrm{HI}}`$ and the dust configuration (or $`R_d`$ and $`\tau _d`$) are same. The secondary peak is decreased more rapidly as $`b`$ is decreased. In addition, the width of the primary peaks decreases for small $`b`$. The red part of the primary peak is formed of the photons which are scattered backward. Those photons experiences dust extinction both within the supershell by resonance scattering and in the dust shell. Thus they can be easily destroyed by dust during those scattering processes, and so the primary peak becomes narrow. We show in Figure 3 the variation of survival fraction of Ly$`\alpha `$ photons for the cases of different Doppler parameters, while $`N_{\mathrm{HI}}`$, $`\tau _d`$, and $`R_d`$ are same. When we compare the solid line with solid dots with the dotted line with solid dots, we can see that the curve for cases with small $`b`$ decreases rapidly.

On the other hand, we can see in Figures 1 and 2 that both the widths of peaks and the velocity difference between peaks are largely insensitive to dust opacity. We showed that the kinematics of outflowing material is imprinted on both the velocity width of the peaks and the velocity differences between peaks (Ahn, Lee, & Lee, 2003a, b). Therefore, those characteristics can be used potentially to estimate the expansion velocity of the supershell even in dusty interstellar media.

## 4 Summary

In this paper we emphasize that the spatial distribution of dust grains in the supershell is as important in forming the P-Cygni type Ly$`\alpha `$ emission profiles as the kinematics of the supershell. The escape probability of Ly$`\alpha `$ photons is greatly enhanced when the supershell is expanding with respect to the central Ly$`\alpha `$ sources. That is, the Ly$`\alpha `$ resonance scattering is off-centered and the escape probability of Ly$`\alpha `$ photons is enhanced. As the number of back-scattering increases, Ly$`\alpha `$ photons are redshifted more and more, which enhances the escape probability. Ly$`\alpha `$ photons are scattered backward by high HI column density of expanding supershell. Therefore, in the cases of dust-free supershell, these back-scattering processes result in a series of peaks in the redward of Ly$`\alpha `$. However, majority of observed Ly$`\alpha `$ emission show no such peaks. In this paper, we have found that the single peak can be formed, only when dust extends in the ionized bubble, as well as within the supershell. In this case, the integrated path length in dust shell increases as Ly$`\alpha `$ photons scatter back and forth by the shallow part of the inner wall of the supershell. Thus, the integrated dust opacities increases as the inner radius of the dust shell decreases, which is main discovery of this study. Moreover, when Ly$`\alpha `$ photons suffer a large number of resonance core scattering and wing scattering within the supershell, their path lengths become very large. Thus, the dust opacity within the supershell is also one of decisive factor that determines the overall escapability of Ly$`\alpha `$ photons. Furthermore, both the optical depth and the Doppler parameter of the supershell are another crucial factor to determine the survival fraction of Ly$`\alpha `$ photons. We have found that the kinematic information of outflowing media surrounding Ly$`\alpha `$ sources is imprinted on the Ly$`\alpha `$ profiles, and it is conserved even when the medium is dusty. However, our model is very simplified one, whose limitation is described in Section 2 in detail. More work is needed in the future.