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# XMM-Newton light curves of the low-mass X-ray binary EXO 0748–676: dips, eclipses, and bursts

## 1 Introduction

Among the $``$150 known low-mass X-ray binaries (Liu et al. 2001), there are 11 whose light curves show irregular and sometimes periodic intensity dips. These dips usually are ascribed to obscuration of the central X-ray source by thickened regions in the outer disc, that result from the impact of the accretion flow from the companion star (White & Swank 1982; Walter et al. 1982). Four of the dip sources also show (partial) eclipses, which are due to obscuration of the central X-ray source and/or the accretion disc corona by the companion star. The observed dips and eclipses are related to the inclination at which those sources are seen, which is probably between 75 and 90 (Frank et al. 1987), depending on the exact properties of the two stars and the orbital parameters. Because of their inclination and the regular obscuration of the bright inner parts of the system, these sources provide a good opportunity to study the vertical and large scale structure of accretion flows in low-mass X-ray binaries.

The transient source EXO 0748–676 is currently the only active low-mass X-ray binary that shows both dips and eclipses. Although the source was discovered in 1985 during an EXOSAT slew (Parmar et al. 1985), it was detected in Einstein archival observations from May 1980 (Parmar et al. 1986); the source has probably remained active ever since, with 1–20 keV fluxes between $`10^{12}`$ erg cm-2 s-1 (with Einstein; Parmar et al. 1986) and $`\mathrm{1.5\hspace{0.17em}10}^9`$ erg cm-2 s-1 (peak of the 1985 outburst). Observations of type I X-ray bursts (Gottwald et al. 1986, 1987) demonstrate that the compact object is a neutron star. The eclipses and dips revealed an orbital period of 3.82 hr (Parmar et al. 1986). Depending on the stellar parameters, the eclipse duration (8.3 minutes) and the orbital period give a system inclination of 75–82. With EXOSAT, dipping activity (up to 80% decrease in 2–10 keV intensity) was observed at orbital phases $``$0.8–0.2 and $``$0.65 (phase zero being the center of the eclipse), with shallower dips at other phases. ASCA observations revealed that at low energies (1–3 keV) dipping (up to 100%) is present around most of the orbital cycle (Church et al. 1998).

Observations with the Rossi X-ray Timing Explorer (RXTE) revealed the presence of quasi-periodic oscillations (QPOs) with frequencies of $``$0.4–3.0 Hz and 695 Hz (Homan et al. 1999; Homan & van der Klis 2000). The $``$1 Hz QPO was only observed at low luminosities; a similar type of QPO was also seen in two other high-inclination systems (Jonker et al. 1999, 2000). This QPO is probably caused by an opaque structure on top of the accretion disc that orbits the central source at a distance of $``$1000 km, or by variations in the inner coronal flow as hydrodynamical simulations of the accretion disc corona show (Melia et al. 1991). The 695 Hz QPO, observed during a short period of increased luminosity early 1996, had properties similar to the kHz QPOs observed in many other neutron star sources (van der Klis 2000).

Using the Reflection Grating Spectrometer (RGS) on board XMM–Newton, Cottam et al. (2001) recently found emission and absorption features whose properties also suggest the presence of a thickened accretion disc with plasma orbiting high above the binary plane. In their 0.3–2.5 keV light curves no eclipses were seen at the expected times, which was confirmed by the apparent lack of eclipses in the 0.5–2 keV band of the XMM–Newton EPIC-MOS and EPIC-pn observations analyzed by Bonnet-Bidaud et al. (2001). Based on their results, the latter authors proposed a model in which the source is a superposition of a compact ($`\mathrm{2\hspace{0.17em}10}^8`$ cm) spectrally hard Comptonizing corona and a more extended ($`\mathrm{3\hspace{0.17em}10}^{10}`$ cm) spectrally soft thermal halo. Spectral variations are then caused by variations in the absorption that affects the hard spectral component more than the extended soft component. This is in contrast with previous models of the source consisting of a compact black body and extended Comptonized component (Church et al. 1998) or an absorbed plus un-absorbed Comptonized component (Parmar et al. 1986).

In this paper we present an analysis of XMM–Newton light curves, focusing on variations on time scales of seconds to hours, both at high ($`>`$2 keV) and low ($`<2`$ keV) energies.

## 2 Observations and analysis

For our analysis we used all XMM–Newton observations of EXO 0748–676 that were publicly available at the time of writing. Although XMM–Newton (Jansen et al. 2001) can observe simultaneously with different instruments, in many of our observations (all performed during the calibration and performance verification phase) data from one or more instruments are absent or incomplete. We decided to use either EPIC-MOS1 (Turner et al. 2001) or EPIC-pn (Strüder et al. 2001) data, depending on which of these cameras had the longest exposure. A log of the observations, including the instruments from which the data were used, is given in Table 1. Note that the instruments were used in a variety of modes and with different filters. An analysis of observations 1 and 2 has previously been published by Bonnet-Bidaud et al. (2001).

The MOS and PN data were reprocessed following the procedures described in the XMM–Newton data-analysis guides111The XMM–Newton SOC User’s Guide of the XMM–Newton Science Analysis System and An Introduction to XMM–Newton Data Analysis by the NASA/GSFC XMM–Newton GOF and using the latest calibration data. Data were extracted from circles centered around the source, with radii of 90″ (MOS1) or 40″ (pn, in order to avoid the edges of the CCDs). Light curves were produced with a time resolution of 1 s and 10 s in the 0.3–10, 0.3–2 and 2–10 keV energy bands. The 10 s light curves are shown in Fig. 1. A colour was defined as the ratio of the count rates in the 2–10 keV and 0.3–10 keV bands, and colour curves were created by taking the running average of 30 s intervals. Background light curves were extracted in a similar fashion (same radius, same CCD), with the center of the extraction circle at a location were no source contribution is expected - background extraction from an annulus centered on the source, as is common practice, could not be performed, since the source was often located too close to the edge of the CCD. Variability in the background was never strong enough to warrant the exclusion of part of our data (see Fig. 1, gray lines). Note that the count rates shown in Figs. 14 are not background subtracted.

Due to the brightness of the source, significant pile-up occurred in our observations, especially in the last observation, where a clear hole could be seen in the center of the point spread function. To investigate the effects of the pile-up on the shape of light and colour curves, we made light curves by extracting data only from an annulus around the source position which excluded the piled-up core of the point spread function. We found that after scaling to the original count rates, within the statistics, those light and colour curves were indistinguishable from those made using the uncorrected data. In view of our statistics, we decided to use the initial light curves and not correct for pile-up. Because of the pile-up effects, which have a more serious effect on spectra than on light curves, we decided not to perform a detailed spectral analysis, except for the last the exposure of obs. 2. Details of this analysis, which was performed with the aim of testing the spectral models of Church et al. (1998) and Bonnet-Bidaud et al. (2001), can be found in the appendix.

## 3 Results

In Figs. 1a–d we show the light curves of EXO 0748–676 in the 0.3–2 keV (soft) and 2–10 keV (hard) energy bands, together with curves for the colour. Count rates are plotted versus orbital phase, with phase zero assigned to mid-eclipse. Note that, because of different instruments, filters, and CCDs, the count rates of the four observations should not be compared directly; the low count rates in observation 1 are due to the use of the thick filter instead of the medium filter, whereas the high count rates of observation 2 are due to the higher sensitivity of the EPIC-pn detectors.

As was already noted by Bonnet-Bidaud et al. (2001), at first sight the soft and the hard light curves have little in common; the soft light curves show a lot of rapid activity, whereas the variations in the hard light curves, except for eclipses and type I X-ray bursts, are much slower and usually weaker.

### 3.1 Eclipses

While the RGS and EPIC data analyzed previously (Cottam et al. 2001; Bonnet-Bidaud et al. 2001) were characterized by the absence of eclipses at low ($`<`$ 2 keV) energies, our fourth observation (Fig. 1d) is the first XMM–Newton light curve of EXO 0748–676 to show clear eclipses at low energies. In contrast to those in the soft band, the light curves in the hard band always show eclipses. It should be noted that in the folded light curves of observations 2 and 3 (shown in Fig. 2) during the phases of the eclipse the count rates in the soft band are actually below the average count rates for these observations (but not as low as some of the dips). Although not as apparent as in observation 4, this probably indicates that in these observations the effects of the eclipse are present. In both bands the eclipses are not total, with residual count rates of $``$5–8% and $``$4–5.5% in, respectively, the soft and hard band of the fourth observation. Typical ingress/egress times in observation 4 are $``$8–10 s (see Fig. 3), both in the soft and hard band. The folded 0.3–10 keV light curve of observation 4 (Fig. 3) also reveals the presence of structures at the end of the eclipse ingress and beginning if the eclipse egress, similar to the ’shoulders’ reported by Parmar et al. (1985).

### 3.2 Dips

Like in the ASCA observations analyzed by Church et al. (1998), dipping extends around most of the orbital phase and is most clearly visible in the soft band - only observation 4 shows several intervals in which the 0.3–2 keV light curve is dip-free. With dipping being present most of the time, the most eye-catching features in the soft band are periods during which the strength of the dipping is reduced. These decreases in the dipping are the soft flares reported by Cottam et al. (2001) and Bonnet-Bidaud et al. (2001). Periods of reduced dipping show two typical time scales; extended intervals, lasting typically for several minutes to an hour (Fig. 1) and shorter changes during those intervals, with time scales of seconds (Fig. 4a). When present, the extended intervals of (reduced) dipping in the soft and hard bands are probably related to the orbital phase; they appear at a relatively constant phase and are present for several consecutive orbits. This is most clearly seen in observation 2. Note that the interval of reduced dipping around phase 0.25 in this observation seems to show a slow, possibly random, shift towards higher phases; taking the moment during ingress at which the ’saturation’ level in the soft band is reached as a reference point, the ingress of the dipping interval at phases near 0.3, seems to occur at a later ($``$3%) phase in subsequent orbits.

The phase extent and strength of the (decreases in) dipping undergo changes between orbital cycles. Unlike the long intervals, smaller structures do not seem to recur in later orbits - at least not at a similar phase. The rapid variations in the count rate in the soft band can be intense, with the count rate changing by factors of more than 10 on time scales of only a few seconds (see e.g. Fig. 4a) - they are most clearly observed in observations 2 and 4. Excluding type I X-ray bursts and eclipses, the dynamical range (defined as the maximum count rate divided by minimum count rate, within one observation) of the soft band is $`>`$110. Variations in the hard band, seem to be more modest; the dynamical range is only $``$30, and strong/violent short-time variations, like those seen in the soft band, are not observed. For comparison we show the fastest observed dips in the soft and hard bands in Fig. 4; with a dip ingress of more than 30 seconds the fastest dip in the hard band is considerably slower than those in the soft band, which can be as fast a few seconds. During the low count rate periods (including the eclipses) the source is detected well above the background in the 0.3–2 keV band, with minima (observations 3 and 4) of $``$0.1–0.3 cts s-1, compared to background count rates of $``$0.01–0.03 cts s-1.

As expected, the hard band is less affected by the dipping than the soft band. Dips in the hard band are only (but not always) observed when the count rate in the soft band is at a minimum. They are mostly observed at the phases around 0.7 and 0.9, which are also the phases which show the least variability and the lowest count rates in the soft band. The relation between dipping in the soft and hard band is clarified when we plot the count rates in the hard and soft band against each other, as has been done in Fig. 5; high count rates in the soft band are only found when the count rate in the hard band is high (i.e. outside dips). Dips in the soft count rate are however not always visible as dips in the hard band. During dips in the hard band the count rate does not drop below the level found in eclipses, whereas in the soft band the source can occasionally be weaker than during eclipse (see also Fig. 2). In all four observations the spectrum initially hardens as the count rate decreases, until the hard band starts to be affected, after which the spectrum starts to soften (see also Fig. 8). It is also interesting to see that in observation 4 the colour saturates at the highest count rates and that the spectrum during the eclipse is softer than this saturation level. The motion of the source along the tracks in Fig. 5 is smooth, in the sense that (except during eclipses) the source never jumps from one end of the track to the other.

### 3.3 Type I X-ray bursts

In total 12 type I X-ray bursts were observed, 8 of which occurred in pairs with a separation of $``$10.65–14.65 minutes. When comparing the X-ray bursts in the hard and soft band we find that some of them hardly show up in the soft band. To illustrate this, we give the ratios of the hard peak and soft peak count rates for all 12 bursts in Table 2 and plot them in Figure 6. Count rates were obtained from 5 s running averages to reduce the scatter in the 1 s light curves. As no correlation was found between total count rate and the ratio of the peak count rates in the two bands, we assume that the effects of pile-up on our results are negligible. The peaks in the hard and soft band did not occur simultaneously - the quoted count rates are those at the time of the hard peak. Taking the soft count rates from the peak in the soft band (which occurred between 9 s before and 7 s after that in the hard band) results in a similar picture. A clear concentration (7 out of 12) of bursts is present around a hard/soft peak ratio of $``$2, with the other bursts all having larger values. While due to the rapid nature of the dips, it is not possible to rule out that some of the burst occurred during short periods of reduced dipping (which have similar time scales as the bursts), it seems that the 5 bursts that have ratios larger than 3 all occur during dipping intervals. Note that the small peak around phase 1.9 in the hard band of observation 1 was not included, since the nature of this peak was not clear. If this peak, which occurred during a dip in the hard band, also was a type I burst its hard/soft ratio would be even higher than that for burst VI.

### 3.4 Fluxes

In order to compare the fluxes of the four observations as well as possible, we fitted the spectra of the source during the parts of the observations with the highest count rates. The spectra were fitted in XSPEC with various models. While most models provided good fits in the 5–10 keV range, we were not able to satisfactorily fit the low energy parts of the spectrum with a consistent model (see also Appendix). For all four observations the unabsorbed 5–10 keV flux was consistent with $`\mathrm{9\hspace{0.17em}10}^{11}`$ erg cm-2 s-1. Our fits suggest that differences at lower energies are likely due to the complex effects of absorption.

## 4 Discussion

While at first sight the count-rate variations at low and high energies in EXO 0748–676 seem to occur independently from each other (Fig. 1), they are in fact strongly related (Fig. 2) and likely due to the same mechanism. This is supported by the fact that the source moves smoothly along the track in Fig. 2, which suggests that most of the variations in the light curve are caused by changes in only one parameter. In this section we discuss how changes in the absorption can account for the observed variations as well as for the appearance of the eclipses and type I X-ray bursts.

### 4.1 Dips, eclipses, and bursts

Both Church et al. (1998) (ASCA observations) and Bonnet-Bidaud et al. (2001) (XMM–Newton observations) showed that the spectral evolution of EXO 0748–676 can be largely explained by the effects of variable absorption progressively covering two (stable) emission components. In both models the extended component is spectrally softer than the compact central source and as such both are consistent with the observed behavior. However, as we show in the Appendix, the real spectral composition is likely to be more complex than suggested by Church et al. (1998) or Bonnet-Bidaud et al. (2001).

As absorption is intrinsically less effective at high energies, dipping is most pronounced at low energies and therefore spectrally hard. This can clearly be seen in our observations 1–3 and in the ASCA light curves of Church et al. (1998), in which dipping in the low energy bands extends over a much larger phase than in the high energy bands; the intervals of rapid increases in the count rate in observations 1–3 and most of observation 4 represent periods in which the absorption is reduced by a significant fraction. One would expect the ingress of dips in the soft band to precede that in the hard band, an effect that is indeed seen in our light curves and even more clearly demonstrated in Fig. 5. We therefore prefer to refer to the intervals of increased count rate as periods of reduced dipping instead of flaring, since we think this gives a better description of what gives rise to the changes in the light curves.

Bonnet-Bidaud et al. (2001) suggested that part of the variability in their ’flares’ is due to intrinsic changes in the halo luminosity (possibly due to reprocessing of type I X-ray bursts). However, the fact that the count rates in the eclipse in observation 4 are similar to those in observation 3, which had the same instrumental setup but was much less luminous outside the dips in the soft band, suggests (assuming that the same part of the halo was left uncovered during the eclipse) that the halo luminosity did in fact not vary significantly. Moreover, since the ’flares’ occur at similar phases for several orbits, delayed reprocessing of type I X-ray bursts is basically ruled out as a trigger for halo-luminosity changes.

The apparent lack of eclipses in the soft band of the first three observations can easily be explained; the additional absorption column presented by the companion star has almost no influence below 2 keV, since most of the soft flux from the central source was already absorbed at the time of eclipse - the projected size of the halo also has to be significantly larger than that of the companion star to not be affected during an eclipse. The fact that the count rates outside of the eclipse are sometimes lower than those during the eclipse suggests that the absorbing structures, as seen from the central source, occasionally subtend a larger solid angle than the companion star. This indicates that in the vertical direction the absorbing material extends well beyond the expected scale height of a thin disc.

The behavior of the type I X-ray bursts can also be explained in this framework; when they occur during intense dipping intervals, i.e. when absorption is high, the soft flux of the burst is more affected than the hard flux, resulting in ratios larger than 2. Those that occur during intervals of reduced dipping are affected less by absorption, resulting in ratios of $``$2, which is apparently the normal ratio for these bursts in this source. The spread in ratios larger than 2 probably reflects various stages of absorption. We note that many of the bursts analyzed by (Cottam et al. 2002), which showed red-shifted absorption lines, occurred during periods of significant absorption below 2 keV.

### 4.2 Location of the absorbing material

Since we know that the absorbing material has a height of more than 8–15 above the orbital plane it has to be constantly refreshed in order to be visible at a more or less fixed position in the orbital frame, for at least several orbital cycles; if not, it would disappear on a time scale that is shorter than the orbital period, because the time scale for changes in the vertical scale height in the accretion disc is comparable to the dynamical time scale (Frank et al. 1992). Building on the work of Lubow & Shu (1976), Frank et al. (1987) proposed a model in which an accretion stream overshooting the point of impact with the disc settles in a ring-like structure at a radius of $`10^{10}`$ cm (for a 1.4 $`M_{}`$ neutron star and $`P_{orb}=3.82`$ hr). As the result of an ionization instability, a two-phase medium is formed, which consists of a hot thin gas and cool clouds and is present between phases 0.3 (at which the material joins the disc) and 0.8. The presence of such a two-phase absorber, consisting of both neutral and ionized gas, seems to be confirmed by recent Chandra observations of the source (Jimenez-Garate et al. 2003). If we apply the equations of Frank et al. (1987) to EXO 0748-676, we find a typical size for the cool clouds of $`\mathrm{4\hspace{0.17em}10}^7`$ cm and a column density of $`\mathrm{6\hspace{0.17em}10}^{23}`$ cm-2. At a distance of 1010 cm this should cause dips with a time scale of $``$1 s, quite similar to the shortest observed time scales. While these clouds can explain the rapid variations in the soft band, they cannot (within this model) explain the occurrence of dipping at phases between 0.8 and 0.3.

Another possible site of absorbing structures could be a thickened disc rim; Retter et al. (2002) found that the dips in the high-inclination X-ray binary X1916–053 are responsible for the positive superhump period observed in the X-rays and optical. They suggest that a thickened disc rim can explain both the X-ray and optical superhump. Positive superhumps (quasi-periodicities a few percent different from the orbital period) are observed in some cataclysmic variables (Warner 1995) and low-mass X-ray binaries (O’Donoghue & Charles 1996) and are interpreted as a signature of an eccentric precessing accretion disc. Evidence for such superhumps may be present in observation 2 in the form of dipping intervals shifting in phase (see section 3.2). However, the phase shift of these dips might as well be a random effect; unfortunately, the data sets for the other observations either are too short or contain too many gaps to study this in more detail.

Whatever the exact nature of the absorbing material is, the fourth observation shows that its structure and/or presence can change considerably on time scales shorter than eight months (which is the interval between observations 3 and 4). It is not clear what causes these changes. The 5–10 keV flux during the brightest intervals of each observation are consistent with each other, suggesting that, if proportional to the 5–10 keV flux, the mass accretion rate remained constant. A possible explanation could be the precession of a tilted accretion disc, evidence for which has been found in several other low-mass X-ray binaries (e.g. Larwood 1998, and references therein). A tilted accretion disk, and hence precession, may also be present in EXO 0748–676 as was suggested by Crampton et al. (1986) on the basis of optical observations. If true, the absorbing structures could remain unchanged, but depending on the phase of the precession more (or less) of the absorbing material moves through our line of sight.

### 4.3 Constraints from time scales

The ingress and egress time scales we observed during the eclipses are on the order of $``$8-10 s, somewhat larger but consistent with values obtained with EXOSAT and RXTE (Parmar et al. 1986; Hertz et al. 1997). Depending on the density profile of the companion star’s outer atmosphere (see a discussion on this topic in Parmar et al. 1986), this means that 92–95% of the 0.3–10 keV flux and 94.5–96% of the 2–10 keV flux originates in a region with a radius of $`3.5\mathrm{3.9\hspace{0.17em}10}^8`$ cm or smaller. The latter number is obtained from the duration of the eclipse ingress and egress; depending on the properties of the secondary (see Parmar et al. 1986), binary parameters (such as secondary’s radius, binary separation and inclination) were derived, which, using the eclipse time scales, translated into upper limits on the size of the eclipsed central object. As was already found by Parmar et al. (1986), near the bottom level of the eclipse, the eclipse ingress and egress progress slower than at the higher count rate levels (Fig. 3). This cannot be due to the density profile of the secondary’s atmosphere, and suggests a central source geometry that is at least partly extended.

The shortest time scales in the soft band are in the order of a few seconds and those in the hard band are $``$30 s. These time scales are difficult to interpret, since the distance from the central source and velocity across our line of sight of the absorbing material are not well known. However, the time scales for the dips in the soft band, which are shorter than the eclipse ingress and egress times, suggest that the central region is smaller than the values given above. The shortest observed time scales for the two bands are quite different. This difference can be explained if we assume that the absorbing material consists of small clouds (patchy absorber) as in the model of Frank et al. (1987) discussed above, each with a density high enough to considerably affect the soft flux, but not the hard flux. As the absorbing material (containing the small clouds) starts moving into our line of sight, the soft band is immediately affected, but it takes more time to have the required number of clouds present in our line of sight to affect the hard flux. An additional effect of such a patchy absorber is that the variations in the soft band are much stronger than in the hard band - quite the opposite of what is found for other types of variability in X-ray binaries, which usually get stronger towards higher energies.

### 4.4 Residual emission

From Figs. 1 and 5 it is clear that eclipses and dips in the soft and hard band both tend to saturate at a level that is significantly above the background. As discussed above, part of this residual flux can be contributed to (fluorescent) emission from the extended thermal halo (Cottam et al. 2001; Bonnet-Bidaud et al. 2001). However, as suggested by observations of type I X-ray bursts during eclipses in EXO 0748–676 (Parmar et al. 1985; Gottwald et al. 1987), $``$4% of the 2–6 keV flux from the central source is scattered into our line of sight during eclipse. This scattering occurs in the accretion disc corona, which might be the same component as the extended thermal halo, and accounts for most of the residual flux in the hard band; residual emission in the hard band during eclipses in observation 4 is also $``$4%. The slightly higher fraction of residual flux in the soft band (compared to the hard band) can be contributed to additional emission from the extended thermal plasma present above the disc.

## 5 Summary

We have analyzed XMM-Newton light curves of the low-mass X-ray binary EXO0748-676. We find that the appearance of the light curves in the soft and hard band can be well explained by progressive absorption of two spectral components. From the colour of the residual emission during eclipses, and from the colour evolution with increasing degree of absorption, we conclude that the source contains an extended source of X-ray emission that is spectrally softer than the compact source, as suggested earlier by Church et al. (1998) and Bonnet-Bidaud et al. (2001).

In the soft band, the count rate during dipping intervals sometimes decreases below the level during eclipses, while the source is always detected well above the background, both in the soft and hard band. This implies that (at certain phases) the absorbing material as seen from the central source, subtends a larger solid angle than the projection of the companion star, but that it is smaller than the extended soft component. The recurrence of dipping structures in the light curves in consecutive orbits indicates that the absorbing material can maintain a more or less fixed position in the corotating frame for at least several orbits. However, the drastic change of appearance in the light curve of October 2001 with respect to that of February 2001, indicates that the position and/or density of the absorbing material can vary within months. The difference in the shortest time scales for dipping activity in the soft and hard band, suggests that the dipping is caused by a patchy absorber that affects soft energies more efficiently.

Future observations with XMM–Newton, in particular for several continuous orbital periods, may shed more light on the possible presence of superhumps and on the evolution and structure of the absorbing material.

###### Acknowledgements.

JH acknowledges support from Cofin grants 2001/MM02C71842 and 2001/028773. MvdB acknowledges financial support from the Italian Space Agency and MIUR. This work is based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and the USA (NASA).

## Appendix A Spectral analysis

Several attempts have been made in the past to model the spectral evolution of EXO 0748–676 as a function of increasing absorption. In this appendix we test the models by Church et al. (1998) and Bonnet-Bidaud et al. (2001) that were already discussed extensively in the main text. Although the soft-band light curves presented earlier in this paper and the recent spectral results by Jimenez-Garate et al. (2003) strongly suggests that the obscuring medium is far from being uniform, these models treat the absorber as having a smooth density profile. Moreover, the extended components that are part of the two models are assumed to have a uniform brightness. Notwithstanding these simplifications we feel that a vigorous test of the two models may yield important information on the structure of the central source and the absorber.

### A.1 Data reduction

For our spectral analysis we used the small-window mode EPIC-pn data of obs. 2 (i.e. the third data segment), the only part of our data set that was not affected by pile-up. Source data were extracted from a circle with a 38″ radius, centered around the source; background data from a similar circle in the opposite corner of the window. Only events with pattern 0-4 were selected and data from bursts were discarded. Data were selected either on time or the 0.3–10 keV count rate; the times and count rates for the various selections can be found and seen in Table 3 and Fig. 7. Note that our time selections include those made by Bonnet-Bidaud et al. (2001) (F1, Q, F2, D) with the addition of an eclipse spectrum (E). The count rate selections, which do not cover the entire count rate range (see gaps in Fig. 7) were converted to time intervals using a 10s 0.3–10 keV light curve. The resulting spectra were fitted with the Xspec package (Arnaud 1996, V11.2) with the models described below, using a canned response matrix. The ancillary response file was created using arfgen.

Before we discuss our spectral fits, some comments should be made on the two selection methods. First, selecting spectra based on temporal behavior (e.g. dipping activity), as was done by Bonnet-Bidaud et al. (2001) (see selections F1 and F2), will result in mixing of spectra with rather different properties; as is clearly illustrated by Fig. 5, spectral proprieties can change considerably with count rate. Selecting (narrow) count rate intervals, as was done by Church et al. (1998), will reduce these problems a bit, but mixing still occurs in those intervals where the count rate does not correlate with colour. Second, from other low-mass X-ray binaries we know that spectral evolution of the central source can occur on time scales that are considerably shorter than the exposure we analyzed (i.e. a few hours). Spectra that were taken more than a few hours apart, and which therefore have likely different central source properties, could end up having similar count rates because of the varying absorption, resulting in the mixing of different spectral properties. Unfortunately, tracing changes in the central source spectrum would require splitting our exposure in shorter pieces, resulting in a low statistical quality of the spectra.

### A.2 Spectral fits

The eclipse spectrum and the count rate selected spectra are shown in Fig. 8. For a display of the time selected spectra we refer to Fig. 4 of Bonnet-Bidaud et al. (2001). Fig. 8 clearly shows that, when going to lower count rate selections (from L5 to L3) the spectrum above $``$3 keV remains largely unchanged, explaining the hardening of the spectrum (see Fig. 5). From L3 to L1 that part of the spectrum also starts to become affected, which, because of the saturation at low energies (compare L2 and L1 spectra), leads to a softening of the spectrum. The eclipse spectrum nicely shows that the soft part of the spectrum is consistent with that of the deepest dips, whereas at high energies the source is almost completely obscured (compare eclipse and L1 spectra).

Spectral fits were made with the models used by Church et al. (1998) and Bonnet-Bidaud et al. (2001). The first model was only used in conjunction with the count-rate selected spectra (L1–L5), whereas the Bonnet-Bidaud et al. (2001) model was used for both types of selection (to study the effect of selection method).

#### A.2.1 Church et al. (1998) model

The Church et al. (1998) model consists of a black body component from the neutron star, plus Comptonized emission from an extended and progressively covered accretion disc corona (ADC): ABB\*BB + APL\*f\*PL + AGA\*(1-f)\*PL, where BB and PL are the black body and power-law terms, AGA the Galactic absorption term, ABB and APL the variable black body and power-law absorption terms, and f the progressive covering fraction of the ADC. Note that in this definition of the model ABB and APL include Galactic absorption and that the two PL components represent the covered and uncovered parts of the same spectral component. In all fits with this model the columns densities (ABB, AGA and APL) have a lower limit of $`10^{20}`$ atoms/cm2, which is a factor of $``$10 lower than the average galactic column density in the direction of EXO 0748–676 (Dickey & Lockman 1990). AGA and the parameters for the black body and the power law were treated as single parameters for all spectra.

We started by performing fits to the L1, L3 and L5 spectra in the energy range used by Church et al. (1998) (0.8–10 keV). Fig. 9a shows the results of this fit; the best-fit parameters can be found in Table 4. The $`\chi _{red}^2`$/d.o.f of 1.01/1594 is good, although ABB for spectrum L3 seems to be too low, given the covering fraction of 90% that we find. More worrisome are the unacceptably large residuals below 1 keV and also around 1.6 keV in the fit to spectrum L1. This part of the spectrum is not shown in Fig. 3 of Church et al. (1998), so we cannot check whether such residuals were also present in their fits to the ASCA data. Most likely, these residuals are due to the soft excess found by Thomas et al. (1997) and also discussed by Church et al. (1998). The presence of the this soft component is much clearer in the 0.15–12 keV spectra and a fit with the model in this energy range is clearly worse than in the 0.8–10 keV band ($`\chi _{red}^2`$=1.76). Following Church et al. (1998) we add a Gaussian line to the model, which, like the power law component, is progressively covered. The best fit with this model is shown in Fig. 9b; the best-fit parameters can be found in Table 4. Again, even though the $`\chi _{red}^2`$=1.18 is acceptable, large (localized) residuals are present - this time in the fits to all three spectra. As a general remark we note, that since most data bins are in the rather featureless part of the spectrum above a few keV, which is fitted well by the models, the residuals below 2 keV (which is the part of the spectrum we are most interested in) have only a limited effect on the $`\chi _{red}^2`$.

When plotting the separate spectral components it becomes clear that rather than being a narrow line, the Gaussian is very broad and fits a large part of the continuum below 1 keV. Moreover, the ADC component dominates the spectrum over the entire energy range in all three spectra. The covering fraction and the two separate absorption components (AGA and APL) act in such a way on the (very hard) ADC component that the uncovered power law (together with the Gaussian) fits the low energy part of the spectrum, whereas the covered power law fits the high energy part. In the L5 spectrum the black body component only contributes 20% of the absorbed 0.15-12 keV flux.

#### A.2.2 Bonnet-Bidaud et al. (2001) model

In the Bonnet-Bidaud et al. (2001) model the source consists of a spectrally hard compact central component and a spectrally soft extended component. These are modeled, respectively, by a power law (PL) a thermal Raymond-Smith model (RS), each affected by their own absorption component: APL\*PL + ARS\*RS, where APL and ARS both include the galactic absorption and are not allowed to become lower than $`10^{20}`$ atoms/cm2.

The first fits with the Bonnet-Bidaud et al. (2001) model were made to the time selected 0.15–12.0 keV spectra. The element abundances were fixed to the values found by Bonnet-Bidaud et al. (2001), while the other parameters were allowed to vary. The power law index, the power law normalization and the temperature of the thermal component were treated as single parameters in the joint fit to all four spectra. We obtain very similar values as Bonnet-Bidaud et al. (2001), but with a slightly higher $`\chi _{red}^2`$ of 1.34 (d.o.f.=2904) compared to their $`\chi _{red}^2`$/d.o.f.=1.27/2467. This difference can be partly attributed to a different grouping of the data (minimum of 25 counts per bin instead of 20), higher maximum energy (12 keV instead of 10 keV), and also due to improved calibration of the instruments. In any case, as is clear from Fig. 9a, large localized residuals and broad deviations are present; e.g. in the fit to the dip spectrum around 2 keV, and in the fits to the flare and quiescent spectra above 3 keV.

Bonnet-Bidaud et al. (2001) do not argue why they did not treat the normalization of the thermal component as a single parameter for all four spectra, as they did for the normalization of the power law component. It is not clear to us why the properties of an extended component would vary on a shorter time scale than those of a compact component. Their argument that the increases in the normalization of the thermal component are due to reprocessing of energy from type I X-ray bursts is not supported by our observations of bursts and flaring intervals. The increases in the normalization occur with decreases in the absorption of the thermal component, suggesting that the variable normalization tries to compensate for the absence of a progressive covering factor in the model. Indeed, tying the value of the normalization to a single parameter results in a $`\chi _{red}^2`$ of 1.92.

Next we fitted the Bonnet-Bidaud et al. (2001) model (i.e. without tying the normalization of the thermal component, to stay consistent with the previous fit) to our intensity selected spectra L1, L3, and L5 with the abundances of N, O, Ne, and Mg left free to vary. Using the fit-results from the time selected spectra as a starting point we obtained a $`\chi _{red}^2`$1.6 with similar fit parameters. However, a lower $`\chi _{red}^2`$ of 1.53 was obtained with a higher temperature and a much higher abundance of N ($``$80 times solar compared to $``$10 times); the fit results can be found in Table 5 and are shown in Fig. 9d. Again large residuals are present around 2–3 keV in the L1 spectrum. Unlike the fit to the time selected spectra, here the normalization and the absorption of the extended component do not correlate.

#### A.2.3 Eclipse spectrum

A powerful test of both spectral models can be made with the spectrum obtained during the eclipse. As the compact component is eclipsed, one only expects to see contribution from the extended component. In the Church et al. (1998) model this is the (progressively covered) power law + Gaussian combination and in the Bonnet-Bidaud et al. (2001) model this is the thermal halo. A fit with a power law + Gaussian at 0.52 keV gives $`\chi _{red}^2`$/d.o.f.=1.5/18, whereas the fit with the Raymond-Smith model gives $`\chi _{red}^2`$/d.o.f.=1.9/15. It should be noted that for the latter model we obtain both very high temperatures and abundances. Fixing these parameters to more reasonable values (like those obtained from the fits to the non-eclipse spectra) gives a $`\chi _{red}^2`$ values of 3.5-5, with large positive residuals above 2 keV.

Given the strong indications that the scattered/reflected light from compact source/neutron star does contribute to the eclipse in this source - as suggested by observations of type I X-ray bursts during eclipse (Parmar et al. 1985; Gottwald et al. 1987) \- it is not surprising that both models fail to fit the eclipse spectrum. We therefore include the compact components again in both models, keeping in mind that 1) their contribution should be around 5% of that measured outside eclipse (i.e. the percentage of scattered flux measured for the type I X-ray bursts in eclipse) and 2) that the $`N_H`$ for this component should not be larger than that during dips, as the scattered light should be much less affected by the absorbing structures. Adding the black body (with kT fixed to 1.46) to the power law + Gaussian combination does not lead to a significant improvement of the fit. However, adding a power law (with index fixed to 1.35 and abundance all to 1) to the Raymond-Smith model leads to a much improved fit: $`\chi _{red}^2`$/d.o.f.=1.12/19, with kT$``$0.4. The normalization of the power law component in this fit is $``$2-3% of that in the fits to the non-eclipse data and the $`N_H`$ is $`810^{21}`$ atoms cm-2, in reasonable agreement with our expectations and also similar to the results obtained from eclipse spectra in MXB 1659–298 (Sidoli et al. 2001). Assuming that a considerable part of the reflecting/scattering medium is obscured during the eclipse, it is quite likely that the contribution to the spectrum of this reflected/scattered component is considerably higher outside of eclipse, partly explaining the problems encountered when fitting those spectra.

### A.3 Concluding remarks

Our fits clearly show that current models are not able to fit the absorption affected spectra of EXO 0748–676 during dips. While the fits to the eclipse spectrum favor the thermal halo model of Bonnet-Bidaud et al. (2001) this model has severe problems with the deep dip spectra. Our eclipse spectrum provided strong evidence for the presence of an additional scatter/reflection component, which should be an integral part in future models. Such models should also include more advanced models for the absorbing material and also for the structure of the thermal halo.


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# Untitled Document

Baltic Astronomy, vol.12, XXX--XXX, 2003.

SPECTRAL-AGEING ANALYSIS OF SELECTED
DISTANT GIANT RADIO GALAXIES

M. Jamrozy1 and J. Machalski2

1   Radio Astronomical Institute, Bonn University, Auf dem Hügel 71,
53-121 Bonn, Germany

2   Astronomical Observatory, Jagellonian University, ul. Orla 171,
30-244 Cracow, Poland

Received: xx October 2003

## Abstract

Very deep 4.9 GHz observations with the VLA are used to supplement available radio maps at the frequencies of 325 MHz (WENSS survey) and 1.4 GHz (NVSS survey) in order to study the synchrotron spectra and radiative ages of relativistic particles in the extended lobes of distant giant radio galaxies selected from the sample of Machalski et al. (2001).

1.   INTRODUCTION AND THE SAMPLE

Our analysis of spectral ages of radiating particles in the opposite lobes of faint giant radio galaxies follows the classical spectral-ageing method used to estimate radiative ages and expansion speeds in a large set of powerful 3CR sources (Alexander & Leahy 1987, MNRAS, 225, 1; Leahy et al. 1989, MNRAS, 239, 401; Carilli et al. 1991, ApJ, 383, 554; Liu et al. 1992, MNRAS, 257, 545, as well as in samples of low- and medium-luminosity radio galaxies (e.g. Klein et al. 1995, A&A, 303, 427; Parma et al. 1999, A&A, 344, 7). Those sources were used by Machalski et al. (2003) as the observational base for a statistical study of the dynamical evolution of the population of FRII-type radio sources (cf. also Machalski et al.; these proceedings).

Three sources from the sample of Machalski et al. (2001) were selected for the present spectral analysis; their basic data are given in columns 2, 3, 4 and 5 of Table 1. The spectral analysis of the radio lobes of the above sources has based on the radio maps at 325 and 1400 MHz available from the surveys: WENSS (Rengelink et al. 1997) and NVSS (Condon et al. 1998). For the low-frequency extent of the radio spectra the flux density data provided in the 7C catalogues (Riley et al. 1999, MNRAS, 306, 31) were used. There was a lack of relevant data at frequencies higher than 1.4 GHz, so we aimed to observe the above giant sources at 5 GHz with the VLA in its D-array.

2.   4.9 GHz MAPS AND RADIO SPECTRA OF THE 3 ‘GIANTS’

The observations were carried out in February 2003. During the total exposure time from 50 to 70 min for each of the two extended radio lobes, the rms noise level varied from about 32 to 20 $`\mu `$ Jy beam-1. Calibrated brightness distribution of both lobes, corrected for the ‘primary beam’ attenuation and convolved to the common angular resolution of 20”$`\times `$20”, has been combined into the final maps. The maps are shown in Fig. 1a, b, c. The sensitivity achieved allowed us to detect a weak radio core in J0912+3510, which was crucial to confirm the host galaxy identification for this source.

3.   SPECTRAL AGEING ANALYSIS

For the spectral analysis, the maps at all frequencies were convolved to the common beamwidth of 60′′. Then the spectrum in different parts of the lobes has been determined by integration of the total intensity along strips perpendicular to the source axis. The strips are one common beam across providing independent data points. In each lobe the spectrum steepening is clearly visible.

The time elapsed since the particles were last accelerated is calculated assuming the Jaffe & Perola (1973, A&A, 26, 423) model. The magnetic field strength in the lobes, $`B_{eq}`$, is calculated on the assumption of minimum energy using the method outlined by Miley (1980, ARA&A, 18, 165). Their total radio luminosity is integrated between 10 MHz and 100 GHz. The volume of the lobes is calculated assuming a cylindrical geometry with the base diameter equal to the average width of the lobes measured on the WENSS and NVSS maps (column 5 of Table 1) using the prescription of Leahy & Williams (1984, MNRAS, 210, 929).

The results of this analysis are shown in Fig. 2a, b, c where for each lobe of the investigated sources (i) the spectral index between 325 and 4885 MHz, and (ii) the radiative age have been plotted against distance measured along the source axis from the hotspot. The best fits to the age data points are shown by solid curves. The dashed curves mark the best fits to an upper limits of the particle age calculated with a substitution of $`B_{MBR}/\sqrt{3}`$ instead of $`B_{eq}`$, where $`B_{MBR}`$ is the magnetic field equivalent of the 2.7 K microwave background radiation. This corresponds to the phase in which a lobe is no longer overpressured in respect to an external pressure of the intergalactic medium.

A comparison of these synchrotron ages of the oldest particles with the dynamical age estimates provided by Chyży et al. (these proceedings) is given in Table 1 (columns 6, 7, 8). The radiative ages of the oldest particles range from about 15 to 40 Myr, and are similar to relevant ages of normal-size radio galaxies at comparable redshifts. A comparison of the above ages and the dynamical ages derived as above suggests that the mean backflow velocity is 1 $``$ 3 of the mean advance velocity of the jet’s head with respect to the surrounding intergalactic medium, i.e. the dynamical age of a giant radio galaxy can be 2 $``$ 4 times higher than the synchrotron age of the oldest radiating particles.

Table 1. The basic data of selected radio galaxies calculated for $`H_0=50`$ km s-1 Mpc-1 and $`q_0=0.5`$, and their radiation ages vs. dynamical age estimates, as well as the resultant expansion velocity; () – taken from Machalski et al. (2003)

| Source | $`z`$ | $`\mathrm{log}L_{1.4}`$ | $`D`$ | $`b`$ | $`t_{rad}`$ | $`t_{dyn}`$ | $`\frac{t_{dyn}}{t_{rad}}`$ | $`v_h/c`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | \[W Hz-1 sr-1\] | \[Mpc\] | \[kpc\] | \[Myr\] | \[Myr\] |  |  |
| J0912+3510 | 0.2489 | 24.55 | 1.84 | 372 | 25 | 91 | 3.6 | 0.033 |
| J1343+3758 | 0.2267 | 24.42 | 3.14 | 502 | 33 | 94 | 2.8 | 0.054 |
| J1451+3357 | 0.3251 | 24.74 | 1.41 | 344 | 19 | 80 | 4.2 | 0.029 |

ACKNOWLEDGMENTS. MJ acknowledges the financial support from EAS.

References
Condon J. J., Cotton W. D., Greisen E. W., et al. 1998, AJ, 115, 1693 (NVSS)
Machalski J., Jamrozy M., Zola S. 2001, A&A, 371, 445
Machalski J., Chyży K. T., Jamrozy M. 2003 (submitted for MNRAS, astro-ph/0210546)
Rengelink R., Tang Y., de Bruyn A. G., et al. 1997, A&AS, 124, 259


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# Endogenous Versus Exogenous Shocks in Complex Networks: an Empirical Test Using Book Sale Ranking

## Abstract

We study the precursory and recovery signatures accompanying shocks in complex networks, that we test on a unique database of the amazon.com ranking of book sales. We find clear distinguishing signatures classifying two types of sales peaks. Exogenous peaks occur abruptly and are followed by a power law relaxation, while endogenous peaks occur after a progressively accelerating power law growth followed by an approximately symmetrical power law relaxation which is slower than for exogenous peaks. These results are rationalized quantitatively by a simple model of epidemic propagation of interactions with long memory within a network of acquaintances. The observed relaxation of sales implies that the sales dynamics is dominated by cascades rather than by the direct effects of news or advertisements, indicating that the social network is close to critical.

preprint: APS preprint

A fundamental question in the theory of out-of-equilibrium systems is whether the response function to external kicks can be related to spontaneous internal fluctuations ruelle . At equilibrium, this is solved by the fluctuation-dissipation theorem connecting susceptibility and noise. In many complex systems, this question amounts to distinguishing between endogeneity and exogeneity and is important for understanding the relative effects of self-organization versus external impacts. This is difficult in most physical systems because externally imposed perturbations may lie outside the complex attractor which itself may exhibit bifurcations. Therefore, observable perturbations are often misclassified. For this reason, we have studied a non-physical system in which the dividing line between endogenous and exogenous shocks is clear in the hope that it will lead to insights about complex physical systems. We study the dynamics of commercial growth and its relaxation in the social system of interacting buyers, obtained from an Amazon.com database of book sales. We do see a characteristic difference in behavior between endogenous and exogenous shocks.

Every book that has sold at least one copy on the online retailer Amazon is automatically assigned a sales rank. Typically, two (respectively ten) sales a day puts a title in the top 10,000 (respectively 1,000) sellers. The top 100 (respectively 10) sell more than about 30 (respectively 100) books per day through Amazon. Its American website, Amazon.com, updates the ranks of its top 10,000 books every hour, according to a formula accounting for recent sales and the entire sales history of the book. Direct sales are confidential data but their statistical properties can be reconstructed approximately by careful observations Rosenthal . The complementary cumulative distribution $`P(s)`$ of sales $`s`$ can be approximated by a stationary power law $`P(s)=C/s^\mu `$ with $`\mu 2`$ in the range of sales from a few books sold per day to a few hundreds (see figure in Rosenthal ). We use this power law to transform book ranks $`r(s)=NP(s)`$ into sales $`s`$ according to the formula $`s=(NC/r)^{1/\mu }`$, where $`N`$ is the total number of books used to normalize the distribution. Thus, a time series of the rank $`r`$ of a given book as a function of time, sampled at a given rate, can be transformed into a time series of instantaneous sales flux, through this conversion.

The time series of ranks of thousands of books have been recorded with a six-hour sampling rate by JungleScan (http://www.junglescan.com). From the hundreds of books with at least one year of recording, we have selected all that have reached the top 50 in Amazon sales rank. We qualify a peak in sales as a local maximum over a three-month time window which is at least $`k=2.5`$ times larger than the average of the time series over the three months. In addition, we request that there is at least 15 days of data after each peak and 4 days before. Out of some 14,000 books on Junglescan on April 2004, our algorithm detects about 1000 such peaks. Fig. 1 shows about 1.5 years of data for two books, which are illustrative of the two classes found in this study. Book A jumped on June 5, 2002, from rank in the 2,000s to rank 6 in less than 12 hours. On June 4, 2002, the New York Times published an article crediting the “groundbreaking research done by Dr. Miriam Nelson” and advising the female reader, interested in having a youthful postmenopausal body, to buy the book and consult it directly NYT . This case is the archetype of an “exogenous” shock.

In contrast, Book B culminated at the end of June 2002 after a slow and continuous growth, with no such newspaper article, followed by a similar almost symmetrical decay, the entire process taking about 4 months. The peak for Book B belongs to the class of endogenous shocks as described below. Qualitatively, such endogenous growth is well explained in Ref. tipping  by taking the example of the book “Divine Secrets of the Ya-Ya Sisterhood” by R. Wells, which became a bestseller two years after publication, with no major advertising campaign. Following the reading of this originally small budget book, “Women began forming Ya-Ya Sisterhood groups of their own \[…\]. The word about Ya-Ya was spreading \[…\] from reading group to reading group, from Ya-Ya group to Ya-Ya group” tipping .

Such social epidemic process can be captured by the following simple model. The instantaneous sales flux of a given book results from a combination of external forces such as news, advertisement, selling campaign, and of social influences in which each past reader may impregnate other potential readers in her network of acquaintances with the desire to buy the book. This impact of a reader onto other readers is not instantaneous as people react at a variety of time scales. This latency can be described by a memory kernel $`\varphi (tt_i)`$ giving the probability that a buy at time $`t_i`$ leads to another buy at a later time $`t`$ by another person in direct contact with the first buyer. Starting from an initial buyer (the “mother” buyer) who notices the book (either from exogenous news or by chance), she may trigger buying by first-generation “daughters,” who themselves propagate the buying drive to their own friends, who become second-generation buyers, and so on. We describe the sum of all buys by a conditional Poisson branching process with intensity

$$\lambda (t)=S(t)+\underset{i|t_it}{}\mu _i\varphi (tt_i),$$
(1)
where $`\mu _i`$ is number of potential buyers influenced by the buyer $`i`$ who bought earlier at time $`t_i`$. $`S(t)`$ is the rate of sales initiated spontaneously without influence from other previous buyers; it can be decomposed into the sum of a white-noise process with power law distribution representing small triggering factors (which contribute to the endogenous shocks) and a jump process (Dirac distributions) modeling massive media coverage and advertisement campaigns for instance (exogenous shocks). We note that the distinction between endogenous and exogenous is in general murky and cannot be decided with 100% certainty for most books; the correct approach is probabilistic and relies on the analysis of an ensemble of cases, as presented below.

Taking the ensemble average of (1) gives the self-consistent mean-field equation

$$s(t)=\lambda (t)=S(t)+n_{\mathrm{}}^t𝑑\tau \varphi (t\tau )s(\tau ),$$
(2)
where $`n=\mu `$ is the average number of buys of first generation triggered by any “mother” within her acquaintance network (also called the branching ratio) and depends on the network topology as well as on the social behavior of influences. The Green function $`K(t)`$ of (2) corresponding to $`S(t)=\delta (t)`$ (exogenous shock) is easily obtained by taking its Laplace transform and corresponds to the exogenous response function. We postulate that the “bare propagator” is of the form $`\varphi (tt_i)1/t^{1+\theta }`$ with $`0<\theta <1`$ corresponding to a long-memory process that are commonly observed for sale relaxations. Then,

$$s_{\mathrm{exo}}K(t)1/(tt_c)^{1\theta },$$
(3)
for $`t<t^{}1/(1n)^{1/\theta }`$ and $`K(t)1/t^{1+\theta }`$ for $`t>t^{}`$ and $`n<1`$. Expression (2) can then be written $`s(t)=_{\mathrm{}}^t𝑑\tau K(t\tau )S(\tau )`$. Close to the critical point $`n1`$, the cascade of generations embodied in (2) renormalizes the memory kernel $`\varphi (tt_i)`$ into a dressed or renormalized memory kernel $`K(tt_i)`$ Endo\_Exo , giving the probability that a buy at time $`t_i`$ leads to another buy by another person at a later time $`t`$ through any possible generation lineage ($`_0^{\mathrm{}}K(t)𝑑t=n/(1n)`$ is the average number of buys triggered by one buy). Thus, if we interpret the sharp peak of Book A observed in Fig. 1 as the impact on the social network of women created by the extraordinarily favorable appraisal of the New York Times, the decay of the sales flow that followed gives a direct measure of its response function $`K(t)`$: we find indeed a power law (not shown) as predicted by (3) with $`\theta =0.3\pm 0.1`$. Such power law dependence of the relaxation rate of book sales on Amazon.com is the hallmark of a long-memory process characterizing the dynamics of influences within the complex social network. These laws are similar to the relaxation of seismic activity after an earthquake, known as Omori’s law Omori  and has also been found in the response rates of internauts to an exogenous shock, such as the publication of the URL in a newspaper interview www , and in the relaxation of volatility shocks in the stock market Endo\_Exo\_MRW .

In the absence of strong external influences, a peak in book sales can occur spontaneously due to the interplay between a continuous stochastic flow of small external news and the amplifying impact of the epidemic cascade of social influences. We propose that this mechanism explains the sales time series of books such as Book B shown in Fig. 1. Technically, the problem amounts to calculating the average sales trajectory before and after a peak, conditioned on the existence of a peak. We use the standard result for stochastic processes $`X(t)`$ with finite variance and covariance that $`X(t)|X(t=0)=X_0\mathrm{Cov}(X(t),X_0)`$. Applying this result to $`\lambda (t)`$ defined in (1) gives $`\mathrm{Cov}(\lambda (t),\lambda _0)_{\mathrm{}}^t𝑑\tau K(t\tau )K(\tau )`$. This expression gives the average growth of the sales before such an “endogenous” peak and the relaxation after the peak, which is proportional to

$$s_{\mathrm{endo}}(t)1/|tt_c|^{12\theta },$$
(4)
for $`K(t)`$ given by (3) Endo\_Exo . The prediction that the relaxation following an exogenous shock should happen faster (3) (larger exponent $`1\theta `$) than (4) for an endogenous shock (with exponent $`12\theta `$) reflects the fact that an endogenous shock results from a precursory process that inpregnates the network much more over a longer time and thus has a longer lived influence. The prediction (4) is verified for Book B with good precision (not shown) with the same $`\theta =0.3\pm 0.1`$.

Among the thousand peaks in our database, many are followed by complicated trajectories probably due to multiple external influences. Nevertheless, we fitted all sales time dependence after each of the thousand peaks by a power law of the type (3) or (4) and selected for further analysis those that give a correlation coefficient $`R`$ better than $`0.95`$. This leaves us with 138 peaks. This criterion ensures that we extract clear response functions among the generally complex time series. Our purpose is not so much to show that the response function is a power law but that, if it is, then we classify another class of so-called “endogenous” peaks with precursory and decay rates that can be predicted. Our results below are not changed qualitatively by changing this threshold on $`R`$ in the range from $`0.8`$ to close to $`1`$. We also find the good feature that the classification discussed below in terms of exogenous versus endogenous peaks improves (fewer misclassifications) as the threshold increases, conforting the hypothesis that the response function of a book sales to a strong advertisement is of the form (3). Our goal is thus to extract the pure cases and show that they are consistent with the model, which has rigid predictions linking the exponents of the precursory and relaxation behavior of exogenous and endogenous cases. In turn, this should permit to use the general formulation (1) with an arbitrary time-dependent source term to describe general situations.

For each of the 138 selected peaks, we measure the exponent $`p`$ characterizing the power laws $`1/(tt_c)^p`$ describing the relaxation of the sales after each peak. We perform a mean-square fit from the peak up to a time $`t_{\mathrm{end}}`$, where $`t_{\mathrm{end}}`$ is varied from 15 days to the first mininum of the sales between 25 days and 6 months after the peak. Once all fits are performed for these different time windows, we select the window with the highest correlation coefficient of the fit to the data (we also used other criteria such as selecting the window with the smaller exponent, without altering the results significantly). The histogram of $`p`$-values shown in Fig. 2 exhibits two distinct clusters, one with a median at $`p0.75`$ and the other with a median at $`p0.45`$, compatible with the predictions (3) and (4) with the choice $`\theta =0.3\pm 0.1`$. This classifies the first (respectively second) cluster as exogenous (respectively endogenous). This histogram is robust with respect to variations in our procedure, such as different windows and peak thresholds.

According to our model, the peaks belonging to the cluster with high $`p`$ ($`p0.7`$) should be in the exogenous class, and therefore should be reached by abrupt jumps without detectable precursory growth. Conversely, the peaks belonging to the cluster with $`p0.4`$ should be in the endogenous class, and therefore should be associated with a progressive power law precursory growth $`1/(t_ct)^p`$ with exponent $`p=12\theta `$. To check this prediction, the following algorithm categorizes the growth of sales before each of the peaks according to its acceleration pattern. We differentiate between peaks which have an increase in sales in a four day period by a factor of at least $`k_{\mathrm{exo}}`$ prior to the peak and peaks that have an increase in sales by a factor of less than $`k_{\mathrm{endo}}`$. We find that the larger $`k_{\mathrm{exo}}`$ is, the larger is the exponent $`p`$ of the average relaxation for books that have an increase in sales by a factor more than $`k_{\mathrm{exo}}`$. Conversely, the smaller $`k_{\mathrm{endo}}`$ is, the smaller is the exponent $`p`$ of the average relaxation for books that have an increase in sales by a factor less than $`k_{\mathrm{exo}}`$. These results confirm the predictions of the model. Quantitatively, we first apply a stringent selection with $`k_{\mathrm{exo}}=30`$, $`k_{\mathrm{endo}}=2`$. This implies that peaks, for which the acceleration factor is between $`2`$ and $`30`$, are disgarded in order to get clean signals. Out of the $`138`$ peaks, this leaves us with $`30`$ peaks. We then average the precursory and relaxation behavior of sales for the class of peaks classified as endogenous with $`k_{\mathrm{endo}}=2`$ and as exogenous with $`k_{\mathrm{exo}}=30`$. Fig. 3 confirms nicely the existence of two classes, with a symmetric precursory and relaxation behavior for endogenous peaks, and with all three power laws accounted for by a single value $`\theta =0.3\pm 0.1`$. The two clusters remain significant for less restrictive $`k_{\mathrm{exo}}`$ and $`k_{\mathrm{endo}}`$. While the theoretical predictions have been derived for ensemble averages, we find that more than 80% among the 138 peaks we have analyzed with at least a year of data and that reached the top 50 among all books also obey $`1/(tt_c)^{1\theta }`$ or $`1/(tt_c)^{12\theta }`$ individually with reasonable precision. Our finding that the classifications of endogenous versus exogenous match so well on individual books is extremely significant with only 1 chance in about $`10^8`$ that this result could be obtained by chance only.

The values of the exponents smaller than one (close to $`1\theta `$ and $`12\theta `$) both for exogenous and endogenous relaxations imply that the sales dynamics is dominated by cascades involving high-order generations rather than by interactions stopping after first-generation buy triggering. Indeed, if buys were initiated mostly by the direct effects of news or advertisements, and not much by triggering cascades in the acquaintance network, the cascade model predicts that we should then measure an exponent $`1+\theta `$ given by the “bare” memory kernel $`\varphi (t)`$. This implies that the average number $`n`$ of impregnated buyers per initial buyer in the social epidemic model is on average very close to the critical value $`1`$, because the renormalization from $`\varphi (t)`$ to $`K(t)`$ given by (3) only operates close to criticality characterized by the occurrence of large cascades of buys. This offers a new signature of criticality in self-organized networks Linked .

Extreme events in complex physical systems, particularly those which seem to involve self-organized criticality, are often viewed as having an endogenous source Bak . Our work shows that the issue is not clear-cut as endogenous and exogenous shocks may lead to similar power law signatures, which can however be distinguished by a careful classification. This offers new ideas for probing self-organized critical systems as done recently for the Olami-Feder-Christensen sandpile model OFCearth . We also note that the distinction between jammed states (constructed by fast processes) jammed  versus fragile states (formed by slow and delicate accumulation of perturbations) fragile  of granular media and other “soft-matter” systems is based in part on the nature of their preparation and on their response to finite and short-lived perturbations versus infinitesimal continuously repeated ones. Recognizing the importance of the nature of the perturbation as suggested here could provide new insights in the organization of granular media and new experimental questions, such as new ways of analyzing the history. Similar considerations apply to memory retrieval using hysteresis loops in magnets olga . More generally, physical systems with many competing equilibria such as glasses and spinglasses are known to betray their history-dependent organization differently depending on whether they are subjected to large non-local perturbations versus continuous slow forcing Lamarcq . Our classification of endogenous versus exogenous shocks presented here should encourage researchers to analyze complex physical systems similarly.

Acknowledgments: We thank W.-X. Zhou and A. Helmstetter for exchanges. This work was performed in part while FD and TG were at the Department of Earth and Space Sciences at UCLA as well as FD at the University of Nice.