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# New Quasars Detected via Variability in the QUEST1 Survey

## 1 Introduction

After the first all-sky radio surveys were conducted in the late 1950s, Matthews & Sandage (1963) found the first quasar in a point-like optical counterpart for a 3C radio object and also noted that several 3C objects exhibited continuum brightness fluctuations. However, it was not until ten years later that it was suggested that quasars might be detected solely by means of this intrinsic variability (van den Bergh, Herbst, & Pritchet, 1973). Another decade passed before the first sample of quasars discovered solely by their variability was assembled (Hawkins, 1983).

Over the past two decades, more than a dozen major surveys have been carried out on the variability of optical- or radio-selected samples of quasars (Helfand et al., 2001, and references therein). Depending on the exact selection criteria used and the photometric accuracy and limiting magnitude of the survey, results range from 50% of quasars exhibiting variability of at least 0.15 magnitudes on a two-year time scale (Cimatti, Zamorani, & Marano, 1993) to practically all quasars exhibiting variability of at least 0.05 magnitudes on a 15-year time scale (Trevese et al., 1994; Veron & Hawkins, 1995). Other studies, using proper motion in addition to variability as selection criteria (eg Meusinger, Scholz, Irwin, & Lehmann, 2002), find that $`80\%`$ of their sample of quasars show detectable variability with approximately $`0.1`$ mag photometric accuracy over a baseline of 14 years (Kron & Chiu, 1981) and all quasars exhibit variability over a 16-year baseline (Majewski et al., 1991).

The major difference between QUEST and these previous quasar variability studies is that we are using the variability of quasars as measured by QUEST as a means of discovery rather than using a known sample of quasars to study their variability characteristics. In addition to QUEST, there exist other current large-scale surveys which are making significant advancements in the discovery and study of quasars, both through means of variability and through chromatic selection processes. Recently, MACHO (Geha et al., 2003) and OGLE (Dobrzycki, Macri, Stanek, & Groot, 2003) have found quasars behind the Magellanic Clouds by means of their intrinsic variability. The Sloan Digital Sky Survey (SDSS) (eg., Schneider et al., 2003; Vanden Berk et al., 2003; de Vries, Becker, & White, 2003) has also made great strides in increasing the number of known quasars. The time domain, however, has not to date been sampled as robustly by SDSS as by QUEST. SDSS has at most a handful of observations of any given area on the sky. In contrast, QUEST has sampled a smaller area (roughly $`200deg^2`$) on the high galactic latitude sky as frequently as two times per night over the course of three observing seasons, capturing 69 images of the same region. It is with the QUEST repeat observations and more robust light curves that we are able to investigate a realm of phase space distinct from other quasar surveys.

This work investigates the notion that *all* quasars, by nature of their presumed central engine, vary in brightness at some level on a time-scale of a few to several years (see Ulrich, Maraschi, & Urry, 1997, for a review of AGN central engine variability). As more and more all-sky surveys are undertaken and as cosmological tests use quasars as a means to compute cosmological parameters, it becomes paramount to understand the selection effects and biases of existent quasar catalogs. By comparing quasar catalogs compiled via optical colors or radio flux to a sample of quasars collected from achromatic processes such as variability or proper motion, we can better ensure that we have a homogenous sample of quasars with understood biases. This paper reports on the quasars that were found by QUEST via photometric variability and spectroscopic confirmation. The details of the data reduction and analysis and the variability criteria are discussed in a subsequent paper (Rengstorf et al., 2004).

In §2, we discuss the photometric and spectroscopic data collection. §3 discusses the variable quasars in the survey region, both those confirmed by this work and those previously cataloged. §4 discusses the findings and introduces some ideas for future work in this area and §5 presents our conclusions.

## 2 Observations

The QUEST Phase 1 camera (Baltay et al., 2002) is installed on the 1m-Schmidt telescope at the Llano del Hato Observatory111The Llano del Hato observatory is operated by the Centro de Investigaciones de Astronomía for the Ministerio de Ciencia y Tecnologia of Venezuela., Venezuela. The camera consists of 16 (a 4x4 array) front-illuminated 2048 x 2048 15 µm pixel CCDs. The camera is situated at the prime focus of the Schmidt telescope. With a focal length of 3 meters, the plate scale is approximately 1$`\stackrel{}{\mathrm{.}}`$03 per pixel. Due to gaps between each row of four chips, the camera has a total field of view of 2$`\stackrel{}{\mathrm{.}}`$4 x 3$`\stackrel{}{\mathrm{.}}`$5 and a total sky coverage of $`5.53deg^2`$.

The telescope is normally operated in drift scan mode, remaining parked at a fixed hour angle (HA), but not necessarily HA = 0. The CCD chips are then clocked out at the sidereal rate to prevent images from blurring across the chip. This observing procedure allows for an integration time of 143 seconds for each chip along the celestial equator and results in limiting magnitudes of $`B=18.5`$, $`V=19.2`$, and $`R=19.5`$ at a signal-to-noise ratio of 10 (Baltay et al., 2002). Each row of four chips has a broadband filter placed over it. Every object passing across the chip array can therefore be imaged through up to four different broadband filters. The variability scans used a set of R,B,R,V (refer to Snyder, 1998; Baltay et al., 2002, for detailed reviews of QUEST and the Phase 1 camera).

### 2.1 Photometric Scans

To date, the QUEST variability survey has 69 usable scans of varying quality. These scans cover a strip of sky approximately 2$`\stackrel{}{\mathrm{.}}`$4 wide in declination (centered at -1°) and $`5.5`$ hours wide in right ascension at high galactic latitude ($`10^h<`$ RA $`<15^h30^m`$). All scans were taken over the course of three observing seasons at the Llano del Hato Observatory. (1999 February - March, 2000 February - March and 2001 March - April).

Using a suite of custom software, data reduction, object detection, astrometry and aperture photometry were performed and a catalog for each night was created. A series of cuts and tests were made on objects from each individual night. Objects were matched together among all the scans and a second series of tests and cuts were performed on the ensemble of objects and exposures. An ensemble photometric solution was used to determine a list of variability candidates based on the confidence level (CL), i.e., the percentage chance that an object is not variable due to random fluctuation. This algorithm is performed on each chip individually.

After passing all of the above tests and cuts, the results from the individual chip solutions are used to compile a final list of variable objects. Whether an object is ultimately determined to be variable depends both on the number of chips on which it was detected and the subset of those chips on which it was seen to vary. As a self-consistency check, any object detected on two or more chips is required to vary on *at least* the two R chips to be included in the variable object list. Any object only detected on one chip is disregarded, regardless of its variability characteristics.

Two lists of variables were compiled for each of the two time baselines: one list of objects which varied as described above at the 95% CL and a list of objects which varied at the 85% CL. With 13 months of data, a total of 301,472 ensemble objects were detected. Out of those objects, 2,631 were variable at the 85% CL and 1,580 were variable at the 95% CL. With the addition of another epoch of data, the baseline expanded to 26 months and 280,538 ensemble objects were detected, 2,051 of which were accepted at the 85% CL and 1,356 of which were accepted as variables at the 95% CL. While leaving the details of the data reduction algorithms and candidate selection process to be presented in Rengstorf et al. (2004), it is worth noting that the slight difference in the number of detected objects in the 13-month and 26-month data sets is due to a cut in the data which required an object to appear on a minimum percentage of the valid exposures.

Lightcurves for two representative variability candidates which were later confirmed as quasars are given in Fig. 1. Note the characteristic variability signature, which in both cases exhibits low-level fluctuations on short (i.e., monthly) time scale and larger fluctuations on an annual time scale.

### 2.2 Spectroscopic Observations

Once all the variable objects were identified, the next step was to separate the quasars from stars and other variable objects. While stellar in appearance, quasars generally have very distinctive broad emission lines (BEL) which easily distinguish them from variable stars. In order to identify which of the objects in the candidate list are quasars, spectra for each of the candidates are required. This was achieved by using the Hydra multi-object spectrograph (MOS) on the 3.5-meter WIYN222The WIYN Observatory is a joint facility of the University of Wisconsin-Madison, Indiana University, Yale University, and the National Optical Astronomy Observatory. telescope at Kitt Peak National Observatory. The MOS at WIYN is able to obtain spectra for several dozen objects at once, making it an ideal instrument for identifying large numbers of variable objects. Those objects which are both time-variable and have detectable BEL are considered to be quasars.

Initial observations were obtained over four nights between 2001 April 17 and April 21. The WIYN 316@7.0 grating (316 lines per millimeter with a blaze angle of $`7\mathrm{°}`$ and a plate scale of approximately $`0.23`$ nm per pixel) was used to obtain low resolution spectroscopy over a wide range of wavelengths ($`440`$ nm $`<\lambda <915`$ nm). The GG-420 filter was used to filter out light shortward of $`424`$ nm, avoiding overlap with the second-order spectra in the blue. The spectra are limited on the red end by both the decreased quantum efficiency of the detector beyond $`1000`$ nm and the large amount of atmospheric contamination in the near infrared.

The Hydra fields were selected from within the photometric scan region based on spatial clumping of variable objects so as to maximize the number of spectra obtained per field. Nine Hydra fields were imaged for a total of one hour each ($`3`$ exposures $`\times 20`$ min. each). These 9 fields cover approximately $`7.1deg^2`$ of the sky and contain a total of 248 candidate objects. Of these 248 candidates, 17 ($`6.9\%`$) were determined to be quasars. Additional observations were obtained over three nights between 2002 February 14 and February 16. The Hydra configuration described above for the 2001 observing run is identical to the configuration used during the 2002 observing campaign. Twelve Hydra fields were imaged for a total of one hour each ($`3`$ exposures $`\times 20`$ min. each). These 12 fields cover approximately $`9.4deg^2`$ of the sky and contain 203 candidate objects. Of these 203 candidates, 15 ($`7.4\%`$) were determined to be quasars. Table 1 reports the details for each of the fields observed during both observing runs. Each spectrum is classified as one of the following: a quasar (Q), showing distinctive broadened emission lines, a stellar spectrum (S), showing a characteristic blackbody-like curve over the observed wavelength range, an M dwarf star (M), showing the broad molecular absorption bands characteristic of cool M stars, and spectra with low or no noticeable signal or those that do not otherwise fit into the three categories (?) described above.

The spectroscopic data were reduced and analyzed using the *dohydra* IRAF333IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. package. Two representative spectra, corresponding to the light curves shown in Fig. 1, are presented in Fig. 2. Both show the prominent broadened emission lines used to identify the QUEST variable quasars.

## 3 Variable Quasars

It was possible to study variable quasars in two distinct ways: by spectroscopically confirming a subset of the candidates chosen via photometric variability and by comparing the list of candidates to a catalog of known quasars. The results of both methods are presented below.

### 3.1 Variable Quasar Discovery

The analysis of the reduced Hydra spectra was straightforward. In essence, it involved the visual inspection of the individual spectra. A quasar will make itself known with the presence of BEL features, generally several hundred Angstroms in equivalent width, on top of a roughly power-law continuum emission, which may or may not be in evidence. (A strong continuum detection is not necessary for confirmation based on the BEL.) A high signal-to-noise composite quasar spectrum from the FIRST Bright Quasar Survey (Brotherton et al., 2001) was used for line identification. In most cases, an estimate of the quasar redshift can be determined from a visual fitting of the emission features in evidence. Comparing emission line centers to line identifications from Brotherton et al. (2001), redshifts were determined to an accuracy of $`\sigma _zseveral\times 10^3`$ in all cases. By far the main contribution to redshift uncertainty was the difference in calculated redshifts from multiple emission lines in the same quasar. Care must be taken when considering the redshift of a quasar determined from only one emission line. MgII is often the only emission line in evidence. There is a slight, but noticeable blueshift of the MgII line as a function of the quasar color (e.g. Richards et al., 2003).

Table 2 lists the QUEST variable quasars discovered (or re-discovered) during the 2001 and 2002 spectral observing campaigns at the WIYN telescope. A total of 30 quasars were discovered during the two spectroscopic observing campaigns. During a subsequent literature search, 19 of these were found to be previously identified quasars and 11 are new discoveries. The spectra of each of the newly discovered variable quasars are given in Fig. 3. The cross reference information given for previously discovered quasars is obtained with an object-by-object catalog search on the confirmed quasars using the NASA Extragalactic Database (NED). If a NED quasar is within $`1\stackrel{}{\mathrm{.}}0`$ of a QUEST variable quasar, it is considered a rediscovery and the reference to the earliest known publication of that quasar is given. Also note that in two instances, a QUEST variable quasar has been matched to a published SDSS object for which there is published photometry, but not a spectrum (Abazajian et al., 2003). Those are noted parenthetically with the SDSS photometric classification.

While reserving a full discussion of the selection effects of a variability-selected sample of quasars in relation to those of a UVX- or color-selected sample for a subsequent paper, it is worth commenting briefly on the color information for the subset of quasars in table 2 that also have published SDSS photometry. 15 of the 30 variable quasars have published SDSS photometry and reliable color data (Abazajian et al., 2003). Of those, 13 have been marked as quasar targets based on their colors. Of the remaining two, one was initially marked as being explicitly excluded based on its color (QUEST J133647.3-004856.5) but was subsequently considered as a SDSS serendipitous target and spectroscopically verified as a SDSS quasar and is also listed as an optically-selected LBQS quasar (Hewett, Foltz, & Chaffee, 1995). The other quasar (QUEST J151631.0-000701.9) was classified as a photometric extended object by SDSS, but not flagged as a quasar candidate based on its colors. While 15 objects are not sufficient to make any substantive claims on the overlap or inherent selection effects in either selection process, it does begin to hint at the fact that the two populations of quasars are similar, but not identical. Further work and a much larger sample of quasars seen in both surveys will be necessary to make any quantitative claims as to the inherent biases and selection effects (if any) in the selection processes.

### 3.2 Known QSO Variability

In the 9th edition of the Veron-Cetty & Veron (2000), hereafter abbreviated as VC2000, there are over 13,000 known and cataloged quasars. Prior to direct spectroscopic confirmation of the quasar candidates at WIYN, it was possible to test our selection criteria by comparing the VC2000 catalog to the variability-selected candidate list.

VC2000 is a compilation from over 40 sources of published quasar and active galactic nuclei findings. The 9th edition contains 13,214 quasars, 462 BL Lac objects and 4,428 active galaxies and is updated periodically. Veron-Cetty & Veron (2000) define a quasar as an object that is starlike or has a starlike nucleus, has broad emission lines and has an absolute magnitude brighter than $`M_B=23`$ (Schmidt & Green, 1983). VC2000 lists J2000 astrometry for each object, as well as redshift, UBV or photographic photometry and radio (6 and 11 cm) flux densities when available.

Using only the data from the 1999 and 2000 epochs, there are 47 scans covering a time baseline of 13 months. There are 159 VC2000 quasars within the scan region bright enough to be detected in the QUEST scans and which have a reliable astrometric match with an object in the candidate list. Of those 159 quasars, 141 have sufficient photometry to warrant further consideration (i.e., objects that are seen through *at least* both R filters).

In a previous study, Cimatti, Zamorani, & Marano (1993) indicate that after one year, $`29\pm 8\%`$ of a sample of previously known quasars exhibited variability. Following these results, with a time baseline of 13 months and a sample of 159 VC2000 known quasars, it would be expected that $`46\pm 13`$ of those quasars would exhibit variability. Of the 141 VC2000 quasars under consideration, 53 (38%) meet the variability criteria explained above at the 85% CL with an average redshift of $`1.10\pm 0.75`$. Of those, 38 (27%) also vary at the 95% CL. These numbers are consistent with the findings of Cimatti, Zamorani, & Marano (1993) for a one-year baseline.

With the inclusion of the 2001 epoch data, there are now 69 scans covering a total of 26 months. The structure functions in Cristiani et al. (1996) and Trevese et al. (1994) indicate that quasar variability seems to increase steadily for at least several years in the quasar rest frame. With the caveat of redshift effects on the rest frame time baseline, doubling the time baseline from one year to two years should increase the number of quasars seen to be variable. Cimatti, Zamorani, & Marano (1993) report that $`50\pm 3\%`$ of their quasars were seen to vary over a time baseline of two years.

Using the same selection and matching criteria as with the 13-month baseline, there are 153 VC2000 quasars which are matched to a QUEST candidate in the 26-month data. Of those, 137 are seen on both R chips. As with the total number of detected objects, the difference in the number of detected VC2000 quasars (153 at 26 months versus 159 at 13 months) is a result of a cut in the data which requires an object to appear on a minimum percentage of the valid exposures. There are 83 ($`61\%`$) VC2000 quasars that meet the variability criteria at the 85% CL with an average redshift of $`1.25\pm 0.68`$, 74 ($`54\%`$) of which also vary at the 95% CL. This is consistent with the work done by Cimatti, Zamorani, & Marano (1993). It should be noted that, compared to the 13-month data, the incremental increase in the 26-month data between the 85% and 95% CL is much smaller. That is to say, after 2 years, the vast majority of the variable quasars that were detected are seen to vary at a very high confidence level.

## 4 Discussion

For the purposes of observing strategies and due to the limited telescope time for spectroscopic follow-up attempts, the variability candidate list was limited to those objects which have at least an 85% CL. However, if the inclusion of VC2000 quasars into the candidate list as a function of CL is analyzed *a posteriori*, trends become visible as both the CL and the time baseline change. Fig. 4 shows the completeness (i.e., the percentage of VC2000 QSOs determined to be variable) as a function of the CL. Both the 13-month and 26-month datasets are shown.

Two general trends are worth noting. Down to a relatively low ($`CL20`$) confidence level, the 26-month data show a higher completeness than the 13-month data. This is expected, under the assumption that the likelihood of variability increases with time baseline. While both curves monotonically increase, the 13-month data do not rise as rapidly at high CL and they do not level off through the intermediate CL values, as the 26-month data tend to. In the 13-month dataset, there is no clear distinction between variable and non-variable quasars. A gradually increasing number are accepted as variable as the CL criterion is loosened. Contrast this with the 26-month dataset, in which there is a high completeness even at a high CL (over 50% at the 95% CL). With the increased time baseline, the VC2000 quasars are beginning to show a marked distinction between variability and non-variability. Decreasing the CL cutoff through its intermediate values will not help in obtaining additional VC2000 quasars to the same extent that it does with the 13-month data set. This conclusion supports our decision to limit the list of candidates for spectroscopic confirmation to a relatively high CL.

The second-generation QUEST camera has recently been installed on the 48-inch Oschin Schmidt telescope at Palomar Observatory and is presently collecting data on both drift scan and ‘point and stare’ mode. The new site and telescope and the new camera design (112 thinned CCD chips, $`13\mu `$ pixels, $`0.87`$ arcsec per pixel) will all work to improve the photometry to be obtained by QUEST in upcoming data collection. With the addition of a series of variability scans in the spring of 2004, the time baseline will increase from 26 months to $`60`$ months. With a roughly $`250\%`$ increase in baseline and improved photometry, a variability-selected sample will result in a more complete and more efficient list of objects suitable for spectroscopic confirmation as quasars. It is expected that the separation into a group of ‘definitely variable’ QSOs and a group of ‘definitely nonvariable’ QSOs, illustrated in Fig. 4, will also grow more distinct. In addition, The SDSS First Data Release (Abazajian et al., 2003) and the 2dF QSO Redshift Survey (Croom et al., 2003) will provide a more complete sample of published QSO spectra to which to compare the QUEST variable object list, resulting in more robust statistics concerning the completeness and efficiency of the selection criteria used in this and future work.

Future work in this field may also benefit from the study of the light curve itself, either via statistical testing for the time frames that contribute to variability (eg. Simonetti, Cordes, & Heeschen, 1985) or higher-mode testing for intermittency in a nonlinear signal (eg. Vio, Cristiani, Lessi, & Provenzale, 1992). The addition of a zero proper motion (eg. Meusinger, Scholz, Irwin, & Lehmann, 2002) or color-based criteria (eg. Richards et al., 2002) to the variability testing are also promising methods of increasing the survey efficiency over variability alone, although understanding the implicit selection effects due to heterogeneous selection techniques may become an issue.

## 5 Conclusions

The few subjects touched on in the previous section show that this project lends itself well to future directions for research. Additional epochs of observational data can only improve the search for quasars via variability. Various tests can illuminate the properties of the variable objects already in hand. However, as a cohesive and complete body of work, this research has proved fruitful and offers its own conclusions.

A three-year campaign of high galactic latitude drift scan observations was carried out at the Venezuelan National Observatory from February 1999 to April 2001, resulting in 69 usable observations. These data were processed and reduced using standard data reduction algorithms, and analyzed for the presence of variable objects.

The total number of ensemble objects dropped from over 300,000 after 13 months to about 280,000 after 26 months. The 24 scans taken during 2001 March and April effectively doubled the time baseline and increased the total number of scans by approximately 50%. The additional scans allowed for better statistics in both ensemble object selection and variability determination and also allowed for more reliable rejection of false positives. In addition, the increased time baseline allowed for a greater fraction of known quasars to be detected as variable objects.

The spectroscopic confirmation of a subset of these variable objects showed that optical variability can be used as a means of discovering, or re-discovering, quasars. During two observing campaigns, a total of 30 quasars were detected, 9 of which are new discoveries.

The thirty quasars discovered, or rediscovered, by this survey show variability-selection of quasar candidates to be a qualified success. Both spectroscopic confirmation observing campaigns proved to be more efficient than the statistics of the variable VC2000 QSOs predicted. With a time baseline of only 26 months to date, variability as a means of quasar detection is expected to increase in effectiveness as additional epochs of data are added to the QUEST data. In the meantime, various methods of statstical analysis can be investigated as a means to further improve the efficiency of the spectroscopic observations.

This work is based on a Ph.D. dissertation submitted to Indiana University in August 2003 (Rengstorf, 2003) and was supported in part by a grant by the National Science Foundation to Indiana University. Adam Rengstorf would also like to thank Robert Brunner for insightful discussions about synoptic sky surveys.


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# Inelastic scattering approach to the theory of a tunnel magnetic transistor source

## Abstract

The high efficiency of a tunnel magnetic transistor as a source of spin-polarized electrons has been proven recently \[X. Jiang et al., Phys. Rev. Lett. 90, 256603 (2003)\]. A concept of this device based on an active group of hot electrons controlling the collector current and experiencing predominantly inelastic scattering in the base is developed. It takes into account the interconnection between the injection and filtering of spin-polarized electrons in different elements of the device. Explicit expressions for the parameters of the device in terms of the basic parameters of the system are presented.

Despite spectacular progress achieved during the last couple of years, efficient spin injection from ferromagnetic (FM) metallic emitters still remains one of the central problems of semiconductor spintronics.reviews  There are two basic approaches to this problem. The first approach is based on the injection of nearly equilibrium electrons in a diffusive or a ballistic regime. It is well understood now that the failure of the initial attempts to inject spin polarized currents from FM metals into semiconductor microstructures was caused by “perfect” (low resistance) contacts producing the “bottlenecking”JS87  or “conductivity mismatch”Sch00  problem. Since the role of resistive spin-selective contacts had been understood,R00  an impressive experimental progress has been achievedPlo01 ; HJ01 ; Jon01 ; Saf01 ; Weiss02 ; Jap02 ; Samarth02 ; Dutch02  and the attention of experimentersHan03  and theoristsAS03  shifted to tailoring contact barriers of a proper shape.

The second approach, that is central for the present paper, is based on the spin-valve transistor that is a three-terminal device operating on hot electrons.Mon98  This device supplements the perpendicular to plane geometry of GMRGMR  with semiconductor elements to achieve a large potential drop. Its recent modification including a tunnel barrier and called a magnetic tunnel transistor (MTT) source produces spectrally narrow spin-polarized electron beams. It already provided spin injection at the level of 10% and magnetocurrents of about 3400 %.SM01 ; Park1 ; Park2  In what follows I propose an analytical theory of such spintronic devices. This theory of three-terminal devices (like MTT), although based on a different physical concept, in its formalism generalizes the theory of two-terminal diffusiveFZDS02  and ballisticKR03  devices and, therefore, establishes a connection to them. It is an important property of the MTT source that it employs both spin injection and spin filtering and, in this way, increases spin polarization of the electron beam. The theory demonstrates explicitly how these two mechanisms work together and specifies the parameters controlling spin polarized currents.

A basic scheme of MTT is shown in Fig. 1. A FM emitter is a source of a spin polarized electron current $`j_e`$. Because the transparency of a tunnel barrier decays fast, nearly exponentially, when electron energy $`E`$ decreases below the emitter Fermi energy $`E_F^c`$, the tunnel current is mostly confined to a narrow region $`EE_F^e`$, its width being restricted by the temperature $`T`$ and the $`E`$\- dependence of the transparency. The device usually operates with $`E`$ just above the top of the Schottky barrier $`E_S`$, $`EE_S`$,Park2  hence, the collector current $`j_c`$ originates from the spectrally narrow beam of “active” electrons in the base, $`EE_F^eE_S`$. A textbook model of ballistic or quasielastically scattered electrons entering the collector inside its acceptance cone is hardly applicable to MTT. Indeed, (i) the scattering of fast electrons is usually inelastic, (ii) inelastic scattering knocks electrons out of the active-electron beam when its spectral width is small, and (iii) electron scattering at the metallic interfaces is far from specular, hence, the notion of the acceptance angle is ambiguous. For these reasons, I employ a model in which inelastic scattering in the base plays the critical role, and $`j_c`$ comes only from the electrons that crossed the base without collisions. The rest of the electrons lose their energy and make the base current $`j_b=j_ej_c`$.ballast  Because the scattering in the FM base is spin dependent, spin filtering in the base influences the spin polarization of $`j_c`$. Therefore, the spin polarization of the collector current depends both on the spin injection coefficient $`\gamma _e`$ of the FM emitter and on the spin filtering in the FM base.

The model used below is based on the fact that when the active-electron energy is high enough over the Fermi energy of the base $`E_F^b`$, $`V_{eb}1`$ V, both electron-electron and electron-phonon scattering are inelastic and strongly enhanced in the magnitude. In particular, the data showing that the electron mean free path is usually much shorter for minority than for majority carriersPark2 ; RB00 ; comm  indicate an essential role of electron-electron scattering. Therefore, elastic scattering in the base will be disregarded. When $`E_F^eE_S`$, the active-electron beam is spectrally narrow, and the very first inelastic collision experienced by an electron in the base removes it from the active group irreversibly if the temperature is low to moderate. One more simplification comes from the fact that the roughness of interfaces relaxes the in-plane momentum conservation essentially; indeed, wide angular distributions have been reported.SM01  Therefore, in what follows the interfaces are considered diffusive. This assumption simplifies the calculations significantly and reduces the number of arbitrary parameters. With these two basic assumptions, the system of coupled equations for MTT has been solved and explicit expressions for the basic parameters are presented.

The spin-transport problem should be solved in different parts of the device separately, and the solutions for spin-injection coefficients, $`\gamma `$, should be matched at the interfaces (in the spirit of the $`\gamma `$-technique of Ref. R02, ). As usual, spin relaxation at the interfaces is neglected, i.e., they are assumed spin conserving.

The FM emitter. Inside the emitter, the current is carried mostly by the electrons in close vicinity of $`E_F^e`$. Therefore, the distribution function can be written as $`f_\alpha (x,v_x)=f_0(E)+(df_0/dE)\psi _\alpha (x,v_x)`$, where $`\alpha =(,)`$ is the spin index and $`\psi _\alpha (x,v_x)`$ depends only on the direction of the velocity $`𝐯`$. The Boltzmann problem for the emitter can be reduced to a Milne equation and solved when the spin-diffusion length $`L_e`$ is large as compared with the electron mean free path.KR03  For this purpose it is convenient to change from the functions $`\psi _\alpha (x,v_x)`$ to functions $`e\zeta _\alpha (x,v_x)=[\psi _\alpha (x,v_x)+e\phi (x)]`$, where $`\phi (x)`$ is the electrostatic potential and $`e`$, $`(e>0)`$, is the electron charge. Far from the tunnel junction, in the diffusion region, the functions $`\zeta _\alpha (x,v_x)`$ averaged over $`𝐯`$ acquire the meaning of electrochemical potentials $`\zeta _\alpha (x)`$. A solution of the Boltzmann problem depends on the boundary values $`\zeta _\alpha ^<`$ of $`\zeta _\alpha (x,v_x)`$ for left moving electrons, $`\zeta _\alpha ^<`$ being independent of $`v_x<0`$ because of the diffusive interface scattering. The spin injection coefficient $`\gamma _e=(j_{}j_{})/j_e`$ at the contact boundary, when expressed in terms of these constants, reads

$$\gamma _e=(\zeta _{}^<\zeta _{}^<)/2r_ej_e+\mathrm{\Delta }r_e/r_e.$$
(1)
Here $`j_e=j_{}+j_{}`$ is the emitter current, resistances are

$$r_e=(r_{}^e+r_{}^e)/4,\mathrm{\Delta }r_e=(r_{}^er_{}^e)/4,r_\alpha ^e=L_e/\sigma _\alpha ^e,$$
(2)
$`L_e`$ is a spin-diffusion length, and $`\sigma _\alpha ^e`$ are conductivities of spin-up and spin-down electrons.quarter

The tunnel barrier. Spin polarized currents across a spin-conserving tunnel barrier can be written as

$$j_\alpha =e^2t_\alpha ^{eb}\zeta _\alpha v_\alpha _++t_\alpha ^{be}j_\alpha ^{}(L),$$
(3)
where brackets $`\mathrm{}`$ indicate averaging both over the direction of $`𝐯`$ and over energy, the subscript plus at the brackets shows that averaging over $`𝐯`$ should be performed only over the right hemisphere, and $`t_\alpha ^{eb}`$ and $`t_\alpha ^{be}`$ are the barrier transparencies for the right- and left-moving electrons, respectively, near the energy $`EE_F^e`$. $`j_\alpha ^{}(L)`$ stands for the current of those left-moving electrons at the left boundary of the base that were reflected elastically from the Schottky barrier and did not experience inelastic scattering in the base; hence, they have enough energy to return to the emitter. In Eq. (3), the currents of right- and left-moving electrons are written in a different form because the former electrons are described by a slightly perturbed Fermi distribution while the distribution of the latter ones is strongly nonequilibrium and the second term in Eq. (3) only includes active electrons, i.e. those that have not undergone inelastic scattering in the base.

Writing the currents $`j_\alpha `$ at both sides of the barrier through the contributions from the left- and right-moving electrons

$$j_\alpha =e^2[\zeta _\alpha v_\alpha _++\zeta _\alpha ^<v_\alpha ^e_{}],j_\alpha =j_\alpha ^{}(L)+j_\alpha ^{}(L)$$
(4)
and eliminating the first terms of these expressions from Eqs. (3) and (4), one finds

$$(1t_\alpha ^{eb}t_\alpha ^{be})j_\alpha =e^2t_\alpha ^{eb}\zeta _\alpha ^<v_\alpha ^e_{}t_\alpha ^{be}j_\alpha ^{}(L).$$
(5)
Using $`v_\alpha ^e_{}=\rho _\alpha ^ev_\alpha ^e/4`$, where $`\rho _\alpha ^e`$ is the density of states at the emitter Fermi level, and applying the detailed balance principle $`t_\alpha ^{eb}\rho _\alpha ^ev_\alpha ^e=t_\alpha ^{be}\overline{\rho }_\alpha ^b\overline{v}_\alpha ^b`$, one finds the product $`t_\alpha ^{eb}v_\alpha ^e_{}`$ in terms of the parameters of the base. The bars in $`\overline{\rho }_\alpha ^b`$ and $`\overline{v}_\alpha ^b`$ indicate that these parameters of the electrons of the base should be taken at the Fermi energy of the emitter $`E_F^e`$ (rather than at the Fermi energy $`E_F^b`$ of the base). Therefore, $`\overline{\rho }_\alpha ^b`$ and $`\overline{v}_\alpha ^b`$ depend on the voltage $`V_{eb}`$, $`\overline{\rho }_\alpha ^b=\overline{\rho }_\alpha ^b(V_{eb})`$ and $`\overline{v}_\alpha ^b=\overline{v}_\alpha ^b(V_{eb})`$, and with $`V_{eb}1`$ V the difference may be rather strong. The product $`\overline{\rho }_\alpha ^b\overline{v}_\alpha ^b`$ can be related to the volume $`\overline{V}_\alpha ^b(k)`$ contained inside the constant-energy surface $`E_\alpha ^b(𝐤)=E_F^e`$ in the momentum space of the base as $`\overline{\rho }_\alpha ^b\overline{v}_\alpha ^b=(1/8\pi ^3\mathrm{})(d\overline{V}_\alpha ^b/dk)`$. Finally, Eq. (5) can be rewritten as

$$j_\alpha =[\zeta _\alpha ^<+r_\alpha ^bj_\alpha ^{}(L)]/r_\alpha ^t,$$
(6)
where

$$r_\alpha ^b=16\pi ^2(h/e^2)dk/d\overline{V}_\alpha ^b,r_\alpha ^t=r_\alpha ^b(1t_\alpha ^{be}t_\alpha ^{eb})/t_\alpha ^{be},$$
(7)
and $`h=2\pi \mathrm{}`$. The currents $`j_\alpha ^{}(L)`$ will be found below.

The resistances $`r_\alpha ^b=r_\alpha ^b(V_{eb})`$ depend only on the energy spectrum of the base and on the voltage $`V_{eb}`$. When $`V_{eb}=0`$, hence $`E_F^b=E_F^e`$, these resistances coincide with the Sharvin resistances of the base that are spin dependent because the base is ferromagnetic. Therefore, they can be considered as generalized Sharvin resistances.

The arguments similar to those of Ref. KR03,  prove that the coefficients $`r_\alpha ^t`$ are always positive, hence, they can be identified as spin dependent contact resistances.

Using Eq. (6) and the fact that the total current across the tunnel barrier equals $`j_e`$, one finds the spin injection coefficient across it

$`\gamma _t`$ $`=`$ $`\mathrm{\Delta }r_t/r_t`$ (8)
$``$ $`\{(\zeta _{}^<\zeta _{}^<)+[r_{}^bj_{}^{}(L)r_{}^bj_{}^{}(L)]\}/2r_tj_e,`$
where

$$r_t=(r_{}^t+r_{}^t)/4,\mathrm{\Delta }r_t=(r_{}^tr_{}^t)/4.$$
(9)
The base and the Schottky barrier. Eq. (6) includes currents $`j_\alpha ^{}(L)`$. To find them, the equations for the two right regions of Fig. 1 should be solved. The following assumptions will be made: (i) the scattering of active electrons in the base is inelastic, (ii) the scattering at the Schottky barrier is diffusive and elastic, and (iii) the scattering in the semiconductor to the right of the Schottky barrier is inelastic, hence, electrons lose their energy fast enough to not return to the base. E.g., if the barrier is steep (its shape is controlled by the potential $`V_{cb}`$) electrons acquire enough energy at a mean free path to emit optical phonons and lose energy fast enough.

Under these conditions the current of right-moving electrons at the right edge of the base equals

$$j_\alpha ^{}(R)=E_2(d/l_\alpha )j_\alpha ^{}(L),E_n(\xi )=_1^{\mathrm{}}\frac{dv}{v^n}e^{v\xi },$$
(10)
where $`l_\alpha `$ are the electron mean free paths in the base and $`d`$ is the base thickness. Functions $`E_n(\xi )`$ are typical of different transport problems. The function $`E_2(\xi )1`$, that decays faster than an exponent $`\mathrm{exp}(\xi )`$, describes the decrease in the current of active electrons because of the inelastic scattering in the base. The enhanced decay comes from the cut-off of oblique electrons moving outside the cone that is getting narrower as $`\theta _\alpha \sqrt{l_\alpha /d}`$ when $`d/l_\alpha `$ increases. With $`t_\alpha ^S`$ being transparencies of the Schottky barrier for $`\alpha `$-electrons, the similar arguments result in the following expressions for the currents of left-moving active electrons at the left edge of the base

$$j_\alpha ^{}(L)=(t_\alpha ^S1)E_2^2(d/l_\alpha )j_\alpha ^{}(L).$$
(11)
Eqs. (4) and (11) permit one to find currents $`j_\alpha ^{}(L)`$ in terms of the spin injection coefficient $`\gamma _L`$ at the left edge of the base and of the emitter current $`j_e`$

$$j_{}^{}(L)=(1+\gamma _L)j_e/2F_{},j_{}^{}(L)=(1\gamma _L)j_e/2F_{},$$
(12)
where the factors

$$F_\alpha =[1(1t_\alpha ^S)E_2^2(d/l_\alpha )]1$$
(13)
describe spin filtering in the FM base and by the Schottky barrier. Substituting Eqs. (12) into Eq. (8), one finds that spin-dependent resistances of the base $`r_\alpha ^b`$ combine with filtering factors $`F_\alpha `$. Their ratios

$$r_\alpha ^f=r_\alpha ^b/F_\alpha $$
(14)
acquire the meaning of new effective resistances of the base.

Spin injection coefficients. Using Eqs. (1), (8), and (12), one can eliminate the factor $`(\zeta _{}^<\zeta _{}^<)`$ and the currents $`j_\alpha ^{}`$. Then, applying the spin-current conservation condition, $`\gamma _e=\gamma _t=\gamma _L`$, one finds the spin injection coefficient of the emitter

$$\gamma _e=(\mathrm{\Delta }r_e+\mathrm{\Delta }r_t+\mathrm{\Delta }r_f)/(r_e+r_t+r_f),$$
(15)
where

$$r_f=(r_{}^f+r_{}^f)/4,\mathrm{\Delta }r_f=(r_{}^fr_{}^f)/4.$$
(16)
Eq. (15) resembles the equations of the diffusiveR02  and ballisticKR03  theory for spin injection coefficients. In all cases, the denominator of $`\gamma `$ includes a sum of the effective resistances of all elements while the numerator includes a sum of their spin selectivities, i.e., the differences of the effective resistances for spin-down and spin-up electrons. Of course, specific expressions for these resistances depend on the system and on the model.

Because MTT is considered as a source for spin injection into a semiconductor collector across a Schottky barrier, the spin injection coefficient $`\gamma _c=(j_{}^cj_{}^c)/j_c`$ is of primary interest. In the framework of our model $`j_\alpha ^c=t_\alpha ^Sj_\alpha ^{}(R)`$, hence, one easily finds

$$\gamma _c=(_{}r_{}_{}r_{})/(_{}r_{}+_{}r_{})$$
(17)
where

$$r_\alpha =r_\alpha ^e+r_\alpha ^t+r_\alpha ^f,_\alpha =F_\alpha /t_\alpha ^SE_2(d/l_\alpha ).$$
(18)
Comparing Eqs. (15) and (17) shows that both expressions include the same total effective resistances $`r_\alpha `$ of the spin channels. However, Eq. (15) includes their differences and sums directly while in Eq. (17) these resistances are weighted with the factors $`_\alpha `$.

In the same notations, the transfer ratio of the transistor equals

$$j_c/j_e=(r_{}/_{}+r_{}/_{})/(r_{}+r_{}).$$
(19)
Eqs. (17) and (19) are the final results of the theory.

Discussion. The above simple theory of a MTT spin-polarized electron source is based on the assumption that the collector current is carried by collisionless active electrons injected into the base from the emitter in a narrow spectral region near its Fermi energy $`E_F^e`$. Elastic scattering in the base was disregarded while inelastic scattering, removing electrons irreversibly from the active region, confines the active electrons inside a central cone even when interfaces are diffusive.

Eq. (17) for the spin injection coefficient of the MTT source reflects the interplay of the spin-emission and spin-filtering cascades (the emitter + tunnel contact block and the base + Schottky contact block, respectively). The former cascade is described by the resistances $`r_\alpha ^{et}=r_\alpha ^e+r_\alpha ^t`$. Its efficiency as a spin polarizer and the sign of the spin polarization depend of the difference $`r_{}^{et}r_{}^{et}`$. The latter cascade is described by generalized Sharvin resistances $`r_\alpha ^b`$ and filtering coefficients $`F_\alpha `$ and $`_\alpha `$. It is seen from Eqs. (14), (17) and (18) that these coefficients enter into $`\gamma _c`$ as weighting factors renormalizing the resistances $`r_\alpha `$ and $`r_\alpha ^b`$. A direct calculation shows that $`d\gamma _c/dt_{}^S>0`$ and $`d\gamma _c/dl_{}>0`$. Therefore, an increase in $`t_{}^S`$ and $`l_{}`$ enhances or reduces spin polarization of the source depending on the sign of the spin polarization provided by the first cascade.

Resistances $`r_\alpha `$ in Eq. (17) are sums of the resistances of different elements of the device. Therefore, $`\gamma _c`$ is controlled by the elements having the largest resistances. In particular, ballistic transport in the base cannot solve the conductivity mismatch problem.KR03  When the scattering in the base is weak, there are its Sharvin resistances $`r_\alpha ^f`$ (modified by the filtering) that compete with the resistances of the different elements of the device.

MTT operates with the energy of hot electrons $`EE_S`$. When $`E>E_S`$, tunnel transparencies $`t_\alpha ^S`$ decrease with $`(EE_S)`$ according to a power law because of the potential singularity at the interface. Energy dependence of $`\gamma _c`$ and $`j_c/j_e`$ in this region is sensitive to the barrier shape. When $`E`$ is essentially larger than $`E_S`$, the theory is not applicable because of increasing number of electrons that underwent inelastic scattering but still retained enough energy to overcome the Schottky barrier.

The effect of the elastic scattering in the base and the specular component of the interface scattering that have been disregarded are both material and technology dependent. The contributions of these mechanisms cannot be found from general arguments and should be evaluated for specific devices from the experimental data.

In conclusion, a theory of a magnetic tunnel transistor source of spin polarized electrons based on the concept of the dominant role of inelastic electron scattering has been developed. The theory takes into account the coupling between the spin-injection and spin-filtering blocks of the device. Explicit expressions for the spin injection coefficient $`\gamma _c`$ and the transistor transfer ratio $`j_c/j_e`$ are presented.

The financial support from DARPA/SPINS by the ONR Grant N000140010819 is gratefully acknowledged.


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# An X-ray absorption analysis of the high-velocity system in NGC 1275

## 1 Introduction

Optical imaging and spectroscopy first established the existence of two distinct emission line systems toward NGC 1275, the central cD galaxy of the Perseus cluster: a low-velocity component associated with the cD galaxy itself at 5200 $`\mathrm{km}\mathrm{s}^1`$and a high-velocity component at 8200 $`\mathrm{km}\mathrm{s}^1`$projected nearby on the sky (Minkowski 1955,1957). Since then, observations in H$`\alpha `$, radio, optical, and X-ray bands have revealed a web of H$`\alpha `$ filaments surrounding and comoving with the cD galaxy (Lynds 1970; Heckman et al 1989) as well as absorption by the high-velocity system placing it in front of the cluster core (De Young, Roberts, $`\&`$ Saslaw 1973; Rubin et al 1977; Kent $`\&`$ Sargent 1979; Boroson 1990; Fabian et al 2000). The high-velocity system (HVS) is likely a galaxy falling into the Perseus cluster at 3000 $`\mathrm{km}\mathrm{s}^1`$; however, the complexity of the NGC 1275 system has left many unanswered questions. In particular, the nature of the interaction between the infalling galaxy, the cD galaxy, and the H$`\alpha `$ filaments is not well understood.

Early models of NGC 1275 describe two galaxies in the process of merging (Minkowski 1955, 1957). Support for this theory includes possible spatial correspondence between the low and high-velocity systems (Hu et al 1983; Unger et al 1990), gas at intermediate velocities between 5200 and 8200 $`\mathrm{km}\mathrm{s}^1`$(Ferruit et al 1997), and possible disruption and associated star formation in both the HVS and cD galaxy (Hu et al 1983; Unger et al 1990; Boroson 1990; Shields $`\&`$ Filippenko 1990). However, all of these phenomena could potentially be explained by a previous interaction of the low and/or high-velocity system with a third gas-rich galaxy or system of galaxies (Holtzman et al 1992; Conselice, Gallagher, $`\&`$ Wyse 2001), or by influences from the surrounding dense intracluster medium (ICM) (Fabian $`\&`$ Nulsen 1977; Sarazin 1988; Boroson 1990; Caulet et al 1992).

The mass of the HVS is an important parameter that could help classify the galaxy as well as determine its history. Van Gorkom $`\&`$ Ekers (1983) find an upper limit of $`2.5\times 10^9\mathrm{M}_{}`$ on the HI mass of the galaxy that classifies it as type sC or earlier; but it has also been suggested that low mass content could be evidence of ram pressure stripping or a past interaction with another galaxy (Conselice et al 2001). Also, evidence of shocked gas would support the theory that the HVS is undergoing current interaction.

In addition to the mass of the HVS, its position relative to the cluster core still needs to be determined. Although it is accepted that the HVS lies in front of the cluster core, attempts to quantify the distance have resulted in various inconclusive estimates (van Gorkom $`\&`$ Ekers 1983; Pedlar et al 1990; Fabian et al 2000). Because the NGC 1275 system consists of multiple, possibly interrelated components, a more accurate determination of the mass and position of the HVS would aid characterization of the entire system.

The hot ICM provides a background of X-rays for viewing the HVS in X-ray absorption. A previous 25 ks *Chandra* observation (Fabian et al 2000) yielded estimates for the average column density and total mass of the HVS. We now present results from a deep 200 ks *Chandra* observation which provides a more lucid picture of the HVS morphology and allows both column density and total mass to be more accurately determined. In addition, we use temperature mapping to search for shocked gas, and deprojection methods to place a lower limit on the distance of the HVS from the cluster core.

The Perseus cluster is at a redshift of 0.0183. We assume that $`H_0=70\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, which gives a luminosity distance to the cluster of 80 Mpc and a scale of 1 kpc corresponds to about 2.7 arcsec.

## 2 Morphology

Fig. 1 shows a 1.77 by 0.89 arcmin section of the 200 ks X-ray image covering the energy range 0.5-1 keV. The high-velocity system can clearly be seen in absorption to the north of the bright NGC 1275 nucleus which is at RA 3 19 48, Dec +41 30 42 J2000. Projected behind the HVS are regions of low X-ray luminosity and surrounding bright rims associated with the radio lobes of the central source (Fabian et al 2000). At least 4 areas of deep absorption are clearly visible (one just to the east of the nucleus, two just to the west of the nucleus, and one further west at RA 45 sec).

For comparison, an HST image of the same region (filter 702W, dataset u2pf0404b) is shown in Fig. 2 (the image has been unsharp masked in gimp111http://www.gimp.org/ to bring out the absorption features). We note close correspondence between the deep X-ray absorption features and the optical absorption features.

Also, the point source at RA 03 19 46.35 Dec +41 30 43.6 detected in the X-ray image (Fig. 1) is visible in the HST image, suggesting it may be associated with star clusters in the HVS. The point source at RA 03 19 48.06 Dec +41 31 01.9 detected in the X-ray image (Fig. 1) is not visible in the HST image.

In addition to the regions of deep absorption, it is likely that weaker, more diffuse absorption is occurring between and around the deep absorption. However, it is difficult to discern this diffuse absorption in Fig. 1 due to the change in background brightness over the HVS. Fig. 3 shows the ratio of a soft (0.5-1 keV) and a hard (2-5 keV) X-ray image binned to a resolution of 1.96 arcsec (4 pixels). The regions of likely diffuse absorption are indicated a-d. These regions are marked by intermediate ratios between the lowest ratios, occurring at the positions of deep absorption, (dark) and the characteristic ratios everywhere else (light). Since it appears unlikely that variations of the ICM temperature, abundance, or galactic absorption could cause these features, we are confident that (a-d) are in fact regions of absorber in the HVS.

## 3 X-ray Spectral Analysis

In order to quantify the absorption column density structure of the HVS, we fit spectra extracted from bins of several different spatial resolutions. First, the region seen in all previous figures was divided into a grid of 7.84 arcsec (16 pixel) square bins. Spectra were extracted from each of these bins and fit from 0.6-8 keV (this energy range assumed from hereon for all spectral fits) with a single temperature mekal spectral model (Mewe, Gronenschild $`\&`$ van den Oord 1985; Liedahl, Osterheld $`\&`$ Goldstein 1995) absorbed by a phabs model (Balucinska-Church $`\&`$ McCammon 1992). Since the HVS lies at relatively low $`z`$, the galactic and HVS absorption were both modelled by the single phabs component. The absorption column, temperature, and mekal abundance (assuming solar ratios of Anders $`\&`$ Grevesse 1989) were left free for these fits. The mean reduced-$`\chi ^2`$ of the fits was 1.1 and no significant residuals were seen at low energy. The image was then divided into a higher resolution grid of 1.96 arcsec (4 pixel) square bins. Spectra were again extracted and fit with a single temperature mekal model and phabs absorber, but this time the temperature and mekal abundance were fixed at the appropriate value obtained by fitting the low-resolution grid, thus leaving only the absorption column density and normalization as free parameters. The mean reduced-$`\chi ^2`$ of the fits was 1.0. The rational behind this two-scale approach is that we expect the background temperature and abundance to vary on smaller scales than the absorber. The result of these fits yielded a map of the combined galactic and HVS $`N_\mathrm{H}`$. In order to isolate the HVS $`N_\mathrm{H}`$, we took the mean of a 30 by 50 arcsec region to the left of the HVS to be an indication of the galactic $`N_\mathrm{H}`$ contributing to each bin, and subtracted this value from every bin over the entire region. The final results of the 1.96 arcsec resolution fits, with galactic $`N_\mathrm{H}`$ subtracted, are seen as an HVS column density map in Fig. 4. The average $`N_\mathrm{H}`$ of the HVS is about $`1\times 10^{21}\mathrm{cm}^2`$ with a range from $`5\times 10^{20}`$ to $`5\times 10^{21}\mathrm{cm}^2`$. The 1$`\sigma `$ uncertainty in $`N_\mathrm{H}`$ is $`0.3\times 10^{21}\mathrm{cm}^2`$ for the lowest values, and $`0.6\times 10^{21}\mathrm{cm}^2`$ for the highest values. Our previous conclusion that diffuse absorption is occurring between and around the regions of deep absorption is supported by the correspondence between Fig. 3 and Fig. 4. Summing the columns of gas leads to a total absorbing mass of $`(1.32\pm 0.05)\times 10^9\mathrm{M}_{}`$ at solar abundance. 75 per cent of the absorbing mass is contained in the four regions of deepest absorption.

We also fit spectra from a 0.49 arcsec square grid, minimizing $`C`$ statistics (Cash 1979) rather than $`\chi ^2`$ due to the low number of counts per spectral bin. Fig. 5 shows the resulting column density map (including galactic and HVS), smoothed with a Gaussian of 1 pixel. Though the errors on these column densities are large, the smoothed image provides a qualitative illustration of the HVS column density structure.

The *Chandra* datasets used here are those presented in Fabian et al (2003), corrected for time-dependent gain shift using the corr\_tgain utility (Vikhlinin 2003) and the corrgain2002-05-01.fits correction file. In all cases, a background spectrum generated from blank-sky observation was used, however the contribution of this background was insignificant. Response matrices and auxiliary responses based on the centre of the cluster were applied over the entire 1.77 by 0.89 arcmin region, and the auxiliary response files were corrected for low energy QE degradation222http://cxc.harvard.edu/cal/Links/Acis/acis/Cal\_prods/qeDeg/ using the corrarf routine (Vikhlinin 2002) to apply the acisabs absorption correction (Chartas & Getman 2002). We found that using a contamarf correction333http://space.mit.edu/CXC/analysis/ACIS\_Contam/script.html instead of a corrarf correction caused the $`N_\mathrm{H}`$ values across the entire region to increase by $`0.2\times 10^{21}\mathrm{cm}^2`$. However, this difference can be incorporated into the subtraction of the galactic $`N_\mathrm{H}`$, thus the choice of correction does not affect the HVS $`N_\mathrm{H}`$. In the 7.84 arcsec and 1.96 arcsec fits, the spectra were binned to include a minimum of 20 counts per spectral bin. The spectra from the 0.49 arcsec grid were not binned due to low numbers of counts. On all column density maps, the circular region of radius about 5 arcsec centred on the NGC 1275 nucleus should be ignored.

By examining column density maps at several different spatial resolutions, we suspect that the $`N_\mathrm{H}`$ of the HVS is likely varying on scales smaller than that resolved by the map at 1.96 arcsec resolution. If the bin from which the spectrum is extracted contains multiple absorption column density components, then the contribution to the spectrum from the less absorbed areas will dominate, causing the column density obtained from spectral fitting to be lower than the mean column density weighted by the covering fraction of each component. To quantify this effect we faked a spectrum with 2 mekal components of equal normalization, both with a temperature of 3 keV and an abundance of 0.6 solar. One of the components was phabs absorbed by a hydrogen column density of $`10^{21}\mathrm{cm}^2`$ and the other by a hydrogen column density of $`10^{22}\mathrm{cm}^2`$. We fit the faked spectrum with a single temperature mekal spectral model and phabs absorber. The best fit column density was $`2\times 10^{21}\mathrm{cm}^2`$ within uncertainties, independent of S/N, rather than the mean of $`5.5\times 10^{21}\mathrm{cm}^2`$. As a result of this effect, the absorbing mass calculated from the 1.96 arcsec column density map is likely to be a lower limit on the true value. A further systematic uncertainty derives from the abundance of the gas. The main absorber in the HVS is likely to be oxygen and $`N_\mathrm{H}`$ and the total absorbing mass both depend on the HVS metal abundance. The phabs model assumes solar abundance to calculate $`N_\mathrm{H}`$, and we assumed solar abundance to calculate the total absorbing mass. Therefore, if the metal abundance is less than solar, the $`N_\mathrm{H}`$ and total absorbing mass will be greater than that found above, and vice versa if greater than solar.

In order to search for high temperature shocked gas, we also fit the 7.84 arcsec resolution grid with 2 mekal temperature components. The mekal abundances were left free and tied, and a single phabs absorber was applied. A comparison of the two temperature maps obtained from these fits shows no indication of high temperature gas associated spatially with the HVS. Based on this fairly simple approach, we see no direct evidence for shocked gas in the HVS. For a more quantitative approach we have set the upper temperature in these two-temperature spectral fits to the likely shock temperature of 11 keV. We then find the emission integral of hot gas $`n^2\mathrm{},`$ where $`\mathrm{}`$ is the length of the shock region along the line of sight, to be less than about $`3\times 10^{20}`$ cm-5. If $`\mathrm{}`$ is comparable to the size of the HVS of about 10 kpc and the density jump is the strong shock value of 4, then the preshock intracluster medium must then have a density less than about 0.025 cm-3. From the density profile given in Fabian et al (2003), this corresponds to a radius greater than 25 kpc from the nucleus of NGC 1275.

## 4 Distance of HVS from the nucleus of NGC 1275

We have above given an estimate of the minimum distance of the HVS from NGC 1275 based on the lack of high temperature emission from shocked gas. We now obtain a tighter constraint from the depth of the absorption seen. The closer that the HVS is to the nucleus the more the absorption will be filled in by emission from intervening cluster gas.

We measured an average count rate of 0.25 counts/pixel (each pixel 0.49 arcsec square) in the 0.4-0.7 keV band over the 5 by 5 pixel region of deepest absorption. We also note that there are regions of 3 by 3 pixels with zero counts. Since some or all of these counts may be transmitted from behind the HVS, we use the rate of 0.25 counts/pixel to place a lower limit on the distance of the HVS from the cluster core, assumed here to be the point source 3C 84.

Using a region from 120 deg to 60 deg measured clockwise from the east-west line through the cluster core, we created a surface brightness profile, $`S`$($`R`$), of the ICM emission where $`R`$ is the projected radial distance from the cluster core in the plane of the sky. We then fit the profile, for $`R>160`$ arcsec, with a power law. Assuming the emissivity, $`ϵ`$ ($`r`$) where $`r`$ is the radial distance from the cluster core, is also a power law and that the surface brightness and emissivity are related by

$$S(R)=_{\mathrm{}}^{\mathrm{}}ϵ(r)d\mathrm{},$$
(1)
where $`\mathrm{}`$ is the position along the line of sight and $`r=(R^2+\mathrm{}^2)^{1/2}`$, we determined $`ϵ`$ ($`r`$) from (1)$`:`$

$$ϵ(r)=25365r^{3.14}\text{counts}\text{pixel}^2\text{arcsec}^1$$
(2)
Let the distance from the HVS to the cluster core be L. Assuming $`R`$ L, then $`ϵ`$ ($`r`$) $``$ $`ϵ(\mathrm{})`$. We know that the integral of $`ϵ(\mathrm{})`$ with respect to $`\mathrm{}`$ from L to infinity cannot exceed 0.25 counts/pixel. Solving the inequality for L yields a lower limit on the distance of the HVS from the cluster core of 153 arcsec or 57 kpc.

This limit would be complicated if the HVS is falling exactly along our line of sight so we are viewing it along a wake of shocked gas. A detailed numerical computation is required to model this situation but we doubt that it would make a large difference to the above result.

The column density in the hot gas lying from 60 to 10 kpc is about $`5\times 10^{21}`$ cm-21. This is similar to the highest column densities in the HVS, so most of the gas will be stripped before reaching NGC 1275.

## 5 Summary and Conclusions

We note close correspondence between the morphology of the HVS depicted in X-ray absorption, optical absorption, and column density maps. The most dominant features of the HVS are 4 high column density regions of deep absorption surrounded by patches of more diffuse material. By fitting spectra extracted from bins of several different spatial resolutions, we were able to obtain a 1.96 arcsec resolution map of the HVS column density. From this map we calculate a total absorbing mass for the gas in the HVS of at least $`(1.32\pm 0.05)\times 10^9\mathrm{M}_{}`$ at solar abundance. This is below the HI upper limit of van Gorkom and Ekers (1983). We have analyzed temperature maps also produced from spectral fitting and found no direct evidence for shocked gas in the HVS. Finally, using the average count rate in the regions of deepest absorption, we were able to put a lower limit on the distance of the HVS from the cluster core of 57 kpc. The mass in combination with the lack of obvious shocked gas and the distance of the HVS from the cluster core support the theory that the low and high-velocity systems are not interacting. Since the HVS appears to be falling into the Perseus cluster at 3000 $`\mathrm{km}\mathrm{s}^1`$, any merger or collision with NGC 1275 is still in its future.

## Acknowledgements

KG thanks the Boettcher Foundation for their support, and Adrian Turner, Lisa Voigt, and Matthew Worsley for all of their help. ACF thanks the Royal Society for their support.

The *HST* data presented in this paper were obtained from the Multimission Archive at the Space Telescope Science Institute (MAST). STScI is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.


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# The scale-free topology of market investments

## 1 Introduction

A fundamental problem in economics is to characterize different systems by means of simple and universal features. The power-law form of the statistical distributions of many quantities, including individual wealth, firm size and financial market fluctuations, seems to be one of such ‘stylized facts’. As in many other complex systems, the emergence of this behaviour can be related to the interactions of a large number of agents. On the other hand, the recent advances in network theory allow to describe economic systems internally and to characterize them through novel quantities. Indeed, the topology of various economic networks, ranging from those formed by directors of corporate boards to those generated by the strongest asset correlations is again characterized by power-law distributions, in close analogy with many other networks (including Internet, WWW and biological webs).

In the present paper we propose a network description of the financial system formed by the assets traded in a stock market and the corresponding shareholders. As we show below, we find that shareholding networks are again characterized by power-law distributions, which here describe the volume and diversification of portfolios. These quantities are the subject of fundamental financial issues such as portfolio optimization, and our empirical analysis reveals that they are related through nontrivial scaling relations. We finally show that the above results can be reproduced by a simple network model which assumes that the topological properties depend on some non-topological quantity (or *fitness*) which is this case represents the wealth invested by the shareholders.

## 2 Introducing the shareholding networks

The data sets we analysed refer to the shareholders of all assets traded in the Italian stock market (MIB) in the year 2002, in the New York Stock Exchange(NYSE) in the year 2000 and in the National Association of Security Dealers Automated Quotations (NASDAQ) in the year 2000. The number $`M`$ of assets in the markets is 240, 2053 and 3063 respectively. The data necessarily report, for each asset, only a limited number of investors (generally holding a significant fraction of shares of it). While this biases the estimate of the number of investors of each asset (which can in principle be very large), it does not affect qualitatively the statistical properties of the number of assets in the portfolio of each reported investor.

As well known, it happens frequently that some shareholders of a certain company are themselves companies whose shares are traded in the market, so that there is a significant fraction of listed companies which are also owners of other listed companies. This leads naturally to a network description of the whole system (see Fig.1a), where the $`N`$ investors and the $`M`$ assets are both represented as vertices and a directed link is drawn from an asset to any of its shareholders (which can be persons or listed companies themselves, therefore the total number of vertices is less than $`N+M`$). In this topological description the in-degree $`(k_{in})_i`$ (number of incoming links) an the investor $`i`$ corresponds to the number of different assets in its portfolio (which we call the ‘portfolio diversification’). Vertices with zero in-degree are listed companies holding no shares of other stocks. The out-degree $`k_{out}`$ of a vertex is the number of shareholders of the corresponding asset, but as we discussed above this is a biased quantity and we cannot deal with its statistical description. We also note that a weight can be assigned to each link, defined as the fraction $`s_{ij}`$ of the shares outstanding of asset $`j`$ held by $`i`$ multiplied by the market capitalization $`c_j`$ of the asset $`j`$. The quantity $`v_i=_js_{ij}c_j`$ (hereafter the ‘portfolio volume’) is therefore the total wealth in the portfolio of $`i`$. If we consider the subnet restricted to the owners which are listed companies themselves (hereafter the ‘restricted’ net), we obtain the structure reported in Fig.1b, providing a description of the interconnections among stocks. The whole networks will be denoted as the ‘extended’ ones.

In order to characterize the topology of these systems we consider the statistical distribution $`P_>(k_{in})`$ of the number of vertices with in-degree greater than or equal to $`k_{in}`$. This analysis has been performed on both the extended and the restricted nets. As reported in Fig.2, the tail of the distribution computed on the extended nets can always be fitted by a power law of the form

$$P_>(k_{in})k_{in}^{1\gamma }$$
(1)
This corresponds (for large values of $`k_{in}`$) to a probability density $`P(k_{in})k_{in}^\gamma `$ of finding a holder with a portfolio diversified in exactly $`k_{in}`$ different stocks. The values of the exponent $`\gamma `$ differ across markets: $`\gamma _{NYS}=2.37`$, $`\gamma _{NAS}=2.22`$, $`\gamma _{MIB}=2.97`$ (however note that in the Italian case the quite large exponent $`\gamma _{MIB}`$ and the small size of the net result in a small value $`k_{in}^{max}=19`$ of the largest degree). In the inset of Fig.2 we report the behaviour of $`P_>(k_{in})`$ computed on the restricted nets. In this case the situation is very different, and no scale-free behaviour is observable. In particular, in US markets the maximum in-degree is significantly decreased, while in the Italian one it remains the same. This means that in the extended networks describing NYSE and NASDAQ the tail of $`P_>(k_{in})`$ is dominated by large investors outside the market, while in MIB it is dominated by listed companies, who are the largest holders of the market. For the small $`k_{in}`$ region of $`P_>(k_{in})`$ the opposite occurs. This is reflected in the fact that only $`7\%`$ of companies quoted in US markets invest in other companies, while the corresponding fraction is $`57\%`$ in the Italian case.

## 3 Pareto’s law generalized to portfolio volume

To capture the weighted nature of the networks, we also consider the number $`\rho _>(v)`$ of investors with portfolio volume greater than or equal to $`v`$. Once more (see Fig.3a), we find that in all cases the tail of the distribution is well fitted by a power law

$$\rho _>(v)v^{1\alpha }$$
(2)
corresponding to a probability density $`\rho (v)v^\alpha `$. The empirical values of the exponent are $`\alpha _{NYS}=1.95`$, $`\alpha _{NAS}=2.09`$, $`\alpha _{MIB}=2.24`$. Note that, since $`v`$ provides an estimate of the (invested) capital, the power-law behaviour can be directly related to the Pareto tails describing how wealth is distributed within the richest part of the economy. Consistently, note that also the small $`v`$ range of $`\rho _>(v)`$ seems to mimic the typical form displayed by the left part of many empirical wealth distributions, whose functional characterization is however controversial (log-normal, exponential and Gamma distributions have been equivalently proposed to reproduce it). Since in the following we are interested in the large $`v`$ and $`k_{in}`$ limit, the characterization of the left part of the distributions is however irrelevant, and we shall only consider the Pareto tails and the corresponding exponents. Note that, although the scale-free character encapsulated in eq. (1) is already known to be a widespread topological feature, power-law distributions describing the sum of link weights have only been addressed theoretically in the field of complex networks. Therefore our mapping of Pareto distributions (well established in the economic context) in a topological framework provides an empirical basis for the investigation of these specific properties of weighted networks.

## 4 Scaling of portfolio volume versus portfolio diversification

We now look for an additional characterization of our system. In particular, we ask if any relation between $`(k_{in})_i`$ and its weighted counterpart $`v_i`$ can be established. If this is the case, then eqs. (1) and (2) are not independent since they can be derived from each other through the expression relating $`v`$ and $`k^{in}`$. In a topological context, this directly leads us to the framework explored in ref. where the degree of a vertex depends on an associated quantity or *fitness*, which in this case is embodied in $`v_i`$. In such a case, the connection probability is necessarily fitness-dependent and its form -together with that of the fitness distribution- determines the topology of the network. Our empirical analysis reveals that this is indeed the case. As shown in Fig.3b, we find that $`v`$ is an increasing function of the corresponding $`k_{in}`$, following an approximately straight line in double-logarithmic axes. The slope of this power-law curve is different across the three markets. However, in the Italian case two points deviate from this trend, signalling an anomalous behaviour for small ($`k_{in}3`$) values of the diversification. We checked that these points correspond to investors holding a very large fraction ($`50\%`$) of the shares of an asset, whose portfolio has therefore a large volume even if its diversification is small. Clearly, these investors are the ‘effective controllers’ of a company. While in both US markets the fraction of links in the network corresponding to such a large weight is of the order of $`10^4`$ (so that their effect is irrelevant on the plot of Fig.3b), in MIB it equals the extraordinarily larger value $`0.13`$. This determines the ‘peak’ at small $`k_{in}`$ superimposed to the power-law trend in the Italian market, and singles out another important difference between MIB and the US markets.

## 5 The fitness model with generalized preferential attachment

The results discussed so far are rather surprising since they show that portfolio structure is governed by simple laws in each of the three markets, allowing for an integrated description of both ordinary investors and companies despite their investments are expected to be driven by different factors. The former are in fact expected -at least within the standard framework of portfolio selection\- to diversify their investments as much as possible in order to minimize financial risk, while companies instead organize their portfolios in a more focused way in order to establish strategic business alliances.

Turning to a topological context, we now show that, as anticipated above, the observed properties can be reproduced by means of a recent stochastic network model that introduces a *fitness* variable characterizing each vertex. Although the original model was designed for undirected graphs, it can be simply generalized to directed networks as follows. There are two types of vertices in the network, which in our case represent the $`N`$ agents (each characterized by its fitness $`x_i`$) and the $`M`$ assets (characterized by a different quantity $`y_j`$). Due to the presence of listed companies acting as both types, the total number of vertices does not sum up to $`N+M`$. We shall regard $`x_i`$ as proportional to the portfolio volume of $`i`$, which is the wealth that $`i`$ decides to invest. The quantity $`y_j`$ can instead be viewed as the information (such as the expected long-term dividends and profit streams) associated to the asset $`j`$. Note that $`y_j`$ can also be a vector of quantities, since the following results can be easily generalized to the multidimensional case. A link is drawn from $`j`$ to $`i`$ with a probability which is a function $`f(x_i,y_j)`$ of the associated properties. Note that $`f(x,y)f(y,x)`$, differently from the undirected case.

The simplest choice is the factorizable form $`f(x,y)=g(x)h(y)`$ where $`g(x)`$ is an increasing function of $`x`$, which takes into account the fact that investors with larger capital can afford larger information and transaction costs and are therefore more likely to diversify their portfolios. The function $`h(y)`$ encapsulates the strategy used by the investors to process the information $`y`$ relative to each asset. The stochastic nature of the model allows for two equally wealthy agents to make different choices (due for instance to different preferred investment sectors), even if assets with better expected long-term performance are statistically more likely to be chosen. For large web sizes, the expected in-degree of an investor with fitness $`x`$ is given by

$$k_{in}(x)=g(x)h_T$$
(3)
where $`g_T`$ is the total value of $`g(x)`$ summed over all $`N`$ agents. If the above relation is invertible, and if $`\rho (x)`$ denotes the statistical distributions of $`x`$ computed over the $`N`$ agents, then the in-degree distribution is given by

$$P(k_{in})=\rho [x(k_{in})]dx(k_{in})/dk_{in}$$
(4)
Analogous relations for $`k_{out}(y)`$ and $`P(k_{out})`$ can be obtained directly. However, since our information regarding $`k_{out}`$ is incomplete (see above), we cannot test our model with respect to the function $`h(y)`$, and in the following we shall only consider the quantities derived from $`g(x)`$.

Note that the above mechanism differs from those explored in most network models, where new vertices are continuously added and preferentially linked to pre-existing ones with large degree $`k`$ (‘preferential attachment’ rule). In the latter case, the functional form of the degree-dependent attachment probability can be measured in real evolving networks, and is found to be proportional to $`k`$ (‘linear preferential attachment’) or more generally to $`k^\beta `$ (‘nonlinear preferential attachment’). Here, the attachment mechanism is ‘preferential’ with respect to the variable $`x`$, and not to the pre-existing vertex degree. Within this ‘generalized preferential attachment’ framework, the analogous choice for the connection probability is then $`g(x)=cx^\beta `$ with $`\beta >0`$, where $`c`$ is a normalization constant ensuring $`0g(x)1`$ (a possible choice is $`c=x_{max}^\beta `$, so that by defining $`xv/v_{max}`$ we can directly set $`c=1`$). It is straightforward to show that the predicted expressions (3) and (4) now read

$$k_{in}(x)x^\beta $$
(5)
$$P(k_{in})k_{in}^{(1\alpha \beta )/\beta }$$
(6)
where we have used the fact that $`\rho (x)x^\alpha `$ for large $`x`$. Note that the above results still hold in the more general case when $`f(x,y)`$ is no longer factorizable provided that $`k_{in}(x)=Mf(x,y)\sigma (y)𝑑yx^\beta `$ as in eq. (5), where $`\sigma (y)`$ is the distribution of $`y`$ computed on the $`M`$ assets.

## 6 Discussion and concluding remarks

The empirical power-law forms of $`\rho (x)`$, $`k_{in}(v)`$ and $`P(k_{in})`$ are therefore in qualitative agreement with the model predictions. Moreover, by comparing eqs. (1) and (6) we find that the model predicts the following relation between the three exponents $`\alpha `$, $`\beta `$ and $`\gamma `$:

$$\beta =(1\alpha )/(1\gamma )$$
(7)
By substituting in the above expression the empirical values of $`\alpha `$ and $`\gamma `$ obtained through the fit of Figs.2a and 3a, we obtain the values of $`\beta `$ corresponding to the curves $`v(k_{in})k_{in}^{1/\beta }`$ shown in Fig.3b, which simply represent the inverse of eq.(5) in terms of the quantity $`v`$. Remarkably, the curves are all in excellent agreement with the empirical points shown in the same figure, except the ‘anomalous’ points of MIB. This suggests that the proposed mechanism fits well the investors’ behaviour, apart from that of the effective holders of a company.

A final comparison with the ‘traditional’ preferential attachment mechanism is again revealing. Note that here we always observe the analogous of a superlinear ($`\beta >1`$) preferential attachment. However, while the traditional mechanism yields scale-free topologies only in the linear case, here we observe power-law degree distributions in the nonlinear case as well. This is a remarkable result, since in order to obtain the empirical forms of $`P(k_{in})`$ the exponent $`\beta `$ does not need to be fine-tuned, and the results are therefore more robust under modification of the model hypotheses. Also note that, interestingly, Pareto’s law of wealth distribution has also been proposed as a possible explanation for the ‘fat tails’ observed in financial markets fluctuations. In a network context, the above results support the hypothesis that the presence of non-topological quantities associated to the vertices may be at the basis of the emergence of complex scale-free topologies in a large number of real networks.

Authors acknowledge EU FET Open Project IST-2001-33555 COSIN for support and E. Sciubba, F. Lillo and M. Buchanan for helpful discussions and comments.