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# The XMM-Newton/2dF survey - II. The nature of X-ray faint optically bright X-ray sources.

## 1 Introduction

X-ray surveys with the ROSAT and more recently with the Chandra and the XMM-Newton observatories have demonstrated that the X-ray source population is a heterogeneous mix of objects comprising (i) powerful AGNs/QSOs, (ii) galaxy groups/clusters, (iii) low luminosity AGNs, (iv) ‘normal’ galaxies with X-ray emission dominated by stellar processes and (v) a small number of Galactic stars (Lehmann et al. 2001; Barger et al. 2002; Hornschemeier et al. 2003).

Powerful AGNs are identified in X-ray surveys by their enhanced X-ray–to–optical flux ratios $`\mathrm{log}f_X/f_{opt}1`$. These sources are responsible for the bulk of the diffuse X-Ray Background (XRB) and are therefore important for constraining models on the XRB origin.

In addition to powerful AGNs, deep surveys with the Chandra observatory reaching fluxes well below $`f(0.52\mathrm{keV})10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ have revealed large numbers of low X-ray–to–optical flux ratio sources $`\mathrm{log}f_X/f_{opt}1`$. These objects although too faint to significantly contribute to the XRB are detected in increasing numbers with decreasing flux and are likely to outnumber powerful AGNs below $`f(0.52\mathrm{keV})10^{17}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ (Hornschemeier et al. 2003). The low X-ray–to–optical flux ratio regime is thought to be populated by Low Luminosity AGNs (LLAGNs) and ‘normal’ galaxies (Hornschemeier et al. 2003). Indeed, sources with $`2\mathrm{log}f_X/f_{opt}1`$ exhibit enhanced activity attributed to either starbursts or LLAGNs (Alexander et al. 2002; Bauer et al. 2002; Hornschemeier et al. 2003; Georgakakis et al. 2003b). Even lower X-ray–to–optical flux ratios, $`\mathrm{log}f_X/f_{opt}2`$, are believed to be quiescent Milky Way type galaxies (Hornschemeier et al. 2002; Georgakakis et al. 2003a; Hornschemeier et al. 2003) although the presence of heavily obscured AGNs cannot be excluded.

Deep Chandra surveys have provided valuable information on the nature of low $`f_X/f_{opt}`$ sources at fluxes $`f(0.52\mathrm{keV})10^{17}10^{16}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. These surveys are not however suitable for the study of low $`f_X/f_{opt}`$ sources at brighter fluxes because of the Chandra small field-of-view ($`0.07\mathrm{deg}^2`$). Indeed, due to the low surface density of these sources at bright fluxes wide area surveys are required to compile large statistically complete samples to elucidate their nature.

The ROSAT satellite with a field-of-view of $`0.30\mathrm{deg}^2`$ per pointing has probed the bright flux regime \[$`f(0.52\mathrm{keV})10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$\] but has identified only a small number of low X-ray–to–optical flux ratio sources (Griffiths et al. 1995; Griffiths et al. 1996; Georgantopoulos et al. 1996; Lehmann et al. 2001). This can be attributed to (i) the poor positional accuracy of ROSAT rendering the optical identification of X-ray sources difficult and (ii) its low sensitivity making wide area surveys to the limit $`f(0.52\mathrm{keV})10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ time consuming. The latter is particularly true due to the low surface density of $`f_X/f_{opt}1`$ sources to the flux limit above requiring large surveyed regions to compile statistically complete samples. Moreover, the insensitivity of ROSAT to hard X-rays ($`>2.5\mathrm{keV}`$) is a major drawback since heavily obscured AGNs (believed to populate the $`\mathrm{log}f_X/f_{opt}1`$ regime) are expected to emit most of their X-ray energy output in this spectral band.

In this paper we employ a shallow (2-10 ks) wide area ($`2.5\mathrm{deg}^2`$) XMM-Newton survey to explore the nature of the $`\mathrm{log}f_X/f_{opt}1`$ sources to the limit $`f(0.58\mathrm{keV})10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ similar to that probed by previous ROSAT surveys. Compared to ROSAT, XMM-Newton has the advantage of significantly higher sensitivity over a wide energy range (0.2-10 keV) and improved positional accuracy ($`3.5`$ arcsec; Hasinger et al. 2001; McHardy et al. 2003) facilitating the optical identification of X-ray sources. Our XMM-Newton observations (hereafter referred to as the XMM/2dF survey) cover an area of $`2.5\mathrm{deg}^2`$ much larger than any previous ROSAT surveys at the same flux limit. This is essential to compile a large sample of low X-ray–to–optical flux ratio sources to explore their nature and to constrain the relative fraction of the different X-ray populations. An advantage of the data presented here is that unlike deep Chandra samples (e.g. Brandt et al. 2001) limited by the small field–of–view, the XMM/2dF survey has sufficient areal coverage to probe the low-$`z`$ ($`z0.1`$) universe. This is essential to explore the nature of the relatively nearby X-ray population and to provide a link between local ($`<100\mathrm{Mpc}`$) and more distant samples.

Moreover, our XMM/2dF survey has the advantage of high quality follow-up optical spectroscopic and photometric observations. Apart from our own spectroscopic campaign the XMM/2dF overlaps with large scale spectroscopic programs: the Sloan Digital Sky Survey (SDSS), the 2dF Galaxy and QSO Redshift Surveys (2dFGRS and 2QZ respectively). These unprecedented spectroscopic databases are complemented by a homogeneous set of multi-waveband ($`ugriz`$) photometric data from the SDSS available for part of our XMM/2dF survey.

Section 2 presents the XMM/2dF survey, section 3 describes the reduction of the X-ray data while sections 4 and 5 detail the optical photometric and spectroscopic observations respectively. In section 6 we outline the optical identification method while section 7 presents the sample employed in this study. The results are discussed in section 8. Finally section 9 summarises our conclusions. Throughout this paper we adopt $`\mathrm{H}_\mathrm{o}=65\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_\mathrm{M}=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$.

## 2 The XMM/2dF Survey

The North Galactic Pole F864 region \[RA(J2000)=$`13^\mathrm{h}41^\mathrm{m}`$; Dec.(J2000)=$`00\mathrm{°}00\mathrm{}`$\] and the South Galactic Pole \[SGP; RA(J2000)=$`00^\mathrm{h}57^\mathrm{m}`$, Dec.(J2000)=$`28\mathrm{°}00\mathrm{}`$\] were surveyed by the XMM-Newton between May 2002 and February 2003 as part of the Guaranteed Time program. The observations consist of a total of 18 pointings split between the SGP (total of 5) and the F864 (total of 8) regions each with an exposure time of $`210`$ ks. Part of this dataset was presented by Georgakakis et al. (2003a). In the present paper the Georgakakis et al. (2003a) observations are supplemented by a total of three additional pointings recently obtained by the XMM-Newton in the F864 region. These three fields suffered from elevated particle background or instrumental problems and were re-observed by the XMM-Newton between January and February 2003. The EPIC (European Photon Imaging Camera; Strüder et al. 2001; Turner et al. 2001) cameras were operated in full frame mode with the thin filter applied.

Both the F864 and SGP regions overlap with the 2dF Galaxy Redshift Survey (2dFGRS111http://msowww.anu.edu.au/2dFGRS/; Colless et al. 2001) and the 2dF QSO Redshift Survey (2QZ222http://www.2dfquasar.org; Croom et al. 2001). Both the 2dFGRS and 2QZ are large-scale spectroscopic campaigns that fully exploit the capabilities of the 2dF multi-fibre spectrograph on the 4 m Anglo-Australian Telescope (AAT). These on-going projects aim to obtain high quality spectra, redshifts and spectral classifications for 250 000 $`bj<19.4`$ mag galaxies and 25 000 optically selected $`bj<20.85`$ mag QSOs.

In addition to 2dF spectroscopy, the F864 region overlaps with the Sloan Digital Sky Survey (York et al. 2000). The SDSS is an on-going imaging and spectroscopic survey that aims to cover about $`\mathrm{10\hspace{0.17em}000}\mathrm{deg}^2`$ of the sky. Photometry is performed in 5 bands ($`ugriz`$; Fukugita et al. 1996; Stoughton et al. 2002) to the limiting magnitude $`g23`$ mag, providing a uniform and homogeneous multi-color photometric catalogue. The SDSS spectroscopic observations will obtain spectra for over 1 million objects, including galaxies brighter than $`r=17.7`$ mag, luminous red galaxies to $`z0.45`$ and colour selected QSOs (York et al. 2000; Stoughton et al. 2002).

Unlike the F864 area, the SGP region does not have complete and homogeneous CCD photometric coverage. In the absence of good quality photometry for this field we use photographic data from the APM survey calibrated to the Johnson-Cousin $`B`$-band using CCD photometry available for a subregion of the SGP field.

## 3 X-ray data

A full description of the X-ray data reduction and the generation of the PN and MOS event files is presented by Georgakakis et al. (2003a). To increase the signal–to–noise ratio and to reach fainter fluxes the PN and the MOS event files have been combined into a single event list using the merge task of SAS. Images have been extracted in the spectral bands 0.5-8 (total), 0.5-2 (soft) and 2-8 keV (hard) for both the merged and the individual PN and MOS event files. We use the more sensitive (higher S/N ratio) merged image for source extraction and flux estimation, while the individual PN and MOS images are used to calculate hardness ratios. This is because the interpretation of hardness ratios is simplified if the extracted count rates are from one detector only.

Source extraction is performed in the 0.5-8 keV merged image using the ewavelet task of SAS with a detection threshold of $`5\sigma `$. The extracted sources for each field were visually inspected and spurious detections clearly associated with CCD gaps, hot pixels or lying close to the edge of the field of view were removed. The final catalogue comprises a total of 516 X-ray sources to the limit $`f_X(0.58\mathrm{keV})10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. Source detection using the ewavelet task of SAS with a detection threshold of $`5\sigma `$ is also performed in the individual soft (0.5-2 keV) and hard (2-8 keV) band merged images. A total of 483 and 175 sources are detected in the individual 0.5-2 and 2-8 keV bands respectively to the $`5\sigma `$ detection threshold.

Count rates in the merged (PN+MOS) images as well as the individual PN and MOS images are estimated within an 18 arcsec aperture. For the background estimation we use the background maps generated as a by-product of the ewavelet task of SAS. A small fraction of sources lie close to masked regions (CCD gaps or hot pixels) on either the MOS or the PN detectors. This may introduce errors in the estimated source counts. To avoid this bias, the source count rates (and hence the hardness ratios and the flux) are estimated using the detector (MOS or PN) with no masked pixels in the vicinity of the source.

To convert count rates to flux the Energy Conversion Factors (ECF) of individual detectors are calculated assuming a power law spectrum with $`\mathrm{\Gamma }=1.7`$ and Galactic absorption $`N_H=2\times 10^{20}\mathrm{cm}^2`$ appropriate for both the SGP and the F864 fields. The mean ECF for the mosaic of all three detectors is estimated by weighting the ECFs of individual detectors by the respective exposure time. For the encircled energy correction, accounting for the energy fraction outside the aperture within which source counts are accumulated, we adopt we adopt the calibration given by the XMM-Newton Calibration Documentation 333http://xmm.vilspa.esa.es/external/xmm\_sw\_cal/calib
/documentation.shtml#XRT.

## 4 Optical photometric data

The F864 region overlaps with the SDSS (York et al. 2000) Early Data Release (EDR; Stoughton et al. 2002; http://www.sdss.org). Multiwaveband photometric observations ($`ugriz`$-filters; Fukugita et al. 1996) are available to the limiting magnitude $`r23`$ mag with the star-galaxy separation being reliable to $`r=21`$ mag. In the present study the colour transformations of Fukugita et al. (1996) are used to convert SDSS $`g`$-band magnitudes to the standard Johnson-Cousin $`B`$-band.

In the SGP region in the absence of homogeneous CCD photometry we use data from the APM survey. These are calibrated to the standard Johnson-Cousin $`B`$-band using CCD broad-band photometry available for one of our X-ray pointings, SGP-2 \[RA(J2000)=$`00^\mathrm{h}57^\mathrm{m}00^\mathrm{s}`$, Dec.(J2000)=$`27\mathrm{°}36\mathrm{}00\mathrm{}`$\].

Photometric observations of this field in the Sloan $`gri`$ filters were carried out at the AAT in 2000 December 27 using the Wide Field Imager (WFI). The WFI was mounted at the prime focus of AAT giving a pixel size of $`0.225\mathrm{arcsec}\mathrm{pixel}^1`$ and a field of view of $`30\times 30\mathrm{arcmin}^2`$. The total integration times were 2400 s in all three bands split into four separate 600 s exposures. The observations were reduced following standard procedures using Starlink and IRAF tasks. Photometric calibration was performed using standard stars from Landolt (1992). These provide the instrumental zero point, the atmospheric extinction relation and the colour terms for the conversion from Sloan filters to the standard Johnson-Cousin system used by Landolt. The uncertainty in the zero point estimated using these standard stars is $`\pm 0.05`$ mag in all three bands. Source extraction and photometry is performed using the SExtractor package (Bertin & Arnouts 1996). Total Kron magnitudes are measured in the $`g`$ and $`r`$ filters to estimate $`gr`$ colours and to transform $`g`$-band magnitudes into the standard Johnson-Cousin $`B`$-band using the colour transformations derived above. A detailed description of these observations including data reduction, source extraction and catalogue generation will be presented in a forthcoming paper (Vallbé et al. 2003, in preparation).

Optical sources (both stars and galaxies) within the XMM/2dF survey SGP region are selected from the APM scans of the UKST $`bj`$ plates444http://www.ast.cam.ac.uk/$``$apmcat. The APM magnitudes are recalibrated to the Johnson-Cousin $`B`$-band using our CCD photometry.

Firstly, the APM and the CCD source catalogues are cross-correlated using a 2 arcsec matching radius to identify common objects. We find 843 overlapping sources of which 375 are galaxies and 468 are classified stars by APM. These sources are used to estimate the calibration curve, $`B=f(m_{bj})`$, giving standard Johnson-Cousin $`B`$-band magnitude as a function of uncalibrated APM magnitude $`m_{bj}`$. Since the APM magnitudes are not corrected for emulsion saturation the calibration curve is expected to be non-linear. Following Maddox et al. (1990) we approximate $`f(m_{bj})`$ using 2nd and 3rd order polynomials for galaxies and stars respectively (on the basis of the APM classification). The polynomial fit residuals for both galaxies and stars follow a Gaussian distribution with an rms of $`0.2`$ mag. This is the $`1\sigma `$ uncertainty of the calibrated APM magnitudes.

## 5 Optical spectroscopic data

In addition to publicly available spectroscopic data from 2dFGRS, 2QZ and the SDSS spectroscopic surveys we have initiated our own follow-up spectroscopic campaign of the XMM/2dF sources. A detailed description of these observations will be presented in a forthcoming paper (Georgakakis et al. in preparation).

In brief, X-ray sources in the F864 region of the XMM/2dF survey with optical counterparts brighter than $`B=22`$ mag were selected for multi-fibre spectroscopy using 2dF at the prime focus of the AAT. The 2dF consists of two spectrographs and two $`1024\times 1024`$ thinned Tektronix CCDs each receiving 200 fibres. The fibres are $``$2 arcsec in diameter resulting in 2 pixel wide spectra on the detectors.

The data were obtained in service time mode during 2003 March 26. Due to poor weather conditions at the time of the observation the total exposure time was limited to 1 h split into two half hour integrations. The grating used was the 300B providing a dispersion of $`4.3\mathrm{\AA }\mathrm{pixel}^1`$ and a wavelength resolution of $`9\mathrm{\AA }`$ ($`2`$ pixels FWHM) over the range 3700–7900Å.

The data reduction was performed using the pipeline reduction package 2DFDR developed for the reduction of the 2dF data. Fibre flat fields were employed to determine the positions of the fibre spectra on each CCD frame and to flat-field the data. A CuArHe arc lamp exposure was then used for the wavelength calibration. Redshifts were determined by visual inspection of the resulting spectra. Flux calibration has not been performed. This is due to the difficulty in obtaining absolute flux calibration for the 2dF fibres which can differ substantially in their throughput. This also applies to the 2dFGRS data. Therefore when presenting optical spectra (see Figure 2) we plot raw counts as a function of wavelength.

## 6 Optical identification

To optically identify the sources detected in the XMM/2dF survey we follow the method described by Downes et al. (1986) to calculate the probability a given candidate is the true identification using Bayes’ theorem: Consider an optically detected candidate with magnitude $`m`$ at a distance $`r`$ from the X-ray position. Given the surface density of objects brighter than $`m`$, $`\mathrm{\Sigma }(<m)`$, the expected number of candidates within $`r`$ is

$$\mu =\pi r^2\mathrm{\Sigma }(<m).$$
(1)
Assuming that source positions are Poissonian, the probability of at least one object brighter than $`m`$ within radius $`r`$ is

$$P=1\mathrm{exp}(\mu ),$$
(2)
which reduces to $`\mu `$ for $`\mu <<`$1. In this case, the candidate is unlikely to be a chance association. In the present study we apply an upper limit in the search radius, $`r<7\mathrm{arcsec}`$ and a cutoff in the probability, $`P<0.05`$, to limit the optical identifications to those candidates that are least likely to be spurious alignments. The background density of sources (both galaxies and stars) in the Johnson-Cousin $`B`$-band is estimated using the SDSS $`g`$-band converted to the $`B`$-band using the transformations of Fukugita et al. (1996). At magnitudes fainter than $`B=22.5`$ mag where SDSS is affected by incompleteness we use the $`B`$-band surface density of Metcalfe et al. (1995). In the F864 region for the optical identification we only consider SDSS sources brighter than $`B=22.5`$ mag to avoid the SDSS incompleteness at fainter magnitudes. Similarly, in the SGP region we only consider APM sources brighter than $`B=21.5`$ mag.

We propose 164 candidate optical identifications out of 291 0.5-8 keV selected sources in the F864 region and 57 identifications out of 223 X-ray sources in the SGP region.

The probability $`P`$ above is estimated under the assumption that the source positions follow the Poisson distribution. To assess the fraction of spurious optical identifications using the real spatial distribution of sources we perform Monte Carlo simulations. Mock X-ray catalogues are constructed by randomising the positions of the X-ray sources within the area covered by the XMM-Newton observations. The optical identification method is performed on the mock catalogues using the same criteria ($`P<0.05`$, $`\delta r<7`$ arcsec, $`B<21.5`$ or $`B<22.5`$ mag) as for the real sources. This procedure is repeated 100 times. We find a spurious rate of $`6\%`$ slightly larger than the propability cutoff, $`P`$, assuming Poisson distribution for the source positions.

## 7 The sample

The sample used in the present study is compiled from the $`5\sigma `$ threshold 0.5-8 keV source catalogue by identifying and selecting low X-ray–to–optical flux ratio sources, $`\mathrm{log}f_X/f_{opt}<0.9`$. The X-ray–to–optical flux ratio is estimated from the 0.5-8 keV flux $`f(0.58\mathrm{keV})`$ and the $`B`$-band magnitude according to the relation

$$\mathrm{log}\frac{f_X}{f_{opt}}=\mathrm{log}f(0.58\mathrm{keV})+0.4B+4.89.$$
(3)
The equation above is derived from the X-ray–to–optical flux ratio definition of Stocke et al. (1991) that involved 0.3-3.5 keV flux and $`V`$-band magnitude. These quantities are converted to 0.5-8 keV flux and $`B`$-band magnitude assuming a mean colour $`BV=0.8`$ and a power-law X-ray spectral energy distribution with index $`\mathrm{\Gamma }=1.7`$.

The 0.5-8 keV selected sample with $`\mathrm{log}f_X/f_{opt}<0.9`$ is presented in Table 1 which has the following format:

1. Name of the most probable optical counterpart of the X-ray source. If a name is not available we use the prefix “XMM2DF” followed by the RA and DEC coordinates of the X-ray source in J2000.

2-3. Right ascension ($`\alpha _X`$) and declination ($`\delta _X`$) of the X-ray source position in J2000.

4. Offset in arcseconds between the X-ray source centroid estimated by the ewavelet task of sas and the optical source centre. We note that the X-ray source centroid does not always coincide with the peak of the X-ray emission.

5. Optical $`B`$-band magnitude.

6. Optical morphology of the source: 3 is for extended optical light profile (i.e. galaxy) and 6 is for unresolved optical light profile (i.e. star or QSO). The optical morphology classification is from the SDSS and the APM for sources in the F864 and SGP regions respectively.

7. Redshift. The source from which the redshift estimate was obtained is also listed in Table 1.

8. Spectral classification of the optical counterpart. Spectral classifications are obtained from the same source as the redshifts listed in the previous column.

9. Comments on the observed optical spectral features: A: absorption lines; NL: narrow emission lines; BL: broad emission lines; EA: both absorption and emission lines. If the most probable counterpart is a star we give its spectral type.

Table 2 presents the X-ray properties of the low $`\mathrm{log}f_X/f_{opt}`$ sample. We list:

1. 0.5-2 and 2-8 keV count rates. Sources that are not detected in the 0.5-2 or 2-8 keV spectral bands above the $`5\sigma `$ threshold are assigned an upper limit ($`3\sigma `$) assuming Poisson statistics. A small number of sources are only detected in the 0.5-8 keV band but not in the individual 0.5-2 and 2-8 keV bands. For these sources an upper limit is estimated to both their 0.5-2 and 2-8 keV count rates.

2. 0.5-8 keV X-ray flux in $`\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$.

3. 0.5-8 keV X-ray luminosity in $`\mathrm{erg}\mathrm{s}^1`$, if a redshift is available.

4. Hardness ratio, $`\mathrm{HR}`$, defined

$$\mathrm{HR}=\frac{\mathrm{RATE}(2080)\mathrm{RATE}(0520)}{\mathrm{RATE}(2080)+\mathrm{RATE}(0520)},$$
(4)
where $`\mathrm{RATE}(0520)`$ and $`\mathrm{RATE}(2080)`$ are the count rates in the 0.5-2 and 2-8 keV spectral bands respectively. Upper and lower limits are for sources that are not detected in the hard and soft bands respectively to the ewavelet detection threshold of $`5\sigma `$. In the case of soft/hard band non-detection a $`3\sigma `$ upper limit is estimated assuming Poisson statistics.

We note that for all the X-ray sources presented here the probability of an individual optical counterpart being spurious coincidence is small $`P6\times 10^3`$. Figure 1 shows the optical images of the low-$`z`$ sources ($`z<0.1`$) with the position of the X-ray centroid (estimated by the ewavelet task) overlaid. The optical spectra of the same sources are presented in Figure 2.

Figure 3 plots $`B`$-band magnitude against 0.5-8 keV X-ray flux for both low $`f_X/f_{opt}`$ sources and the whole X-ray selected sample. The $`\mathrm{log}(f_X/f_{opt})=\pm 1`$ lines in this figure delineate the region of the parameter space occupied by AGNs. Figure 4 plots the hardness ratio against X-ray–to–optical flux ratio for the low X-ray–to–optical flux ratio sources.

Notes on individual selected sources are presented in Appendix A. The classification of the present sample into different classes is performed on the basis of their optical spectroscopic (i.e. spectral features), photometric (i.e. resolved or point-like sources) and X-ray properties (i.e. X-ray luminosity, X-ray–to–optical flux ratio, HR). More information about the source classification can be found in Appendix A. The present sample of low X-ray–to–optical flux ratio sources to the limit $`f(0.58\mathrm{keV})10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ comprises: (i) 8 spectroscopically confirmed Galactic stars, (ii) 7 broad-line QSO, (iii) 3 LLAGNs of which one exhibits broad lines (TGN 336Z208) while the other two show absorption and/or narrow emission lines (TGN 336Z130, TGN 336Z232), (iv) 2 ‘normal’ galaxy candidates (UM 603, TGN 336Z243) and (v) 6 unclassified sources with no optical spectroscopic information. Most of the objects in the latter class are likely to be Galactic stars on the basis of their optical and X-ray properties.

We note that by LLAGN (e.g. class (iii) above) we refer to sources that show evidence for AGN activity and have X-ray luminosity $`L_X10^{42}\mathrm{erg}\mathrm{s}^1`$ (e.g. Elvis, Soltan & Keel 1984). Indeed, the X-ray sources classified LLAGNs in our sample are nearby galaxies ($`z0.1`$) with X-ray luminosities $`L(0.58\mathrm{keV})10^{42}\mathrm{erg}\mathrm{s}^1`$ lower than those of distant QSOs. Two out of three (TGN 336Z130, TGN 336Z232) have $`\mathrm{log}f_X/f_{opt}1.5`$ and optical spectra exhibiting both absorption and narrow emission lines.

The candidate ‘normal’ galaxies in the present sample have $`L(0.58\mathrm{keV})10^{41}\mathrm{erg}\mathrm{s}^1`$, $`\mathrm{log}f_X/f_{opt}2`$ and narrow emission line optical spectra. These values are elevated compared to quiescent spirals ($`L(0.58\mathrm{keV})10^{40}\mathrm{erg}\mathrm{s}^1`$, $`\mathrm{log}f_X/f_{opt}3`$; Hornschemeier et al. 2002; Georgakakis et al. 2003a; Hornschemeier et al. 2003) and typical to those of actively star-forming galaxies (e.g. Moran, Lehnert & Helfand 1999; Alexander et al. 2002; Bauer et al. 2002; Georgakakis et al. 2003b). We note that although the X-ray and optical properties of ‘normal’ galaxy candidates are consistent with stellar origin for the X-ray emission we cannot exclude the possibility of LLAGN.

## 8 Discussion

In the present study we use the wide area XMM/2dF survey to study low X-ray–to–optical flux ratio sources ($`\mathrm{log}f_X/f_{opt}<0.9`$) to the survey limit $`f(0.58\mathrm{keV})10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$. This translates to a soft band flux of $`f(0.52\mathrm{keV})5\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ (assuming $`\mathrm{\Gamma }=1.7`$) comparable to previous ROSAT PSPC surveys. Out of 26 sources with $`\mathrm{log}f_X/f_{opt}<0.9`$ we find: (i) 8 spectroscopically confirmed Galactic stars, (ii) 7 broad-line QSO, (iii) 3 LLAGNs (for a definition of LLAGN class see section 7) of which one shows broad optical lines and the other two have absorption and/or narrow emission lines, (iv) 2 ‘normal’ galaxy candidates and (v) 6 unclassified sources with no optical spectroscopic information most of which are likely to be Galactic stars. The dominant populations to the flux limit of the present survey are Galactic stars and broad line QSOs with only a small fraction of LLAGNs and ‘normal’ galaxy candidates. The relatively mix of the low X-ray–to–optical flux ratio population found here is in fair agreement with the ROSAT HRI results of Lehmann et al. (2001) with the exception of the larger fraction of galaxy groups identified by these authors. However, all the galaxy groups in the Lehmann et al. (2001) sample have fluxes $`f_X(0.52\mathrm{keV})<5\times 10^{15}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, i.e. below the sensitivity limit of the present survey.

An interesting result from the present study is the identification of two ‘normal’ galaxy candidates. Recent deep Chandra surveys demonstrated beyond any doubt the appearance of ‘normal’ galaxies at faint X-ray fluxes ($`10^{16}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$; Hornschemeier et al. 2002; Bauer et al. 2002). Hornschemeier et al. (2003) used the 2 Ms CDF-N survey to compile the first large X-ray selected sample of distant (median redshift $`0.3`$) quiescent galaxies with $`\mathrm{log}f_X/f_{opt}2.3`$. They demonstrated that these systems comprise a non-negligible fraction ($`15\%`$) of the X-ray population at $`f(0.52\mathrm{keV})2\times 10^{17}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ and that their $`\mathrm{log}N\mathrm{log}S`$ rises much steeper than the general X-ray source population. The majority of the spectroscopically identified sources in the Hornschemeier et al. (2003) sample are emission-line galaxies most likely to be star-forming spirals in the redshift range $`0.06z0.85`$.

Our shallow wide area XMM/2dF survey complements the Hornschemeier et al. (2003) study by constraining the ‘normal’ galaxy $`\mathrm{log}N\mathrm{log}S`$ at much brighter fluxes $`f(0.58\mathrm{keV})10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$, albeit with poorer statistics. Figure 5 plots the cumulative ‘normal’ galaxy counts from the present sample (i.e. the two ‘normal’ galaxies identified here) and the CDF-N survey (Hornschemeier et al. 2003). Clearly, our surface density constraints suffer from small number statistics (e.g. only two ‘normal’ galaxy candidates). We note however, that the XMM/2dF survey with its wide field of view provides the only constaints todate to the surface density of the rare X-ray selected ‘normal’ galaxies at the flux limit of $`10^{14}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$.

Extrapolating the Hornschemeier et al. (2003) results to brighter flux limits using the best fit power-law they adopt to describe their $`\mathrm{log}N\mathrm{log}S`$ we find that our source counts are higher by a factor of $`5`$. However, taking into account the uncertainties in both our sample and that of Hornschemeier et al. (2003) there is agreement between the two studies. Also, we note that Hornschemeier et al. (2003) select only sources with $`\mathrm{log}f_X/f_{opt}2.3`$, i.e. quiescent low star-formation systems. This conservative selection threshold was chosen to avoid LLAGN contamination but is also likely to miss actively star-forming galaxies expected to have $`1\mathrm{log}f_X/f_{opt}2`$ (Alexander et al. 2002; Bauer et al. 2002).

Also shown in Figure 5 are the constraints from the stacking analysis results of Georgakakis et al. (2003a). These authors used the XMM/2dF survey to estimate the mean X-ray properties of optically selected 2dFGRS spirals/ellipticals at a mean redshift of $`z0.1`$ by applying stacking methods. A statistically significant stacking signal was found for both the elliptical and the spiral galaxy sub-samples providing an estimate of the mean X-ray flux of these systems. We plot the surface density of the spiral galaxy sample used by Georgakakis et al. (2003a) at the mean X-ray flux of these systems estimated via stacking. This point is lower limit since it represents only a subset of the ‘normal’ galaxy population at the given flux limit.

The fluctuation analysis results of Miyaji & Griffiths (2002) are shown in Figure 5. The $`\mathrm{log}N\mathrm{log}S`$ constraints of these authors refer to the whole X-ray population (e.g. including AGNs) and not just the ‘normal’ galaxy sub-sample. Nevertheless, it has been suggested that ‘normal’ galaxies are likely to outnumber AGNs at faint fluxes (Hornschemeir et al. 2003) and therefore the Miyaji & Griffiths (2002) results are likely to be relevant to ‘normal’ galaxies at faint fluxes. In any case, the constraints provided by these authors are an upper limit to the ‘normal’ galaxy counts.

The model $`\mathrm{log}N\mathrm{log}S`$ prediction using the X-ray luminosity function derived by Georgantopoulos, Basilakos & Plionis (1999) for H II galaxies is also plotted in Figure 5. These authors convolved the local optical luminosity function of the Ho, Filippenko & Sargent (1995) sample with the corresponding $`L_XL_B`$ relation based on Einstein data to derive the X-ray luminosity function of different galaxy types. The galaxy classification scheme of the Ho et al. (1995) sample is highly reliable since it is based on high S/N nuclear optical spectra (Ho et al. 1997). Different X-ray luminosity evolution scenarios of the form $`L_X(1+z)^k`$ are plotted. The difference between these two models at the flux range plotted here is small because the predicted mean redshift of star-forming galaxies at the flux limit $`f(0.58\mathrm{keV})10^{16}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ remains low. This is in agreement with the mean redshift of $`0.3`$ of the Hornschemeier et al. (2003) deep ‘normal’ galaxy sample.

The $`k=3`$ evolutionary model is in fair agreement with both the Hornschemeier et al. (2003) and our $`\mathrm{log}N\mathrm{log}S`$ estimates. Although the Georgantopoulos et al. (1999) model is flatter (slope$`=1.5`$) than the Hornschemeier et al. (2003) $`\mathrm{log}N\mathrm{log}S`$ (slope=$`1.74_{0.30}^{+0.28}`$), within the $`1\sigma `$ uncertainties there is fair agreement. Also, the $`k=3`$ model is in better agreement with the Hornschemeier et al. (2003) observations over a wider flux range compared to the $`k=0`$ model. Although the difference between the two models is marginal in the flux range covered by the Hornschemeier et al. (2003) data the evidence above provides weak evidence for X-ray evolution of star-forming systems. As already discussed the mean redshift of ‘normal’ galaxies at the flux limits probed by Hornschemeier et al. (2003) is low and therefore any evolutionary effects are expected to be small. Deeper X-ray observations are required to detect ‘normal’ galaxies at moderate and high redshifts to better constrain their evolution.

## 9 Conclusions

In this paper we employ a wide field ($`2.5\mathrm{deg}^2`$) shallow ($`f_X(0.58\mathrm{keV})10^{14}\mathrm{erg}\mathrm{s}^1`$) XMM-Newton survey to investigate the nature of low X-ray–to–optical flux ratio sources, $`\mathrm{log}f_X/f_{opt}<0.9`$. Our sample comprises 26 objects of which 20 have optical spectroscopic information. The majority of the sources without spectroscopic information have X-ray/optical properties that strongly suggest Galactic stars. Most of the spectroscopically identified systems are Galactic stars (total of 8) and broad line AGNs (total of 8).

We also find four sources with narrow emission and/or absorption line optical spectra. Two of them have X-ray/optical properties suggesting LLAGN activity. The remaining two sources have narrow emission line optical spectra, X-ray luminosities $`L_X10^{41}\mathrm{erg}\mathrm{s}^1`$ and X-ray–to–optical flux ratios $`2`$ suggesting ‘normal’ galaxies powered by star-formation activity.

The small number of ‘normal’ galaxies found in our wide field XMM/2dF survey is in agreement with the results from the 1 Ms ROSAT HRI survey of the Lockman Hole. Despite the poor statistics the estimated number density of ‘normal’ galaxies at the flux limit probed here is consistent with the $`\mathrm{log}N/\mathrm{log}S`$ of deeper Chandra surveys extrapolated to bright fluxes. Using the X-ray luminosity function of local star-forming galaxies we find that the predicted $`\mathrm{log}N\mathrm{log}S`$ is in fair agreement with both our shallow and the deeper Chandra samples. The pure luminosity evolution model is in better agreement with the observations compared to the no-evolution prediction providing some evidence for X-ray evolution of star-forming spirals. However, the difference between the two models even at the flux limits of the 2 Ms Chandra Deep Field North survey is small and does not allow firm conclusions to be drawn. This is because of the low mean redshift ($`z0.3`$) of the ‘normal’ galaxies probed by this ultra deep survey.

## 10 Acknowledgments

We thank the anonymous referee for valuable comments and suggestions. This work is jointly funded by the European Union and the Greek Government in the framework of the programme “Promotion of Excellence in Technological Development and Research”, project “X-ray Astrophysics with ESA’s mission XMM”.

We acknowledge use of the 100k data release of the 2dF Galaxy Redshift Survey. The 2dF QSO Redshift Survey (2QZ) was compiled by the 2QZ survey team from observations made with the 2-degree Field on the Anglo-Australian Telescope.

Funding for the creation and distribution of the SDSS Archive has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Aeronautics and Space Administration, the National Science Foundation, the U.S. Department of Energy, the Japanese Monbukagakusho, and the Max Planck Society. The SDSS Web site is http://www.sdss.org/. The SDSS is managed by the Astrophysical Research Consortium (ARC) for the Participating Institutions. The Participating Institutions are The University of Chicago, Fermilab, the Institute for Advanced Study, the Japan Participation Group, The Johns Hopkins University, Los Alamos National Laboratory, the Max-Planck-Institute for Astronomy (MPIA), the Max-Planck-Institute for Astrophysics (MPA), New Mexico State University, University of Pittsburgh, Princeton University, the United States Naval Observatory, and the University of Washington.

## Appendix A Notes on selected sources

TGN 336Z130: The X-ray centroid lies $`7\mathrm{arcsec}`$ away from the position of the optical galaxy. The probability of chance coincidence is small $`P=0.6\%`$. Also, inspection of the X-ray centroid overlaid on the SDSS optical image in Figure 1 provides additional evidence that TGN 336Z130 is likely to be the correct counterpart of the X-ray source. In what follows we assume that TGN 336Z130 is the correct identification. The 2dFGRS optical spectrum of this $`B=17.6`$ mag systems exhibits absorption lines only suggesting an early type galaxy, most likely an E/S0. The X-ray–to–optical flux ratio of $`1.5`$ and the X-ray luminosity $`L_X(0.58\mathrm{keV})8\times 10^{41}\mathrm{erg}\mathrm{s}^1`$ are consistent with those of ‘normal’ ellipticals with X-ray emission due to a hot gaseous halo. The hardness ratio upper limit ($`\mathrm{HR}<0.05`$) indicates moderate photoelectric absorption $`6\times 10^{21}\mathrm{cm}^2`$ ($`\mathrm{\Gamma }=1.7`$). We note that the optical and X-ray properties of this source are reminiscent to those of X-ray bright optically inactive galaxies (Griffiths et al. 1995; Fiore et al. 2000; Comastri et al. 2002). Apart from the prsesence hot interstellar medium, other scenarios for the origin of the X-ray emission of TGN 336Z130 include (i) hot gas from a galaxy group, (ii) radiatively inefficient Advection Dominated Accretion Flow (ADAF), (iii) a LINER and (iv) a heavily obscured AGN. The X-ray source associated with TGN 336Z130 is not extended excluding the possibility of group emission. An ADAF or a LINER with the expected optical emission lines diluted by the host galaxy stellar light can explain the observed X-ray emission. This is particularly true in the case of spectra obtained through wide slits/fibres (like 2dF) that are contaminated by non-nuclear emission from the host galaxy (e.g. Ho, Filippenko & Sargent 1997; Moran et al. 2002; Severgnini et al. 2003). Comastri et al. (2002) in their multiwavelength study of FIORE-P3, the prototype of X-ray bright optically inactive systems, favor the heavily obscured Compton thick AGN scenario with the observed X-ray emission arising from a scattered nuclear component. However, for TGN 336Z130 this possibility is inconsistent with the observed soft X-ray spectral properties of this sources. We adopt a conservative approach and classify TGN 336Z130 an AGN. The low X-ray luminosity suggests a LLAGN. We note however, that this may also be a ‘normal’ galaxy with the X-ray emission arising from the hot interstellar medium.

TGN 336Z208: The optical counterpart of this X-ray source has extended optical light profile. Inspection of the SDSS image in Figure 1 suggests spiral galaxy morphology. The 2dFGRS spectrum reveals a broad-line AGN at $`z=0.0736`$. The X-ray luminosity of this source $`L_X(0.58)=1.8\times 10^{42}\mathrm{erg}\mathrm{s}^1`$ although elevated compared to ‘normal’ galaxies is lower than that of distant QSOs. The X-ray–to–optical flux ratio of $`1`$ place this galaxy in the border-line between AGNs and ‘normal’ galaxies. The estimated hardness ratio, $`\mathrm{HR}=0.51\pm 0.15`$, suggests a soft X-ray spectrum consistent with the observed broad optical lines.

TGN 336Z232: The 2dFGRS optical spectrum of this system suggest an early type spiral with both emission ($`\mathrm{H}\alpha `$, $`[\mathrm{N}\mathrm{II}]\mathrm{\hspace{0.17em}6583}\mathrm{\AA }`$, $`[\mathrm{O}\mathrm{II}]\mathrm{\hspace{0.17em}3727}\mathrm{\AA }`$) and absorption (H+K, $`\mathrm{H}\beta `$, $`\mathrm{H}\gamma `$, $`\mathrm{H}\delta `$, $`\mathrm{NaD}\mathrm{\hspace{0.17em}5893}\mathrm{\AA }`$) lines. For the $`[\mathrm{O}\mathrm{II}]\mathrm{\hspace{0.17em}3727}\mathrm{\AA }`$ and the $`\mathrm{H}\delta `$ lines we estimate equivalent widths of the $`\mathrm{EW}_{[\mathrm{O}\mathrm{II}]}12`$ (emission) and $`\mathrm{EW}_{\mathrm{H}\delta }8\mathrm{\AA }`$ (absorption) respectively. On the basis of the Dressler et al. (1999) classification scheme TGN 336Z232 is e(a) type galaxy. Poggianti et al. (1999) discuss that the optical spectral properties of this class of galaxies can be explained by a starburst event followed by a period of much low star-formation activity. They also argue that in the local Universe e(a) type galaxies are frequently associated with dusty interacting/merging systems. Assuming that the $`[\mathrm{O}\mathrm{II}]\mathrm{\hspace{0.17em}3727}\mathrm{\AA }`$ line of TGN 336Z232 is due to star-formation, the observed X-ray emission may arise from a starburst event in the recent past. The X-ray–to–optical flux ratio of $`1.5`$ and the X-ray luminosity, $`L_X(0.58)8\times 10^{41}\mathrm{erg}\mathrm{s}^1`$, cannot discriminate between an AGN or X-ray properties dominated by stellar processes. The hardness ratio $`3\sigma `$ upper limit ($`\mathrm{HR}<0.44`$) corresponds to photoelectric absorption $`1.5\times 10^{22}\mathrm{cm}^2`$ ($`\mathrm{\Gamma }=1.7`$) and cannot strongly constrain the X-ray spectral properties or the nature of this source. We adopt a conservative approach and classify this source an AGN. The low X-ray luminosity suggest LLAGN.

UM 603: This narrow emission line galaxy is classified as H II on the basis of its optical spectral properties (Terlevich et al. 1991). Its X-ray luminosity $`L_X(0.58)=1.5\times 10^{41}\mathrm{erg}\mathrm{s}^1`$ and X-ray–to–optical flux ratio $`2.1`$ also suggest ‘normal’ galaxy. Moreover, this source is not detected in the hard-band suggesting a soft X-ray spectrum, $`\mathrm{HR}<0.14`$, consistent with stellar origin of the X-ray emission.

TGN 336Z243: In the SDSS optical image this galaxy appears to be interacting with a nearby smaller system. The X-ray centroid is offset by 3 arcsec from the optical centre of the galaxy. This is a narrow emission line system at $`z=0.0717`$ showing $`[\mathrm{O}\mathrm{III}]\mathrm{\hspace{0.17em}4959}+5007\mathrm{\AA }`$ doublet, $`\mathrm{H}\alpha `$ and $`[\mathrm{N}\mathrm{II}]\mathrm{\hspace{0.17em}6583}\mathrm{\AA }`$. Although the signal–to–noise ratio of the spectrum is low, $`\mathrm{H}\beta `$ is not visible in emission. This coupled with the strong $`[\mathrm{O}\mathrm{III}]\mathrm{\hspace{0.17em}5007}\mathrm{\AA }`$ feature may suggest a Seyfert 2 type system. A hardness ratio has not been estimated for this source because it is not detected in either the 0.5-2 keV or the 2-8 keV images to the formal ewavelet detection threshold of $`5\sigma `$. Moreover, the low X-ray luminosity $`L_X(0.58)=1.9\times 10^{41}\mathrm{erg}\mathrm{s}^1`$ and X-ray–to–optical flux ratio $`2.0`$ are consistent with a ‘normal’ galaxy powered by stellar processes.

B005615.26-275548.8: The X-ray centroid lies 5 arcsec off the optical source centre. The probability of chance coincidence is $`1.5\%`$. The counterpart of the X-ray source (assuming it is the correct one) is optically extended and has no optical spectroscopic information. The optical–to–X-ray flux ratio of $`1.6`$ place this source in the ‘normal’ galaxy regime. The hardness ratio upper limit ($`\mathrm{HR}<0.40`$) indicates photoelectric absorption $`1.5\times 10^{22}\mathrm{cm}^2`$ ($`\mathrm{\Gamma }=1.7`$) and cannot strongly constrain the X-ray spectral properties or the nature of this source. On the basis of the above evidence alone we cannot conclude on the nature of this source.

Other sources: A number sources (ID numbers in Table 1: #3, 12, 20, 23, 26) in the present sample (have no optical spectral information. However, they share common properties: unresolved optical light profile, soft X-ray spectra and low X-ray–to–optical flux ratio that strongly suggest Galactic stars. Sources in the North Galactic Pole region (#3, #12) also have colour information from the SDSS. Source #3 however, is too bright ($`B13.5`$ mag) and saturated on the SDSS images. This does not allow meaningful colours to be estimated. Source #12 has $`gr`$, $`ug`$ colours of 0.5 and 1.5 respectively, typical of stellar colours (e.g. Stoughton et al. 2002, their Fig. 13).


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# Stations, trains and small-world networks

## I Introduction

Since model small-world networks were first proposed some five years ago Watts and Strogatz (1998); Watts (1999), to interpolate between the properties of regular and random graphs, many investigations have been carried out which have confirmed that the small-world phenomenon occurs in a variety of real-world settings.

There are two common features which make apparently very different networks all “small-world” Watts and Strogatz (1998). First, the characteristic path length between vertices is short, compared to what might be expected based on the total number of vertices. This is the phenomenon which has entered popular culture as “six degrees of separation”. The second feature, the one we are noting when we agree with a new acquaintance that the world is indeed small, is that two vertices both linked to a third vertex are likely to have a direct link also. This feature has been called clustering, and while random graphs have the first feature, they do not have the second. Comparisons of real-world networks with random graphs having the same number of vertices and edges indicate much higher clustering occurs in real, small worlds. In a recent review Newman (2003) these real-world networks are roughly grouped as social, biological, technological and information networks.

Among the first social networks to be studied in this context are the Hollywood network of actors Watts and Strogatz (1998); Watts (1999), linked by having appeared in the same movie, and the colloboration network of scientists Newman (2001a), linked by having published together. By considering not just the people involved but also the media that created their links, the network can be seen to have a bipartite structure M. E. J. Newman et al. (2001), because nodes of one kind (actors/authors) can only be directly linked to nodes of the other kind (movies/papers). In contrast to the usual random graph, unipartite or one-mode projections of random bipartite graphs onto vertices of the one kind inherit some amount of in-built clustering, from the links to common vertices of the other type M. E. J. Newman et al. (2001). It is thus more appropriate to compare the path length and clustering of such a real world network to the averaged properties of random bipartite graphs with the same number of vertices of each kind and the same probability distribution of links from one to the other type M. E. J. Newman et al. (2001); Alberich et al. (2002).

The study Hackett (2002) reported here was motivated by two quite different investigations into small-world properties of railway networks, one type of technological distribution network. The first study (of the Boston subway network) Latora and Marchiori (2002a) takes as its definition of an edge that a physical piece of track should connect two vertices (stations). This presents immediate difficulties at the end of a line, where the concept of a local clustering coefficient becomes moot and the definition (see (3) below) undefined. (To resolve this problem, the authors propose that different properties should be studied; rather than clustering coefficient and average or greatest path length, they define local and global efficiency, and cost Latora and Marchiori (2001, 2002a). Other authors have chosen not to include such vertices in their calculation.)

In the second study Sen et al. (2003), of part of the railway network of India, two stations are defined to be linked if it is possible to embark at the first and reach the second without having to change trains, regardless of the number of intermediate stations, i.e., they lie on the same line or route. This definition removes the “end of the line” problem noted above. However, it imposes the same kind of bipartite structure M. E. J. Newman et al. (2001) as is present in the original study of the Hollywood actors network Watts (1999); Watts and Strogatz (1998), and studies of the collaboration network of scientists Newman (2001a); M. E. J. Newman et al. (2001) and of Fortune 1000 directors (sit together on the board of a company) M. E. J. Newman et al. (2001); Davis et al. (2003). However, this bipartite structure was not referred to in the analysis provided in Sen et al. (2003), unlike the somewhat more whimsical study of the (artificial) Marvel comic book universe Alberich et al. (2002), our third motivation.

Therefore, we wanted to investigate railway networks from this bipartite viewpoint, comparing the properties of networks having different architecture with each other, and with those of the appropriate random bipartite model. The two networks we have chosen are Boston 111The map of the Boston subway network was taken October 4, 2002 from http://www.mbta.com/ ., because of the earlier study, and Vienna 222The map was taken from http://www.wienerlinien/at/ . because of different features in its layout. In the following section we give the definitions of the network properties we calculate. In Section III.1 we explain features of the systems that we studied and give our results. The paper closes with discussion and a some conclusions.

## II Network properties

### II.1 Definitions

There are two different definitions of the measure of cliquishness or clustering in a network Latora and Marchiori (2002b); Newman (2003) of $`N`$ nodes, which attempt to quantify the same property (but which have not always been clearly distinguished). They both take values in the interval $`[0,1]`$. The first definition Newman (2001b), which is convenient for analytic calculations, corresponds to what sociologists refer to as transitivity, and will be denoted by $`C^{(\text{T})}`$:

$$C^{(\text{T})}=\frac{3\times \text{number of triangles in the network}}{\text{number of connected triples of vertices}}.$$
(1)
The second definition is easier to apply to an actual network, i.e., numerically. Chronologically, this definition preceded (1) in the small-world literature Watts and Strogatz (1998). If node $`v`$ has $`k_v`$ neighbors, there are $`\left(\genfrac{}{}{0pt}{}{k_v}{2}\right)`$ possible connections between them. The local clustering coefficient of node $`v`$ is the fraction of these that are actually present:

$$C_v=\frac{2\times \text{number of links between neighbors of }v}{k_v(k_v1)}$$
(2)
and then the clustering coefficient of the whole network is the average of the $`C_v`$:

$$C=\frac{1}{N}\underset{v}{}C_v.$$
(3)
The number of other vertices to which a vertex $`v`$ is linked is its degree $`k_v`$ and the average degree for the network is $`z`$. If there are $`K`$ edges in the network, clearly

$$K=\frac{Nz}{2}$$
(4)
since each edge adjoins two of the vertices.

Except in limiting cases, it is probably not important to make too much of the differences between (1) and (3); after all, there are several different measures of network size in common usage. Define the distance $`d_{ij}`$ between two nodes $`i,j`$ to be the length (in number of edges) of the shortest path between them. The diameter $`D`$ of a network is then the greatest distance between any two randomly chosen nodes. The average path length $`L`$ is the average of the distances $`d_{ij}`$ between all pairs of nodes:

$$L=\frac{_{ij}d_{ij}}{N(N1)}.$$
(5)
Analytically, it proves useful to define M. E. J. Newman et al. (2001) a typical path length $`\mathrm{}`$ which is determined by finding when the sum of the average number of first $`z_1(=z)`$, second $`z_2`$ , …, $`z_{\mathrm{}}`$ neighbors of a vertex reaches $`N`$:

$$1+\underset{i=1}{\overset{\mathrm{}}{}}z_i=N.$$
(6)
Despite their differences, these various measures of network size scale as $`\mathrm{log}(N)`$ for a random graph; since there is no preferential attachment, the clustering coefficient of a random graph (by either measure) is of order $`C_{\text{random}}=\text{O}(N^1)`$ Newman (2003). More precisely, it is a result of some twenty year’s standing in random graph theory that $`\mathrm{}=\mathrm{log}(N)/\mathrm{log}(z)`$, while the clustering coefficient was shown Watts (1999) to be

$$C_{\text{random}}=\frac{2K}{N(N1)}.$$
(7)
The conditions for a network to be small-world are that the characteristic path length is comparable to that of a random graph (with the same $`N`$ and $`z`$) while it displays significantly more clustering.

### II.2 Formulae for random bipartite networks

For a bipartite network, the number of nodes $`N`$ refers to the vertices of the one-mode projection (e.g., the actors or, in this case, the stations). The number of nodes of the other type (train lines) will be denoted $`M`$, the average number of train lines a station lies on is $`\mu `$ and the average number of stations per line is $`\nu `$ so that

$$N\mu =M\nu .$$
(8)
The number of links, $`K`$, refers to the unipartite graph.

Newman et al. M. E. J. Newman et al. (2001) have given expressions for average values of the network properties defined above, for various distributions of vertex degree, in terms of their generating functions. In the case of bipartite graphs, the appropriate expressions are summarized below.

For specific real-world graphs, such as these two train networks, one knows the degree of each vertex, so that the generating functions are polynomials. Let $`p_j`$ be the probability that a station appears on $`j`$ train lines, and $`q_k`$ be the probability that a train line has $`k`$ stations on it. Then the two generating functions needed are:

$$f_0(x)=\underset{j}{}p_jx^j,g_0(x)=\underset{k}{}q_kx^k.$$
(9)
Defining further generating functions in terms of these (their interpretation is given in M. E. J. Newman et al. (2001) but is not needed for calculations)

$$f_1(x)=\frac{1}{\mu }f_0^{}(x),g_1(x)=\frac{1}{\nu }g_0^{}(x),$$
(10)
then the number of first and second neighbors of a station chosen at random are

$`z_1`$ $`=f_0^{}(1)g_1^{}(1),`$ (11a)
$`z_2`$ $`=f_0^{}(1)f_1^{}(1)[g_1^{}(1)]^2;`$ (11b)
the typical path length (6) is

$$\mathrm{}=\frac{\mathrm{log}[(N1)(z_2z_1)+z_1^2]\mathrm{log}z_1^2}{\mathrm{log}(z_2/z_1)};$$
(12)
and the clustering coefficient (3) is

$$C=\frac{M}{N}\frac{g_0^{\prime \prime \prime }(1)}{G_0^{\prime \prime }(1)}.$$
(13)
Here $`G_0(x)`$ has interpretation as the generating function of the probability distribution of number of first neighbors (i.e., degree) on the unipartite graph of stations, and is defined by

$$G_0(x)=f_0(g_1(x)).$$
(14)
Of course, the role of the nodes could be interchanged, i.e., a projection made onto a one-mode graph of train lines rather than stations. In the case of company directors, studying the interlock of Fortune 1000 companies (rather than degree distribution for the network of directors) has provided explanation for the adoption of common corporate policies and practices Davis et al. (2003).

## III The small worlds of Boston and Vienna

### III.1 This study: stations and trains

In early sociological studies of networks, getting a good definition of connection was sometimes problematic Watts (1999). While for technological networks this is generally less of a problem, recall the definition of a link between two stations used in this study: that one can travel between them without changing train. The railway networks were treated as undirected and unweighted; if more than one train line can be used to travel from a particular station to a second, with no change of train, in either direction, this counted as a connection. Further, no weighting was made for timetable information, such as the number of trains running on a line per day or whether trains ever “run express”.

The subway network of Boston consists of four lines, serving 124 stations 333Note that the new silver line was incomplete at the time of Latora and Marchiori (2002a), so we did not include it in our study either.. The network is decentralized, in that no station lies on all four lines, thus having every other station as a direct neighbor with our definition of adjacency. In fact, the highest value of $`k_v`$ is 97. The diameter of the network is $`D=3`$. One line splits into two branches and another into four. Consistent with our definition of connectivity, these were treated as separate lines, giving eight in total, some of which have a series of stations in common.

There are five lines serving 76 stations in the U-Bahn network of Vienna, which is also decentralized. These lines interact with each other at single stations, though possibly more than once due to their tendency to follow curved (rather than radial) paths. The highest degree is $`k_v=43`$ and the diameter is also 3.

From the network maps, the value of $`d_{ij}`$ for each pair of stations was entered into a spreadsheet. Using various spreadsheet functions, the degree of each station $`k_v`$, the total number of links $`K`$, the average degree $`z=z_1`$, the clustering coefficient $`C`$ as defined in (3), and the average path length $`L`$ defined in (5) were calculated Hackett (2002). By counting the instances when $`d_{ij}=2`$, $`3`$, the average number of second $`z_2`$ and third $`z_3`$ neighbors could also be determined. These ‘Actual’ values appear in Table 1.

Also from the maps, the discrete probability distributions $`p_j`$ and $`q_k`$ required for using the generating functions (9) were identified. These appear in Tables 2 and 3. The mean properties of random bipartite graphs with the same distributions of links from one type of node to another, $`z_1`$, $`z_2`$, $`\mathrm{}`$ and $`C^{\text{(T)}}`$, were calculated using equations (11)–(13), and appear in Table 1 in the ‘Theory’ columns, together with the total number of (predicted) links, calculated using $`z_1`$ in (4). Finally, using (7), $`C_{\text{random}}`$ was calculated for the “usual” random graph.

Having $`f_0(x)`$ and $`g_0(x)`$ exactly, Maple was used to find the generating function for the probability distribution $`r_z`$ of number of stations $`z`$ a randomly chosen station is linked to:

$$G_0(x)=f_0(g_1(x))=\underset{z}{}r_zx^z.$$
(15)
By swapping the roles of $`f`$ and $`g`$ the probability distribution for interactions (i.e., interlock) between train lines could also be determined.

### III.2 Discussion

From Table 1, both networks satisfy the two basic conditions for being small-world. The size of the networks, measured by diameter ($`D=3`$ for both) or by average path length $`L`$, is small when compared to the number of vertices. The actual clustering coefficients are much greater than $`C_{\text{random}}`$ for appropriate $`N`$, $`K`$. While in relative terms the ratio $`C/C_{\text{random}}`$ is orders of magnitude smaller than, say, that observed for the Hollywood network Watts and Strogatz (1998); M. E. J. Newman et al. (2001), it is comparable with that observed in studies of networks of similar size as listed in Table 4.

However, in absolute terms, for both networks $`C`$ is very much higher than the values reported in other studies. Our definition of connectivity has resulted in $`C`$ being so close to 1 because of the proportion of stations in each network ($``$ 80%, see Table 2) which lie on a single train line. All stations to which they are connected are also linked to one another, forming a clique, and each giving $`C_v=1`$ as their contribution to (3). The most useful comparison may be to the railway network of India Sen et al. (2003) which has $`C=0.69`$. A country-wide train network is not constrained as an urban subway network is, and train routes criss-cross between stations in different patterns, giving lower local clustering.

However, some amount of this clustering is expected solely on the basis of the underlying bipartite structure M. E. J. Newman et al. (2001), and the calculation of $`C^{\text{(T)}}`$ gives a measure of it. Although they are not precisely the same quantity, comparing the actual value of $`C`$ to the theoretical $`C^{\text{(T)}}`$ for the same distributions $`p_j`$ and $`q_k`$ shows that the Boston network appear to have more genuine or “excess” clustering. For comparision, in Table 5 some other values from the literature are listed. In social networks, this clustering is explained by people introducing their friends or collaborators to one another Watts and Strogatz (1998); M. E. J. Newman et al. (2001) while for the artificial world of Marvel comics it arises from the way that the (6 486) characters are not distributed randomly across all the (12 942) comic books but appear in teams, in series Alberich et al. (2002). The Vienna network has a structure similar to that originally proposed to model small-worlds Watts and Strogatz (1998); Watts (1999): it consists of cliques of connected nodes (stations on a single line) which interact with one another through certain nodes (stations common to two lines) which connect the network but have very low values of $`C_v`$. On the other hand, because of the branched lines in the Boston network, whole groups of stations are shared between lines, overlapping the cliques and enhancing $`C_v`$ for the shared vertices.

The average degree $`z`$ as predicted by the random bipartite theory agrees well with the actual observed values (see Table 1). Using $`z`$ to calculate the total number of links $`K`$ shows that this agreement is better for Vienna than Boston, where the prediction is for an extra 200-odd links between the 124 stations. This is also attributable to the effect of the branched lines, causing stations to interact repeatedly with groups of common stations, rather than having links to as many new stations as might be expected based on the number of lines on which they lie.

The worst discrepancy between the predictions of the random bipartite model and the actual results was in estimating the number of second neighbors $`z_2`$. In both cases, the predicted number exceeded the actual average number of second neighbors. This is a flow-on from the high local clustering; if a node and most of its neighbors form a clique, there are few paths of length two. But the theoretical $`z_2`$ also exceeded the total number of nodes in the network, in the case of Boston by an order of magnitude!

There are several limitations to our study which may have affected how the results compare with the bipartite theory. The small-world effect is notable in systems which are not only connected and decentralized (as ours are) but also large, and sparce Watts and Strogatz (1998). Though the value of $`N`$ is not extremely large, it is comparable to the other studies cited in Table 4. Sparceness refers to the number of links $`K`$ in comparison to the number of nodes $`N`$, specifically that

$$K\left(\genfrac{}{}{0pt}{}{N}{2}\right)\text{or}zN1.$$
(16)
We have $`z/(N1)0.25`$ which is not particularly small, and is certainly larger than the studies cited in Table 4. One feature of our study which appears unique is that $`M/N1/15`$. For other networks which have been studied from the bipartite point of view this ratio takes values: 0.5 (Marvel universe Alberich et al. (2002)), 1.0 (Indian railroad Sen et al. (2003)), 2.0 (Hollywood Watts (1999); Newman (2003)), and 8.9 (Fortune 1000 Davis et al. (2003); Newman (2003)). We speculate that the balance of the various sizes ($`N`$, $`M`$, $`K`$) may be the main problem with the second degree estimate, but since no other authors have calculated or commented on $`z_2`$ in their studies we cannot offer further support for this explanation. (We hence do not give too much attention to the calculated value of $`\mathrm{}`$ since it relies on both $`N`$ and $`z_2`$.)

Finally we comment on the distributions of linked stations and interlocked train lines, though we do not give the corresponding long but rather sparce tables of actual values. The distribution $`r_z`$ from (15) for both Vienna and Boston corresponded closely to the actual values, with some smoothing and a long, low tail as would be expected. The analogous generating function, for how many lines a randomly-chosen line shares stations with, gave reasonable agreement with the actual values for Vienna. However, the expression for Boston suffered from a similar problem to the $`z_2`$ results referred to above; it was a very smeared-out distribution which gave the highest probability to 22 lines, though actually the maximum possible is $`M1=7`$. Presumably this problem is due not so much to $`M`$ being small (since Vienna would have had that problem too), but mainly to the unusual actual distributions which result from the common stretches of line, which the averaged distribution from the random model struggles to mimic. In this context, it should be noted that the theoretical interlock of company directors M. E. J. Newman et al. (2001) was not in close agreement with the actual data, and the proferred explanation is similar (when translated into more human terms).

### III.3 Conclusion

To quote the paper M. E. J. Newman et al. (2001) that introduced analysis based on bipartite structure to the small-world literature: “\[It\] is perhaps best to regard our \[bipartite\] random graph as a null model—a baseline from which our expectations about network structure should be measured. It is deviation from the random graph behavior, not agreement with it, that allows us to draw conclusions about real-world networks.” Although there have been other studies of small-world properties of transport networks Li and Cai (2003), including railway networks Latora and Marchiori (2002a), this study appears to be the first that has not only had underlying bipartite structure Sen et al. (2003), but has used this in its analysis. Further, because we have studied two networks at once, we have been able to draw comparisons between them based on their different train-line architecture. We have seen properties in common, such as high $`C`$, properties close to prediction, e.g., $`z`$, and properties which vary from the random bipartite graph model, and we have attempted to explain the behavior in terms of our definition of connectivity and how this works itself out in the actual networks. This study extends the application of bipartite analysis from social affiliation networks M. E. J. Newman et al. (2001); Alberich et al. (2002) to the technological; presumably there are examples to be found also among real-world information and biological networks.

###### Acknowledgements.

We thank the authors of Alberich et al. (2002) for sending us a revised version of their manuscript, and Jerry Davis for helpful correspondence.


text:
# 1 Schematic double well potential to explain the properties of halo nuclei

A double potential model for neutron halo nuclei

AFSAR ABBAS
Institute of Physics

Bhubaneshwar-751005, India

email: afsar@iopb.res.in

Abstract

It is shown here that loosely bound halo structure of neutron rich nuclei and the ground state spin of single neutron halo nuclei are correlated and are consistently explained if one assumes a double potential shell model for these nuclei.

Halo nuclei offer unique challenges in nuclear physics. It seems that around a core of a few nucleons, there sit one or two nucleons very far away from the centre of the whole nucleus but still bound to it. As such their radii are much larger than what should be as per our understanding in standard nuclear physics . Another feature is that for all the single neutron halo nuclei discovered so far the ground state spin has always been $`\frac{1}{2}^+`$. At present this is being interprested as shifting and mixing of single particle levels in the shell model . Here we make a novel suggestion of a double potential shell model which accounts for both the loose halo structure and its ground state spin. Hence it is shown that the two are correlated in a basic way in this new model.

As of now a few two neutron halo nuclei and a few single neutron halo nuclei have been discoverd. Howeevr what is puzzling is the experimenatl fact that for all the single neutron halo nuclei \[1-3\] ( which are $`{}_{4}{}^{11}Be_7`$, $`{}_{6}{}^{15}C_{9}^{}`$ and $`{}_{6}{}^{19}C_{13}^{}`$ ) the ground state spin has always been $`\frac{1}{2}^+`$. At present this is being viewed as shifting and mixing of different levels in these diverse nuclei in ways which may justfiably be called ” mysterious and arbitaray ”. The author feels that for such unique and global features as very loose structure of the valence neutron and the unique ground state spin of $`\frac{1}{2}^+`$ in all the cases known there has to be some common conncetion which should be basic and ”simple”.

What is it that these empirical features are hinting at. Let us use the fact that the core is almost decoupled from the valence neutrons. In simple shell model we know the the central potential follows rather closely the nuclear density distribution .

$$V=V_0_0^{\mathrm{}}\rho (r)r^2𝑑r$$
(1)
Let us put the empirical fact that the total density in a halo nucleus may be written as made up of a core and a halo part

$$\rho (r)=\rho _{core}+\rho _{halo}$$
(2)
And thus the total potential separates out as

$$V=V_{core}+V_{halo}$$
(3)
Hence the author here makes a suggestion that these features are hinting at the existence of double potential for these nuclei. A schematic plot of such a double potential well is given in Figure 1. Let us take $`{}_{4}{}^{11}Be_7`$ as an example. Here as per empirical information $`{}_{4}{}^{10}Be_6`$ forms a core and a single neutron orbiting it in a loose halo around this core. We assume tha the core $`{}_{4}{}^{10}Be_6`$ is built as per standard shell structure in the inner potential in Fig 1. The second potential structure assumes that it exists becaues there exists a primary inner potential. Now the last valence neutron fills the orbits in the second potentail starting with the s-state. Hence its spin is $`\frac{1}{2}^+`$ which also is the spin of the whole nucleus $`{}_{4}{}^{11}Be_7`$. This is the situation in all the single neutron halo nuclei. The core is built upon the inner potential as per standard nuclear shell model and the last valence neutron sits in the lowest orbital to give total ground state spin to the nucleus. If there are two neutrons in the halo then its apin contribution would be zero. Quite clearly in this picture if one were to add any more protons to halo nucleus it will go to the inner shell for these neutron rich nuclei. Quite clearly this double potential is for valence neutrons only. So for $`{}_{3}{}^{11}Li_8`$ as the 2- valence neutrons which form the halo would sit in the second potentail s-state and thus contribute spin zero. Thus the total spin of the nucleus would come from the protons as per these filling up the first potetial shell.

This picture predicts that as the lowest orbital in the second potential can absorb only upto two neutrons so halos should most likely be observed for upto two neutrons. In all confirmed cases this is what the situation is, If one wants to add more neutron one has to send it to the higher p- state. This would still be permitted but would require higher excitation energy. So higher number of neutrons in the halo is not ruled out as per this model. However cases with more than 2-neutrons in the halos will be suppressed.

References

1. I. Tanihata, Nucl. Phys. A682, (2001) 114c

2. R. Kanungo, I. Tanihata and A. Ozawa, Phys. Lett. B 528 (2002) 58

3. M. V. Zhukov, Eur. Phys. J. A 13 ( 2002) 27

4. P. E. Hodgson. Contemp. Phys., 35 (1994) 329


text:
# Reconstructing the Peak Distribution in the Sunyaev-Zeldovich Effect Surveys

## 1 INTRODUCTION

The thermal Sunyaev-Zel’dovich effect (SZE) by galaxy clusters represents the spectral distortion of the cosmic microwave background radiation (CMBR) through the inverse Compton scattering by the hot intra-cluster electrons (Sunyaev & Zel’dovich, 1972). Since the SZE is independent of the redshift, it provides a unique tool to detect high-redshift clusters. Thus, the blank-field SZE survey can measure the formation epoch and the abundance evolution of galaxy clusters, which can be used as a probe to put constraints on the cosmological parameters (Barbosa et al., 1996; Henry, 1997; Bahcall & Fan, 1998; Viana & Liddle, 1999; Borgani et al., 1999; Fan & Chiueh, 2001; Grego et al., 2001; Molnar et al., 2002).

The SZE flux diminution is directly proportional to the cluster Comptonization parameter $`y`$, defined as

$$y(\stackrel{}{\theta })=\frac{\sigma _Tk_B}{m_ec^2}n_e(l\widehat{\theta })T_e(l\widehat{\theta })𝑑l,$$
(1)
where $`\stackrel{}{\theta }`$ represents the location vector along the line-of-sight ($`\widehat{\theta }\stackrel{}{\theta }/|\stackrel{}{\theta }|`$) and the integral is over the CMBR path in the line-of-sight direction. Hence the SZE survey at a fixed frequency basically provides a map of the $`y`$-parameter. The number density of galaxy clusters, however, cannot be directly measured from the observed SZE maps because of the presence of noise.

Conventionally, signals from the noise-contaminated maps are identified as the local peaks whose flux amplitudes (for the SZE observation, proportional to the peak height of the Comptonization parameter, $`y`$) significantly exceed the noise level. Therefore, to detect lower-amplitude signals using the conventional approach, one has to decrease the noise level by increasing the observational time. Unfortunately, the necessary observational time increases inversely proportional to the squares of the imposed noise level. It is clearly inefficient to use the conventional signal-selection method for the estimate of the cluster number counts, because of the high costs of the interferometric observations.

Recently Lee (2002) proposed a statistical strategy to estimate efficiently the number density of galaxy clusters from the noise-contaminated SZE maps constructed from the interferometric observation in drift-scanning mode, with the AMiBA experiment as a target model. By the efficient estimate, we mean that the method is capable of estimating the number density of clusters which contribute only a small fraction of the total number density of peaks in the SZE maps, counting properly even those clusters whose peak heights are low enough to be compatible with the noise level without increasing the observational time. The key feature of the method is to exploit the property that the noise-contamination is described by a Gaussian statistic. Then the cluster number density can be estimated by simply deconvolving a one-dimensional Gaussian function and the zero-th order approximation to the cluster number density. Although the method has been shown to render reasonable results for idealized Monte-Carlo simulations (Lee, 2002), it is necessary to test its ability by applying it to more realistic simulations before using it in real SZE surveys.

In this Letter, we test the ability of the SZE statistical strategy using the outputs of a large cosmological simulation. In $`\mathrm{\S }2`$, we provide a concise overview of the model experiment AMiBA and the SZE statistics. In $`\mathrm{\S }3`$, we describe the numerical simulation, explain how to apply the statistical strategy to the simulated SZE maps, and compare the reconstructed cluster number densities with the original ones. In $`\mathrm{\S }4`$, we summarize the results, and give concluding remarks.

## 2 The SZE CLUSTER SURVEY

### 2.1 AMiBA in a Drift-Scan Mode

For the blank-field SZE survey, we have two types of observations: the single dish bolometric observations such as BOLOCAM (Glenn et al., 1998) and the multiple dish interferometric observations such as our model experiment, AMiBA (Lo et al., 2000). AMiBA (Array for Microwave Background Anisotropy) is an interferometer telescope with $`19`$ dishes of $`1.2`$ meter, dedicated to SZE observation at operating frequency of $`90\pm 16`$ GHz. It is designed to be most suitable for a deep survey of low-mass clusters at high redshifts. For this purpose, it has relatively small beam of $`2`$ arcminute, and plans to survey $`5`$ square degree for 20 hours per field on average (the total period is over $`7`$ months), expected to be able to detect $`1`$ cluster per every $`9`$ hour.

An observational strategy of AMiBA is to use the drift-scan method, which will help keep the ground fringes constant with time, improve the Fourier-space resolution, and most importantly simplify the noise analysis (Pen et al., 2002). A drift-scanned sky map from AMiBA experiment will be a combination of a small fraction of cluster signals ($`10\%`$) and a large fraction of dominant instrumental noise. The distribution of cluster signals is non-Gaussian, while that of the instrumental noise is Gaussian with no spatial correlation. Since the statistical property of a Gaussian field is well known, the noise analysis for the SZE sky maps from AMiBA experiment in drift-scanning mode may be analytically tractable (Zhang et al., 2002; Lee, 2002).

### 2.2 The SZE Statistics : An Overview

The peak number density of a Gaussian random field is analytically given by (Longuet-Higgins, 1957; Bond & Efstathiou, 1987):

$$n_g(\nu )=\frac{1}{(2\pi )^{3/2}}R_{}^2e^{\frac{\nu ^2}{2}}_0^{\mathrm{}}[x^2+e^{x^2}1]\frac{\mathrm{exp}[\frac{1}{2}(x\gamma \nu )^2/(1\gamma ^2)]}{[2\pi (1\gamma ^2)]^{1/2}}𝑑x,$$
(2)
where $`\nu `$ is the peak height rescaled by the noise dispersion, $`\sigma _0`$, $`\sigma _i^2=\frac{1}{(2\pi )^2}|W(u)|^2u^{2i}d^2𝐮`$ with a noise filter $`W(u)`$, $`R_{}\sqrt{2}(\sigma _1/\sigma _2)`$, and $`\gamma \sigma _1^2/(\sigma _0\sigma _2)`$. Equation (2) implies that the number density of the Gaussian noise is a sharply decreasing function of $`\nu `$, which in turn suggests that the noise effect will be almost completely negligible for very high signals $`\nu >5`$.

The presence of noise contaminates the SZE sky map, making it obscure to count the number density of true signal peaks in many different ways: it changes the amplitudes and locations of the signal peaks, and also it creates or compromises signal peaks. To make matters worse, the fraction of the signal peaks is usually only a few ten percent of the noise peaks. Lee (2002) suggested, however, that all the various noise-contamination effects on the number density of real clusters $`n_{cl}(y)`$ could be quantified by a one-dimensional Gaussian distribution with the unit dispersion $`p(x)=(1/\sqrt{2\pi })e^{x^2/2}`$, and that $`n_{cl}(y)`$ be statistically estimated by deconvolving $`p(x)`$ and the zeroth-order approximation to the cluster number density $`n_{cl}^{(0)}(y)n_{sz}(y)n_g(y)`$ where $`n_{sz}(y)`$ is the number density of local peaks in a SZE map:

$$n_{cl}^{(0)}(y)=\frac{N_{cl}^{\mathrm{tot}}}{N_{sz}^{\mathrm{tot}}}p(x)n_{cl}(yx)𝑑x,$$
(3)
where $`N_{sz}^{\mathrm{tot}}`$ and $`N_{cl}^{\mathrm{tot}}`$ are the total number of local peaks in a SZE map and that of real clusters, respectively.

The stabilized deconvolution of $`p(x)`$ and $`n_{cl}^{(0)}(y)`$ can be performed in the Fourier space as

$$\stackrel{~}{n}_{cl}(y_k)=\frac{W_p(y_k)\stackrel{~}{n}_{cl}^{(0)}(y_k)}{\stackrel{~}{p}(y_k)},$$
(4)
where $`y_k`$, $`\stackrel{~}{n}_{cl}`$, $`\stackrel{~}{n}_{cl}^{(0)}`$, and $`\stackrel{~}{p}`$ are the Fourier counter parts of $`y`$, $`n_{cl}`$, $`n_{cl}^{(0)}`$, and $`p`$, respectively. Here, $`W_p(y_k)`$ represents the Wiener optimal filter (Press et al., 1992), a key quantity to the deconvolution process. It is introduced to stabilize the process of the deconvolution on a discretized mesh. The functional form of $`W_p(y_k)`$ is determined from the power spectrum of the $`y`$-peaks; the ratio of the true power spectrum ($`P_{}`$) to the measured one ($`P_+`$). The measured power spectrum $`P_+`$ is usually a corrupted one due to the numerical noise effect. The true power spectrum $`P_{}`$ is supposed to be well estimated by subtracting the obvious noise tail from the measured power spectrum $`P_+`$ (see Fig. 2). Finally, the inverse Fourier transform of $`\stackrel{~}{n}_{cl}(y_k)`$ gives the desired estimate of the cluster number density $`n_{cl}(y)`$.

The validity and stability of the above statistical method depends on the heights of $`y`$-peaks considering the definitions of $`n_{cl}^{(0)}(y)`$ and $`p(x)`$. In the very low $`y`$ range where the noise peaks are dominant (say, $`y<\sigma ^N`$, where $`\sigma _N`$ is the noise level), $`n_{cl}^{(0)}(y)`$ is close to zero, and hence the deconvolution likely fails. In other words, in the low $`y`$ range, most of the local peaks can be safely regarded as just noise. Also, in the very high $`y`$ range (say, $`y>5\sigma _N`$) where the signal peaks are dominant, we have $`n_{cl}^{(0)}(y)n_{sz}(y)n_{cl}(y)`$. In this range the noise contamination effect is almost completely negligible so that the deconvolution of $`p(x)`$ is not meaningful any longer. Hence it is naturally expected that the above statistical method works best in the range of medium $`y`$ peaks (say, $`\sigma _N<y5\sigma _N`$) where $`n_{cl}^{(0)}(y)`$ has non-zero values while containing a substantial noise-contamination that can be quantified as $`p(x)`$. We emphasize that it is this range of $`\sigma _N<y5\sigma _N`$ where we hope to estimate the cluster number density more efficiently than the conventional method.

## 3 APPLICATION TO NUMERICAL SIMULATIONS

We use the SZE cluster catalogues produced from a large cosmological simulation carried out by the Virgo consortium (Jenkins et al., 2001; Yoshida et al., 2001). We make maps of $`2048^2`$ pixels in a field of view of 3.14 degree on a side. Details of the generation of the SZE cluster maps are found in Yoshida (2002). For our purpose, we use a total of 8 realizations of the SZE cluster maps, each of which corresponds to a patch of the SZE sky map. We first smooth the SZE cluster maps by a Gaussian filter of scale radius $`R_g`$ in order to mimic the diffuse and extended clusters observed in real surveys. The scale radius $`R_g`$ corresponds to the FWHM (full-width at half maximum) of the clusters which varies with different observations. Here we choose $`R_g=2`$ arcminute, given that the natural beam is expected to have a FWHM of $`2`$ arcminute in AMiBA experiment. Next, we construct a Gaussian random field on the same $`2048^2`$ pixels using the Monte-Carlo method, assuming the flat-sky approximation. To simulate the instrumental noise of the real SZE observation, we adopt a white-noise power spectrum as the random field, and then convolve it with the noise-cleaning filter $`W_C`$ which is given in Fourier $`𝐮`$-space ($`𝐮`$: the Fourier counterpart of $`\stackrel{}{\theta }`$, $`u|𝐮|`$) as (Pen et al., 2002; Lee, 2002):

$$W_C(u)=\frac{1}{u}\left[\mathrm{exp}\left(\frac{u^2\theta _A^2}{2}\right)\mathrm{exp}\left(\frac{u^2\theta _B^2}{2}\right)\right],$$
(5)
where $`\theta _B=6\theta _A`$ with $`\theta _A=0.5`$ arcminute suitable for AMiBA (Pen 2002, private communication). For each of the 8 realizations of SZE cluster maps, we construct an independent noise field, and combine the cluster sources with the noise field to construct a realistic, noise-added SZE map. In combining, we rescale each field by the y-dispersion of the noise, $`\sigma _y^N`$. Figure 1 shows one realization of the sky maps of original SZE clusters (the top panel) and its smoothed version combined with the noise field (the bottom panel), respectively. From each realization of the total SZE map, we determine the number density of the peaks $`n_{sz}`$ as a function of the rescaled peak heights. Using the measured $`n_{sz}`$ along with equation (2), we compute the zero-th approximation to the cluster number density, $`n_{cl}^{(0)}`$, and measure the power spectrum of the peaks from the total SZE map in order to find a Wiener optimal filter $`W_p`$. Figure 2 shows an example of the peak power spectrum computed from one realization. The solid line corresponds to the measured power spectrum $`P_+`$ from the total SZE map realization, revealing the noise tail. The dashed line represents the estimate of the true power spectrum $`P_{}`$, obtained by subtracting the noise tail from $`P_+`$. The Wiener optimal filter for the deconvolution is then approximated as $`P_{}/P_+`$.

Finally, by using this Wiener optimal filter, we perform the stabilized deconvolution of the zero-th order signal distribution $`n_{cl}^{(0)}`$ and the one-dimensional Gaussian distribution $`p(x)`$ to estimate the true number density of the signal peaks. We found that for all realizations our method works quite well in the range of $`\sigma _y^N<y5\sigma _y^N`$ within a $`25\%`$ error. Figure 3 plots the number counts of local peaks per degree square as a cumulative function of the rescaled Comptonization parameter $`N_{cl}(y)_yn_{cl}(y^{})𝑑y^{}`$ for the case of each realization separately. The long-dashed, the dotted, and the solid lines represent the cumulative number densities of local peaks from the total SZE map, noise peaks from equation (2), and the signal peaks from the reconstruction, respectively, while the square dots represent the cumulative number densities of signals from the original SZE simulations before the noise contamination effect added. Figure 4 plots the same as Figure 3 but averaged over all 8 realizations. Our method reconstructs also the averaged peak distribution fairly well.

## 4 SUMMARY AND CONCLUSIONS

We have tested the validity of the SZE statistics proposed by Lee (2002) using numerical simulations. The statistical method is devised for the interferometric SZE observations in drift scanning mode, targeting at AMiBA as a model experiment, and applied to estimate the number density of cluster signals that occupy only a small fraction ($`10\%`$) of the noise-contaminated SZE maps more efficiently than the conventional method based on the threshold cut-off. The method is developed to model the dominant noise contamination effect on the SZE peak distribution by a Gaussian scatter and to deconvolve the noise scatter and the SZE peak distribution. The stability of the deconvolution process has been achieved by convolution with a Wiener optimal filter estimated from the measurable power spectrum of the SZE peaks.

We have applied the method to a large number of realistic SZE sky maps, and found that it indeed works for all realizations, giving a fairly good estimate of the cluster number density, including even those clusters whose peak heights are compatible with noise-levels. In the conventional approach, those low-amplitude peaks are usually all disregarded as noise, so that a large fraction of low-amplitude cluster signals are missing. Our method allows us to count those missing low-amplitude clusters as quickly and accurately as possible. Hence, we conclude that it will provide an efficient method to determine the number density of galaxy clusters in the future interferometric SZE surveys.

We thank K. Yoshikawa, U.L. Pen, and Y. Suto for helpful discussions and useful comments. We both acknowledge gratefully the financial support of the JSPS (Japan Society of Promotion of Science) fellowships. This research was funded by the Grant-in-Aid for Scientific Research of JSPS (02674 and 12640231). The simulation data used in this paper are publicly available at www.mpa-garching.mpg.de/galform/virgo/vls