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# A Monotone Selection Principle in C*-algebras

## 1. Introduction

We first would like to put into perspective the needed elements of operator algebra theory. The following three notions are cornerstones of the order theoretic aspect of operator algebras:
\- *monotone complete* hermitian parts of C\*-algebras,
\- *monotone closed* subsets of the above,
\- *normal* positive linear maps between the above.
We shall review these notions and their relevance in the next paragraph.

Let $`A`$ be a C\*-algebra. We shall denote by $`A_{\text{sa}}`$ the hermitian part of $`A`$. One says that $`A_{\text{sa}}`$ is *monotone complete* if each non-empty upper bounded upward directed subset of $`A_{\text{sa}}`$ has a supremum in $`A_{\text{sa}}`$, cf. \[3, 3.9.2\]. For example the hermitian part of a von Neumann algebra is monotone complete. Similarly, if $`B`$ is a C\*-subalgebra of a C\*-algebra $`A`$ with monotone complete hermitian part $`A_{\text{sa}}`$, then $`B_{\text{sa}}`$ is called *monotone closed* in $`A_{\text{sa}}`$, if $`B_{\text{sa}}`$ contains the supremum in $`A_{\text{sa}}`$ of each non-empty upward directed subset of $`B_{\text{sa}}`$ which is upper bounded in $`A_{\text{sa}}`$. The following theorem of Kadison occupies a central place in the order theoretic part of operator algebra theory. If $`H`$ is a Hilbert space, and $`A`$ is a C\*-subalgebra of $`B(H)`$, then $`A`$ is a von Neumann algebra if and only if $`A_{\text{sa}}`$ is monotone closed in $`B(H)_{\text{sa}}`$. For a proof, see \[3, 2.4.4\]. Let $`\varphi :AB`$ be a positive linear map between two C\*-algebras $`A`$ and $`B`$. (For example $`\varphi `$ a state or a representation.) If $`A_{\text{sa}}`$ and $`B_{\text{sa}}`$ are monotone complete, then $`\varphi `$ is called *normal*, if for each non-empty upper bounded upward directed subset $`J`$ of $`A_{\text{sa}}`$ one has $`\varphi (supJ)=sup_{jJ}\varphi (j)`$, cf. \[3, 2.5.1\]. It can be shown that if $`\varphi :AB`$ is a normal $``$-algebra homomorphism between C\*-algebras $`A`$ and $`B`$ with monotone complete hermitian parts, then $`\varphi (A)_{\text{sa}}`$ is a monotone closed C\*-subalgebra of $`B_{\text{sa}}`$, cf. the proof of \[3, 2.5.3\]. Thus, if $`B`$ moreover is a von Neumann algebra, then $`\varphi (A)`$ is a von Neumann algebra.

It has been noted that on a separable Hilbert space, the above conditions can be relaxed. Namely, it is enough to consider increasing sequences instead of increasing nets, cf. \[3, 2.4.3\]. One then speaks of:
\- *monotone sequentially complete* hermitian parts of C\*algebras,
\- *monotone sequentially closed* subsets of the above,
\- *sequentially normal* positive linear maps between the above.
It has also been noted that for many purposes, the assumption of separability of the Hilbert space can be relaxed to assuming that the von Neumann algebra is $`\sigma `$-finite. We shall review this notion in the next three paragraphs.

A state $`\psi `$ on a C\*-algebra $`A`$ is called *faithful* if $`\psi (a)>0`$ for every $`aA_+\{0\}`$, cf. \[3, 3.7.2\]. The following fact is well-known: in a C\*-algebra carrying a faithful state every set of pairwise orthogonal projections is countable, cf. \[1, 2.5.6\]. It is to this well-known fact that we shall adjoin a versatile supplement.

(We open a parenthesis for a proof here because it is so short. Let $`\psi `$ be a faithful state on a C\*-algebra $`A`$. Let $`(\pi _\psi ,H_\psi ,c_\psi )`$ be the GNS representation of $`\psi `$. Let $`P`$ be a set of pairwise orthogonal projections in $`A`$. Then $`(\pi _\psi (p))_{pP}`$ is a family of pairwise orthogonal projections in $`H_\psi `$. Let $`q`$ denote its sum. By the Parseval equality it follows that $`qc_\psi ^2=_{pP}\pi _\psi (p)c_\psi ^2`$. Since the left side of this equality is finite, the sum on the right can only contain countably many non-zero terms. All other terms satisfy $`0=\pi _\psi (p)c_\psi ^2=\psi (p^{}p)`$, whence $`0=p^{}p=p`$ as $`\psi `$ is faithful.)

A von Neumann algebra $`𝔐`$ is called *$`\sigma `$-finite* if every set of pairwise orthogonal projections in $`𝔐`$ is countable, cf. \[1, 2.5.1\], or \[3, 3.8.3\]. Obviously a Hilbert space $`H`$ is separable if and only if the von Neumann algebra of all bounded operators on $`H`$ is $`\sigma `$-finite. Also, a von Neumann algebra is $`\sigma `$-finite if and only if it admits a faithful state. This follows from the above proof together with \[1, 2.5.6\]. Note that $`\sigma `$-finiteness of a von Neumann algebra $`𝔐`$ is of a *commutative* nature in the sense that it pertains to commutative C\*-subalgebras of $`𝔐`$ only.

We give a related selection principle which apparently escaped attention so far. The argument is due to Klaus Floret, cf. his proof \[2, p. 228\] of the order completeness of the $`L^p`$ spaces for $`1p<\mathrm{}`$. A core statement goes as follows. (For a more precise version with proof, see the next section.)

###### Theorem.

Let $`A`$ be a commutative C\*-algebra carrying a faithful state $`\psi `$. If $`A_{\text{sa}}`$ is monotone sequentially complete, then it is is monotone complete, and the following *monotone selection principle* holds. For every non-empty upper bounded upward directed subset $`J`$ of $`A_{\text{sa}}`$ there exists an increasing sequence $`(j_n)`$ in $`J`$ with the same supremum as $`J`$. Every increasing sequence $`(j_n)`$ in $`J`$ with $`sup_n\psi (j_n)=sup_{jJ}\psi (j)`$ does the job.

We feel that this principle is rather smooth in operation compared to the clumsy notion of $`\sigma `$-finiteness. We have the following consequences.

###### Corollary.

Let $`\varphi :AB`$ be a positive linear map between two C\*-algebras $`A`$ and $`B`$ with monotone complete hermitian parts. Assume that $`A`$ is commutative and admits some faithful state. If $`\varphi `$ is sequentially normal, then $`\varphi `$ is normal.

###### Corollary.

Let $`A`$ be a commutative C\*-algebra carrying a faithful state $`\psi `$. If $`A_{\text{sa}}`$ is monotone sequentially complete, and if $`\psi `$ is sequentially normal, then $`A_{\text{sa}}`$ is monotone complete, and $`\psi `$ is normal. In this case, the GNS representation $`\pi _\psi `$ is a normal isomorphism of C\*-algebras from $`A`$ onto a von Neumann algebra.

###### Proof.

The proof of the statement concerning the GNS representation follows from the proofs of \[3, 3.3.9\] and \[3, 2.5.3\]. ∎

In the next section, a more general selection principle is formulated and proved in the abstract framework of vector lattices. This makes that commutative C\*-algebras belong within the reach of the result. Indeed, it is well-known that the hermitian part of a commutative C\*-algebra is a vector lattice. (This follows for example from the commutative Gelfand-Naĭmark theorem.) Conversely, the hermitian part of a non-commutative C\*-algebra is never a vector lattice. (This follows from the remark \[3, 1.4.9\].) However, our results are of immediate interest to non-commutative C\*-algebras as well, namely via maximal commutative C\*-subalgebras. We mention in this respect the notion of *AW\*-algebras* and the notion of *completely additive* positive linear maps between AW\*-algebras, cf. \[3, 3.9.2\], and \[3, 3.9.6\]. Note again that $`\sigma `$-finiteness is of a commutative nature as well.

## 2. A more precise selection principle and proof

In the following definition we formalise and clarify completeness and closedness with respect to monotone nets and sequences. Also, the notion of a *faithful* positive linear functional on an ordered vector space is introduced.

###### Definition.

Let $`W`$ be an ordered vector space, and let $`V`$ be a vector subspace of $`W`$. (Typically $`W`$ the hermitian part of a von Neumann algebra.)

We shall say that $`W`$ is *monotone complete*, if each non-empty upper bounded upward directed subset of $`W`$ has a supremum in $`W`$. We shall say that $`W`$ is *monotone sequentially complete*, if each upper bounded increasing sequence in $`W`$ has a supremum in $`W`$.

If $`W`$ is monotone complete, then $`V`$ shall be called *monotone closed* in $`W`$, if $`V`$ contains the supremum $`supJ`$ in $`W`$ of each non-empty upward directed subset $`J`$ of $`V`$ that is upper bounded in $`W`$. (It is clear that then $`supJ`$ also is the supremum in $`V`$ of $`J`$, and that $`V`$ then is monotone complete.) If $`W`$ is monotone sequentially complete, then $`V`$ shall be called *monotone sequentially closed* in $`W`$, if $`V`$ contains the supremum $`sup_nj_n`$ in $`W`$ of each increasing sequence $`(j_n)`$ in $`V`$ that is upper bounded in $`W`$. (It is clear that then $`sup_nj_n`$ also is the supremum in $`V`$ of $`(j_n)`$, and that $`V`$ then is monotone sequentially complete.)

If $`W_+`$ denotes the set of positive elements of $`W`$, then a positive linear functional $`\psi `$ on $`W`$ shall be called *faithful*, if $`\psi (a)>0`$ for each $`aW_+\{0\}.`$

###### Theorem.

Let $`W`$ be a vector lattice carrying a faithful positive linear functional $`\psi `$. Assume that $`W`$ is monotone sequentially complete, and that $`V`$ is a monotone sequentially closed vector subspace of $`W`$. Then $`W`$ is monotone complete, and $`V`$ is monotone closed in $`W`$.

Indeed, which is more, the following *monotone selection principle* holds. Whenever $`J`$ is a non-empty upward directed subset of $`V`$ that is upper bounded in $`W`$, there exists an increasing sequence $`(j_n)`$ in $`J`$ with

$$\underset{n}{sup}j_n=supJ\text{ in }W.$$

Every increasing sequence $`(j_n)`$ in $`J`$ with

$$\underset{n}{sup}\psi (j_n)=\underset{jJ}{sup}\psi (j)$$

does the job. From the result that $`V`$ is monotone closed in $`W`$, one also has

$$\underset{n}{sup}j_n=supJ\text{ in }V.$$

###### Proof.

Let $`J`$ be a non-empty upward directed subset of $`V`$ that is upper bounded in $`W`$. Let $`(j_n)_{n1}`$ be any increasing sequence in $`J`$ with

$$\underset{n1}{sup}\psi (j_n)=\underset{jJ}{sup}\psi (j).$$

We define

$$j_0=\underset{n1}{sup}j_n\text{ in }W,$$

which is possible by the assumption that $`W`$ is monotone sequentially complete. One has that $`j_0`$ belongs to $`V`$ by the assumption that $`V`$ is monotone sequentially closed in $`W`$. To prove the theorem, it is enough to show that $`j_0=supJ`$ in $`W`$. (This is so because if we choose $`V:=W`$, we obtain that $`W`$ is monotone complete. We clearly then also have that $`V`$ is monotone closed in $`W`$.) To prove that $`j_0=supJ`$ in $`W`$, it is sufficient to show that $`j_0`$ is an upper bound of $`J`$. (Indeed, if $`j_0`$ is an upper bound of $`J`$, and $`h`$ is any other upper bound of $`J`$ in $`W`$, then $`h`$ also is an upper bound of $`(j_n)_{n1}`$. Since $`j_0`$ is the least upper bound of $`(j_n)_{n1}`$ in $`W`$, it follows that $`hj_0`$. This says that $`j_0=supJ`$ in $`W`$.) Let $`jJ`$ be arbitrary. We have to prove that $`j_0j`$. For arbitrary $`n1`$, there exists an element $`g_n`$ of $`J`$ with $`g_nj_n,g_nj`$ by the upward direction of $`J`$. One then has

$$jj_0g_nj_0g_nj_n.$$

Using that $`W`$ is a vector lattice, we have

$$(jj_0)_+=0(jj_0)0(g_nj_n)=(g_nj_n)_+=g_nj_n,$$

and so

$$\psi ((jj_0)_+)\psi (g_nj_n)=\psi (g_n)\psi (j_n)\underset{jJ}{sup}\psi (j)\psi (j_n).$$

Since $`n1`$ is arbitrary, it follows with $`()`$ that

$$\psi ((jj_0)_+)\underset{jJ}{sup}\psi (j)\underset{n}{sup}\psi (j_n)=0,$$

whence $`(jj_0)_+=0`$ as $`\psi `$ is faithful. This implies $`jj_00`$, or $`j_0j`$. ∎

###### Definition.

Let $`\varphi :W_1W_2`$ be a positive linear map between ordered vector spaces $`W_1`$, $`W_2`$. If $`W_1`$, $`W_2`$ are monotone complete, then $`\varphi `$ is called *normal*, if for each non-empty upper bounded upward directed subset $`J`$ of $`W_1`$, one has $`\varphi (supJ)=sup_{jJ}\varphi (j)`$. If $`W_1`$, $`W_2`$ are monotone sequentially complete, then $`\varphi `$ is called *sequentially normal*, if for each upper bounded increasing sequence $`(j_n)`$ in $`W_1`$, one has $`\varphi (sup_nj_n)=sup_n\varphi (j_n)`$.

###### Corollary.

Let $`\varphi :AB`$ be a positive linear map between monotone complete ordered vector spaces $`A`$ and $`B`$. Assume that $`A`$ is a vector lattice admitting some faithful positive linear functional. If $`\varphi `$ is sequentially normal, then $`\varphi `$ is normal.


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# Spectropolarimetry of Compton-thin Seyfert 2s

## 1 Introduction

It is now well established that many Seyfert 2 galaxies show characteristics consistent with an embedded Seyfert 1 core (ie the presence of a broad line region) that is hidden from our direct line of sight by surrounding dust. This is in good agreement with the basic unified model for Seyfert galaxies (Antonucci 1993) which suggests that an optically thick circumnuclear torus, with a scale height at least as large as the broad line region itself, surrounds the active nucleus. The orientation of this torus relative to our line of sight then determines whether the galaxy is classified as a Seyfert 1 or 2 galaxy.

The detection of scattered broad H$`\alpha `$ lines provides the firmest evidence for a hidden broad line region (HBLR) in Seyfert 2 galaxies, as has been demonstrated by, for example, Antonucci and Miller (1985), Miller and Goodrich (1990), Young et al. (1996a), Heisler, Lumsden & Bailey (1997), Moran et al. (2000), Lumsden et al. (2001) and Tran (2001, 2003). A significant fraction of all Seyfert 2 galaxies show evidence for an HBLR (eg. Tran 2001, Moran et al. 2000, Lumsden et al. 2001). This fraction increases as the luminosity of the active galactic nucleus (AGN) increases (Lumsden & Alexander 2001, Gu & Huang 2002, Martocchia & Matt 2002, Tran 2003). It is also clear that the galaxies known to have HBLRs tend to have warmer mid-far infrared colours than those galaxies without (Heisler et al. 1997, Lumsden et al. 2001 and Tran 2001, 2003).

Hard x-ray spectroscopy also allows us to investigate the cores of these galaxies even at levels of obscuration that would completely hide the broad line region in the optical (eg Maiolino et al. 1998, Risaliti, Maiolino & Salvati 1999). Alexander (2001) pointed out that the combination of the x-ray data and the spectropolarimetry ruled out the model proposed in Heisler et al. (1997) in order to explain the warmth of the infrared colours in the HBLRs. Heisler et al. suggested that the colour was simply due to the orientation of the torus and hence the obscuration to the infrared emitting zone, so that more obscured systems appeared colder. By contrast, Alexander showed that the level of x-ray obscuration did not vary on average between galaxies both with and without HBLRs. It has also been shown that the Seyfert 2s which do not show HBLRs tend to have global properties that are more in keeping with those of their host galaxies (eg. Alexander 2001, Lumsden et al. 2001, Tran 2001, 2003).

However, radically different interpretations have been reached from these data. Tran (2001, 2003) suggests that at least some of the non-HBLRs genuinely lack a Seyfert 1 core. Nicastro, Martocchia & Matt (2003) have suggested that the main difference between those Seyfert 2s showing scattered broad H$`\alpha `$ and those without is the accretion rate of the central AGN. They suggest that the rate is simply too low in the Seyfert 2s without scattered broad H$`\alpha `$ to support an extensive broad line region. They note that at least some of these galaxies have low inferred hard x-ray absorption, suggesting that we should be able to see the broad line region if it exists. The Nicastro et al. model is clearly compatible with Tran’s observations, though the fraction of galaxies without an intrinsic broad line region should be less for suitable luminosity selected samples in the Nicastro et al. model than Tran claims to find. By contrast, Lumsden & Alexander (2001) showed that the luminosity dependence of HBLR detectability was dominant (ie suggesting more luminous active galaxies supported a larger scattering volume). Lumsden et al. (2001) further suggested that the level of obscuration was still a weak contribution to the appearance of AGN once the effects of the intrinsic AGN luminosity were allowed for, although other studies have not confirmed this result (Alexander 2001, Tran 2001, Gu et al. 2001, Gu & Huang 2002). These observations are compatible with the alternative version of the unified model given by Lawrence (1991). He suggested that the inner surface of the torus would be pushed outwards from the AGN as the luminosity increased purely because the dust sublimation radius would increase. In practice an accretion disk has a self shielding effect so the result may not be as dramtic as Lawrence suggested, but it is still a potential factor. It should also be noted that the findings of Lumsden & Alexander are not inconsistent with the Nicastro et al. result, since the accretion rate may be the fundamental parameter determining the AGN luminosity, and the presence of suitable scatterers must scale with the luminosity of the source.

The aim of this paper is to test which of these possibilities is a better match to the actual results for Seyfert 2s with known low obscuration from hard x-ray data. In these sources obscuration to the scattering sites should be effectively irrelevant if the extinction is reasonably compact. This should allow us to test the other models outlined above more easily than in previous samples which span the full range of obscuration. In order to test these ideas we have acquired spectropolarimetry at both high signal-to-noise and higher spectral resolution than in our previous observations. The latter allows a better separation of possible multiple polarising components.

## 2 Observations and Data Reduction

Our observations were acquired on the nights of 1–4 June 2002 at the Anglo-Australian Telescope. We used the RGO Spectrograph with an EEV 4096$`\times `$2048 pixel CCD. Vignetting within the instrument limits the actual spectral coverage to 3296 pixels. The slit width was typically 1.5 arcseconds, matched to the approximate seeing. The effective spectral resolution of our data is $`3`$Å. Conditions were photometric on 3 and 4 June, and partly photometric on 2 June. Where fluxes are reported they are taken from the photometric data sets alone. Most sources were observed on more than one night because of the requirement for high signal-to-noise data. All were observed on at least one of the photometric nights.

A calcite prism was used to split the incoming beam into $`e`$ and $`o`$-rays together with an aperture mask made up of discrete slit-lets. A half-waveplate modulated the incoming phase. Four steps of the waveplate at 0, 45, 22.5 and 67.5 were required to derive the full set of Stokes parameters for linearly polarized light. Sky subtraction was achieved by nodding the object into an adjacent slit-let. The sky and object spectra for the four separate waveplate positions were extracted then combined to give the final Q, U and I Stokes parameters. We extracted data from a region of between 3 and 4 arcseconds along the slit in most cases.

We also obtained observations of polarised and unpolarised standard stars in order to check the system efficiency and calibrate the position angle data. The results showed good agreement with published values for the polarised standards, and confirmed that the system polarisation was less than 0.1% from the unpolarised standards.

We selected our targets from the catalogue of Seyfert 2s with previously available x-ray spectroscopy given in Bassani et al. (1999). We imposed only two criteria: that the object was sufficiently southern to be observable from the AAT, and that it had an inferred neutral hydrogen column density $`<10^{23}`$cm-2. We did include two other targets in the sample as well to fill gaps in the RA distribution. These were IC5063, previously known to show broad scattered H$`\alpha `$ but for which spectropolarimetry of the H$`\beta `$ region does not exist, and NGC6300, which is not listed in Bassani et al. (see Risaliti 2002 for x-ray data). Both of these have $`N_H2\times 10^{23}`$cm-2. We integrated on source until we had a clear detection of an HBLR or for approximately 8 hours. The final signal-to-noise is similar to the data presented in Lumsden et al. (2001), though at an effective spectral resolution that is 2.5 times higher. The full list of all seven sources, including the individual integration times, is given in Table 1.

All of our targets are relatively bright x-ray sources, and most of the low column density targets fall within the sample of narrow line x-ray galaxies identified in the sample of Ulvestad & Wilson (1989). These observations therefore provide a useful comparison sample to that of Moran et al. (2000), since they obtained spectropolarimetry of the classical Seyfert 2s in the Ulvestad & Wilson sample, but not the narrow line x-ray galaxies. In practice some of our targets have previously been classified as Seyfert 1.8 or 1.9. We opted to observe these sources as it is not clear whether the weak broad component seen in direct light is scattered in any event. We therefore count all such classification as Seyfert 2s.

The data were reduced in a standard fashion to give Q, U and I Stokes parameters. Since the normal definition of polarisation is a positive definite quantity, we prefer to work with the rotated Stokes parameter $`Q^{}`$. This is the result of rotating the Stokes parameters through an angle consistent with the measured position angle. The net result is that virtually all of the significant polarisation information is rotated into the new $`Q^{}`$ parameter. Of course this is only strictly valid when the position angle is approximately constant with wavelength. This is largely true for our data, since the observed variation with wavelength is always small. The actual observed mean position angle is given in Table 1.

Line fluxes were measured from both the total intensity and polarised flux data. The fluxes are taken from Gaussian line fits. All narrow lines required at least two component fits to match the resolved line structure. Where necessary we also fitted a component to broad H$`\alpha `$ in the direct light spectrum. There was no need to fit a component to broad H$`\beta `$ for any object in the direct light spectrum. The fitted components were constrained so that, for example, the wavelengths of the line centres of the two \[NII\] lines around H$`\alpha `$, and their relative intensities, matched theoretical expectation. We only fitted a single Gaussian where a broad component to H$`\alpha `$ is clearly present in the polarised light spectra, since this adequately accounts for all of the flux and there is no evidence for a strong polarised narrow line component (as evidenced in Figure 1 by the generally weak or absent \[OIII\] 5007Å line in polarised light). The exceptions to this are NGC 2992 and F18325–5926 which are discussed further in Section 3. In these cases we allowed for the narrow line contributions as well. Where broad H$`\alpha `$ was not present in the polarised flux, we estimated limits to the broad H$`\alpha `$ line assuming a line width of 3500kms-1 (the mean from the sample of Seyfert 1s in Stirpe 1990). The resultant observed scattered broad H$`\alpha `$ fluxes are given in Table 1. Our deepest limit, for NGC 5506, is approximately a factor of two lower than for any of the non-detections reported in Lumsden et al. (2001). It is worth noting however that all of the detections we report here have broad H$`\alpha `$ fluxes that lie above the limits we found for the non-detections in Lumsden et al. (2001), so it is fair to compare the results of this survey with the earlier work. The key results are given in Table 1 with the observed (not extinction corrected) fluxes for \[OIII\] 5007Å and the broad H$`\alpha `$ component seen in scattered light.

## 3 Results

The basic results of our observations are shown in Figure 1. This Figure shows the direct light spectrum, $`I`$, the rotated Stokes parameter, Q and the percentage polarisation. Three of our seven sources (NGC 7314, MCG-5-23-16 and IC 5063) show clear evidence for broad H$`\alpha `$ in the polarised flux. Of these, NGC 7314 and MCG-5-23-16 were not previously known to contain HBLRs. IC 5063 was previously found to contain a HBLR by Inglis et al. (1995), and that result is confirmed here. None show any evidence for scattered H$`\beta `$ however.

The nature of the other four sources we observed required further analysis. There are clear features present in the polarisation for NGC 2992 and F18325–5926, though the polarised flux is dominated by emission from the narrow line region. It is possible to decouple different polarisation mechanisms where there is evidence for a change in polarisation with wavelength. For example, if the bulk of the polarisation observed is due to dichroic absorption in the host galaxy, but any broad lines present are scattered, there is no a priori reason for the position angle, or the degree of polarisation, of the two mechanisms to be the same. We can subtract off the smooth component (whether due to dichroic absorption or large scale scattering is irrelevant) to leave only the polarisation due to the scattering from the broad line region. In practice, we fit a low-order polynomial to the $`Q^{}/I`$ data to derive the smooth component. The residual is then rescaled by the total intensity to give a polarised flux spectrum as shown in Figure 2.

We applied this procedure to the four sources that did not show immediate evidence for broad H$`\alpha `$ to determine if there was evidence for a masked scattered component. Both NGC 2992 and F18325–5926 exhibit behaviour of this kind, as indicated by their polarisation spectra. The resultant polarised flux for these objects after removal of the smooth component is shown in Figure 2, revealing clear broad H$`\alpha `$. Again this is the first detection of scattered broad H$`\alpha `$ in these galaxies. Both also show some evidence for broad H$`\beta `$ as well. The remaining two sources, NGC 5506 and NGC 6300, do not show any evidence for broad H$`\alpha `$ however. We have given limits to the broad H$`\alpha `$ line as noted in Section 2. Overall we detect a clear signature of scattered broad H$`\alpha `$ in 5 out of 7 sources.

It is worth briefly considering the non-detections, NGC 5506 and NGC 6300. NGC 5506 is the more interesting case. Nagar et al. (2002) present compelling evidence that NGC 5506 is an obscured narrow line Seyfert 1 based on near infrared spectroscopy. In keeping with previous papers by us however we do not class this object as an HBLR, which we define strictly as those galaxies showing polarised broad H$`\alpha `$. It clearly has a very low column density to the x-ray source (Risaliti 2002). However, NGC 5506 is almost edge-on, and has a conspicuous dust lane, so the obscuration is on considerably larger scales than in the other galaxies we have studied. The polarised flux is consistent with a dichroic origin, from dust in front of the narrow line region. There is certainly no evidence that we can see the narrow line Seyfert core, since the intrinsic line width found by Nagar et al. (and Veilleux, Goodrich & Hill 1997) in the near infrared is considerably broader than the optical lines. Equally, there is no reason to suspect that a narrow line Seyfert 1 should not support an extensive scattering region if it is luminous enough. Therefore the most likely cause of the non-detection is the extent of the obscuration rather than the actual amount. We can say less about NGC 6300, since it is the least luminous galaxy and although the limits we can place on broad H$`\alpha `$ are strict, they are not inconsistent with previous limits for galaxies of this luminosity. Therefore we cannot say whether the source has an HBLR that is too faint to detect with the current instrumentation or lacks an HBLR completely.

## 4 Comparison with previous surveys

### 4.1 Overall detection rates

Our new data clearly indicate that it is possible to detect HBLRs in most low obscuration Seyfert 2s. We can extend this result slightly by considering all of the low obscuration Seyfert 2s in the Bassani et al. (1999) sample. There are another six galaxies with $`N_H<10^{23}`$cm-2 for which spectropolarimetric data exists. Four show HBLRs (05189–2524, NGC 5252, 20460+1925, 23060+0505: Young et al. 1996a,b), the other two do not (NGC 7172, NGC 7590: Lumsden et al. 2001, Alexander et al. in preparation). It should be stressed however that the signal-to-noise of the polarimetry for the latter two objects is not as good as for NGC 5506 for example. Despite this, and although these samples are not complete, the indication is that the detection rate of HBLRs in low obscuration Seyfert 2s is higher than in the population as a whole (eg. see the overall detection rate as given in Lumsden et al. 2001, Tran 2001 or Moran et al. 2000). This ties in with the previously more tentative suggestion in Lumsden et al. (2001) that it is easier to find HBLRs at low column density. However, similar high spectral resolution observations of a suitable sample of Compton-thick Seyfert 2s is required to test this directly.

We can also compare our results on the Seyfert 1.8/1.9 galaxies in our sample with those of Goodrich (1989). Noteably, all of the galaxies that would be classified as a Seyfert 1.9 by us also show an HBLR. Goodrich (1989) by comparison found that only a small fraction of his targets showed evidence of an HBLR. It is not clear if this difference is due to our selection being amongst the brighter members of this class (which maybe why they fall into the narrow line x-ray galaxy class of Ulvestad & Wilson), or to poorer signal-to-noise in Goodrich’s data. Extra studies would certainly be worthwhile to determine if HBLRs are common characteristics of other members of this class.

### 4.2 Infrared, radio and x-ray diagnostics

We have not yet considered the other properties of these galaxies, and how they fit into any overall picture. In previous papers we showed that the other key factors in determining HBLR visibility were the core luminosity of the AGN and the contrast of the AGN and host galaxy luminosities (and, perhaps, obscuration). In order to avoid problems with varying signal-to-noise data we only consider the galaxies with spectropolarimetry presented in this paper. Unfortunately, MCG-5-23-16 lies in the IRAS gap region, and therefore has no far infrared data available, so it is not included.

The mid-to-far infrared colours were shown in both Heisler et al. (1997) and Lumsden et al. (2001) to be a good discriminator between galaxies with HBLRs and those without, and also a good indicator of the ratio of host galaxy and nuclear luminosities (Alexander 2001). In particular, previously known HBLRs have IRAS colours similar to those of a reddened Seyfert 1, whereas most non-HBLRs have colours that are very similar to a star forming galaxy. Another good discriminator as to the activity present is the ratio of low frequency radio data with the far-infrared flux (Lumsden et al. 2001 and Tran 2001, 2003). We used 20cm NVSS data (Condon et al. 1998), which has the drawback of sampling much of the emission from the host galaxy as well as the AGN. However, the radio data should be dominated by the AGN except at the lowest luminosities. This is clearly true for the sample considered here since the comparison of radio and absorption corrected hard x-ray luminosities shows a scatter of less than 30%.

The data for the galaxies presented here gives a somewhat different picture to that presented by Tran (2001, 2003: Figure 3, and compare with similar figures in Lumsden et al. 2001). Two of the HBLRs have infrared colours consistent with star forming galaxies (NGC 2992 and NGC 7314), and one of the non-HBLRs has the colour of a reddened Seyfert 1 (NGC 5506). This result indicates that it is possible to find relatively low luminosity Seyfert 1 cores in galaxies whose global properties are dominated by their host galaxies rather than the nucleus. In particular, we stress that some of the HBLRs in this sample have flux ratios $`F_{60}/F_{25}>4`$, cooler than any found previously. The same is true for the far-infrared/radio comparison. Again, the HBLRs are not confined to the AGN dominated region. Tran (2001, 2003) made much of the absence of HBLRs from the lower left of his equivalent of Figure 3(b) (which in our plot is actually the lower right). This argues strongly against the simple split between a group of Seyfert 2s without an HBLR and those with as Tran proposes.

Nicastro et al. (2003) have recently suggested that the difference between a detection and a non-detection may actually lie in the accretion rate onto the central black hole. The accretion rate can be constrained by the hard x-ray flux, and the mass of the central black hole by the extinction corrected bulge luminosity (though with larger scatter). We have applied their technique for estimating the accretion rate to our sample where suitable data exists. The results are shown in Table 1. Our results indicate that all of our sources, HBLRs and non-HBLRs alike, lie above the minimum accretion rate of $`10^3`$ of the Eddington rate suggested by Nicastro et al. This sample may not be the best to test the Nicastro et al. suggestion however, since all of the Seyfert 2s considered here, apart from NGC 6300, are relatively luminous compared to the whole local AGN population, and X-ray selected AGN as a class are also unlikely to have a low accretion rate. We discuss a better test of the Nicastro et al. results in Lumsden & Alexander (2003, in preparation).

## 5 Discussion

Our new results on Compton thin Seyfert 2 galaxies indicate that most show evidence for an HBLR. The exceptions are NGC 5506, which has very extended obscuration but is known from infrared spectroscopy to have a narrow line Seyfert 1 core, and NGC 6300 for which we do not have sufficient signal-to-noise to definitely state whether an HBLR is present or not. At least one factor in our success rate in detecting HBLRs is the higher spectral resolution data we have acquired. This makes it much simpler to detect weak broad scattered lines masked by polarised narrow lines as shown in Section 3. Our results also show counter examples of HBLRs in the ‘pure’ Seyfert 2 region of radio/infrared colour space proposed by Tran (2001, 2003), and for the first time we find HBLRs in galaxies with cool far-infrared colours ($`F_{60}/F_{25}>4`$). This strongly suggests that the split proposed by Tran is not as simple as appears from his data.

It is still worth considering briefly the evidence for a class of Seyfert 2s lacking a broad line region. Nicastro et al. (2003) have shown that at least some of the ‘pure’ Seyfert 2s identified by Tran must have very low accretion rates. However, some caution must be applied. X-ray and spectropolarimetric data are rarely contemporaneous, and it is known that there can be wide variations in the observed level of x-ray flux with time (eg Turner et al. 1997). A good example to consider here is the case of NGC 2992, which has varied in x-ray luminosity by over an order of magnitude in the last twenty years (Gilli et al. 2000), reaching a maximum again recently. Our spectropolarimetry coincides with this rise to maximum. At minimum, NGC 2992 would have fallen well below the minimum accretion cut-off suggested by Nicastro et al. The narrow line region responds much less to such variability in the central engine since it is spatially much larger, and hence the lag between the inner and outer edge tends to smooth out variations. Longer timescale monitoring of the x-ray properties of the low accretion rate Seyfert 2s would be useful in determining if their lack of an HBLR is due to some intrinsic difference in the Seyfert 2 population as a whole (which we would argue against) or simply that they are in a low state. Once accretion stops completely such objects would rapidly lose their narrow line regions as well, and cease to classed as Seyfert 2s.

## 6 Acknowledgments

SLL acknowledges the support of PPARC through the award of an Advanced Research Fellowship. DMA acknowledges the Royal Society for the generous support provided by a University Research Fellowship. We thank the staff of the AAO for their help in acquiring these observations, and the referee for somments that have improved the text.

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(a)

(b)

Figure 1: Spectropolarimetric data for our sample, showing in each case, from top to bottom, the observed position angle, the rotated Stokes parameter $`Q^{}`$ and the total intensity. The data are unbinned. The plots are for (a) NGC 2992 and (b) MCG-5-23-16.

(c)

(d)

Figure 1 continued: (c) NGC 5506 and (d) 18325–5926.

(e)

(f)

Figure 1 continued: (e) NGC 7314 and (f) NGC 6300.

(g)

Figure 1 continued: (g) IC 5063

(a)

(b)

Figure 2: Residual polarised flux after removal of the ‘smooth’ component in the polarisation. Data are shown for (a) NGC 2992 and (b) 18325–5926. The negative feature near H$`\alpha `$ in (b) is due to the overcorrection of narrow \[NII\]. Broad H$`\beta `$ is evident in addition to a broad H$`\alpha `$ component in both sources.

Figure 3 (a) Infrared colour-colour plot similar to that presented in Lumsden et al. (2001). The solid line represents the track of a suitably reddened Seyfert 1, the dashed line represents the mean for the local starburst population and the dot-dash line is the limit for mixing between the two types. We clearly find HBLRs in galaxies with cool colours consistent with a starburst origin for the infrared emission. (b) Infrared-radio colour-colour diagram, similar to that presented in Lumsden et al. (2001) and Tran (2001, 2003). Powerful AGN cluster in the top left of this diagram. However, we also find HBLRs in galaxies in the lower right region that Tran describes as being populated by ‘pure’ Seyfert 2 galaxies.


text:
# Spectrum of recoil nucleons in quasi-elastic neutrino-nucleus interactions

## 1 INTRODUCTION

In recent years there has been growing interest in the studies of neutrino interactions at energies of a few GeV . It was motivated by the need for more precise measurements of neutrino oscillation parameters ($`\theta _{13}`$ in particular). This entails deriving the best description of interactions with free nucleons, and then incorporating nuclear effects. From the point of view of the Monte Carlo codes most (or all) nuclear effects are described with numerical packages  but it is enlightening how many of these effects can be presented in an analytical form.

We investigated the process $`\nu _\mu n\mu ^{}p`$ with the target neutron bound inside the nucleus. Computations of nuclear effects were based on the Fermi gas model which is known to work well in the above mentioned energy region . But this approach is not completely satisfactory. For example its simple form leads to the conclusion that the ejected nucleons can only have momenta higher than the chosen value of the Fermi momentum $`k_F`$ . However there seems to be no physical reason why lower values of momenta should be forbidden.

A possible solution to this problem is to introduce a local density approximation . In fact the density of nuclear matter is not uniform and accordingly it is possible to introduce the concept of local Fermi momentum $`k_F(r)`$. Since the interaction can take place in a region where Fermi momentum is arbitrarily low, the distribution of momenta of recoil nucleons becomes smoother.

Another solution can be based on a different effect. The target nucleons are not free but they are bound inside the nucleus. The binding energy is smaller then the typical values of energy transfer but it may cause interesting effects. Momentum dependent optical potential can be obtained even from the simplest versions of nuclear mean field theory . In the covariant approach based on the Dirac equation one has to distinguish contributions from scalar and vector components of nucleon self-energy in nuclear matter. In this framework the electron-nuclei scattering was discussed in  with mean fields taken from . More recent results on the self-energy can be found e.g. in  where derivations used the G-matrix approach. Our investigation is based on other computations . This choice was dictated by two reasons. Firstly we were able to reproduce an explicit formula for the potential as a function of density (local Fermi momentum) and nucleon momentum. Secondly we wanted to enable comparisons with the numerical results of other authors who used the same potential .

We wanted to describe both local density and potential effects and for that we needed an analytical form of the potential. So we have derived a simple analytical form of the potential dependent on two variables: the Fermi momentum and the nucleon momentum. We incorporated this potential into a Monte Carlo generator of events and obtained a spectrum of the ejected nucleon momentum. The simulations were performed for three target nuclei: oxygen, iron and argon; these are possible targets in the neutrino experiments. The results in all three cases were very similar because the shapes and the density profiles did not differ significantly.

We investigated also the possibility that the effective potential leads to reduction of the number of the produced protons that escape from the nucleus. We compute the fraction of the total cross section which can be interpreted as corresponding to an excited nucleus in the final state. The same effect is predicted by other MC generators e.g. by NUX+FLUKA.

We have also looked for the effects related to the proton-neutron asymmetry inside the nucleus. It turned out that the introduction of separate values of the Fermi momentum for proton and neutron gases left all the plots virtually unchanged.

Our results can be useful in near detector analysis of neutrino interaction events in K2K where Sci-Fi detector registers tracks of ejected protons. The reconstruction procedure requires the particle to cross at least 3 planes of scintillating fiber thus the protons would need a momentum greater than $`500\mathrm{MeV}`$. Therefore in the data analysis it is important to have MC which correctly describes the shape of the distribution of recoil protons momenta.

We performed MC simulations assuming the neutrino energy profile expected at Sci-Fi detector . We investigated to what extent the spectrum of the recoil proton momentum is influenced by the introduction of the LDA and the effective potential.

We restricted ourselves to a simplified dynamic model without the effects caused by the RPA correlations. We also excluded form our analysis the effects due to the final state interactions in nuclei.

The spectrum of the ejected nucleon momentum was studied earlier in the context of NC reactions where it is the only observable quantity. The outgoing nucleons with higher momentum (above the Cherenkov threshold for SK i.e. bigger than about $`1.07`$ GeV) were studied recently in . In an earlier study  an average binding energy was used to describe kinematics of the process and interesting predictions for angular distributions of recoil nucleons were proposed. Pauli blocking was not imposed and arbitrarily low values of the momenta of ejected nucleons were obtained. Another approach  used Pauli blocking and forbode recoil nucleons of kinetic energy lower than about $`27\mathrm{MeV}`$. It seems clear that any realistic model of interaction should incorporate Pauli blocking and consequently also a mechanism to remove the nonphysical threshold in the ejected nucleon momentum spectrum.

## 2 MODEL

Our Monte Carlo generator simulates quasi-elastic neutrino interactions with basic dynamics introduced according to .

The events are obtained in the following manner:

* The neutrino energy $`E_\nu `$ is chosen as either a fixed value or generated according to some beam energy profile.
* The Fermi momentum is established using global or local Fermi momentum scheme:

+ In the global scheme the Fermi momentum is fixed.
    + In the local scheme the region in the nucleon where the interaction is going to take place is selected first. Then the Fermi momentum is calculated based on the nuclear density in this region.

The actual target momentum is chosen at random from the Fermi ball of that radius.
* The nucleon neutrino pair is boosted to its center of mass frame (CMS) where the direction of the scattering is taken to be random but it will be weighted later on.
* While keeping this direction fixed in the CMS frame various values of the outgoing nucleon momentum are tested and by means of the bisection algorithm the value which brings about the energy conservation is chosen. The energy is always evaluated in the LAB frame and takes in the account the momentum dependent potential of the nucleon.
* The outgoing nucleon is Pauli blocked if its momentum in the lab is smaller than the local fermi momentum.
* The exit of the nucleon from the nuclear matter is simulated by diminishing the values of its momentum from the above calculated value $`p_N`$ (inside nucleus) to the value $`p^{}`$ (outside nucleus) calculated from the energy conservation condition

$$V(p_N)+E_k(p_N)=E_k(p^{})$$
(1)
If there is no solution then the proton is unable to leave the nucleus and the nucleus becomes excited. The justification for this equation comes from the fact that there is no nuclear potential outside the nucleus.
* The value of cross section is calculated according to neutrino energy in the target rest frame. A correction of little significance (less than 1 % effect on the cross section) due to nonlinearity of the neutrino and target nucleon momenta is taken into account. The weight of the event is proportional to the nuclear density, differential cross section (with correction), the boost jacobian, the bisection algorithm jacobian.

The target is treated as a collection of nucleons distributed in space according to the density profile determined by electron-nucleus scattering experiments. For $`{}_{8}{}^{}O_{}^{16}`$ we adopted the harmonic oscillator model in which the nuclear density is given by :

$$\rho ^{{}_{}{}^{16}O}\left(r\right)=\rho _0\mathrm{exp}\left(r^2/R^2\right)\left(1+C\frac{r^2}{R^2}\right)$$
(2)
where $`R=1.883`$ fm, $`\rho _0=0.141`$ fm<sup>-3</sup>, $`C=1.544`$, and $`\rho _0`$ is a normalization constant defined by the condition:

$$d^3r\rho ^{{}_{}{}^{16}O}\left(r\right)=A.$$
(3)
For $`{}_{18}{}^{}Ar^{40}`$ and $`{}_{26}{}^{}Fe^{56}`$ we use the two parameter Fermi model and write the density as:

$$\rho ^{Ar,Fe}\left(r\right)=\frac{\rho _0}{1+\mathrm{exp}\left(\frac{rC}{C_1}\right)}$$
(4)
with the following parameters:

|  | $`\rho _0[fm^3]`$ | $`C[fm]`$ | $`C_1[fm]`$ |
| --- | --- | --- | --- |
| $`{}_{18}{}^{}Ar^{40}`$ | $`0.176`$ | $`3.530`$ | $`0.541`$ |
| $`{}_{26}{}^{}Fe^{56}`$ | $`0.163`$ | $`4.111`$ | $`0.558`$ |

The local Fermi momentum is determined by the density profile according to:

$$k_F\left(r\right)=\sqrt[3]{\frac{3\pi ^2\rho \left(r\right)}{2}}$$
(5)
In fig. 1 we show the local Fermi momentum dependence on $`r`$ for Oxygen, Argon and Iron. In the case of nonsymmetric nuclei one can also introduce separate local Fermi momenta for protons and neutrons:

$$k_F^p(r)=\sqrt[3]{\frac{2Z}{A}}k_F(r),k_F^n(r)=\sqrt[3]{\frac{2N}{A}}k_F(r).$$
(6)
where A, Z, and N are the atomic number, the number of protons, and the number of neutrons in the nucleus respectively.

The average value of $`k_F`$ is calculated as:

$$k_F^{nucleus}=\frac{k_F\left(r\right)r^2\rho ^{nucleus}\left(r\right)𝑑r}{r^2\rho ^{nucleus}\left(r\right)𝑑r}.$$
(7)
We get the following values:

* $`<k_F^O>=199`$ MeV,
* $`<k_F^{Ar}>=217`$ MeV,
* $`<k_F^{Fe}>=217`$ MeV.

Using tresults from  we find an analytic form of the real part of the optical potential as (see fig. 2):

$$V(k_F,p)=\frac{(ak_F)^2\left(k_F+b\right)}{c^4+d^3k_f+e^3p^2/k_f+p^4},$$
(8)
where $`k_F`$, $`p`$, and $`V(k_F,p)`$ are given in $`\mathrm{MeV}`$. The fitted values of the parameters are:
$`a=206\mathrm{MeV}`$, $`b=582\mathrm{MeV}`$, $`c=322\mathrm{MeV}`$, $`d=422\mathrm{MeV}`$, and $`e=289\mathrm{MeV}`$.

The formula (8) fulfills the following criteria:

* V is negative
* V reproduces essential features of plots from ,
* V is monotonously increasing,
* For higher values of momentum, V quickly approaches zero,
* For small values of momentum, V is proportional to $`p^2`$ as in the limit as $`p0`$ on general ground one expects that

$$V(p)V_0+\frac{p^2}{2M^{}}$$
(9)

There is some amount of uncertainty in the reconstructed potential which is inherited from the original computations in which contributions from only finite number of harmonics were included.

In numerical computations we compare three cases:

Fermi gas with global $`k_F=k_F^{nucleus}`$,

Fermi gas in local density approximation (LDA),

Fermi gas with in the local density approximation with momentum dependent nucleon potential (8).

## 3 RESULTS

The total cross sections for quasi-elastic interaction for all three cases are plotted in fig. 3. While changes introduced by the LDA are minor, the effective potential reduces the total cross section by a few percent. Since the produced proton is affected by momentum depended potential it may not have enough energy to leave the nucleus. In such a case in the final state the nucleus is excited and there is no ejected nucleon. This happens always if

$$V(p_N)+E_k(p_N)M.$$
(10)
The probability of such a process is shown in fig. 4. For comparison we calculated the probability of analogous events in the NUX+FLUKA MC generator. It is very interesting that the shapes of the curves are in both cases almost identical. The probability for a bound nucleon in the final state decreases with neutrino energy in both generators and at energy of about 1 GeV becomes flat. However, the effect predicted by our Monte Carlo generator is much bigger (about three times).

The predicted distributions of the ejected nucleon momentum are shown in fig. 5 and 6. The plots are normalized as differential cross sections $`d\sigma /dp^{}`$. In all cases the neutrino energy is fixed at $`E_\nu =700`$ $`\mathrm{MeV}`$. The changes observed due to the LDA and the effective potential are very similar for all three analyzed targets so we do not include a plot for iron.

In the case (a) there are obvious sharp thresholds at $`k_F^{nucleus}`$.

In the case (b) the distributions become smoother. They differ only in the region of nucleon momentum below $`300\mathrm{MeV}`$; whereas, for higher values of nuclear momentum, LDA introduces no significant differences.

Finally, in the case (c) there is higher probability for the outgoing nucleon to have momentum lower than $`k_F`$. The values close to zero become accessible as well. The differential cross section rises almost linearly for nucleon momenta smaller than $`450\mathrm{MeV}`$ then it slowly bends reaching maximum at about 600 MeV. For momenta above 800 $`\mathrm{MeV}`$ the plot is only slightly changed compared to the cases (a) and (b).

The fig. 7 illustrates the relevance of the introduction of separate values of Fermi momentum for neutron and proton Fermi gases. The Fermi momentum for neutrons is larger and since the interaction takes place on neutrons, it is clear that the cross section should be slightly larger. It is indeed the case but the effect is very small and the difference of the plots is hardly noticeable.

For completeness in fig. 8 we present how both discussed effects influence the energy transfer spectrum for the iron nucleus (plots for oxygen and argon are very similar). There is only a small difference at the peak between the differential cross section plots for the cases (a) and (b) the plot for the LDA being slightly lower. In the case (c) we observe a significant change in the shape of the plot. For lower values of the energy transfer the differential cross section is substantially reduced and for higher energy transfers it is slightly increased. The allowed kinematical region is also modified.

In fig. 9 we show the ejected proton momentum distribution obtained for neutrino beam with the energy profile identical to that predicted for the K2K near detector. We note that the LDA and the potential effects remove the sharp threshold and give a smooth plot at low values of the momentum. The number of nucleons with momentum between $`k_F`$ and $`700\mathrm{MeV}`$ is significantly reduced but the values between 0 and $`k_F`$ become possible.

In fig. 10 we show the energy transfer distribution for quasi-elastic events produced with the same K2K-like beam. It is clear that it is insensitive to the effects discussed in the present paper.


text:
# Cut-offs and finite size effects in scale-free networks

## 1 Introduction

Recent years have witnessed an increasing scientific interest for the study of complex networks and the dynamical processes taking place on top of them mendesbook ; barabasi02 . Indeed, the complex topological properties shown by many real networks have large effects on the behavior of several phenomena characterizing the dynamics and stability of these systems. These effects are particularly intriguing in the case of scale-free (SF) networks, that is, in networks in which the probability $`P(k)`$ that a vertex is connected to $`k`$ other vertices (the degree distribution) scales as a power law, $`P(k)k^\gamma `$ mendesbook ; barabasi02 . In general, uncorrelated SF networks with a degree exponent $`\gamma 3`$, exhibit the lack of epidemic and percolation threshold, that can be identified in terms of critical phenomena with the absence of any critical point pv01a ; havlin00 ; newman00 . These results have been generalized to several epidemic and percolation models lloydsir ; moreno02 ; newman02b , even in the presence of correlations marian3 ; vazquez , and in critical phenomena doro ; leone . In all these systems, the absence of the critical point finds an explanation in the diverging second moment $`k^2`$ of the degree distribution of SF networks with $`\gamma 3`$, that implies unbounded degree fluctuations in the limit of infinite network size $`N\mathrm{}`$.

Real networks, however, have always a finite number of vertices $`N`$, and it has been pointed out that finite size effects reintroduce a positive threshold in critical processes lloydsir ; pvbrief . Indeed, the finite size of real networks introduces a bound in the possible values of the degree, depending on the system size $`N`$, which has the effect of restoring a limit in the degree fluctuations, re-inducing in this way a non-zero critical point. Therefore, the existence of bounds for the maximum degree becomes a relevant element in order to estimate the critical properties of dynamical systems defined in networks with SF topologies.

The presence of bounded SF distributions in complex networks has been observed in several systems amaral . In some cases, the bound or degree cut-off can be explained in terms of a finite capacity of the vertices to collect connections or due to incomplete information amaral ; mossa . In this case, the value of the cut-off is a constant that depends on the physical constraints acting on the systems. A second possibility, the one in which we are interested here, takes place when the cut-off is purely accounted for by the finite size of the network, as usually happens in growing networks, that have grown up to a maximum number of vertices $`N`$ moreira ; krapivsky .

In this paper we will reconsider the nature of the cut-offs due to finite-size effects in SF networks. We will review how to estimate this cut-off in terms of extreme value theory, and point out how this estimate is affected when one takes into account the topological structure of the network. Our considerations will be illustrated by analyzing an example of uncorrelated network model.

## 2 Extreme value theory and the natural cut-off

The nature of the degree cut-off in finite-size SF networks has been considered in several instances in network theory. For example, Aiello et al. aiello  proposed to define a cut-off $`k_m`$ as the value of the degree for which we expect to observe at most one vertex, that is

$$NP(k_m)1.$$
(1)
For a SF network, this expression provides a dependence of the cut-off with $`N`$ as

$$k_m(N)N^{1/\gamma }.$$
(2)
This definition, however, lacks some mathematical rigor, since it considers the probability of a single point in a probability distribution, which is not completely well-defined in the continuous $`k`$ limit for large $`N`$.

A more physical definition of cut-off was given by Dorogovtsev et al. dorogorev , defining it as the value of the degree $`k_c`$ above which one expects to find at most one vertex,

$$N_{k_c}^{\mathrm{}}P(k)𝑑k1.$$
(3)
In this case, we obtain

$$k_c(N)N^{1/(\gamma 1)},$$
(4)
which is known as the natural cut-off of the network.

The origin of the natural cut-off, as well as the constraints that must be imposed to validate its accuracy, can be better understood in terms of extreme value theory. Indeed, if we have a random variable distributed according to the probability density $`\rho (x)`$ and we draw $`N`$ observations of this quantity, $`\{x_i\}`$, $`i=1\mathrm{}N`$, the maximum value of this sample, $`\mathrm{max}\{x_i\}`$, will, in turn, be a random variable. Extreme value theory is aimed at finding the statistical properties of this maximum. In the simplest case, the sample is built up of independent events and the distribution function, giving the probability that $`\mathrm{max}\{x_i\}<X`$, is simply given by

$$\mathrm{\Pi }(X)=\left\{^X\rho (y)𝑑y\right\}^N.$$
(5)
The probability density $`\pi (X)`$ that $`\mathrm{max}\{x_i\}`$ is equal to $`X`$ is therefore the derivative $`d\mathrm{\Pi }(X)/dX`$ and the cut-off is then defined as the average value of the extreme value of the sample, that is,

$$x_c(N)=X\rho (X)N\left\{^X\rho (y)𝑑y\right\}^{N1}𝑑X.$$
(6)
This cut-off is always an increasing function of the sample size and gives us information about the finite size effects of the process under study. In a scale-free network, the probability density $`\rho (x)`$ corresponds to the degree distribution, that scales as $`P(k)k^\gamma `$. By substituting $`P(k)`$ in Eq. (6), we recover the natural cut-off scaling given by Eq. (4). Even though Eqs. (6) and (3) give slightly different exact values for $`k_c(N)`$, both lead to the correct dependence on the system size $`N`$, which is, in most cases, the relevant information.

It is important to recall that this form of the natural cut-off is obtained under the assumption that all the elements of the sample are independently drawn from the probability density $`P(k)`$. However, in real networks the degrees of the vertices are not simply independently drawn from a probability distribution $`P(k)`$, but must satisfy some topological constraints due to the network structure. Thus, we must include also the structure of the connections when considering the scaling of the cut-off.

## 3 Structural properties of networks and the structural cut-off

In order to shed some light on this problem we first need to characterize some structural aspects of networks marianproc ; hiddenvars . In what follows we will consider undirected sparse networks, that is, networks with a well-defined thermodynamic limit (or, equivalently, constant average degree $`k`$), with $`N`$ vertices. Let us define $`N_k`$ as the number of vertices of degree $`k`$. This quantity satisfies $`_kN_k=N`$ which, in the thermodynamic limit ($`N1`$), allows to define the degree distribution as $`P(k)=N_k/N`$. The degree distribution $`P(k)`$ contains only information about the local properties of vertices, that is, the number of edges that emanate from each vertex. Thus, we also need to specify how different degree classes are connected to each other. To this end, we define the symmetric function $`E_{kk^{}}`$, that gives the number of edges between vertices of degree $`k`$ and $`k^{}`$, for $`kk^{}`$, and two times the number of self-connections111By self-connections we mean connections between vertices in the same degree class. for $`k=k^{}`$. This matrix fulfills the identities

$`{\displaystyle \underset{k^{}}{}}E_{kk^{}}`$ $`=`$ $`kN_k,`$ (7)
$`{\displaystyle \underset{k,k^{}}{}}E_{kk^{}}`$ $`=`$ $`kN=2E,`$ (8)
where $`E`$ is the total number of edges in the network. This last identity allows to define, again in the limit $`N1`$, the joint distribution

$$P(k,k^{})=\frac{E_{kk^{}}}{kN},$$
(9)
where the symmetric function $`(2\delta _{k,k^{}})P(k,k^{})`$ is the probability that a randomly chosen edge connects two vertices of degrees $`k`$ and $`k^{}`$. It is easy to see that, in fact, the degree distribution $`P(k)`$ can be derived from the joint distribution $`P(k,k^{})`$ as

$$P(k)=\frac{k}{k}\underset{k^{}}{}P(k,k^{}).$$
(10)
Therefore, the joint distribution conveys all the information at the degree-degree level. In particular, the assortative (disassortative) character of the correlations in the network, that is, the tendency of vertices to connect to vertices of the same (different) degree class, can be quantified by means of the Pearson coefficient $`r`$, defined as the correlation coefficient of the joint distribution $`P(k,k^{})`$ assortative ; newmanmixing . It is worth mentioning that all the above quantities are defined outside the context of any specific model, which make them completely general.

To proceed further, let us define $`r_{kk^{}}`$ as the ratio between the actual number of edges between vertices of degrees $`k`$ and $`k^{}`$, $`E_{kk^{}}`$, and the maximum value for this quantity, $`m_{kk^{}}`$. Assuming that multiple edges are not allowed in the network the maximum number of edges between two degree classes is222While the restriction of not having multiple edges may appear unnecessary under a mathematical point of view, it is usually observed in real networks where redundant edges are not considered as a part of the network. If multiple edges are instead allowed $`m_{kk^{}}`$ is simply given by $`m_{kk^{}}=\mathrm{min}\{kN_k,k^{}N_k^{}\}`$. $`m_{kk^{}}=\mathrm{min}\{kN_k,k^{}N_k^{},N_kN_k^{}\}`$ and, consequently, the ratio $`r_{kk^{}}`$ can be written as

$$r_{kk^{}}=\frac{E_{kk^{}}}{m_{kk^{}}}=\frac{kP(k,k^{})}{\mathrm{min}\{kP(k),k^{}P(k^{}),NP(k)P(k^{})\}}.$$
(11)
A key property of this ratio is that it must be smaller than or equal to $`1`$ for any values of $`k`$ and $`k^{}`$, regardless of the type of network. We can use this simple observation to draw some conclusions over the value of the cut-off imposed by the structure of the network. Let us consider, see Fig 1, the space $`k`$-$`k^{}`$ in which the joint distribution $`P(k,k^{})`$ is defined. The curve $`r_{kk^{}}=1`$ defines the boundary333For simplicity, we have assumed that this boundary is given by a smoothly decreasing concave function. The same result applies for convex boundaries. More complex situations can be considered along the same lines of reasoning. separating the region in which the pairs $`(k,k^{})`$ take admissible values ($`r_{kk^{}}1`$) from the unphysical region $`r_{kk^{}}>1`$. If we define a structural cut-off $`k_s`$ as the value of the degree delimiting the largest square region of admissible values, we obtain that it is given as the intersection of the curves $`r_{kk^{}}=1`$ and $`k^{}=k`$. That is, the structural cut-off can be defined as the solution of the implicit equation

$$r_{k_sk_s}=1.$$
(12)
In the following, we will discuss the implications of the structural cut-off defined in the previous expression.

It is worth noticing that as soon as $`k>NP(k^{})`$ and $`k^{}>NP(k)`$ the effects of the restriction on the multiple edges are already being felt, turning the expression for $`r_{kk^{}}`$ to

$$r_{kk^{}}=\frac{kP(k,k^{})}{NP(k)P(k^{})}.$$
(13)
In the case of interest of SF networks these conditions are fulfilled in the region $`k,k^{}>(\alpha N)^{1/(\gamma +1)}`$ (where $`\alpha `$ is constant depending on de details of the function $`P(k)`$), well below the natural cut-off. As a consequence, this scaling behavior provides a lower bound for the structural cut-off of the network, in the sense that, whenever the cut-off of the degree distribution falls below this limit, the condition $`r_{kk^{}}<1`$ is always satisfied.

### 3.1 Uncorrelated networks

Let us first analyze the class of uncorrelated networks. In this case the joint distribution factorizes as

$$P_{\mathrm{nc}}(k,k^{})=\frac{kk^{}P(k)P(k^{})}{k^2}$$
(14)
which, in turn, implies that the ratio $`r_{kk^{}}`$ takes the simple form hiddenvars

$$r_{kk^{}}=\frac{kk^{}}{kN}.$$
(15)
In this case, the structural cut-off needed to preserve the physical condition $`r_{kk^{}}1`$ takes the form

$$k_s(N)(kN)^{1/2},$$
(16)
independent of the degree distribution, and in particular, of the degree exponent $`\gamma `$ in SF networks. This structural cut-off, which has been already discussed in the context of the random network model proposed by Chung and Lu chunglumode ; originnewman , and also by Ref. krzywickirandom , coincides with the natural cut-off when the exponent of the degree distribution is $`\gamma =3`$ (for instance, the Barabási-Albert network barab99 ). For $`\gamma >3`$, the structural cut-off diverges faster than the natural cut-off, and therefore the latter should be selected as the appropriate one krzywickirandom . For $`\gamma <3`$, however, the exponent of the natural cut-off is greater than $`1/2`$ and, as a consequence, the cut-off predicted by extreme value theory is diverging faster than the structural one. In other words, this means that uncorrelated SF networks without multiple edges and exponent $`\gamma <3`$ must possess a cut-off that behaves as the structural cut-off and is thus smaller than the one predicted by the extreme value theory. If this is not the case, that is, if the actual cut-off is imposed to be larger than the structural cut-off $`k_s`$, this means that the network is not totally uncorrelated and some negative correlations, such as those observed in the Internet alexei , must appear in order to fulfill the constraint $`r_{kk^{}}1`$ originnewman ; maslovcorr .

### 3.2 Correlated networks

For correlated networks the position of the cut-off will depend, in general, on the nature of the correlations through the specific form of $`r_{kk^{}}`$. For assortative networks, that is, networks with positive degree correlations, the cut-off must be even smaller than the uncorrelated one since, in these class of networks, high degree vertices connect preferably to other high degree vertices increasing, thus, the value of $`r_{kk^{}}`$ at $`kk^{}`$. This could explain, for instance, the appearance of an abrupt cut-off after a power law regime in many social networks, such as the network of movie actors albert00 , which have been found to show assortative mixing. In the opposite case of disassortative networks the cut-off can be higher because, in this case, high degree vertices connect preferably to low degree ones and, as a consequence, the ratio $`r_{kk^{}}`$ is reduced near the region $`kk^{}`$. In summary, the structural cut-off for SF networks lies somewhere within the interval $`[(\alpha N)^{1/(\gamma +1)},(\beta N)^{1/(\gamma 1)}]`$, where $`\alpha `$ and $`\beta `$ are characteristic constants, depending on their correlation structure. In particular, $`k_sN^{1/2}`$ corresponds to uncorrelated networks whereas greater values of the exponent indicate disassortative correlations and smaller values assortative mixing by degree moreira ; krapivsky .

## 4 The configuration model

In order to check our previous arguments, we shall consider the configuration model (CM), proposed by Molloy and Reed molloy95 ; molloy98  as a practical algorithm to generate uncorrelated random networks with a designed degree distribution. The model first generates a sequence of $`N`$ degrees, which are independently drawn from the distribution $`P(k)`$, and then it proceeds by connecting pairs of randomly chosen edge ends. At the same time, however, the model generates a number of multiple edges and tadpoles, that is, edges connected to the same vertex at both ends. When the degree distribution has a finite second moment the fraction of multiple edges and tadpoles over the total number of edges vanishes in the thermodynamic limit and, as a consequence, they can be neglected. For SF networks with exponent $`\gamma <3`$, the situation is different maslovcorr  as it can be shown by applying the reasoning concerning the scaling of the degree distribution cut-off. The problematic degree classes are those connecting vertices of degrees satisfying

$$kk^{}>kN.$$
(17)
For an uncorrelated SF network with degree exponent $`2<\gamma <3`$, the total number of edges satisfying this condition can be calculated, in the limit $`N1`$, as

$`{\displaystyle \underset{kk^{}>kN}{}}E_{kk^{}}`$ $``$ $`Nk{\displaystyle ^N}𝑑k{\displaystyle _{kN/k}^{\mathrm{}}}𝑑k^{}P_{\mathrm{nc}}(k,k^{})`$ (18)
$``$ $`\left(kN\right)^{3\gamma }\mathrm{ln}N.`$
These edges correspond to an unphysical situation and therefore must be balanced by a similar scaling of multiple edges plus tadpoles in order to restore a physical structure for the network connectivity. We thus expect the same scaling law for the number of multiple edges plus tadpoles satisfying condition (17) generated by the CM algorithm. In order to check this ansatz we have performed numerical simulations using the CM for exponents $`\gamma <3`$ and we have computed the number of multiples edges plus tadpoles as a function of the network size $`N`$. The results, shown in Fig. 2, are in very good agreement with our ansatz.

The weight of these multiple edges with respect to the overall number of edges is small, a fact that could induce us to conclude that these multiple edges are not important. This is not completely true, however, since these multiple edges are not homogeneously distributed among all the degree classes; i.e. they are present in classes with degree larger than the structural cut-off $`k_sN^{1/2}`$. This implies that, in the thermodynamic limit, all edges connecting vertices with degrees satisfying condition (17) will always contain a finite fraction of multiple edges and tadpoles. It is also interesting to note that by imposing further constraints to avoid this problem usually generates further correlations. For instance, by imposing the restriction that only one edge may connect a pair of vertices will forbid the natural tendency of high degree vertices to connect mutually and favor their linking with small degree vertices, originating the presence of effective disassortative correlations, as discussed in Refs. maslovcorr ; originnewman .

## 5 Conclusions

In the present work we have analyzed the behavior of the maximum degree in networks with finite size $`N`$. The natural cut-off scaling usually considered is not always the appropriate one. The constraints imposed by the connectivity structure of networks of finite size generate spontaneous correlations that introduce a structural cut-off that in some regimes is diverging slower that the natural one and then determines the actual scaling of the maximum degree. Strikingly, this phenomenon occurs also in random uncorrelated networks with SF degree distribution with $`\gamma <3`$, that are usually used as a first approximations to represent many real networked structures. These results might be particularly relevant in the evaluation of the resilience to damage and the spreading of infective agents in SF networks. Indeed, the absence of intrinsic epidemic and damage thresholds makes these processes dominated by finite size effects. In this case, a careful determination of the cut-off behavior with respect to the network’s size is determinant in the calculation of the effective thresholds which determines the behavior of these dynamical processes.

###### Acknowledgements.

This work has been partially funded by the European Commission - Fet Open Project COSIN IST-2001-33555. R.P.-S. acknowledges financial support from the Ministerio de Ciencia y Tecnología (Spain) and from the Departament d’Universitats, Recerca i Societat de la Informació, Generalitat de Catalunya (Spain). We also thank an anonymous referee for useful comments.