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# M31 Globular Clusters in the HST Archive: II. Structural Parameters1footnote 11footnote 1Based on observations made with the NASA/ESA Hubble Space Telescope, obtained from the data archive at Space Telescope Science Institute. STScI is operated by the Association of Universities for Research in Astronomy, Inc. under NASA contract NAS 5-26555.

## 1 Introduction

Globular clusters’ structures yield important information about their dynamical states and also about the environmental effects of the parent galaxy’s tidal field. The core radii and ellipticities of Galactic globulars are known to vary with position (van den Bergh, 1994; White & Shawl, 1987), and the mean structural parameters of clusters also vary between galaxies. For example, the LMC’s globular clusters are, on average, much more flattened than those of the Milky Way (van den Bergh, 1983). These findings have led to many suggestions and theories about the histories of GCSs and their parent galaxies (e.g., van den Bergh, 2000), but these conclusions would be much stronger if structural parameters were accurately measured for clusters in more galaxies.

Globular clusters in Local Group galaxies are particularly valuable for such a comparison. They are distant enough that their integrated properties can be easily derived, but near enough that their individual stars can also be resolved. M31 has the Local Group’s largest globular cluster population, so it is a natural starting place for studies of extragalactic globular clusters. The M31 GCS is known to be similar to the Milky Way’s in numerous ways (e.g., metallicity and spatial distributions; Barmby et al., 2000), but has some important differences as well (chemical composition and possibly age and luminosity distribution: Brodie & Huchra, 1991; Barmby, Huchra, & Brodie, 2001). While many properties of the M31 globular clusters can be elicited with ground-based imaging and spectroscopy, high spatial resolution data from space-based telescopes such as HST are required to study their spatial structures and stellar populations. The angular sizes of M31 globular clusters are comparable to the sizes of ground-based seeing disks: Schweizer (1979, 1981) and Holland (1998) showed that seeing can lead to substantial errors in the derived structural parameters of galaxies with similar sizes. The first HST measurements (Bendinelli et al., 1993; Fusi Pecci et al., 1994) showed that the ground-based measurements of core and half-light radii were systematically overestimated. To date, post-repair HST measurements of M31 GC parameters (Rich et al., 1996; Grillmair et al., 1996; Holland, Fahlman, & Richer, 1997) have included only a total of seven objects.

In a companion paper (Barmby & Huchra, 2001, hereafter Paper I), we described the use of HST/WFPC2 images to identify globular clusters and candidates in M31 and thus examine the quality of existing cluster catalogs. That paper contains the details of the HST Archive search and data reduction procedures. In this paper, we derive structural parameters for ‘good’ (category A and B) cluster candidates found in our survey. The objects studied here do not constitute a complete or magnitude-limited sample of globular clusters in M31, and only the clusters which were not specific HST targets can be considered to be a random sample. Some of our new unconfirmed cluster candidates may not be M31 globulars at all Several of the clusters in our sample — the targets of HST program GO-6699 — may actually belong to M31’s companion galaxy NGC 205. We retain these objects in our sample except when computing correlations between cluster properties and location in the galaxy. We have studied a much larger sample of M31 globular clusters than has been previously available, and this allows us to explore correlations of structural parameters with other properties such as galactocentric distance, and to determine mean structural properties for comparison with other galaxies.

## 2 Surface Brightness Distributions

### 2.1 Color gradients

Aperture photometry in multiple filters can be used to search for radial color gradients in GCs. Since there is no evidence for internal extinction in GCs, radial color variations are thought to indicate variations in the cluster stellar population. Djorgovski et al. (1991a, b) studied color variations in 12 Milky Way globulars over linear scales of 0.04–4 pc and found the core-collapsed clusters to be bluer in the center, either because of an excess of blue straggler stars or a deficit of red giants. The color gradients in the core-collapsed clusters were 0.1–0.3 mag per decade in radius; non-collapsed clusters did not show any color gradients. The measurement of color gradients in globular clusters is subject to a number of systematic uncertainties, including flat-fielding, contamination from background objects and from M31, absolute centering, centering differences between filters, and stellar population sampling. Using color gradients to detect core-collapsed clusters in M31 is an attractive idea, since it might require lower spatial resolution than a detection from the surface brightness profile. Because of the effects listed above, we believe that such a detection would require a much more detailed study than is presented here, including photometry of individual stars and a careful treatment of incompleteness. This examination of integrated color profiles is intended to serve as a preview for a more detailed study.

The aperture photometry described in Paper I was used to measure the color profiles. The color in each annulus was computed as

$$C_i=C_02.5\mathrm{log}\left(\frac{f_1(r_i)f_1(r_{i1})}{f_2(r_i)f_2(r_{i1})}\right)$$
(1)
where $`f_1`$ and $`f_2`$ refer to the fluxes measured in the two different filters. All of the color profiles are referenced to the color in the central aperture $`C_0`$. The color profiles had a wide variety of appearances: we show a sample in Figure 1. As expected, the profile appearance was much more ‘ragged’ for shorter exposure times and bluer filters, which yielded many fewer counts and hence much more uncertain fluxes. Bright, rich clusters tended to have smooth color profiles, while the looser clusters had much more variable profiles, as might be expected from population sampling statistics. To illustrate this, we used the method of Renzini (1998) to estimate the projected number density of red giants inside the clusters’ half-light radii in the absence of population gradients. The values ranged from $`200`$ stars arcsec-2 for typical bright clusters to $`2`$ stars arcsec-2 for the faintest and loosest clusters.

We checked the profiles for significant color gradients using a Monte Carlo technique, resampling each profile $`10^4`$ times by bootstrapping and computing the weighted least-squares fit to a straight line. If the absolute value of the computed slope for the real dataset was in the 95th percentile of the distribution of the absolute value of the slope for the bootstrapped datasets, we considered it to be significant. There were a total of 18 significant color gradients, with two objects having gradients in more than one color. The gradients are comparable in size to those obtained by Djorgovski et al. (1991a) for Milky Way globulars. Strangely, the two gradients for 109–170 (see Figure 1b) are in opposite directions: the center of the cluster is redder in F450$``$F606W and bluer in F555W$``$F814W. The F450W/F606W and F555W/F814W image pairs were obtained at different times, so the different color gradients might be due to a bright variable star in the cluster or to cosmic ray contamination in one image pair. H$`\alpha `$ emission could also have contaminated the F606W image. Overall, two thirds of the slopes are positive (the center is bluer, as found for Milky Way core-collapse objects) and one third are negative (as might be expected for objects which are actually background galaxies).

There is some previous work on M31 GC color gradients: Holland et al. (1997) found gradients of $`0.028`$ and $`0.090`$ magnitudes arcsec-1 for 240–302 and 379–312, respectively. We find no significant gradient for 240–302 (shown in Figure 1), and a smaller gradient, $`0.02`$ mag arcsec-1, for 379–312. Since we use the same observational data as Holland et al. (1997), the discrepancy may be related to the fitting or background subtraction methods. Grillmair et al. (1996) found no significant color gradients for 006–058, 045–108, 343–105, and 358–319; we concur with their results for the first three clusters and find a small gradient (0.02 mag arcsec-1) for 358–319. The small sizes of the well-determined gradients and the many possible systematics suggests that definitive measurements of population gradients in M31 GC using integrated colors requires a more detailed study, and possibly better data, than are available here.

### 2.2 Shape and Structural Parameters

To measure clusters’ shapes, we used the IRAF task ellipse to fit elliptical isophotes to the background-subtracted images. Isophotes were fit over a range of semi-major axes spaced logarithmically from 0.2″ to 5.0″ or the largest measurable size. ellipse could not be made to converge for 9 sparse clusters. This was not unexpected, since the algorithm was designed for galaxies and expects the surface brightness distribution to be smooth and monotonically decreasing outward. We were able to estimate shape parameters for about a third of these objects by resampling the images to a resolution of 0.2″/pixel and running ellipse on the ‘blurred’ images. This procedure did not work for the remainder of the images, and objects with no shape measurements are noted in Table 1 with a default zero ellipticity and position angle.

Figure 2 shows some sample ellipticity ($`ϵ=1b/a`$) and position angle profiles, plotted as a function of the effective radius ($`R_e=\sqrt{ab}=a\sqrt{1ϵ}`$) to allow for simple comparison of objects with different ellipticities. In most cases, the ellipticities and position angles measured on images in different filters track well together, as we would expect. The measured position angles are occasionally wildly varying, often when the ellipticities are close to zero. This is likely an artifact of the ellipse algorithm, which diverges as the ellipticity approaches zero (Jedrzejewski, 1987). For these objects, we report ellipticities and position angles of zero in Table 1. We averaged the ellipse output over the isophotal semi-major axes to determine the overall ellipticity, position angle, and central position for each of the cluster images. We further averaged over the different filters to compute the ellipticities and position angles given in Table 1.

Our measured ellipticities generally agree quite well with those of Staneva, Spassova, & Golev (1996), the most comprehensive published dataset. The median difference between two two sets of measurements is $`0.024\pm 0.009`$. Our measured position angles do not agree particularly well with those measured by Staneva et al. (1996), although the agreement is better for more elliptical objects, for which the position angle can be more precisely determined. There are numerous possible sources of systematic differences in ellipticity and position angle measurements, including isophote centering, size of the semi-major axis steps, the adopted algorithm, the image bandpass, and seeing and guiding errors (which could have significant effects on the ground-based results). A comparison of position angles measured by Staneva et al. (1996) and Lupton (1989) shows that the measurements in these two works also agree rather poorly. As most of the ellipticities are small, precise measurement of position angles is not critical to our surface brightness modeling and the discrepancies are not a serious concern. The median ellipticity of the M31 clusters is $`0.11\pm 0.01`$, in reasonably good agreement with the measurements of Staneva et al. (1996) ($`0.09\pm 0.04`$) and Lupton (1989) ($`0.08\pm 0.02`$). The clusters’ position angles show no tendency to align with either the major or minor axes of M31, or with the local direction toward the center of the galaxy. This indicates that tidal forces are not responsible for the M31 GCs’ ellipticities; White & Shawl (1987) came to the same conclusion for the Milky Way clusters.

We next fit single-mass, elliptical Michie-King (Michie, 1963; King, 1966) (hereafter simply ‘King models’) to the cluster images. As usual, we parameterize the models with the scale radius222Binney & Merrifield (1998) point out that $`r_0`$ is usually called the core radius and denoted $`r_c`$, but $`r_0`$ as defined by King (1966) is approximately the same as $`r_c`$ (the half-intensity radius) only for concentrated clusters. $`r_0`$, the concentration $`c=\mathrm{log}(r_t/r_0)`$ ($`r_t`$, the tidal radius, is where the projected cluster density drops to zero), and $`\mu (0)`$, the central surface brightness. We used the program km2dfit written by S. Holland (described in Holland, Côté, & Hesser, 1999) to do the model fits. Although km2dfit can also fit for the ellipticity, position angle and central position, increasing the number of parameters greatly increases the execution time so we used the ellipse values for these parameters instead. For most objects, we fit the models to the clusters over sub-images 12.8″ in size. Some objects near the edges of the WFPC2 chips had to be fit in smaller sub-images, and a few were so close to the chip edge that they could not be fit at all (these are marked in Table 1).

The models were convolved with the appropriate WFPC2 PSF before being compared to the data; this greatly increased the execution time but should result in more accurate parameters for the smaller objects. We tried fitting models without PSF convolution, and found that the resulting scale radii were systematically larger (by $`0.076\pm 0.013\mathrm{}=0.3`$ pc) and the concentrations smaller (by $`0.09\pm 0.02`$) than for the convolved models. This shows that the size of the PSF cannot be ignored, even with HST resolution. To check the effect of pixel size (i.e., whether a cluster was imaged on the PC or one of the WFC chips), we selected PC images of 10 clusters with a range of structural parameters, rebinned them to the lower WFC resolution, and re-fit models to the rebinned images. The differences between the PC and WFC models were small: median offsets were $`0.01\pm 0.04\mathrm{}=0.04\pm 0.16`$ pc in $`r_0`$, and $`0.04\pm 0.04`$ in $`c`$.

Measurement of the same object imaged in more than one filter generally gave quite similar results; the median absolute differences in recovered parameters were $`0.13\pm 0.04`$ in $`c`$ and $`0.04\pm 0.02\mathrm{}=0.15\pm 0.08`$ pc in $`r_0`$. These values provide reasonable estimates of the systematic uncertainties in $`c`$ and $`r_0`$. The tidal radii are more uncertain since they depends on both of these parameters: error propagation for median values of $`c`$ and $`r_0`$ yields an estimate of $`\mathrm{\Delta }r_t2`$″. The situation was similar for objects imaged in more than two filters, although fits in the F300W and F336W were often discrepant from others. The poorer signal-to-noise in these filters and/or a different spatial distribution of the horizontal-branch stars (which emit most of the UV light) are the likely causes of the discrepancy. Table 1 gives average King model parameters $`r_0`$, $`c`$ and $`r_t`$ for each cluster, and the central surface brightness in the $`V`$-band (or another filter if $`V`$ was unavailable). The central surface brightness is determined by transforming the model central intensity in counts per pixel to magnitudes per square arcsecond using the same calibration as in Paper I.

It would be useful to know if there were any systematic effect of exposure time on the model-fitting results. Once could imagine that longer exposure times $`t`$ relative to a cluster’s integrated magnitude might allow better detection of faint stars at the edge of the cluster, and hence yield larger $`r_t`$ and $`c`$ values. Unfortunately it is not possible to directly examine the relationship between the number of photons in a cluster’s image $`N_pt\times 10^{0.4V}`$ and the derived King-model parameters. $`N_p`$ is strongly related to cluster integrated magnitude — brighter clusters emit more flux and, in our HST sample, generally have larger $`t`$ — which is known to correlate with $`c`$ for Milky Way clusters (we will show below that the same correlation holds for M31 clusters). Instead, we sorted the clusters into 18 pairs with nearly the same $`V`$ magnitudes ($`\mathrm{\Delta }V<0.1`$ mag) and values of $`N_p`$ differing by more than a factor of 1.5. The clusters with larger $`N_p`$ had larger values of $`r_0`$ in 11 of 18 cases, and larger values of $`c`$ in 10 of 18 cases. We conclude that there does not appear to be a systematic difference in the measured cluster parameters with $`N_p`$.

In Figure 3, we compare our measurements of structural parameters with previous HST and ground-based measurements. The agreement is good for $`r_0`$ and $`r_h`$ and rather poor for $`\mu _V(0)`$ and $`r_t`$. The poor agreement for the central surface brightness is likely due to cluster flux being smeared out by the PSF in the previous measurements. Fusi Pecci et al. (1994) used deconvolved (pre-COSTAR) Faint Object Camera images, and Davoust & Prugniel (1990) used ground-based images with PSF deconvolution. The poor agreement in $`r_t`$ may be attributable to the ground-based measurements by Cohen & Freeman (1991), which are highly uncertain for individual clusters. The large bright cluster 000–001 (also known as G1 or Mayall II) has been previously studied by Rich et al. (1996) and Meylan et al. (2001). The structural parameters for all three works are given in Table 2; al agree fairly well on the values of $`r_0`$ and $`\mu _V(0)`$ but disagree but about a factor of 5 on $`r_h`$ and $`r_t`$. Different methods used by the different groups may be the causes of the disagreement. The $`r_t`$ value of Rich et al. (1996) is based on a detection of the tidal cutoff in the surface brightness profile, while ours is based on the $`c`$ measured from the overall shape of the profile. Because most of the weight in our fit comes from the bright inner regions of the cluster, small variations from a pure single-mass King profile will bias our $`r_t`$ away from the true value. Meylan et al. (2001) fit multi-mass (instead of single-mass) King models to the one-dimensional surface brightness profile, although they do not correct for the PSF. Gunn & Griffin (1979) suggest that it is quite reasonable for $`r_t`$ in a multi-mass model to differ by a factor of 2 from that in a single-mass model. G1 is an interesting cluster for many reasons, and a more detailed investigation its surface brightness distribution than is carried out here could be useful.

A final step in checking the modeling results is the examination the differences between modeled and measured surface brightness profiles. Figure 4 shows a sample of these residuals, which are generally less than 10%. The figure also demonstrates the different physical sizes of the clusters; the points stop at the radius where ellipse can no longer fit the isophotes because of poor signal-to-noise. An important question to be addressed by examining the profiles is whether there is evidence for systematic departures of the data from the model profiles. Departures at large radii can indicate the presence of extra-tidal stars, while departures at small radii can indicate the presence of the core-collapse phenomenon. Both effects have been claimed in M31 GCs, by Holland et al. (1997), Grillmair et al. (1996), and Fusi Pecci et al. (1994). Examining the profiles, we find evidence that the following clusters appear to have extra-tidal stars: 006–058, 058–119, 110–172, 240–302, 358–219, and 379–312. We are in agreement with the results of Holland et al. (1997) and Grillmair et al. (1996) for all objects except 343–105, which Grillmair et al. find to have extra-tidal stars and we do not. A potential problem with detections of excess flux at large radius is the uncertain effects of background subtraction. We tried to account for this in our model-fitting by allowing the background level to vary even though it should have been set to zero by our subtraction procedure.

Detecting core-collapsed clusters is difficult: even in the Milky Way, detections of core-collapse in GC surface brightness profiles came many years after the phenomenon was first predicted (see, e.g., Djorgovski & King, 1984). Core-collapsed globular clusters are distinguished from ‘King-model’ clusters by the fact that their surface brightness profiles are better fit by a power law. To check for core collapse in M31 GCs, we fit power-laws to the ellipse surface brightness profiles and compared the RMS deviation between the power-law model profiles and the data to that between King model profiles and data. As expected, most of the clusters were better fit by King models than by power laws. The profiles of a few objects, mostly those for which the best-fit King models had large values of $`c`$, were fit as well as or better than King models by power laws. These may be core-collapsed clusters; we show their profile residuals in Figure 5 and mark them in Table 1. Bendinelli et al. (1993) and Grillmair et al. (1996) both suggested that 343–105 showed signs of core collapse in its profile, while we find that the King model is formally a slightly better fit than the power law for this object. The two previous works deconvolved the observed profile from the PSF before fitting a power law, which may be why they measured a slightly different profile. However, as Figure 5 shows, there is very little difference between the two models, and we believe it is very difficult to use the existing data to differentiate between the profile of a high-concentration King model with a small scale radius (for 343–105 we measured $`r_0=0.42`$ pc) and a power-law one with existing data.

## 3 M31 and Milky Way Globular Cluster Comparisons and Correlations

The structural parameters of globular clusters are the result of both their current and past dynamical conditions. It is therefore of interest to compare the measurements of M31 globular clusters to those of clusters in other galaxies, primarily the Milky Way, and to search for correlations among their properties. We used the June 1999 version of the Harris (1996) catalog as our source of Milky Way cluster properties333Note that the central surface brightness measurements reported in the Harris catalog are not corrected for extinction, although the absolute magnitudes are., supplemented by the White & Shawl (1987) data on cluster ellipticities.

### 3.1 King Model Parameters

M31 and Milky Way globular cluster structural parameters are shown in Figure 7. While the two galaxies’ GCs follow essentially the same trends, the M31 clusters cover a much smaller range of sizes and central surface brightnesses than the Milky Way clusters. The largest scale radius for a Milky Way cluster is 20.2 pc (Pal 14); the largest scale radius we measured for a confirmed M31 GC is 6.1 pc (468–000). Comparing M31 clusters to non-core-collapsed Milky Way clusters with the same range of central surface brightness, we find the median $`r_0`$ to be 0.77 pc for the M31 clusters and 1.14 pc for the Milky Way clusters. The difference is almost certainly due to selection effects: most of the targeted HST observations were of bright M31 clusters with high central surface brightness, and larger low-surface-brightness clusters (the ‘Palomar’-type Milky Way clusters are the extreme examples) would have been very difficult to detect in M31. The lowest surface brightness objects we expect to detect in our median exposure have $`\mu _V(0)20`$.

Except for the lack of confirmed core-collapsed clusters in M31, discussed in the previous subsection, the range of concentration parameters is similar for the M31 and Milky Way clusters. The median values of $`c`$ are 1.40 for the non-core-collapsed Milky Way clusters and 1.43 for the M31 clusters. Six of our M31 clusters fall into a region of parameter space where no Milky Way clusters are found: $`c1.1`$, $`r_0<1`$ pc (these objects are also the outliers in the $`r_0,r_h`$ plot). The identities of all are questionable: 132–000 had been previously been classified as a star from its spectrum (Barmby et al., 2000), 268–000 is an unconfirmed C-class cluster from Battistini et al. (1987) with few known properties, 000–M91 is an unconfirmed candidate first discovered by Mochejska et al. (1998), and the other three objects are new cluster candidates. All are faint and small; several have rather poor fits to the King models. Three are projected very close to the center of M31. Their estimated relaxation times at the half-mass radius range from $`2\times 10^7`$ to $`2.5\times 10^8`$ yr. The relaxation times are quite short compared to the Hubble time, and if the objects projected near the center of M31 are truly near the nucleus, they should have been destroyed long ago. We are uncertain about the nature of these objects, and suggest that higher resolution images and/or spectra may be needed to fully understand them. To confirm that the M31 clusters are well-characterized by King models, we performed a principal component analysis with the five structural parameters $`M_V,\mu _V(0),r_0,r_h,`$ and $`c`$. We find, as did Djorgovski & Meylan (1994) for the Milky Way clusters, that the dimensionality of this dataset is $`D=3`$. The three-parameter King model is adequate to describe the surface brightness profiles of M31 globular clusters.

### 3.2 Galactocentric distance

Figure 8 shows the Milky Way and M31 structural parameters as a function of galactocentric distance $`R_{gc}`$. There is no clear correlation of $`\mu _V(0)`$ with $`R_{gc}`$, except for the tendency, mentioned above, for the very low surface brightness Milky Way GCs to be located far from the galaxy center. This is unsurprising, since such clusters would be easily destroyed by dynamical forces nearer to the galaxy center. Also expected from dynamical considerations is that core-collapsed clusters should have smaller average $`R_{gc}`$ (since the stronger tidal field accelerates the clusters’ dynamical evolution); Figure 8 shows that this is true for the Milky Way. Most of the M31 core-collapse candidates are within 2 kpc of the center of M31, and a KS test shows the $`R_{gc}`$ distributions of the core-collapse candidates and the rest of the sample to be different at the 95% confidence level. There is no significant trend of $`c`$ with $`R_{gc}`$ for the non-core collapsed clusters in either M31 or the Milky Way. Both $`r_h`$ and $`r_0`$ are correlated with galactocentric distance, which has been noticed before for Milky Way clusters (van den Bergh, Morbey, & Pazder, 1991). These authors suggest that, while large clusters with small $`R_{gc}`$ could have been destroyed, there is no equivalent reason for the lack of small clusters at large $`R_{gc}`$, so the correlation is due to physical conditions at the time of cluster formation. The data in Figure 8 suggest that similar conditions affected the formation of the M31 globular clusters.

### 3.3 Ellipticities

Cluster rotation, rather than tidal forces, is the generally accepted explanation for cluster flattening. A general picture, summarized by Davoust & Prugniel (1990), is that GCs form with some angular momentum and are initially flattened by rotation. As escaping stars carry away angular momentum and mass, clusters rotate more slowly and become rounder. The rotation model makes several predictions. One is that more compact clusters, which evolve more quickly, should be rounder. White & Shawl (1987) found this to be the case for Milky Way clusters. We plot ellipticity against several other parameters for both sets of clusters in Figure 9. We find no clear relation between $`c`$ and $`ϵ`$ for Milky Way clusters, but we do see that low-concentration clusters in M31 are generally more elliptical, as predicted. A second prediction is that clusters with larger velocity dispersions should be rounder because they rotate more slowly, due to conservation of angular momentum in the sum of internal velocity dispersion and rotation (Staneva et al., 1996). These authors find a relation between $`ϵ`$ and $`\sigma _v`$ in M31 clusters in their data, but when we add later velocity dispersion measurements by Djorgovski et al. (1997) to Staneva et al.’s ellipticity data, we see no obvious correlation.

Conflicting claims have been made about correlations of globular cluster ellipticities with other properties. Lupton (1989) claimed that ellipticity was anti-correlated with metallicity for both Milky Way clusters and his sample of 18 M31 clusters; Staneva et al. (1996) and White & Shawl (1987) found no such correlation. Our data in Figure 9 show little correlation (only about half of our M31 clusters have measured metallicities), but if we bin the data in \[Fe/H\] we find that the most metal-poor objects are slightly more elliptical. Davoust & Prugniel (1990) claimed a relation between luminosity and ellipticity for both M31 and Milky Way clusters, with the brightest clusters being the roundest; Staneva et al. (1996) found the same for M31.444The brightest clusters in each galaxy, $`\omega `$ Cen and G1, are both quite flattened, with $`ϵ0.2`$. There have been suggestions that neither object is a true globular cluster (Hilker & Richtler, 2000; Meylan et al., 2001), so their failure to follow this trend may not be meaningful. Lupton (1989) did not find a luminosity-ellipticity relationship in his sample. Our data again show no clear correlation, but with binned data we do find that the least-luminous clusters tend to be more elliptical. White & Shawl (1987) found that the most elliptical Milky Way clusters were found near the galactic plane but did not claim a correlation of $`ϵ`$ with $`R_{gc}`$; Staneva et al. (1996) and Lupton (1989) also found no such correlation in their M31 cluster samples. We find a slight trend in the opposite direction: the innermost clusters are slightly less elliptical. Djorgovski & Meylan (1994) found no correlations of Milky Way GC ellipticity with any other properties, and suggest that this may be because of the difficulties in measuring ellipticity: the effect and its measurement errors are of comparable size. Our results suggest that there may be more subtle effects in the M31 globular cluster system which Djorgovski & Meylan did not find in the MW system.

### 3.4 Metallicities

As noted above, there is some weak evidence for lower-metallicity M31 clusters to be more elliptical. Figure 10 shows that there is essentially no correlation of metallicity with concentration or central surface brightness, but there does appear to be a correlation with size, as measured by $`r_0`$ or $`r_h`$. This has been noticed before: examining globular cluster systems in many galaxies, both Kundu et al. (1999) and Larsen et al. (2001) found that the metal-rich clusters had slightly smaller average values of $`r_h`$. We assigned M31 clusters to metallicity groups based on either spectroscopic metallicities, color-derived metallicities from Barmby et al. (2000), or the HST $`VI`$ color (the criterion used by Larsen et al., 2001). Figure 11 shows size distribution for the two groups. The median sizes for the two groups are similar to values found for other galaxies: 2.17 pc for the metal-rich clusters and 2.76 pc for the metal-poor ones. Some of the size difference could be due to $`R_{gc}`$: metal-rich clusters are more likely to be near the center of M31, and we have already shown that there is a gradient of $`r_h`$ with $`R_{gc}`$. There is still a size difference between the two metallicity groups for clusters with $`R_{gc}>2`$ kpc; however, a KS test does not show the $`r_h`$ differences to be statistically significant, and the small number of metal-rich clusters (17 in total and only 11 with $`R_{gc}>2`$ kpc) makes our conclusions uncertain. The correspondence with the results for the Milky Way and other galaxies is certainly suggestive. The size difference could indicate the different pericenter distances of the clusters’ orbits, as might be expected from their different kinematics.

### 3.5 Parameter Correlations and the Fundamental Plane

Globular cluster structure is described by four parameters: concentration $`c`$, scale radius $`r_0`$, central surface brightness $`\mu _V(0)`$, and central mass-to-light ratio $`\mathrm{{\rm Y}}_0`$ or velocity dispersion $`\sigma _0`$. Figure 7 shows that there are strong correlations between the King model parameters of both Milky Way and M31 globular clusters, meaning that clusters do not inhabit the full four-dimensional parameter space. Djorgovski (1995) found a pair of bivariate correlations in Milky Way GC parameters which imply the existence of a ‘globular cluster fundamental plane’. Only about 20 M31 GCs have measurements of mass-to-light ratios (Dubath & Grillmair, 1997; Djorgovski et al., 1997), but they appear to fall on the same plane as the Milky Way clusters. Bellazzini (1998) posited the existence of a ‘fundamental straight line’ as expected if GCs represent a family of objects with constant core mass evolving toward core collapse. McLaughlin (2000) examined the Milky Way GC fundamental plane in detail and disputed Bellazzini’s interpretation, pointing out that cluster cores cannot be viewed as dynamically distinct entities since they do not obey the virial theorem.

Any linearly independent combination of the parameters described above is a complete basis for describing GC structure, and McLaughlin (2000) chose the set $`c`$, $`\mathrm{{\rm Y}}_0`$, luminosity $`L`$, and binding energy $`E_b`$ to describe the Milky Way clusters. He showed that the Milky Way clusters’ fundamental plane was described by the equations

$$\mathrm{{\rm Y}}_{V,0}=1.45\pm 0.1$$
(2)
and

$$E_b=AL^\gamma \mathrm{log}E_b=(39.89\pm 0.38)+(2.05\pm 0.08)\mathrm{log}L$$
(3)
Although equation 2 can be used in computing $`E_b`$ for the Milky Way clusters, this does not imply an automatic correlation between $`E_b`$ and $`L`$: the two parameters are linearly independent.

Since our HST observations provide no new information about M31 clusters’ mass-to-light ratios, we cannot directly test McLaughlin’s result of a constant $`\mathrm{{\rm Y}}_0`$ for M31 clusters. However, McLaughlin used the fundamental plane to predict the existence of several ‘monovariate’ correlations which involve only the King model parameters (his equations A14 and A17). These are:

$$\mathrm{log}r_0=41.2208\mathrm{log}A+2\mathrm{log}\mathrm{{\rm Y}}_0+(2\gamma )\mathrm{log}Lf(c)$$
(4)
and

$$\mu _V(0)=232.4665\mathrm{log}A+10\mathrm{log}\mathrm{{\rm Y}}_0+(7.55\gamma )\mathrm{log}Lg(c)$$
(5)
where $`A`$ and $`\gamma `$ are given above, and $`f`$ and $`g`$ are ‘nonhomology terms’ (for details, see McLaughlin, 2000). We can use these predictions to see whether the M31 clusters’ properties are compatible with the Milky Way fundamental plane.

Figure 12 plots the difference between the fundamental plane predictions and the measured values of $`r_0`$ and $`\mu _V(0)`$ for M31 and Milky Way GCs. Table 3 gives the statistics of the differences between predicted and measured values (core-collapsed Milky Way clusters are not included). The standard errors of the means are similar for the two sets of clusters, which is is somewhat surprising, given that we expect the observational errors to be larger for the M31 data. It implies that the two sets of clusters have about the same amount of scatter about the fundamental plane. The mean values are consistent with zero for the Milky Way clusters, but offset from zero for the M31 clusters. This could imply that the M31 clusters have a different mass-to-light ratio $`\mathrm{{\rm Y}}_0`$ and/or $`E_bL`$ intercept $`A`$ from the Milky Way clusters, or that there are systematic errors in our M31 cluster measurements.

We can test this idea by examining the fundamental plane predictions of $`E_b`$ as a function of $`L`$ for the M31 clusters. The difference between $`E_b`$ predicted from $`L`$ (using equation 3) and the measured value (computed from McLaughlin’s equation 5c) also has a term of the form $`a=2\mathrm{log}\mathrm{{\rm Y}}_0\mathrm{log}A`$, but with the opposite sign to the $`r_0`$ and $`\mu _V(0)`$ differences. Figure 13 shows the difference between the fundamental plane predictions of $`E_b(L)`$ and the measured values for M31 and Milky Way GCs. Again the Milky Way clusters’ mean difference is consistent with zero. In this case the M31 clusters have a slightly larger scatter than the Milky Way clusters, as well as an offset. $`\mathrm{\Delta }\mathrm{log}E_b`$ has the same sign as $`\mathrm{\Delta }r_0`$ and $`\mathrm{\Delta }\mu _V(0)`$, which means that a different value of $`a`$ for the M31 clusters cannot simultaneously account for all three offsets.

Can the differences between fundamental plane predictions and M31 GC observations be explained by a combination of true differences between the M31 and Milky Way GC fundamental planes and systematic errors in the observations? Yes. Increasing our measured M31 $`\mathrm{log}(r_0)`$ values by 0.12 and decreasing $`a`$ by 0.09, while leaving $`\mu _V(0)`$ unchanged, resulted in all $`\mathrm{\Delta }`$ values consistent with zero. Subtracting 0.57 mag from our measured M31 $`\mu _V(0)`$ values and decreasing $`a`$ by 0.20, while leaving $`r_0`$ unchanged, gave the same result. The dependence of the $`\mathrm{\Delta }`$ values on $`c`$ (through the nonhomology terms $`f(c)`$ and $`g(c)`$ above and $`(c)`$ in $`E_b`$) is not as straightforward as that on $`\mathrm{log}(r_0)`$ and $`\mu _V(0)`$, but experiment showed that increasing the measured values of $`c`$ for M31 clusters by 0.25 (with no changes in $`r_0`$ or $`a`$) resulted in $`\mathrm{\Delta }`$ values consistent with zero. Other combinations of parameter changes might also result in a better fit to the fundamental plane, but we concentrate here on the simplest ones.

The systematic changes which improve the M31 clusters’ fit to the Milky Way GC fundamental plane also result in a slightly better match with the Milky Way clusters in Figure 7. This is not surprising, since the correlations shown there are due to the existence of the fundamental plane. But are the changes reasonable? A change in $`a`$ of 0.09, if interpreted as due to the M31 clusters’ mass-to-light ratio, implies $`\mathrm{{\rm Y}}_{0,\mathrm{M31}}=1.3`$, well within the measured values for M31 clusters. Increasing the measured $`r_0`$ by 30% ($`\mathrm{\Delta }\mathrm{log}(r_0)=+0.12`$) would worsen the agreement of our measurements with those by other groups, although it would make the median $`r_0`$ for M31 clusters closer to that for Milky Way clusters. A systematic error in $`r_0`$ would seem more likely to result in our measured values being too large (because of the limited spatial resolution) rather than too small. Subtracting 0.56 from our measured $`\mu _V(0)`$ marginally improves the agreement with other groups, and it is plausible that the limited spatial resolution could have resulted in our measuring central intensities which were 60% of the true value. Increasing $`c`$ by 0.25 (and thereby increasing $`r_t`$ by $`10^{0.25}`$) marginally worsens agreement of $`r_t`$ with other values, but also seems a plausible effect of limited spatial resolution.

More information is needed to distinguish between the various possible reasons for the offset between fundamental plane predictions and M31 cluster observations. The small scatter of the mean M31 offsets implies that the M31 clusters may well have a constant mass-to-light ratio, but additional measurements would be very useful to confirm this and to determine the value of $`\mathrm{{\rm Y}}_0`$. Additional measurements of King model parameters, both from the existing HST data and from future data, will help to clarify whether there are systematic errors in our method. Even with the offsets, it is clear that M31 and Milky Way clusters have a limited and very similar range of properties, controlled by strong correlations. If additional galaxies’ GCs have similar fundamental planes, this will strengthen the case for a ‘universal’ GC formation mechanism, in which GC properties are controlled by very few parameters (possibly the initial protocluster gas mass: McLaughlin, 2000; Bellazzini, 1998).

## 4 Summary

We use HST images of M31 globular clusters to measure the clusters’ sizes, shapes, and best-fit King model parameters. Cluster departures from sphericity are consistent with being caused by rotation, although there are also indications of relations between ellipticity and luminosity and metallicity. We find a slight difference between the half-light radii of metal-rich and metal-poor clusters, consistent with previous results on clusters in other galaxies. The M31 clusters are well-described by the three-parameter family of King models. They have approximately the same range of parameter values as the Milky Way clusters, except that there are few faint, low-concentration clusters in our M31 sample due to observational selection effects. The scatter about the fundamental plane relations is very similar for Milky Way and M31 clusters, although the M31 clusters are offset from the Milky Way cluster relations. This effect may be due to an intrinsic difference in the two galaxies’ clusters’ fundamental planes or to systematic errors in our measurements: further information is needed. The overall similarity of the two fundamental planes implies that the formation and evolution of GCs must have been very similar in the two galaxies.

We thank J. Grindlay, G. Harris, W. Harris and S. Zepf for helpful discussions, and K. Stanek and R. Di Stefano for critically reading the manuscript. We also thank the referee, whose report was helpful in clarifying several issues.


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# Untitled Document

In Praise of Unstable Fixed Points: The Way Things Actually Work

Philip W. Anderson Henry Laboratories of Physics Princeton University, Princeton, NJ 08544

Abstract

In recent years a fashion has grown up to ascribe great importance to “quantum critical points” at $`T=0`$, at the boundary between the basins of attraction to the stable fixed points of ordered ground states. I argue that more physical significance in connecting microscopic interactions with observed phenomena lies in the common phenomenon of partially ordered “liquid” states at higher temperatures, unstable phases which define the relevant degrees of freedom and may order in many different ways as the temperature is further lowered.

Key Words: fixed point, liquid phases, partial ordering

Corresponding author: P.W. Anderson, Princeton University, Department of Physics, Princeton, NJ 08544 Fax: 609-258-1006; email pwa@pupgg.princeton.edu

In our field of strongly-correlated electronic phenomena, the first fad of the 21st century is the Quantum Critical Point. (See Fig. 1.) This is defined as a point (along a line representing different values of some control parameter) where two ground states with different symmetries and different order parameters meet. The argument is that in the neighborhood of such a point we can show that the Ginzburg-Landau equations of the system have a higher symmetry and also have the scale-invariance appropriate to such a critical point. Any unusual behavior such as unexpected power laws and absence of conventional excitation spectra may be thus ascribed to the baleful influence of such a critical point. The “effective action” (I don’t know why such theories are always Lagrangian rather than Hamiltonian) which controls the low-energy behavior is restricted to being a functional of the appropriate “relevant variables”: the order parameters of the ordered phases. The world, then, is seen to be controlled “from the bottom up”: everything is described in terms of the low-energy degrees of freedom of the ground states, as in Fig. 1. The QCP is often mysterious, or hidden by the intrusion of yet another phase, but its influence expands as $`T`$ is raised until its critical region encompasses the whole high $`T`$ phase diagram. All relevant behavior is controlled by some (D+Z) dimensional field theory; i.e., all we need to do is find what crank to turn on some universal dream machine.

As far as I know, there are no unequivocal examples of Fig. 1. Critical regions near $`T=0`$ are normally quite narrow. But perhaps more important is the fundamental ontological question: What is the purpose of our scientific endeavor? If we abandon description of physics in terms of the microscopic systems and forces–electrons, ions, Coulomb interactions–then what is the point of our science? And this abandonment is precisely the goal of the QCP fad. The original purpose of the RNG in the study of critical behavior was to explain universality of exponents and yet retain the connection to microscopic physics; but the QCP sect abandons the idea of the RNG as based on fundamental microscopic physics, ignoring the starting point of the RNG and dealing only with its end result. Microscopic variables are seen as “irrelevant” and “therefore” unimportant.

I would argue here that the physics of real condensed matter systems is quite otherwise. Fig. 1 is backwards. The spirit of the RNG is indeed correct: One wants to start at high energies and temperatures, and integrate out high frequency degrees of freedom in stages in order to build low-temperature models with manageable complexity and, hopefully, understandable behavior. But actual systems almost invariably fail to flow smoothly from high energy to $`T=0`$. There is a strong tendency to hesitate in the neighborhood of an infrared-unstable fixed point, which is hopefully described by some effective “model” Hamiltonian which still has a large number of relevant degrees of freedom. This model is often the result of a projective transformation of the problem, removing certain high-energy degrees of freedom and replacing them with constraints. But it cannot be correctly viewed as a functional of the limited degrees of freedom of an order parameter with a point symmetry, no matter how complex. As we shall see, such phases are liquids, paramagnetic insulators, rare earth metals at normal temperatures, even the metallic Fermi liquid. I use the word “phase” advisedly because in many cases we recognize these as thermodynamically distinct phases–as e.g. the liquid state, which has no symmetry distinction from the gaseous state but is physically different.

So the world is more frequently described by a diagram like Fig. 2. One goes from microscopic physics via a projective transformation to an intermediate phase, which is not ordered but is already a renormalized description satisfactory in some intermediate range of energies and temperature–but is not a stable fixed point. At all but a few, specially tuned values of the system parameters, this phase evolves further into one of several different ordered phases.

Let me illustrate this general structure in a number of cases of decreasing simplicity and familiarity. Fig. 3 shows the structure which is familiar to us in thousands of materials: molecular gases, organic and polymer systems, and the like. Starting from electrons and nuclei, one eliminates electronic degrees of freedom via the Born-Oppenheimer approximation, arriving at molecules with given intermolecular forces. (In relatively rare cases, perhaps arriving at a covalently bonded network such as amorphous silicon or $`S_iO_2`$.) Thus one is left with no electronic degrees of freedom at all. In general, the attractive parts of these forces produce a dense phase without crystalline order, which at lower temperature orders, generally, into one of the hundreds of possible crystal structures. The only relevance to our further reasoning is to observe how meaningless it is to think of the liquid phase as arising out of quantum criticality at one or more of the (first-order) phase transitions between different crystal structures.

Fig. 4 illustrates the next simpler case: the Fermi liquid. Here the electronic degrees of freedom are not all gapped, so one has to eliminate the high-frequency ones via the Galivotti-Shankar renormalization and one is left with the Landau Fermi liquid Hamiltonian plus quasiparticle scattering, for quasiparticles which are the residual degrees of freedom. (There are also, of course, lattice degrees of freedom–the phonons. Fortunately, Migdal’s theorem, shows that these can be treated perturbatively.)

But the Fermi liquid in general is not stable. It may further renormalize into not only $`L=0`$ BCS but any of the angular-dependent BCS states, depending on the nature of the residual interaction. It may also have SDW or ferromagnetic instabilities. Again, I would challenge any one to reconstruct the Fermi liquid as resulting from a QCP between any of these phases.

Now we come to a more complex case: “Mixed valence” (see Fig. 5). We start with actinide or lanthanide ions and metal electrons. We bypass the complications of the true “mixed valence” state, which renormalizes to a relatively simple metal (as shown by Haldane). That is, in Fig. 5 renormalization paths near the edge of the Anderson Model regime can flow into the “Kondo valence collapse” regime. But for reasonably symmetric systems renormalization is via a Schrieffer-Wolff transformation to the “Kondo lattice.” This unstable fixed point is massively non-Fermi liquid: the lanthanide or actinide f electrons are represented by pure spins with no charge degrees of freedom, these latter having been projected away by the Anderson $``$ Kondo renormalization.

But now we find that in many cases the Kondo Hamiltonian renormalizes again via the $`T_K`$ mechanism to a new Fermi liquid! On the other hand, it may also happen that residual spin-spin interactions enforce ferromagnetism or antiferromagnetism. In a quite separate way, the Kondo $`FL`$ is itself unstable to non BCS SC or to SDW or both. (Note that BCS does not happen: the spin-derived electrons do not interact strongly with phonons.)

Of course, I have been leading up to still another unstable fixed point: the RVB phase: a lightly-doped 2D Mott insulator. In this case the starting high-temperature Hamiltonian has strong local repulsion–a Hubbard model, with $`U>>t`$–and the appropriate initial renormalization is the $`tJ`$ Anderson-Rice transformation, which leaves us with a truncated Hilbert space, containing hole and spin degrees of freedom and a $`J`$ interaction beteen spins. As noted in a recent article, for low density the resulting phase renormalizes to a Fermi liquid, or, in 2D, to a Fermi liquid-like phase. (For low density, the Galitskii-Lee-Yang pseudopotential scheme is correct.) But for high density, a spin pseudogap phase may develop, which is distinct from the Fermi liquid and can condense into several different ordered phases: Néel antiferromagnet, d-wave superconductor, inhomogeneous stripe phases, and possibly the staggered flux phase of Lee and Nayak et al. The pseudogap phase is best described, probably, as having d-symmetry condensation of spinon pairs. It is not “caused” in any sense either by the SC-AF quantum critical point nor by the crossover to a true Fermi liquid(like) state. Fig. 6 is a sketch of the appropriate phase relationships.

In conclusion, I would like to remark that none of the “liquid” phases (except possibly the Fermi liquid) is easy to analyze in any precise way–this has long been known for the true liquid, for instance, and we are only just learning it for the Mott paramagnet. This however does not imply that they have no identity or physical reality. The simplicity of BCS comes from the simplicity of the Fermi liquid state from which it arises; the difficulty of the calculation of melting points, in contrast, comes from the relatively mysterious nature of the liquid state. So we cannot expect high $`T_c`$ cuprates to be simple; but we find that their physical motivation is not mysterious.

References

 See for instance Subir Sachdev, ”Quantum Phase Transitions”, Cambridge University Press, Cambridge, 1999.

 D. Huse, private communication.

 G. Benfatto and G. Gallivotti, J. Statist. Phys 59, 541(1990); R. Shankar, Physica A 177, 530 (1991)

 J.R. Schrieffer and P.A. Wolff, Phys. Rev. 149, 491 (1966)

 C Gros, R. Joynt and T.M. Rice, Phys. Rev. 381 (1987); see also J.E. Hirsch, Phys. Rev. Lett. 54, 1317 (1985), and G Baskaran Z Zou and P.W. Anderson, Sol. St. Comm. 63, 973 (1987).

 P.A. Lee and X.-G. Wen, Phys. Rev. Lett. 76,503 (1996)

Figure captions

Fig. 1 The Quantum Critical Point Picture. Above the QCP at $`T=0`$ is an Ever-expanding “Critical Region” of Anomalous Properties.

Fig. 2 The Intermediate Unstable Fixed Point Picture. Electrons and Ions Renormalize to an UFP, or Model, with Constrained Dynamics but $`N`$ Degrees of Freedom, Which Then Further Condenses to Various Ordered States.

Fig. 3 The Molecular Liquid State as an Example of the UFP: The Born-Oppenheimer Projection Leaves Us with Molecular Motions Only. Molecular Liquid Can Condense into Many Phases.

Fig. 4 The Fermi Liquid as Example: Gallivotti-Shankar Projection Leaves Us with Quasiparticles Near a Fermi Surface, Which Then Can Condense into Ferromagnetism, Spin- or Charge-Density Waves or BCS with Any L.

Fig. 5 The Kondo Hamiltonian as an UFP. This Hamiltonian Has f-Electric Charge Fluctuations Completely Projected Out, Yet Can Renormalize to an Unusual Fermi Liquid, SDW, or $`L0`$ BCS Superconductor.

Fig. 6 The RVB-Pseudogap State as an UFP, Only in the Low-Doping Regime of the 1-Band Hubbard Model. It Can Condense to Stripes, d-Wave Superconductor or Néel Antiferromagnet.


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# On the correct entropic form for systems with power-law behaviour: the case of dissipative maps

## I Introduction

As it is evident, an enormous variety of systems in Nature fall into the domain of validity of Boltzmann-Gibbs (BG) thermostatistics. On the other hand, it is also well-known since long that a variety of anomalous systems exists for which the powerful BG formalism exhibits serious difficulties. Some of the examples for such anomalous cases could be the long-ranged interacting systems , two-dimensional turbulence , nonmarkovian processes , granular matter , cosmology , high energy collisions , among others. In order to handle some of these anomalous systems, an attempt has been performed in 1988 , which is based on the generalization of the standard BG formalism by postulating a nonextensive entropy (Tsallis entropy) of the form

$$S_q\frac{1_{i=1}^Wp_i^q}{q1}(q),$$
(1)
and it recovers the standard BG entropy $`S_1=_{i=1}^Wp_i\mathrm{ln}p_i`$ in the $`q1`$ limit. This generalization is usually called in the literature as Nonextensive thermostatistics or Tsallis thermostatistics (TT) , and it has been (still continues to be!) a matter of intensive studies during the past decade  both from the point of theoretical foundations of the formalism and its applications to various physical systems. The apparent success of TT gave rise to an increase of the studies with new entropy definitions . At this point, we would like to mention a trivial but important issue: TT by no means intends to cover all of the anomalous physical systems where BG statistics seems to fail. It appears to be useful only for a large class of cases where power-law behaviour is observed. In this sense, alternate forms of entropy could of course be useful for other subexponential cases and therefore other possible generalizations of the standard formalism could always be projected using different entropic forms. One of these attempts, based on the Renyi entropy, has become popular nowadays . The form of this entropy is

$$S_q^R\frac{\mathrm{ln}_ip_i^q}{1q}.$$
(2)
It is an extensive quantity (unlike Tsallis entropy), concave for $`0<q<1`$ and it recovers the usual BG entropy as a special case when $`q1`$. It is worth mentioning that the Renyi entropy has already been used in the multifractal theory . On the other hand, the efforts of establishing a thermostatistics from this entropy seem to be originated from the fact that the maximum entropy principle yields the same form of distribution function (of power-law type) for both Tsallis and Renyi entropies since they are monotonic functions of each other. At this level, there is no a priori reason to choose one of these entropies as the correct entropic form for the systems which exhibit power-law type behaviour. This is not the case for the standard BG entropy, namely, everybody knows that any monotonic function of the BG entropy also gives the same distribution function of exponential type, but still the correct description of entropy is of course BG. This unclear situation of the generalized formalism seems to force some authors, for example Arimitsu and Arimitsu, to use unclear statements like ”An analytical expression of probability density function of velocity fluctuation is derived with the help of the statistics based on the Tsallis entropy or the Renyi entropy” .

From the above discussion, a straightforward question arises naturally: Which of these two entropic forms is the correct definition for systems exhibiting power-law behaviour ? Our motivation in this paper is to try to provide an answer (at least to make the first step) to this important and intriguing question. As already seen, since maximum entropy principle cannot provide an answer, in order to accomplish this task, we shall focus on two different issues and make use of the results coming from them. These issues are i) power-law sensitivity to the initial conditions and entropy increase rates, ii) generalized bit cumulant theory.

## II Power-law sensitivity to the initial conditions and entropy increase rates

As is well-known from the theory of dynamical systems (see for example ), for one-dimensional dissipative systems, it is possible to introduce a sensitivity function of type

$$\xi (t)\underset{\mathrm{\Delta }x(0)0}{lim}\frac{\mathrm{\Delta }x(t)}{\mathrm{\Delta }x(0)},$$
(3)
where $`\mathrm{\Delta }x(0)`$ and $`\mathrm{\Delta }x(t)`$ are discrepancies of the initial conditions at times $`0`$ and $`t`$ respectively, and it satisfies the differential equation $`d\xi /dt=\lambda _1\xi `$, where $`\lambda _1`$ is the standard Lyapunov exponent, thus $`\xi (t)`$ is of exponential type ($`\xi (t)=e^{\lambda _1t}`$). Consequently, when $`\lambda _1>0`$, the system is strongly sensitive to the initial conditions, whereas it is strongly insensitive if $`\lambda _1<0`$. On the other hand, there is an infinite number of points for which $`\lambda _1=0`$. This case is called the marginal case and no further analysis of this case is possible within the standard theory. It has been conjectured recently that  whenever $`\lambda _1`$ vanishes, the sensitivity function becomes of power-law type

$$\xi (t)=\left[1+(1q)\lambda _qt\right]^{1/(1q)},$$
(4)
which is the solution of the differential equation $`d\xi /dt=\lambda _q\xi ^q`$. This new definition of the sensitivity function recovers the standard exponential one in the $`q1`$ limit and here, $`\lambda _q`$ is the generalized Lyapunov exponent and it scales with time inversely as $`\lambda _1`$ does, but this time exhibits a power-law behaviour. Consequently, if $`\lambda _q>0`$ and $`q<1`$ ($`\lambda _q<0`$ and $`q>1`$), then the system is weakly sensitive (insensitive) to the initial conditions. Most important case which is in the domain of this scenario is of course the chaos threshold. At this point (where $`\lambda _1=0`$ but $`\lambda _q0`$), the sensitivity function presents strong fluctuations with time and delimits the power-law growth of the upper bounds of a complex time dependence of the sensitivity to the initial conditions. These upper bounds allow us, on a log-log plot, to measure the slope ($`\xi (t)t^{1/(1q)}`$) from where the proper $`q=q^{}`$ value of the dynamical system under consideration can be estimated. This constitutes method I for determining $`q^{}`$ value of a dynamical system at the edge of chaos (or at any point where $`\lambda _1=0`$) and it has already been successfully used for a variety of one-dimensional dissipative maps such as the standard logistic , $`z`$-logistic , circle , $`z`$-circular , single-site  and asymmetric logistic  maps. At this stage, there is no a priori reason for relating this $`q`$ index with that of the Tsallis entropy. It might well be that the corresponding entropy is the Renyi entropy since it also produces the power-law behaviour.

The above concluding statement is also valid for method II of obtaining the $`q^{}`$ value of a dynamical system. This method is based on the multifractal geometrical aspects of chaotic attractor at the edge of chaos. This geometry is characterized by the multifractal singularity spectrum $`f(\alpha )`$, which reflects the fractal dimension of the subset with singularity strenght $`\alpha `$ . The $`f(\alpha )`$ function is a down-ward parabola-like concave curve and at the end points of this curve, the singularity strenght is associated with the most concentrated ($`\alpha _{min}`$) and the most rarefied ($`\alpha _{max}`$) regions of the attractor. The scaling behaviour of these regions has been used to propose a new scaling relation as

$$\frac{1}{1q^{}}=\frac{1}{\alpha _{min}}\frac{1}{\alpha _{max}},$$
(5)
which constitutes a completely different way of calculating the proper $`q^{}`$ value of a given dynamical system . It is evident from the previous works that, for all dissipative systems studied so far, the results of these two methods for the proper $`q^{}`$ value coincide within a good precision.

Finally, the connection between these $`q^{}`$ values and the index $`q`$ of the Tsallis entropy became evident after the introduction of method III for finding $`q^{}`$ values . This method basically makes use of a specific generalization of Kolmogorov-Sinai (KS) entropy $`K_1`$. For a chaotic dynamical system, the rate of loss of information can be characterized by this entropy and it is defined as the increase of the BG entropy per unit time. Since the Pesin equality  states that $`K_1=\lambda _1`$ if $`\lambda _1>0`$ and $`K_1=0`$ otherwise, it is clear that the KS entropy is deeply related to the Lyapunov exponents. Moreover, the KS entropy could be defined through

$$K_1\underset{t\mathrm{}}{lim}\underset{W\mathrm{}}{lim}\underset{N\mathrm{}}{lim}\frac{S_1(t)}{t},$$
(6)
where $`t`$ is the number of discrete time steps in case of maps, $`W`$ is the number of regions in the partition of the phase space and $`N`$ is the number of initial conditions that are evolving with time. Analogously, for the marginal cases, a generalized version of the KS entropy $`K_q`$ has been introduced recently  by replacing the BG entropy with the Tsallis entropy, namely,

$$K_q\underset{t\mathrm{}}{lim}\underset{W\mathrm{}}{lim}\underset{N\mathrm{}}{lim}\frac{S_q(t)}{t}.$$
(7)
Consistently, the Pesin equality is expected to become $`K_q=\lambda _q`$ if $`\lambda _q>0`$ and $`K_q=0`$ otherwise. Using these ideas, the method III  is based on the conjecture that (i) a unique value of $`q^{}`$ exists such that $`K_q`$ is finite for $`q=q^{}`$, vanishes for $`q>q^{}`$ and diverges for $`q<q^{}`$; (ii) this $`q^{}`$ value coincides with that coming from methods I and II. Latora et al. have examined numerically the standard logistic map

$$x_{t+1}=1ax_t^2,$$
(8)
(where $`0<a2`$ and $`1x_t1`$) both in the chaotic region and at the chaos threshold . In the chaotic region (for example, $`a=2`$ case), they numerically verified that $`K_q`$ vanishes (diverges) for any value of $`q>1`$ ($`q<1`$), being finite only for $`q=1`$ (see Fig.1 of ), which implies that the proper $`q^{}`$ value is unity as expected. On the other hand, at the chaos threshold, the same structure has also been observed, but this time with an important exception: $`K_q`$ vanishes (diverges) for any value of $`q>q^{}`$ ($`q<q^{}`$), being finite only for $`q=q^{}=0.24\mathrm{}`$ (see Fig.4 of ). This value coincides with the value of the proper $`q^{}`$ coming from other two methods. This structure has been verified not only for the standard logistic map but also a variety of other map families as well .

Now we are ready to proceed with our main purpose in this effort. We conjecture here that if the Tsallis and Renyi entropies are both the correct choices for a system with power-law behaviour, then the Renyi entropy should also give us the proper $`q^{}`$ values whenever we use this entropic form instead of the Tsallis entropy in method III. Before demonstrating our results, let us describe the numerical procedure: Firstly, we partition the phase space into $`W`$ equal cells, then we choose one of these cells and select $`N`$ initial conditions all inside the chosen cell. As time evolves, these $`N`$ points spread within the phase space and it gives a set $`\{N_i(t)\}`$ with $`_{i=1}^WN_i(t)=N`$, $`t`$, which consequently yields a set of probabilities from where one can calculate the entropy. In order to compare our results to those of Latora et al., we numerically check the Renyi entropy case for the standard logistic map both in the chaotic region and at the chaos threshold. The results are illustrated in Fig.1. Surprisingly, the expected structure has not been observed. For the chaotic region (Fig.1a), it is seen that, for $`q=1`$ case, the linear entropy increase is realized but very strangely other values of $`q`$ also give the same result! This shows that Renyi entropy is a much less sensitive function as compared to Tsallis entropy with respect to changes in the value of $`q`$. Similarly, at the chaos threshold (Fig.1b), Renyi entropy does not allow us to distinguish the correct $`q^{}`$ value for which a linear rate is expected. Note that rate of increase of Renyi entropy can be linear if we plot the entropy with respect to $`\mathrm{ln}(t)`$ variable, which follows due to the relation between Tsallis and Renyi entropy, (compare (1) and (2)). This is another reason for unsuitability of the Renyi entropy; for Tsallis entropy we get the result of strong chaos (BG entropy proportional to $`t`$) in the $`q1`$ limit, but for Renyi entropy, $`q1`$ implies that BG entropy is proportional to $`\mathrm{ln}(t)`$. These observations strongly suggest that the Renyi entropy is not the suitable entropic form for these dynamical systems which exhibit power-law behaviour at their marginal points (where $`\lambda _1=0`$). Although the results which led us to make this claim seem rather convincing, it would be no doubt convenient to seek further evidences which can strengthen this claim. This is what we shall try to do in the remainder of the paper by making use of the generalized bit cumulants.

## III Generalized bit cumulants

Bit statistics is a tool to describe the complicated probability distributions, such as generated by chaotic systems . In this framework, the first cumulant is the BG entropy itself, the second cumulant gives the variance (a measure of fluctuations) of the ’classical’ bit number $`b_i=\mathrm{ln}p_i`$, and so on. Particularly, the second bit cumulant which is a generalization of specific heat, can be applied in the context of equilibrium and non-equilibrium phase transitions . The classical bit cumulants can be generalized  within TT formalism. They were applied to symmetric logistic and $`z`$-logistic family of maps given by

$$x_{t+1}=1a|x_t|^z,$$
(9)
where the inflexion parameter $`z>1`$, $`0<a2`$ and $`1x1`$ and $`t=0,1,2,\mathrm{}`$. Applications have also been found for asymmetric family of logistic maps , given by

$`x_{t+1}=\left\{\begin{array}{cc}1a|x_t|^{z_1},\hfill & \text{if }x_t0\hfill \\ 1a|x_t|^{z_2},\hfill & \text{if }x_t0\hfill \end{array}\right\},`$ (12)
where $`z_i>1`$. We briefly summarise the motivation and also the information obtained from these applications, as we intend to apply this approach to elucidate the difference in the use of Renyi and Tsallis entropies.

The generalized second bit cumulant, which gives variance of the Tsallis bit number $`[a_i]_q\frac{(p_i)^{q1}1}{1q}`$, is given by

$$C_2^{(T)}=\frac{1}{(1q)^2}\left[\underset{i}{}(p_i)^{2q1}(\underset{i}{}(p_i)^q)^2\right].$$
(13)
For $`q1`$, (13) approaches the standard bit variance,

$$C_2=\underset{i}{}(\mathrm{ln}p_i)^2p_i(\underset{i}{}p_i\mathrm{ln}p_i)^2.$$
(14)
It was observed in  that the ratio $`C_2^{(T)}/C_2`$ evaluated in the chaotic region of the map (9), gives a scaling factor referred to as ’slope’ in this paper (see Figs.), whose value depends on values of $`q`$ as well as the inflexion parameter $`z`$. Naturally, the slope tends to unity for $`q1`$. Less trivially, it was observed that the slope tends to unity also for $`z\mathrm{}`$. In other words, increasing $`z`$ value within the map-family, has the same effect on the quantifier ’slope’ as the effect of taking to unity, the $`q`$ parameter entering in its definition. Thus the otherwise free parameter $`q`$ in (13) behaves analogous to the proper $`q^{}`$ value, which shows a monotonic decrease with increasing $`z`$ values . This observation was used to conjecture the behaviour of proper index $`q^{}`$ versus $`(z_1,z_2)`$ pairs  in maps (12) at chaos threshold. The actual behaviour obtained from finding $`q^{}`$ values for these maps by using the previously introduced methods , agree with the conjecture of . This implies that generalized second bit cumulant (13) can be consistently applied in such an analysis.

Can we have generalization of bit-cumulants based on the Renyi entropy ? If such a possibility exists, then these new quantities may be used to study the implications on the above mentioned maps, and a comparison be made of the predictions derived from Tsallis based bit-cumulants and Renyi based ones. This task of a new generalization is not a straightforward one, in view of the fact that there is no generalized bit number corresponding to the Renyi entropy, i.e., the latter cannot be written as usual mean over some bit numbers, unlike the cases of BG and Tsallis entropies. In fact, Renyi entropy can be expressed only as a kind of nonlinear average . Recently, however, a step was made in this direction by one of the authors . Specifically, the discrete derivative operator can be used to generate two types of bit cumulants, say type A and type B. Type A cumulants are Tsallis type, of the kind formulated in . These are nonextensive quantities with respect to independent subsystems and preserve the standard relations between bit-moments and cumulants, as do the cumulants and moments of a probability distribution for a certain random variable. Type B ’cumulants’ are however extensive quantites but do not preserve the standard relations between bit-moments and cumulants. Still, the approach allows us to clearly distinguish the separate origins of Tsallis and Renyi entropies, based on the use of discrete derivative. Particularly, the first bit cumulant of type B is the Renyi entropy, the second bit cumulant is another positive valued $`q`$-generalization of the standard bit variance,

$$C_2^{(R)}=\frac{1}{(1q)^2}\left[\mathrm{ln}\underset{i}{}(p_i)^{2q1}2\mathrm{l}\mathrm{n}\underset{i}{}(p_i)^q\right],$$
(15)
It also recovers the form (14) in the limit $`q1`$. Thus it is interesting to see the application of (15) analogous to that of (13) for the 1-d dissipative maps. We expect that any difference in the predictions based on (15) as compared to those of (13), also reflects the separate implications for Renyi and Tsallis entropies for such systems.

In the following, we compare the results obtained from using the generalized second bit-cumulants (13) and (15). In Fig. 2a, the results for symmetric maps (9) are given. The slope which implies the ratio $`C_2^{(R)}/C_2`$, shows a non-monotonic behaviour with increasing $`z`$ values. This can be contrasted with the monotonic decrease of the ratio $`C_2^{(T)}/C_2`$, as shown in Fig. 2b. Similarly, for asymmetric maps (12), we see separate trends as is clear by comparing Figs. 3a and 3b.

This makes us to conclude that while the $`q`$ parameter in the definition of generalized cumulant $`C_2^{(T)}`$ behaves like the $`q^{}`$ parameter inferred from the sensitivity to initial conditions at chaos threshold (method I), the $`q`$ parameter in the definition $`C_2^{(R)}`$ serves no such connection. Thus this generalization of the standard cumulants, which are related to Renyi entropy, are inappropriate for such studies. This clearly strengthens our claim that the Renyi entropy is not the appropriate entropic form for such dynamical systems exhibiting power-law behaviour.

## IV Rate of entropy increase revisited

So far, we have argued and shown that although it is expected to be applicable to systems exhibiting power law behaviour, Renyi entropy is not a suitable measure to quantify the rate of entropy increase at points of power-law sensitivity in 1-d maps. However, Tsallis entropy qualifies as the appropriate measure for this purpose. A natural question follows: Is Tsallis entropy the unique measure in this regard ? In this section, we propose that Tsallis entropy is not the unique measure of entropy which can give a linear rate of increase at chaos threshold. We exemplify below by proposing an alternative nonextensive entropy which can also yield a linear rate of increase. However, our conjecture is that the Tsallis entropy seems to be the unique entropy which yields the same $`q^{}`$ as obtained from the modified sensitivity function (4) and multifractal spectrum (5), i.e., methods I and II to determine $`q^{}`$. To understand this role of the Tsallis entropy, we have to appreciate the implication of Pesin’s equality.

First, let us discuss the case of strong exponential sensitivity $`\lambda _1>0`$. In (6) assuming equiprobability, $`p_i=1/M(t)`$, where $`M(t)`$ are the number of microstates or cells occupied at time $`t`$, we have

$$K_1=\underset{t\mathrm{}}{lim}\underset{W\mathrm{}}{lim}\underset{N\mathrm{}}{lim}\frac{1}{t}\mathrm{ln}M(t).$$
(16)
Standard Pesin’s equality $`K_1=\lambda _1`$ allows us to relate the above expression with exponential sensitivity function. As a result, we get

$$\xi (t)=M(t).$$
(17)
In other words, for strong exponential sensitivity the number of states increase linearly with the distance between trajectories for all times $`t>0`$.

When $`\lambda _1=0`$, the use of modified sensitivity function (4) is suggested. Then we have $`\lambda _q>0`$. Using the definition (7) of $`K_q`$ and assuming equiprobability, we get

$$K_q=\underset{t\mathrm{}}{lim}\underset{W\mathrm{}}{lim}\underset{N\mathrm{}}{lim}\frac{1}{t}\frac{M(t)^{1q}1}{1q}.$$
(18)
Now postulating the generalized Pesin equality for the proper $`q^{}`$ value of the entropic index (which yields the linear rate of entropy increase), $`K_q^{}=\lambda _q^{}`$, we get from (4) and (18), the same relation as (17) even for points of power-law sensitivity. Thus the use of the Tsallis entropy in the definition of $`K_q`$ ensures that the linear relation (17) is preserved. Finally, this automatically implies that the critical $`q^{}`$ value obtained in methods I and III are identical.

Now consider an alternate entropic form

$$𝒮_q=\frac{1_ip_i^{(1+\mathrm{ln}q)}}{q1}(q^+),$$
(19)
which has the same nonextensive property as the Tsallis entropy. It approximates the Tsallis entropy for values of $`q`$ very near to one, and thus goes to BG entropy in the limit $`q1`$. For this entropy, we can also obtain a linear rate of increase at chaos threshold, for certain critical value of $`q=q_c`$. But in this case, $`q_cq^{}`$, where $`q^{}`$ is calculated from methods I and II. Instead, we have $`1+\mathrm{ln}q_c=q^{}`$. A more thorough understanding of generalized Pesin’s equality is required to relate such other entropies with the issue of power-law sensitivity. At the moment, we only state that there are other entropic forms which can give a linear rate of increase, but the entropic form compatible with the generalized sensitivty function (4), in the sense that methods I and III should yield same $`q^{}`$ values, is the Tsallis entropy.

## V Conclusions

In this study, the appropriate entropic form for systems exhibiting power-law behaviour has been tried to be determined. To accomplish this task, two different issues have been analysed. One of these issues is the sensitivity to initial conditions and the entropy increase rates, the other one is the generalized bit cumulants. From the investigation of both issues, for the dynamical systems at marginal points (where the standard Lyapunov exponent vanishes), it is verified that the suitable entropic form is the Tsallis entropy. This could be considered as the first step towards the answer of the intriguing question: What is the correct entropic form for systems exhibiting power-law behaviour ?

The reasons for the success of the Tsallis entropy, we believe, are two-fold: i) Tsallis entropy as function of time $`t`$, reproduces the correct $`q1`$ limit of BG entropy proportional to $`t`$, ii) Tsallis entropy is a much more sensitive function than Renyi entropy with respect to changes in $`q`$ value, which helps to determine the proper $`q^{}`$ value in method III. A crucial property of Tsallis entropy is its nonextensivity. It is not certain whether this property plays significant role in such studies. As has been argued in , a conditional entropy which is nonextensive for generic values of $`q`$, becomes extensive for the proper value of $`q=q^{}`$. It seems that, for such kind of systems with power-law behaviour, what is important is NOT to be extensive for all $`q`$ values, but rather, to be extensive for only a special value of $`q`$ (namely $`q^{}`$), the value that gives the correct entropy for the system under investigation.

Finally, it is worth mentioning that we also show that the Tsallis entropy is not the unique entropic form which gives a linear entropy increase rate, but on the other hand, it seems to be the unique one which provides $`q^{}`$ values consistent with those obtained from the other two methods (i.e., from the sensitivity function and from the multifractal scaling relation).

## Acknowledgments

RSJ is grateful to Alexander von Humboldt Foundation, Germany, for financial support.

Figure Captions

Figure 1 \- Time evolution of the Renyi entropy at the chaotic region (a) and at the chaos threshold (b) for various $`q`$ values. Inset of (b): The behaviour of the Renyi entropy for $`\mathrm{ln}t`$ .

Figure 2 \- The behaviour of the slope as a function of the map inflexion parameter $`z`$ for the Renyi (a) and Tsallis (b) cases.

Figure 3 \- The behaviour of the slope as a function of the map inflexion parameter pairs $`(z_1,z_2)`$ for the Renyi (a) and Tsallis (b) cases.