text:
# XMM-Newton observations of an absorbed z=0.67 QSO: no dusty torus ?

## 1 Introduction

ASCA and BeppoSAX surveys have discovered several examples of absorbed QSOs beyond the local Universe (e.g. Boyle et al. 1998, Georgantopoulos et al. 1999, Fiore et al. 1999, Akiyama et al. 2000, Akiyama, Ueda & Ohta 2002). The X-ray spectra of these QSOs present large amounts of photoelectric absorption (typically $`\mathrm{N}_\mathrm{H}>10^{23}`$ $`\mathrm{cm}^2`$). Interestingly though, their optical extinction is disproportionately small. This is in stark contrast with the optical properties of most nearby Seyfert galaxies which present large amounts of absorption in X-rays (e.g. Goodrich et al. 1994), posing questions on the physical conditions of the absorbing screen at higher redshift.

Here, we present XMM-Newton observations of a moderate redshift (z=0.672) QSO (AXJ0341.4-4453 ) detected in our deep ASCA survey (Georgantopoulos et al. 1997). The optical spectrum as well as the ASCA hardness ratio were presented by Boyle et al. (1998). The optical spectrum, obtained in the wavelength range 4000-7000 Å with the LDSS spectrograph in the Anglo-Australian Telescope, shows only narrow lines. As some of them are high excitation lines (e.g. \[NeV\] it was immediately established that this is an AGN). Subsequent spectroscopic observations obtained at the CTIO by Halpern, Turner & George (1999) at longer wavelengths revealed a broad $`\mathrm{H}_\beta `$ line clearly indicating that this is a broad-line (type-1) QSO. The excellent quality optical spectrum obtained by Halpern et al. (1999) allowed the determination of the reddening from the ratio of the Balmer lines: $`\mathrm{H}_\gamma /\mathrm{H}_\beta =0.17`$ yielding $`\mathrm{A}_\mathrm{V}=7`$. They note however, that the estimate on $`\mathrm{A}_\mathrm{V}`$ is just an upper limit, as the $`\mathrm{H}_\gamma /\mathrm{H}_\beta `$ ratio could be affected by collisional excitation, radiative transfer effects and contamination of $`\mathrm{H}_\beta `$ by $`\mathrm{Fe}_{\mathrm{II}}`$. Indeed, the $`\mathrm{MgII}/\mathrm{H}_\beta `$ ratio gives instead $`\mathrm{A}_\mathrm{V}=3.5`$. In contrast, the ASCA hardness ratio gives a lower limit on the column density of $`\mathrm{N}_\mathrm{H}>4\times 10^{22}`$ $`\mathrm{cm}^2`$which corresponds to $`\mathrm{A}_\mathrm{V}30`$ (Bohlin et al. 1978). The high effective area of XMM-Newton (more than an order of magnitude higher than ASCA at 1 keV) offers the opportunity to study in detail the X-ray spectrum of this object, expanding on the ASCA results and helping to explore the relation between the obscuration at different wavelengths beyond the local Universe.

Throughout this paper we adopt $`\mathrm{H}_\mathrm{o}=65\mathrm{k}\mathrm{m}\mathrm{s}^1\mathrm{Mpc}^1`$ and $`q_o=0.5`$.

## 2 Data Analysis

The XMM-Newton data of QSO AXJ0341.4-4453 ($`\alpha =3\mathrm{h}41\mathrm{m}24.4\mathrm{s}`$; $`\delta =44^{}53^{}2.0^{\prime \prime }`$, J2000) were obtained in 2002 August 26 as part of the Guaranteed Time program. The EPIC (European Photon Imaging Camera; Strüder et al. 2001 and Turner et al. 2001) cameras were operated in full frame mode with the thin filter applied.

The Data have been cleaned and processed using the Science Analysis Software (sas 5.3). The event files for the PN and the two MOS detectors were produced using the standard reduction pipeline (Watson et al. 2001). The event files were screened for high particle background periods resulting in a good time interval of 26122 s. Events corresponding to patterns 0–4 and 0–12 have been included in the analysis of the PN and MOS data respectively.

AXJ0341.4-4453 is observed on-axis. Its X-ray centroid lies at about 1 arcsec away from the optical counterpart. For the X-ray spectral analysis an extraction radius of 12 arcsec is adopted. We create an auxiliary file using the SAS task arfgen to take into account both instrumental effects (e.g. quantum efficiency, telescope effective area, filter transmission) and the fraction of light falling outside the 12 arcsec extraction radius. The spectral response file is created using the task rmfgen. The source spectrum is grouped, using the ftool grppha task to give a minimum of 15 counts per bin to ensure that Gaussian statistics apply. The source spectrum is fitted using xspec v11.0. The Galactic column density is $`1.7\times 10^{20}`$$`\mathrm{cm}^2`$ (Dickey & Lockman 1990). We fit the data in the energy range 0.3-10 keV where the sensitivity of XMM-Newton is the highest. The errors quoted below correspond to the 90 per cent confidence level.

As a first approximation, a power–law model is fit to the data, yielding the intrinsic absorption column density, $`\mathrm{N}_\mathrm{H}`$, and the power–law photon-index $`\mathrm{\Gamma }`$. The spectral fit results are summarized in Table 1 and are shown in Figure 1. An acceptable fit ($`\chi _\nu ^2=24.0/23`$) is obtained for a rest frame column density $`\mathrm{N}_\mathrm{H}10^{23}`$$`\mathrm{cm}^2`$, consistent with the lower limit obtained by previous ASCA observations ($`\mathrm{N}_\mathrm{H}>4\times 10^{22}`$$`\mathrm{cm}^2`$). Assuming the standard Galactic $`\mathrm{A}_\mathrm{V}/\mathrm{N}_\mathrm{H}`$ factor the above column density corresponds to an optical absorption $`\mathrm{A}_\mathrm{V}70`$ (Bohlin et al. 1978) much higher than the estimated amount of dust extinction $`\mathrm{A}_\mathrm{V}<7`$ based on Balmer decrement measurements (Halpern et al. 1999).

It is clear from Figure 1, that an excess at low energies over the absorbed power–law model is present. Therefore, we investigate whether a more complex model could compensate for this spectral feature. In particular, the ’scattering’ model is examined. This assumes a thick screen of absorbing material which swamps the soft X-rays, while the more energetic hard X-rays can penetrate through. In this picture the soft-band emission arise from scattering on a pure electron medium. In practice this model is realized by a two component power–law: the first power–law is absorbed by the intrinsic column density, while the second is absorbed only by the Galactic column. An additional constrain is that the scattered soft power–law should have the same slope as the hard component. This standard model appears to apply to most obscured Seyfert galaxies (e.g. Turner et al. 1997). The results of the spectral fits are also presented in Table 1. We obtain a reduction in $`\chi ^2`$ of $`\mathrm{\Delta }\chi ^26.1`$ which is statistically significant at the $`99`$ per cent confidence level for one additional parameter according to the F-test (Bevington & Robinson 1992).

We also check whether the X-ray spectrum presents an FeK line at a rest-frame of 6.4 keV. This line is often detected in obscured Seyfert galaxies having equivalent widths $`>200`$ eV (e.g. Turner et al. 1997). This is believed to be produced through transmission of the X-ray radiation in a dense cold medium. When we add a narrow Gaussian line (with $`\sigma =0.01`$ keV much smaller than EPIC’s spectral resolution) we obtain $`\mathrm{\Delta }\chi ^21.4`$ which does not represent a statistically significant change. We find a 90 per cent upper limit on the equivalent width of $``$360 eV (rest-frame). This is roughly consistent with the equivalent width of $`300`$ eV predicted for an obscuring screen of $`10^{23}`$$`\mathrm{cm}^2`$ assuming spherical geometry (Leahy & Creighton 1993).

Moreover, we check for long-term variability between the ASCA and XMM-Newton epoch. Using the single power–law model, the source flux and luminosity in the 2-10 keV band is $`8\times 10^{14}`$$`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$ and $`8\times 10^{43}`$$`\mathrm{erg}\mathrm{s}^1`$ respectively. Therefore AXJ0341.4-4453 presents no variability when compared to the ASCA observation: $`\mathrm{f}_{210\mathrm{k}\mathrm{e}\mathrm{V}}8.6\pm 2.3\times 10^{14}`$$`\mathrm{erg}\mathrm{cm}^2\mathrm{s}^1`$, using again the best-fit XMM-Newton spectral parameters in the single power–law case $`\mathrm{\Gamma }=2.05`$, $`\mathrm{N}_\mathrm{H}=10^{23}`$$`\mathrm{cm}^2`$. Finally, we check for short term variations in the XMM-Newton light curve by binning the data in 1 ks bins. A constant line is an acceptable fit to the flux of the binned data ($`\chi ^2=37.2/29`$) and hence, the observations do not reveal short-term variability on timescales of hours.

## 3 DISCUSSION

The XMM-Newton observations show that AXJ0341.4-4453 presents an X-ray spectrum typical of Seyfert-2 galaxies in the local Universe with the absorbing column being high ($`\mathrm{N}_\mathrm{H}10^{23}`$ $`\mathrm{cm}^2`$). However, there is a large discrepancy between the obscuration estimates derived from the optical spectrum (using the Balmer decrement) and the X-ray column density. Several QSOs in the sample of Akiyama et al. (2000) as well as a couple of QSOs in the BeppoSAX HELLAS sample of Fiore et al. (1999) exhibit the same behaviour.

Granato et al. (1997) argue that dust sublimation can explain the discrepancy in the optical and X-ray $`\mathrm{A}_\mathrm{V}`$ estimates in these objects. In more detail dust is destroyed in the presence of the strong AGN radiation field in the vicinity of the sublimation radius estimated as $`\mathrm{r}=0.5\times \mathrm{L}_{46}^{1/2}`$ pc, where $`\mathrm{L}_{46}`$ is the intrinsic UV luminosity in units of $`10^{46}`$$`\mathrm{erg}\mathrm{s}^1`$(Granato et al. 1997). In the case of AXJ0341.4-4453 we estimate $`\mathrm{L}_{46}`$ by extrapolating the X-ray power–law to the UV. We assume an X-ray–to–optical spectral index $`\alpha _{ox}=1.6`$ typical of QSOs (e.g. Schmidt & Green 1986) to convert from X-ray 2 keV flux density to 2500 Å flux density. To estimate the UV flux between 1000–3500 Å we adopt a power–law spectral energy distribution at the UV of the form $`f_\nu \nu ^{0.5}`$. We find that dust cannot exist within a radius of $`0.25`$ pc.

Maiolino, Marconi & Oliva (2001) argue against the dust sublimation scenario on the basis of the observed emission–line properties. They propose an alternative model suggesting that the high densities in the nuclear regions of AGNs favor dust coagulation resulting in a dust distribution dominated by large dust grains. Detailed modeling shows that such a dust grain distribution can effectively explain the observed lower values of reddening compared to those expected from the hydrogen column density measured in X-rays assuming a standard Galactic dust–to–gas ratio (Maiolino, Marconi & Oliva 2001). Observational and theoretical evidence also support the above picture of ‘anomalous’ dust properties in the AGN nuclear regions (Maiolino et al. 2001; Clavel et al. 2000).

In a recent paper Weingartner & Murray (2002) using the sample of Maiolino et al. (2001) report the absence of any correlation between the optical reddening and X-ray column density. They interpret this as evidence that the optical obscuration and the X-ray photoelectric absorption occur in two distinct media. Consequently, they argue that the basic assumption of Maiolino et al. (2001) that the optical and photoelectric absorption are taking place on the same medium (i.e. the torus) might not hold. In their picture X-rays are absorbed by dust-free (or large dust grain) material just off the torus and/or the accretion disk, while the optical extinction occurs further out from the nucleus on a medium with nearly Galactic properties. They also claim that several narrow-line AGN in the sample of Maiolino et al. (2001) have erroneous estimates of the dust extinction due dust lanes in the host galaxy disks not associated with the torus.

Here, we re-examine the relation between the ratio of the X-ray to optical obscuration in the sample of Maiolino et al. (2001), excluding the eight objects for which Weingartner & Murray (2002) raised criticism: NGC 1365, MCG 5-23-16, NGC 5506, NGC 2992, IRAS 13197-1627, IRAS 0518, NGC 526a, Mrk 231. We also exclude NGC 4639 for which the error of the measurement of the column density is very large. We further add to the sample two high redshift QSOs: RXJ13334+001 ($`z=2.35`$; Georgantopoulos et al. 1999) and AXJ08494+4454 ($`z=0.9`$; Akiyama et al. 2002). Note that our estimate of the reddening in the case of RXJ13334+001 is only approximate. The $`\mathrm{H}_\beta `$ line is not detected and hence the Balmer decrement method can only estimate a lower limit $`\mathrm{A}_\mathrm{V}>3`$. However, as the $`\mathrm{H}_\alpha `$ line is detected, the reddening cannot be much higher. We estimate that a reddening of $`\mathrm{A}_\mathrm{V}10`$ would render $`\mathrm{H}_\alpha `$ undetectable to the sensitivity of the spectroscopic observations of Georgantopoulos et al. (1999). Note also that although the QSO presented in the present paper was included in the Maiolino et al. (2001) sample, only an upper limit on the ratio of the optical reddening to the X-ray column density was available at the time (a lower limit on $`\mathrm{N}_\mathrm{H}`$ was determined by ASCA ). Here, we use $`\mathrm{A}_\mathrm{V}=7`$ for this object.

In Figure 2, we plot the ratio of the X-ray to optical column $`\mathrm{R}=\mathrm{A}_\mathrm{V}^\mathrm{O}/\mathrm{A}_\mathrm{V}^\mathrm{X}`$ as a function of redshift where $`\mathrm{A}_\mathrm{V}^\mathrm{X}`$$`=2.2\times 10^{21}\mathrm{cm}^2/\mathrm{N}_\mathrm{H}`$ (Gorenstein 1975). It should be noted that redshift is interchangeable with luminosity in Figure 2, ie the most X-ray luminous objects are also at higher $`z`$. The two lowest redshift objects (NGC 5033, M 81) apparently have an optical to X-ray obscuration higher than that predicted on the basis of the Galactic dust–to–gas ratio ($`\mathrm{R}=1`$). These two objects have the lowest luminosities: $`\mathrm{L}_\mathrm{x}<1.2\times 10^{41}`$$`\mathrm{erg}\mathrm{s}^1`$(see Table 1 of Maiolino et al. 2001). The rest of the sample has $`R`$ values lower than unity while there is no correlation with redshift. Under the dust sublimation scenario of Granato et al. (1997) for a source with $`\mathrm{L}_\mathrm{X}>10^{42}`$$`\mathrm{erg}\mathrm{s}^1`$we estimate a dust sublimation radius of $`\mathrm{r}>0.04`$ pc.

Recent X-ray monitoring observations show that the size of the X-ray absorbing medium in several nearby Seyfert-2 galaxies (Risaliti et al. 2002) is roughly of the order of the Broad Line Region, $`<0.03`$ pc. Interestingly, for the low luminosity AGNs in the Maiolino et al. sample ($`\mathrm{L}_\mathrm{X}10^{41}`$ $`\mathrm{erg}\mathrm{s}^1`$) we estimate a sublimation radius of $`\mathrm{r}0.01`$ pc and therefore for these systems dust does exist within the region that produces the photoelectric X-ray absorption. Hence, for these two systems it is probably not surprising that they do show large optical reddening. For more luminous QSOs, $`\mathrm{L}_\mathrm{X}>10^{42}`$$`\mathrm{erg}\mathrm{s}^1`$, the sublimation radius is $`\mathrm{r}>0.04`$ pc and hence, the region of the X-ray absorbing medium is probably free of dust. For these systems the optical obscuration is taking place further out from the nuclear regions, presumably at pc-scale or even larger distances (e.g. parent galaxy dust lanes). The evidence above is in better agreement with the Weingartner & Murray (2002) picture where the optical and X-ray absorption are taking place on two distinct media. Additional constraints on the location of the X-ray absorbing medium come from its ionization state. If the absorbing screen is too close to the nucleus, having a low density, it will be fully ionised. From the definition of the ionization constant ($`\xi =L/n_er^2`$), we find that at a distance of 0.02 pc and for the unobscured luminosity of AXJ0341.4-4453 , $`\mathrm{L}_{0.12\mathrm{k}\mathrm{e}\mathrm{V}}=5\times 10^{44}`$ $`\mathrm{erg}\mathrm{s}^1`$, the ionization constant is relatively low ($`\xi =1`$) only for densities as high as $`\mathrm{n}_\mathrm{e}>10^{11}\mathrm{cm}^3`$.

However, one should be cautious about this interpretation because of selection biases in the Maiolino et al. (2001) sample. In particular, these authors argue that their sample is biased against AGNs with enough optical obscuration to completely extinguish the broad lines. Therefore, the presence of AGNs with both large amounts of X-ray obscuration and large optical extinction cannot be excluded. The discovery of at least two type-2 QSOs (Stern et al. 2002, Norman et al. 2002) in Chandra surveys suggests that this class of sources does exist. Nevertheless, it is possible under our interpretation and also that of Weingartner & Murray (2002) that the extinction of the broad lines in these systems is taking place on a medium external to the nuclear regions. For example, if these nuclei reside in edge-on galaxies, this could explain the large optical reddening.

In conclusion, the large discrepancy between the X-ray absorption and the optical reddening in AXJ0341.4-4453 cannot be explained by the standard ’dusty torus’ model where both the X-ray and the optical obscuration are associated with an obscuring screen outside the BLR at roughly pc-scale distances. We suggest instead, a model where the X-ray and the optical obscuration take place in two distinct media similar to that of Weingartner & Murray (2002). In particular, the X-ray absorption must take place close to the nucleus. This region is dust–free in the more luminous (and thus high redshift) AGN as dust sublimates. Then the small amount of optical reddening observed in AXJ0341.4-4453 comes from a region further away from the nucleus ($`>0.25`$ pc) where dust remains intact.

## 4 acknowledgments

We thank the referee Prof. J. Halpern for useful comments and suggestions. This work is jointly funded by the European Union and the Greek Goverment in the framework of the programme ’Promotion of Excellence in Technological Development and Research’, project ’X-ray Astrophysics with ESA’s mission XMM’.


format: text

text:
# References

replica equivalence in the edwards-anderson model

Pierluigi Contucci

Dipartimento di Matematica

Università di Bologna, 40127 Bologna, Italy
e-mail: contucci@dm.unibo.it
Revised, July 24th, 2003

## Abstract

After introducing and discussing the link-overlap between spin configurations we show that the Edwards-Anderson model has a replica-equivalent quenched equilibrium state, a property introduced by Parisi in the description of the mean-field spin-glass phase which generalizes ultrametricity. Our method is based on the control of fluctuations through the property of stochastic stability and works for all the finite-dimensional spin-glass models.

In the description of the spin glass phase the standard quantity usually investigated is the overlap between Ising spin configurations:

$$q(\sigma ,\tau )=\frac{1}{N}\underset{i=1}{\overset{N}{}}\sigma _i\tau _i.$$
(1)
Within the mean-field approach such a quantity gives, in the so called quenched ensemble, a complete description of the system and it is in fact in terms of its distribution properties that the mean-field theory has been developed and understood by Parisi \[MPV\] and became successively accessible to a rigorous mathematical investigation starting from the seminal paper by Guerra \[G\].
The mean-field picture is described by two main features: first the overlap quenched distribution has a support that includes the neighbor of zero where the disorder is concentrated, second the distribution fulfills factorization-like properties \[MPV\] and is, in particular, completely identified by the single overlap probability. The factorization properties have been distinguished in two classes, replica equivalent and ultrametric (see \[P1\], \[P2\] and \[PRT\]) the first being a subclass of the second in the sense that ultrametricity implies replica-equivalence but, in general, not the viceversa. Replica equivalence is in fact introduced requiring to the overlap algebraic matrix ansatz $`Q`$ (defined in \[MPV\]) to have any two rows (or columns) identical up to permutations. Such a condition is clearly satisfied by the replica symmetry breaking ansatz with its ultrametric structure but of course it includes many non-ultrametric instances.

In \[AC\], \[GG\] and \[C\] it has been shown how to derive replica-equivalence for mean-field spin-glass models from elementary thermodynamic properties like boundedness of fluctuations or investigating a new property of invariance under random perturbations called stochastic stability.

In this letter we show that the Edwards-Anderson spin-glass is replica equivalent with respect to the bond-overlap quenched distribution. Our strategy is based on a reformulation of stochastic stability which holds for finite-dimensional systems. Our method, which applies to every finite-dimensional Gaussian model, shows that the spin glass is fully described by the quenched distribution of a proper overlap and, with respect to it, is replica equivalent. The aim of the paper is then twofold: to establish new features of the realistic spin-glass models and to stress the proper quantity to be investigated.

To illustrate the physical meaning of our result we first derive the lowest order replica equivalence relation from the basic thermodynamic fact that the specific heat per particle is bounded everywhere (except at most on isolated singularities). Second we show that the property of stochastic stability holds, when properly formulated, also in finite-dimensions and implies the entire set of replica equivalent identities at every order.

For definiteness we consider the Edwards-Anderson spin-glass model but our method is largely independent on the details of the interactions and at the end we exhibit a wide class of finite-dimensional spin glass models to which our study apply sic et simpliciter. In the d-dimensional square lattice we study the the nearest-neighbors Hamiltonian

$$H(J,\sigma )=\underset{(n,n^{})}{}J_{n,n^{}}\sigma _n\sigma _n^{},$$
(2)
where the $`J_{n,n^{}}`$ represent the quenched disorder and are usually assumed to be independent normal Gaussian variables. While the standard site-overlap between two spin configurations $`\sigma `$ and $`\tau `$ is the normalized sum of the local site-overlap (1) the bond-overlap is the normalized sum of the local nearest-neighbor overlap

$$p(\sigma ,\tau )=\frac{1}{N_B}\underset{(n,n^{})}{}\sigma _n\tau _n\sigma _n^{}\tau _n^{},$$
(3)
$`N_B`$ being the number of nearest neighbor couples (bonds). For a discussion of the relevance of bond-overlap (or link-overlap as it first appeared in \[MPRL1\]) and for its use in numerical experiments to study the low temperature phase of finite-dimensional Ising spin glasses one may see \[MPRLZ\] and \[MPRL2\]. There is an obvious a priori advantage of the quantity (3) with respect to (1): while a spin flip inside a bond-connected region changes $`q(\sigma ,\tau )N`$ of an amount proportional to the region volume it only changes $`p(\sigma ,\tau )N_B`$ of an amount proportional to the region surface. The previous observation fails of course when the connectivity of the space grows with the volume like in the mean field cases. In the Sherrington-Kirkpatrick model for instance the usual overlap and the bond-overlap are related by the algebraic formula $`q^2=2p+1/N`$ so that it is totally irrelevant which one of the two is studied. On the contrary in finite-dimension it does not exist such a simple relation among the two quantities even if from a bond configuration $`\{\sigma _n\sigma _n^{}\}`$ one may reconstruct the spin configuration $`\{\sigma _n\}`$ (up to a global sign) and vice-versa (see for this purpose the treatment of Gauge invariance in \[BF\] and \[N\]).

But definitely the deeper reason to introduce the bond overlap is related to the mathematical properties of the Hamiltonian (2). Being a sum of Gaussian variables (the J’s) it is a Gaussian variable itself completely identified by its covariance matrix whose elements turn out to be proportional to the bond-overlap $`p(\sigma ,\tau )`$. Indicating by $`Av`$ the Gaussian average we have in fact:

$`\text{Av}\left(H(J,\sigma )H(J,\tau )\right)`$ $`=`$ $`{\displaystyle \underset{(n,n^{}),(m,m^{})}{}}\text{Av}\left(J_{n,n^{}}J_{m,m^{}}\right)\sigma _n\sigma _n^{}\tau _m\tau _m^{}`$ (4)
$`=`$ $`{\displaystyle \underset{(n,n^{}),(m,m^{})}{}}\delta _{(n,n^{})(m,m^{})}\sigma _n\sigma _n^{}\tau _m\tau _m^{}`$
$`=`$ $`N_Bp(\sigma ,\tau ).`$
More specifically we will work with the Hamiltionian (2) as with a family of $`2^N`$ Gaussian variables $`\{H_\sigma \}`$ (one for each configuration $`\sigma `$) whose joint distribution is specified by the $`2^N\times 2^N`$ square matrix of elements $`p(\sigma ,\tau )`$ (for this perspective in the mean-field case see \[CDGG\]).

The previous observation says that all the typical quantities that are derived from the free energy like the internal energy the specific heat etc. are described by the bond-overlap moments with respect to the quenched measure. The same situation occurs in parallel for the mean-field case with respect to its own covariance matrix which is the square power of the standard site-overlap. Let for completeness show how in the Edwards-Anderson case the internal energy and specific heat are related to the quenched average of the matrix $`p`$. As the computation is going to illustrate our result does not depend on the detailed structure of the Hamiltonian as far as it is Gaussian. The quenched internal energy

$$U(\beta )=\text{Av}\left(\frac{_\sigma H_\sigma e^{\beta H_\sigma }}{_\sigma ^{}e^{\beta H_\sigma ^{}}}\right)$$
(5)
can be related to the bond-overlap moment using the elementary rule of integration by parts for correlated Gaussian variables $`\{\xi _i\}`$ with covariances $`c_{i,j}`$ which states that for every bounded function $`f`$

$$\text{Av}\left(\xi _if\right)=\text{Av}\left(\underset{j}{}c_{i,j}\frac{f}{\xi _j}\right).$$
(6)
Applying the (6) to the right hand side of (5) gives

$$\text{Av}\left(\frac{H_\sigma e^{\beta H_\sigma }}{_\sigma ^{}e^{\beta H_\sigma ^{}}}\right)=N_B\text{Av}\left(\underset{\tau }{}p(\sigma ,\tau )\frac{}{H_\tau }\frac{e^{\beta H_\sigma }}{_\sigma ^{}e^{\beta H_\sigma ^{}}}\right),$$
(7)
and after the straightforward computation of the derivative we obtain

$$\frac{U(\beta )}{N_B}=\beta \left(1\text{Av}\left(\frac{_{\sigma ,\tau }p(\sigma ,\tau )e^{\beta (H_\sigma +H_\tau )}}{_{\sigma ,\tau }e^{\beta (H_\sigma +H_\tau )}}\right)\right).$$
(8)
The (8) shows that the internal energy can be computed by first averaging the $`p(\sigma ,\tau )`$ with respect to the random Gibbs-Boltzmann state over two copies of the system and then quenching the disorder by the Gaussian average. The final resulting operation is a probability measure (the so called quenched state $`E`$) over the matrix element $`p(\sigma ,\tau )`$

$$E(p_{1,2})=\text{Av}\left(\frac{_{\sigma ,\tau }p(\sigma ,\tau )e^{\beta (H_\sigma +H_\tau )}}{_{\sigma ,\tau }e^{\beta (H_\sigma +H_\tau )}}\right),$$
(9)
$$\frac{U(\beta )}{N_B}=\beta \left(1E(p_{1,2})\right).$$
(10)
More generally for higher order quantities like the specific heat etc. one introduces the quenched measure over an arbitrary number $`r`$ of copies. For instance the computation of the specific heat is related, among others, to the moment

$$E(p_{1,2}p_{2,3})=\text{Av}\left(\frac{_{\sigma _1,\sigma _2,\sigma _3}p(\sigma _1,\sigma _2)p(\sigma _2,\sigma _3)e^{\beta (H_{\sigma _1}+H_{\sigma _2}+H_{\sigma _3})}}{_{\sigma _1,\sigma _2,\sigma _3}e^{\beta (H_{\sigma _1}+H_{\sigma _2}+H_{\sigma _3})}}\right).$$
(11)
From the definition of the specific heat per particle and using again just the rule of integration by parts (6) we get from (10)

$`c(\beta )`$ $`=`$ $`{\displaystyle \frac{d}{d\beta }}{\displaystyle \frac{U(\beta )}{N_B}}=(1E(p_{1,2}))+\beta {\displaystyle \frac{d}{d\beta }}E(p_{1,2})=`$ (12)
$`=`$ $`(1E(p_{1,2}))+2\beta N_BE(p_{1,2}^24p_{1,2}p_{2,3}+3p_{1,2}p_{3,4}).`$
Due to the convexity of the free energy the specific heat per particle is a bounded quantity (a part at most on isolated singularities \[Ru, G\]) and the (11) shows that in the thermodynamic limit ($`N_B\mathrm{}`$) the quenched state has to fulfill the identity

$$E(p_{1,2}^24p_{1,2}p_{2,3}+3p_{1,2}p_{3,4})=0,$$
(13)
with a rate of decrease of at least $`N^1`$. The previous relation is the lowest order replica equivalence identity (see \[P1\] and \[P2\]). Before introducing a general criterion which reproduce the whole set of those identities we want to stress that the previous discussion shows that the $`r\times r`$ matrix $`P`$ of elements

$$p_{l,m}=p(\sigma ^{(l)},\sigma ^{(m)})$$
(14)
together with its probability measure $`E`$ fully describes the Edwards-Anderson model in the sense that the moments of $`P`$ like $`E(p_{1,2})`$, $`E(p_{1,2}^2p_{1,3})`$ etc. represent the entire set of physical observables of the theory.

Let now develop an approach to stochastic stability for finite dimensional systems which runs parallel to the one introduced in \[AC\] for the mean field case. The starting point is the observation that the addition to the Hamiltonian of an independent Gaussian term of finite size:

$$h(\stackrel{~}{J},\sigma )=\frac{1}{\sqrt{N_B}}\underset{(n,n^{})}{}\stackrel{~}{J}_{n,n^{}}\sigma _n\sigma _n^{}$$
(15)
amounts to a slight change in the temperature. In fact for the sum law of independent Gaussian variables one has that in distribution it holds the relation

$$\beta H(J,\sigma )+\lambda h(\stackrel{~}{J},\sigma )=\beta ^{}(\beta ,\lambda )H(J^{},\sigma ),$$
(16)
with

$$\beta ^{}(\beta ,\lambda )=\sqrt{\beta ^2+\frac{\lambda ^2}{N_B}},$$
(17)
so that, indicating by $`E_\lambda ^{(\beta )}`$ the quenched state of Hamiltonian $`\beta H(J,\sigma )+\lambda h(\stackrel{~}{J},\sigma )`$ the (16) implies

$$E_\lambda ^{(\beta )}=E^{(\beta ^{})}.$$
(18)
Taking the thermodynamic limit (see \[CG\]) of the (18) and observing that

$$\underset{N_B\mathrm{}}{lim}\beta ^{}=\beta $$
(19)
we obtain

$$E_\lambda ^{(\beta )}=E^{(\beta )},$$
(20)
for all values of $`\beta `$ a part, at most, isolated singularities. Such a property, introduced in the mean field case in \[AC\], is called stochastic stability \[P3\] and was later investigated in \[FMPP1\] and \[FMPP2\] to determine a relation between the off-equilibrium dynamics and the static properties. Stochastic stability has important consequences for the quenched state. In particular it says that the second derivative of the $`\lambda `$-deformed moments have to be zero (the first derivative being zero for antisymmetry). Let apply it for instance to the moment $`E(p_{1,2})`$. The elementary computation which uses only the Wick rule gives

$$\frac{d^2}{d\lambda ^2}E_\lambda (p_{1,2})|_{\lambda =0}=2E(p_{1,2}^24p_{1,2}p_{2,3}+3p_{1,2}p_{3,4}),$$
(21)
so that from (20) we have (in the infinite volume limit)

$$E(p_{1,2}^24p_{1,2}p_{2,3}+3p_{1,2}p_{3,4})=\mathrm{\hspace{0.17em}0}.$$
(22)
Applying analogously stochastic stability to the moment $`E(p_{1,2}p_{2,3})`$ we obtain

$$E(2p_{1,2}^2p_{2,3}+p_{1,2}p_{2,3}p_{3,1}6p_{1,2}p_{2,3}p_{3,4}+6p_{1,2}p_{2,3}p_{4,5}3p_{1,2}p_{2,3}p_{2,4})=\mathrm{\hspace{0.17em}0}.$$
(23)
The (22) and (23) are two of the possible identities found in the framework of replica-equivalence \[P1\]. The application of stochastic stability to the whole set of moments produces the whole set of replica equivalence identities (this is a purely combinatorial argument and it may be seen in \[C\]).

We want to observe that our result is different from the one mentioned in \[G\]. The author there (at the end of section 4) suggests a method to prove some factorization identities for the standard overlap (1) for a general spin model. The result is achieved with the addition to the Hamiltonian of a term proportional to a mean-field spin-glass interaction and sending the interaction strength to zero after the thermodynamic limit is considered. The resulting state turns out to be replica-equivalent for the standard site-overlap but the addition of a mean field perturbation could, in principle, select a sub-phase of the whole equilibrium state. Our result instead obtains replica equivalence with respect to the bond-overlap for the whole quenched state.

Our scheme allows the treatment of the spin-glass Hamiltonians which include many-body interactions as well as unbounded spins variables:

$$H(J,\sigma )=\underset{X}{}J_X\sigma _X,$$
(24)
where

$$\sigma _X=\underset{iX}{}\sigma _i,$$
(25)
and the $`J_X`$’s are independent Gaussian variables with zero mean and variance $`\mathrm{\Delta }_X^2`$. A simple calculation like the one in (4) gives

$`Av(H(J,\sigma )H(J,\tau ))`$ $`=`$ $`{\displaystyle \underset{X,Y}{}}Av(J_XJ_Y)\sigma _X\tau _Y`$ (26)
$`=`$ $`{\displaystyle \underset{X}{}}\mathrm{\Delta }_X^2\sigma _X\tau _X.`$
The replica equivalence identities that have been derived in the mean field case \[AC\] in terms of the standard site-overlap and that we obtained here in terms of the bond-overlap for the Edwards-Anderson model can be proved for the model of Hamiltonian (24) in terms of the generalized multi-overlap:

$$\stackrel{~}{P}(\sigma ,\tau )=\frac{1}{𝒩}\underset{X}{}\mathrm{\Delta }_X^2\sigma _X\tau _X,$$
(27)
where we have indicated by $`𝒩`$ the number of interacting subsets.

Summarizing we have shown that replica-equivalence holds in the Edwards-Anderson model as well as in all Gaussian finite-dimensional spin-glass models when properly formulated in terms of the relative overlap. As the physical intuition suggests the result is robust enough to remain true also when the disorder $`J`$ is chosen at random from a $`\pm 1`$ Bernoulli disorder or for more general centered distributions (see \[CG\]). Our result holds at every temperature a part at most at isolated singularities and, in particular, it cannot make predictions at exactly $`T=0`$. We want to remark moreover that replica equivalence does not identify uniquely the low temperature phase. It is in fact compatible with both the so called droplet picture (see \[FH\], \[NS\]) and with the replica symmetry breaking one \[MPV\]. Nevertheless it provides a rigorous proof of an infinite family of identities among overlap moments and, especially, it clearly points out the role and the importance of the suitable overlap to describe the model with.
acknowledgments
The author thanks S.Graffi, F.Guerra, E. Marinari, H.Nishimori and G.Parisi for interesting discussions and the Tokyo Institute of Technology for the kind hospitality.


text:
# Search for TeV gamma ray emission from the Andromeda galaxy

## 1 Introduction

During the last decade, Imaging Atmospheric Cherekov Telescopes (IACTs) have extended the spectrum of astronomical observations into the TeV energy regime, and a small number of galactic sources such as plerions and Supernova remnants as well as extragalactic sources – active galactic nuclei (AGN) – have been detected and studied (e.g. Weekes, 2001). In particular with stereoscopic systems of Cherenkov telescopes, such as the HEGRA telescope system (Daum et al. 1997, Aharonian et al. 1999, Konopelko et al. 1999), surveys of moderately extended regions of the sky have become possible (Aharonian et al. 2001b, 2002). At this stage, and given the survey capability, it seems natural to search for TeV gamma ray emission not only from distant AGN, but to turn the instruments to our nearest neighbor galaxy, M31. While – as will be discussed below – one would not expect conventional sources in M31, equivalent, e.g., to the Crab Nebula, to be visible over the distance, there is the possibility of new classes of sources, which have not been discovered in our own Galaxy because they are not particularly prominent in other wavelength regimes, possibly since they are heavily obscured by interstellar matter. While it is hardly possible to survey with Cherenkov telescopes the whole Galactic sky, it is relatively easy to cover all of M31 in searching for new TeV sources.

In this work, we report on a TeV survey of M31 using the HEGRA IACT system. We will first briefly summarize the relevant characteristics of M31 in the remainder of this section, and then discuss the data analysis and the results.

Excellent summaries of the characteristics of M31 can be found in (Hodge 1992) and in (Berkhuijsen et al., 2000). M31 is an early type spiral galaxy with a prominent bulge; at a distance of about 770 kpc (Freedman & Madore 1990, Stanek & Garnavich 1998, van den Bergh 2000) – slightly increased compared to earlier estimates (de Vaucouleurs 1972). M31 is 30% to 50% larger than our own Galaxy (Hodge 1992) and extends over a few degrees on the sky. From rotation curves, the total mass within a 24 kpc radius is estimated to $`1.910^{11}`$ M (Rubin & Ford 1970, Evans & Wilkinson 2000 and refs. given there), with a mass/luminosity ratio of $`12\pm 1`$. The total mass of M31 could be as high as $`1.210^{12}`$ M (Evans & Wilkinson 2000), indicative of a significant dark halo. Based on the study of the rotation curves within a few arc-seconds from the center, the presence of a central black hole of $`310^7`$ M is inferred (Kormendy & Bender 1999 and refs. given there).

A prominent feature of M31 is the concentration of the interstellar medium in an annulus about 10 kpc from the center, with additional spiral arm segments near 5 kpc and extending out to 20 kpc. The ring structure is clearly evident in the optical, radio (e.g. Dame et al. 1993, Beck et al. 1998, Beck 2000) and infrared (Xu & Helou 1996) domains, and is also indicated in the distribution of X-ray sources (Supper et al. 2001). Star formation in M31 is largely concentrated in the annulus, where the cosmic ray rate is expected to be enhanced, also due to the exceptionally regular toroidal magnet field associated with the structure, with a strength around 5 $`\mu `$G (Beck 1982, Berkhuijsen et al. 1993).

On the basis of CO (Dame et al. 1993, Berkhuijsen 1993) and 21 cm surveys (Cram et al. 1980), the total mass of interstellar gas is estimated to be similar for M31 and the Galaxy; however, whereas in the Galaxy H2 and HI are found at roughly equal amounts, the total H2 mass of M31 is estimated to about $`310^8`$ M, an order of magnitude below the mass in HI of about $`410^9`$ M. The star formation rate in M31, in the range of 0.2 to 0.5 M/y (Xu & Helou 1996, Walterbos 1988), is significantly smaller than in the Milky Way (Mezger 1988). While optical searches for Supernova remnants in M31 have resulted in a significant number of objects – well over 200 (Braun & Walterbos 1993, Magnier et al. 1995) – the Supernova rate is also below that of our Galaxy. Braun & Walterbos (1993) estimate a rate of 1.25/century for M31, and Tamman et al. (1994) derive a rate of 1.2/century, compared to about 2.5/century for our Galaxy (Dragicevich et al. 1999 and refs. given there); Berkhuijsen (1984) finds similar ratios. However, the errors associated with these numbers are large, and equal rates in both Galaxies are not completely ruled out. The cosmic-ray electron flux in M31 has been estimated from the intensity of the radio continuum using equipartition arguments (e.g., Özel & Berkhuijsen 1987), again resulting in a somewhat smaller density of relativistic electrons in M31.

M31 has been surveyed extensively in X-rays. First individual sources were resolved in the Einstein survey (van Speybroeck et al. 1979); including later reanalysis of the data, 108 sources were found. Two ROSAT surveys (Supper et al. 1997, 2001) resulted in 560 sources, with X-ray luminosities ranging from $`410^{35}`$ to $`410^{38}`$ erg/s. The central region of M31 was more recently surveyed by XMM (Shirey et al. 2001, Osborne et al. 2001) and 116 sources were located in the inner 30’. Chandra observation of the center region (Garcia et al. 2000) resolved the nuclear source seen by Einstein and ROSAT in five discrete sources, one of which is most likely associated with the central black hole.

At gamma ray energies, an upper limit of $`1.810^8`$ photons/cm2s above 100 MeV was derived from EGRET data (Blom et al. 1999); earlier EGRET results were given by Sreekumar et al. (1994). The limit implies that the gamma ray flux of M31 is less than 1/2 of that of the Milky Way, which is not too surprising if cosmic ray production is indeed linked to Supernova activity. Earlier upper limits on the TeV gamma-ray flux were given by Cawley et al. (1985) at a flux of $`2.210^{11}`$ photons/cm2 above 400 GeV.

On basis of these characteristics, we will address the expectations concerning the visibility of TeV sources, in relation to the sensitivity of the instruments, which have reached the range of $`10^{12}`$/cm2s for the flux above 1 TeV, equivalent to a flux of about 5% of the flux detected from the Crab Nebula 111Here and in the following, we will use a flux of $`1.7510^{11}`$ cm-2s-1 above 1 TeV for the Crab Nebula, taken from Aharonian et al. (2000).. This flux sensitivity implies that only sources in M31 with a TeV luminosity above a few $`10^{38}`$ erg/s have a chance to be detected. The visibility of gamma-ray sources in M31 was so far mostly discussed in relation to the sub-GeV satellite energy range, see e.g. Özel & Berkhuijsen (1986), Özel & Fichtel (1988), Pavlidou & Fields (2001).

Known Galactic TeV point sources are have peak fluxes at most in the range of the Crab flux. Scaling the flux according to the distance, such sources in M31 generate a flux around $`10^6`$ to $`10^5`$ Crab units, well below the detection threshold of current instruments.

Another potential source is the diffuse radiation generated in interactions of cosmic rays with the interstellar medium. Optimistically assuming the same emissivity as in our own Galaxy, the predicted TeV flux is about $`10^{12}M_6/d_{\text{kpc}}^2`$ cm-2s, where $`M_6`$ is the target mass in units of $`10^6`$ solar masses, and $`d_{\text{kpc}}`$ the distance in kpc (Aharonian, 2001a). Expressed in Crab units, the expected flux is $`610^4`$, again below the sensitivity threshold. Scaling with the lower SN rate in M31 reduced predictions by another factor of a few (Pavlidou & Fields 2001).

Like in AGN, the central black hole would be expected to generate high-energy gamma rays when accreting ambient matter. The limiting Eddington luminosity of the central black hole is $`410^{45}`$ erg/s, many orders of magnitude above the detection threshold. However, while the X-ray luminosity of the center of M31 – about $`10^{39}`$ erg/s in the 1-10 keV range – is more or less in the range expected for normal galaxies, the radio emission is unusually low, indicating only normal or even sub-normal activity in the core of M31 (Yi & Boughn 1999).

A final speculative source might be the annihilation radiation of neutralino dark matter accumulating near the center of M31 (see, e.g., Bergström et al., 1998, 1999 and 2001, Ellis et al, 2002). In the framework of supersymmetric particles as the main constituent of non-baryonic dark matter in the universe, both monochromatic gamma-ray line emission and continuum emission is expected from the self-annihilation of the lightest stable particle (LSP). Predicted flux levels are quite uncertain, and depend on how cuspy the distribution of dark matter near the center is – an issue still under much debate. Fluxes currently estimated from dark matter annihilation in our own Galactic center – and uncertain by up to two orders of magnitude – are at or below the detection limits, and scale to fluxes below $`10^4`$ Crab units from the center of M31. The flux due to neutralino annihilation from M31 in the CELESTE energy range ($`>30`$ GeV) was recently discussed by Falvard et al. (2002), who argue in favor of a large dark matter component near the center of M31, on the basis of rotation curves by Braun (1991). Still, the signal is at best marginally detectable. However, it has been speculated (Gondolo & Silk 1999) that under the influence of a central black hole, as in our Galaxy or in M31, the dark matter distribution should develop a spike, enhancing the annihilation rate by many orders of magnitude. On the other hand, it was argued by Merrit et al. (2002) that the spike is reduced due to mergers of dark matter clusters, and by Ullio et al. (2001) that a more detailed dynamical modeling shows only a much weakened spike.

In summary, one must conclude that such “conventional” TeV sources in M31 are most likely not detectable with current instruments. On the other hand, as evidenced by the X-ray sources, there are objects in M31 in the relevant $`10^{38}`$ erg/s luminosity range; if the spectrum extends to highest energies, such sources would be visible in a survey, providing enough motivation for a measurement campaign with the HEGRA instrument.

## 2 The HEGRA telescope system and the M31 data set

The HEGRA system of five imaging atmospheric Cherenkov telescopes is located on the Canarian Island of La Palma, at 2200 m asl. Each of the telescopes has a 8.5 m2 mirror and is equipped with a 271-pixel photomultiplier camera with a $`4.3^{}`$ field of view. Cherenkov images in at least two telescopes are required to trigger the recording of event data; the energy threshold of the instrument is about 500 GeV for sources in the zenith. From the stereoscopic Cherenkov images, the direction of the primary gamma-ray is reconstructed with an event-by-event precision of $`0.1^{}`$. Cosmic ray background showers are strongly suppressed on the basis of image shapes. The effective detection area of the instrument is determined by the extent of the Cherenkov light pool and varies from $`510^3`$ m2 at the nominal threshold to $`10^5`$ m2 well above threshold. The detection rate for gamma rays is rather uniform within the central $`2^{}`$ of the field of view, and drops to 63% of its peak value at $`1.8^{}`$ from the optical axis. Details about the telescope system and the analysis techniques are given in (Aharonian et al. 1999, Konopelko et al. 1999)

M31 was observed in August, September and November 2001, using all five telescopes. In order to cover all of M31, observation time was distributed between three tracking positions, one centered on the core of M31 at RA 0h 42’ 44” DEC $`41^{}`$ 16’ 9.12”, one displaced by $`0.56^{}`$ to the SW at RA 0h 40’ 30” DEC $`40^{}`$ 39’ 0” and one displaced to the NE at RA 0h 44’ 43” DEC $`41^{}`$ 53’ 0”. After data cleaning, 20.1 h of good observation time were selected, most of which were taken at Zenith angles below $`25^{}`$. For calibration and reference, 9.7 h of Crab Nebula data taken in October and November were selected.

## 3 Data analysis and search for TeV point sources

The data analysis follows to a large extent the procedures developed for earlier surveys (Aharonian et al. 2001b, 2002), and concentrates on the search for sources which appear pointlike on the $`0.1^{}`$ scale of the angular resolution of the instrument. The search for sources is carried out on a $`6^{}`$ by $`6^{}`$ grid with a spacing $`0.031^{}`$ well below the angular resolution. For optimal rejection of cosmic-ray backgrounds, only events with at least four Cherenkov images (out of a maximum of five) were used, and gamma-ray candidates were selected by requiring on the mean scaled with $`\overline{w}`$ of images below 1.1; gamma rays generate a peak in $`\overline{w}`$ at 1.0, with width 0.1, whereas the distribution for the more diffuse cosmic ray images peaks at $`1.6`$ (see Fig. 1 of Aharonian et al., 2001b). For each grid point, gamma ray candidates with reconstructed directions within $`0.143^{}`$, consistent within the angular resolution, were counted. Here, shower directions up to $`1.8^{}`$ from the optical axis of the telescope system were accepted. Since no specific off-source data were taken, the expected background for each grid point is determined from the data itself, making use of the fact that the detection rate of the telescope system is (a) virtually flat near the center of the field of view, and (b) has an azimuthal symmetry with respect to the optical axis. Two methods for background estimation were applied: For search points more than $`0.143^{}`$ from the optical axis, three regions the same size as the signal region, but rotated by $`90^{}`$, $`180^{}`$ and $`270^{}`$ in azimuth with respect to the optical axis were used to estimate the background. This procedure cannot be used for search regions near the optical axis, since signal region and background regions overlap. Instead, a circular background region was chosen, centered on the signal region, with an inner radius of twice the radius of the signal region, and an outer radius adjusted such that the area of the background region is three times the area of the signal region. A cross-check of both methods in the regions of overlap indicates only negligible systematic differences between both methods. In the following we therefore give results for the ring model. Fig. 1(a) shows the distribution of detected gamma-ray candidates from M31, selected by a $`\overline{w}<1.1`$ cut. Fig. 1(b) gives the predicted number of background events. No obvious excess of signal events is visible at any grid point. The significance for each grid point is then calculated based on Li & Ma (1983), and is shown in Fig. 1(c). The distribution of significances for all grid point approximates a Gaussian distribution with unit width, as expected in the absence of a genuine signal (Fig. 2); the point with the highest significance of 3.5 $`\sigma `$ is well compatible with the expected tail of the Gaussian distribution, and should be interpreted as an upward fluctuation.

We conclude that there is no statistically significant indication of a TeV gamma ray point source in M31, and proceed to extract upper limits for the source flux. To derive the limits, first the 99% confidence level on the number of excess events is calculated according to Helene (1983). The number is then corrected for the 28% acceptance loss of the angular cut of $`0.143^{}`$ relative to the direction of the source. The number of upper limit counts is normalized to the expected rate detected from the Crab nebula at the relevant zenith angle; since the Crab observations were carried out with the source positioned at a fixed angle of $`0.5^{}`$ from the optical axis, the dependence of detection rate on the position within the field of view was corrected based on Monte Carlo simulations (see Fig. 3 of Aharonian et al., 2001b). The limits are given in units of the Crab flux and refer to a characteristic energy of 1 TeV. The limits are calculated assuming the Crab energy spectrum, but are relatively insensitive to this assumption; a variation in spectral index of $`\pm 0.5`$ changes the flux limits by less than 10%.

The resulting flux limits are shown in Fig. 3, and range from 3.3% of the Crab flux for the center of M31 to about 30% at the periphery. For two other objects in the survey range, M32 and NGC205, limits of 4.4% and 2.8% of the Crab flux are derived, respectively.

## 4 Search for supersymmetric dark matter in M31

Beyond the general survey, the good energy resolution of the HEGRA telescope system allows a dedicated search for supersymmetric dark matter in M31, looking for the line emission from the self-annihilation of the lightest stable particle (LSP). We have searched for line emission in the energy spectrum from the central part of M31 ($`r<1.4`$ kpc), and compare the results with predictions of the flux of gamma-rays from the annihilation of neutralinos ($`\chi _0`$) in the framework of the minimal supersymmetric standard model (MSSM) using a spatial distribution of the radial density of neutralinos in M31 in concordance with the measured rotation curve (Braun 1991, Falvard et al. 2002).

The event selection and background estimate for the spectral analysis deviates from the approach taken for the survey for point-sources in M31. Events with three or more Cherenkov images were used. In order to reduce the background from isotropic cosmic ray events, a tight cut on the direction has been chosen for the central part of M31. Only events from within a cone of radius $`0.105^{}`$ are accepted. At a distance of 770 kpc this corresponds to the inner $`1.4`$ kpc of M31. The cut on $`\overline{w}`$ remains the same ($`\overline{w}<1.1`$). The sensitivity for line emission depends on the energy resolution of the detector. For this analysis, an improved energy reconstruction algorithm as described in Hofmann et al. (2000) has been applied. The relative energy resolution ($`\mathrm{\Delta }E/E`$) reaches 10 % for a wide energy band from the threshold of 500 GeV up to 10 TeV. The search bin in energy is $`12\%`$ wide, concentrating on the central section of a monoenergetic line in order to achieve best signal to noise ratios. We have not attempted to optimize the search bins individually for the different energy regions; the optimal choice would have to take the diminishing event statistics at higher energies into account. The energy bins are equally spaced on a logarithmic scale such that the bin centers are separated by 0.025 on a decadic logarithmic scale making the bins correlated.

The background expectation of the measurement is determined using seven independent OFF-regions with similar acceptance to the ON-region. For the calculation of upper limits on the number of excess events $`N_\gamma ^{99\%}`$, the 99 % c.l. upper limits were calucated according to Helene (1983), and an upper limit on the rate from a $`\gamma `$-ray line was derived. The corresponding flux limits were calculated using collection areas $`A_{eff}(E,\theta )`$ derived from Monte Carlo simulations (Konopelko et al. 1999) applying the same reconstruction methods and event selection as for the data analysis. The resulting exclusion region is indicated in Fig. 4 as the grey shaded region.

A prediction for the line flux emission was derived using scans of the 7-parameter space of MSSM performed by Bergström et al. (1998). The expected flux is given by Eq. (6) of Falvard et al. (2002) or the equivalent Eq. (13) of Bergström et al. (1998) (scaled to the distance to M31):

$`I_\gamma =`$ $`(3.1810^{13}\text{ photons cm}\text{-2}\text{ s}\text{-1})`$
$`\times \left({\displaystyle \frac{\sigma vN_\gamma }{10^{25}\text{ cm}\text{3}\text{ s}\text{-1}}}\right)\left({\displaystyle \frac{500\text{ GeV}}{m_\chi }}\right)^2\mathrm{\Sigma }_{19}`$
Apart from trivial factors, it depends on the velocity-weighted annihilation cross section $`\sigma v`$ and on the line-of-sight and solid-angle integrated squared LSP mass density $`\rho `$

$$\mathrm{\Sigma }=\rho ^2\text{d}s\text{d}\mathrm{\Omega }$$

written as $`\mathrm{\Sigma }_{19}`$ in units of $`10^{19}`$ GeV2 cm-5. The envelope of the allowed $`\sigma v`$ vs. $`M_\chi `$ space was used as given in Figs. 1 and 2 of Bergström et al. (1998). The unitless parameter $`\mathrm{\Sigma }_{19}1.7`$ corresponds to $`\mathrm{\Sigma }_{19}=3`$ of Falvard et al. (2002), scaled to the inner 1.4 kpc on the basis of the $`\rho (r)`$ distributions of Fig. 3(b) of Falvard et al. (2002) and using a distance of 770 kpc. This value represents the upper range of the different models for the dark matter halo of M31 discussed in this reference. The predicted line flux is given in Fig. 4. We have indicated the two individual final states with line emission ($`\chi ^0\chi ^0\gamma \gamma `$ and $`\chi ^0\chi ^0Z^0\gamma `$) in the figure. The model prediction given here is based upon smoothly distributed dark matter. Within this model, no signal from M31 with the current sensitivity of Cherenkov detectors is to be expected. Very favorable conditions as for example clumpiness of dark matter would lead to a considerable increase of the annihilation rate (Bergström et al. 1999,Taylor & Silk 2002). It is conceivable that the flux level of some models would be become detectable by tuning the distribution of the dark matter halo and by invoking mechanisms to allow for larger cross sections e.g. quintessence (Salati 2002) or anomaly-mediated supersymmetry breaking scenarios (Ullio 2001). However, in the absence of a signal, no exotic speculations are required.

## 5 Concluding remarks

For the first time, the Andromeda galaxy was surveyed for point-like sources of TeV gamma rays. No sources were detected at levels exceeding a few percent of the Crab flux, equivalent to a source strength of about $`310^{38}`$ erg/s above 1 TeV. The fact that limits within of a few percent of the Crab flux were achieved with only 20 h of observation time distributed over three locations indicates the enormous progress of the detection technique during the last years. While TeV sources of a detectable strength are well within the range of source energetics, the lack of such sources does not come as a big surprise, given the discussion presented in the introduction and the comparison with Galactic TeV sources. The observations rule out a new and hitherto undiscovered population of very strong VHE sources in normal galaxies.

We have specifically searched for the first time for a gamma-ray line from M31 with an energy resolution of $`\mathrm{\Delta }E/E=10\%`$. We have not found any indication for a signal, setting upper limits at the level of $`10^{13}`$cm-2s-1 above 1 TeV. The expectation for the $`\gamma `$-ray line flux from M31 is by 2 orders of magnitude lower than the sensitivity reached with the current instruments. However, with a lower energy threshold (100 GeV) and better sensitivity combined with a similar energy resolution as achieved by next-generation experiments like H.E.S.S. and VERITAS it will be possible to probe the MSSM parameter space for the Galactic center and nearby galaxies.

## Acknowledgements

The support of the HEGRA experiment by the German Ministry for Education and Research BMBF and by the Spanish Research Council CICYT is acknowledged. We are grateful to the Instituto de Astrofísica de Canarias for the use of the site and for providing excellent working conditions. We gratefully acknowledge the technical support staff of Heidelberg, Kiel, and Munich.


text:
# The host galaxies of flat-spectrum quasars⋆

## 1 Introduction

It is now widely believed that active galactic nuclei (AGN) are powered by accretion on to a supermassive black hole. However, it is still not yet known why some of these active galaxies exhibit powerful radio emission. The mass of the central black hole appears to play at least a minor rôle in generating powerful ($`P_{5GHz}>10^{24}`$ W Hz-1 sr-1) radio emission \[e.g. Dunlop et al. (2003)\], but this is certainly not the only parameter, with accretion rate and possibly black-hole spin playing crucially important rôles \[e.g. see the review by McLure (2003)\].

It has recently been suggested that the host galaxies of flat-spectrum, high-frequency selected quasars, inhabit less massive host galaxies than their low-frequency selected (and therefore selected independent of orientation) radio-loud quasar counterparts and also their optically selected counterparts, Oshlack, Webster & Whiting (2002). This in turn leads to the implication that the black holes in the flat-spectrum quasars (FSQs) fall below the upper envelope in the radio power – black-hole mass plane proposed by Dunlop et al. (2003), if the bulge luminosity – black-hole mass relation holds out to cosmologically significant redshifts. This suggests that radio power may not be correlated with the mass of the supermassive black hole, and must be due to some other physical process.

This idea was re-investigated by Jarvis & McLure (2002) who suggested that the orientation of the FSQs, with the radio jets preferentially orientated along the line-of-sight to the observer, may also be a factor. They conclude that by taking into account the effects of Doppler boosting and also by assuming the broad-line region may have a disk-like geometry (Brotherton, 1996) that the black-holes in FSQs may be consistent with the upper envelope in black-hole mass (e.g. Fig. 1).

To investigate this question further we have embarked upon a study of both the host galaxies and emission-line properties of FSQs selected from the Parkes half-Jansky flat-spectrum sample (Drinkwater et al., 1997). In this paper we present some initial results on the host galaxies of four of these quasars at a redshift of $`z1.5`$.

## 2 The Observations

We have obtained deep $`K_s`$-band observations of seven $`z1.5`$ FSQs from the Parkes half-Jansky flat-spectrum sample (Drinkwater et al., 1997) with VLT-ISAAC. The observations were taken in photometric conditions with typical seeing of 0.5 arcsec. Each object was observed for a total time of 1.5 hours. A detailed account of the observations of the complete sample of 7 $`z1.5`$ flat-spectrum quasars will be presented in a forthcoming paper (Jarvis & McLure in prep.). The depth of the observations have allowed us to accurately determine the point-spread function for each source, allowing accurate modelling and subtraction of the quasar nucleus. This has subsequently enabled us to determine detailed characteristics of the underlying host galaxies in these objects. Furthermore, we have obtained 1.5 hours of $`J`$-band spectroscopy on each object, again with ISAAC, to determine the width of the broad H$`\beta `$ line in each these objects which should enable us to estimate the mass of the central supermassive black hole via the virial black-hole mass estimate (Peterson & Wandel, 2000; Onken & Peterson, 2002; McLure & Jarvis, 2002)

## 3 The host galaxies

We have performed detailed modelling of the host galaxies of all of the FSQs in our sample using the modelling technique described in McLure, Dunlop & Kukula (2000). Full morphological parameters of the FSQs will be presented in a subsequent paper.

In this paper we focus on the $`K`$-band magnitudes determined for the host galaxies and compare these with the radio galaxy host magnitudes which are uncontaminated by the bright point source resulting from the quasar nucleus. Table 1 lists the sources with there relevant properties, Fig. 2 shows that all of these sources are consistent with lying on the radio galaxy $`Kz`$ Hubble diagram (Eales et al., 1997; Jarvis et al., 2001; Willott et al., 2003) implying that the hosts of these powerful radio selected quasars are some of the most massive galaxies in the Universe, i.e. $`>3L_{}`$.

This is in apparent opposition to the conclusions reached by Oshlack, Webster & Whiting (2002). From their analysis of lower redshift flat-spectrum radio-loud quasars they suggested that the radio-loud quasars possibly reside in less luminous galaxies in comparison to their optically selected quasar counterparts. Although this may well be true to some degree with respect to the optical selection biases, we find that genuinely powerful radio-loud AGN (i.e. $`P_{5\mathrm{G}\mathrm{H}\mathrm{z}}>10^{24}`$ W Hz-1 sr-1) do seem to inhabit super-$`L^{}`$ galaxies over all cosmic epochs.

## 4 Black hole masses

In this section we utilize the correlation between black-mass and bulge luminosity ($`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$) to estimate the black-hole masses in these FSQs.

Using the relation between black-hole mass and bulge luminosity given in McLure & Dunlop (2002), i.e.

$$\mathrm{log}(M_{\mathrm{bh}}/M_{})=0.50(\pm 0.02)M_R2.96(\pm 0.48),$$

we can estimate the mass of the central supermassive black holes in these quasars. Assuming that the host galaxies evolve along the tracks shown in Fig. 2 then the host galaxies of the FSQs are all larger than 3 $`L_{}`$ (using $`M_K^{}=23.52`$ from Kochanek et al. 2001). Using $`RK=2.7`$ for local ellipticals we find that according to the $`M_{\mathrm{bh}}L_{\mathrm{bulge}}`$ relation that all of our FSQs contain black-holes with $`10^8\mathrm{M}_{}<M_{\mathrm{bh}}<10^9\mathrm{M}_{}`$.

This is in line with the upper envelope in the black-hole mass – radio power plane proposed by Dunlop et al. (2003), where genuinely powerful radio-loud sources are powered by black holes with mass $`>10^8\mathrm{M}_{}`$.

This implies that targeting powerful radio-loud quasars or radio galaxies allows one to probe the upper bounds in black-hole mass at any given epoch.

## 5 The virial black-hole mass estimator: a word of caution

In this section we briefly discuss the possible orientation bias in using the virial black-hole mass estimator. It has been shown that the width of the broad emission lines in radio-loud quasars are dependent on the orientation of the source (e.g. Wills & Browne 1986; Brotherton 1996; Vestergaard, Wilkes & Barthel 2000), with the more pole-on sources, i.e. those with high radio core-to-lobe flux ratios, having narrower broad lines. Therefore, according to most forms of the orientation based Unified Schemes for active galaxies, the flat-spectrum quasars, which are presumed to be pole-on powerful radio-loud quasars, should exhibit the narrowest broad lines.

The FSQs from the sample of Oshlack et al. (2002) have a mean FWHM of the H$`\beta `$ broad emission line of $`3500`$ km s-1. On the contrary, the low-frequency selected quasars from the Molonglo Quasar Sample (Baker et al. 1999), where the low-frequency gives an orientation independent selection technique, has a mean FWHM(H$`\beta `$) $`7000`$ km s-1. This at least implies that orientation may need to be considered when using the virial black-hole mass estimator, at least for radio-loud quasars. In a subsequent paper we investigate this further for our sample of $`z1.5`$ FSQs with deep $`J`$band spectroscopy around the H$`\beta `$ emission line.

## Ackowledgements

MJJ thanks the Lorentz centre at Leiden University for their excellent support in organising this meeting, and in particular Gerda Filippo, without whom this meeting would never have run so smoothly and also Huub Röttgering and George Miley who found the extra money so that I could stay in Leiden for the extra two months which encompassed this meeting.


text:
# Comment on recent claims by Sornette and Zhou

Owing to a large number of press releases in which my work has been heavily cited in support of the recent SP500 prediction by Sornette and Zhou (SZ), I feel it necessary to comment on this work and their follow-up preprint . The predictions by SZ regarding the future behaviour of in particular the SP500 has received quite some attention and a substantial part of the evidence presented supporting the predictions of SZ is based on my numerical analysis of the Nikkei in the period 1990-2000. Hence, I feel urged to present my own view on the log-periodic power law (LPPL) analysis of the financial markets (FM) made by SZ and in particular on the claims of LPPL behaviour in the FM in general and the SP500 in particular as well as the predictions that SZ derive from their analysis. In 1996 and 1997 two groups independently proposed that power laws with complex exponents, e.g.,

$`p(t)A+B(t_ct)^z+C(t_ct)^z\mathrm{cos}\left(\omega \mathrm{log}(t_ct)+\varphi \right)`$ (1)
were relevant modeling tools for the description of price $`p(t)`$ increases a few years prior to very large crashes . The background for the original suggestion of LPPL signatures in the financial markets was an analogy between second order phase transitions and rupture, in this context a “rupture in market belief”. Furthermore, it was proposed that the domain of the power law exponent should not be restricted to real values only. Consequently, the analogy was not confined to a pure power law behaviour but allowed for a power law behaviour decorated by so-called log-periodic oscillations, retrospectively to be seen as a quite provocative claim . Disregarding the rupture analogy (for which the empirical evidence is scarce), one may also consider the proposed frame work simply as an Ansatz

$`{\displaystyle \frac{dF\left(x\right)}{d\mathrm{log}x}}=\alpha F\left(t\right)+\text{higher order terms}`$ (2)
for the dynamical rescaling of a price (or some related quantity) $`F\left(x\right)`$ as a function of “time to the crash” $`x=t_ct`$. Such an Ansatz approach is not uncommon in the field of critical phenomena. Before commenting further on the recent claims by SZ, I should stress that the present author with D. Sornette in  has presented a synthesis of two independent research directions, namely that of LPPL analysis on the one hand and the “outlier” classification of the largest negative market events on the other. In essence, that paper propose an objective criterion for the selection of events which could have LPPL precursors. The conclusion of that analysis is that a large negative market event which classifies and an outlier is either preceded by an LPPL speculative bubble or an unsuspected (to judge from the market response) historical event. (This does not exclude the possibility of “other precursory events.”) The statistical evidence for this proposition is quite convincing. Furthermore, a statistical analysis of what has been referred to as the two “physical variables” $`z`$ and $`\omega `$  has been presented. (The background for the term “physical variables” is that the variables $`A,B,C,\varphi `$ are nothing but units and $`t_c`$ is event specific.) In this context, it is worth noting that the “double cosine” equation proposed by SZ, i.e.,

$`p(t)A+B(t_ct)^z+C(t_ct)^z\mathrm{cos}\left(\omega \mathrm{log}(t_ct)+\varphi _1\right)+D(t_ct)^z\mathrm{cos}\left(2\omega \mathrm{log}(t_ct)+\varphi _2\right)`$ (3)
has different phases. Since the phases in eq.’s (1) and (3) simply are time units (changing the time units of the data from for example days to months only changes radically the value of $`\varphi `$, as it should, and not the other variables) needed because of the $`\mathrm{log}(t_ct)\varphi =\mathrm{log}\left((t_ct)/\varphi ^{}\right)`$, a sound theoretical justification for such a “phase-shift” between the “first and the second harmonics” (to use the terminology of SZ) is lacking to say the least. I also wish to stress that the conclusion of the analysis of  of the values obtained for the physical variables $`z`$ and $`\omega `$ (based on a Gaussian null-hypothesis for the pdf) including over 30 case studies is that

$`\omega 6.36\pm 1.56z0.33\pm 0.18.`$ (4)
Unfortunately, a comparison between this statistical estimate and the more recent analysis presented by SZ is completely absent. In fact, making a similar statistical analysis of the results presented in  on anti-bubbles (since SZ advocates the existence of bubbles and anti-bubbles from a symmetry perspective, a compassion between the estimates 4 for bubbles and their results for anti-bubbles is necessary and easy) yields a uniform distribution of the physical variable $`\omega `$ with high probability. What I find quite peculiar is that I with Sornette proposed in  a set of very basic assumptions which a LPPL analysis of financial data should full-fill: 1) Landau expansions, i.e.,, eq. (2); 2) Bounded rationality (or “conservation laws”), e.g., prices should not go to infinity as they do in the the so-called bullish anti-bubble of SZ, where they accept $`B>0`$; 3) Symmetry considerations, e.q., Statistical long-term asymmetry where market drops are fast and market increases are slow; 4) Probabilistic framework, due to the fact that the financial markets are a non-closed system, which however may behave as a semi-closed system over time; 5) Most importantly, any validation of a model must come from the data, e.g., a statistical analysis of the empirical results obtained from the numerous case studies presented in the literature. My main objection to the work of SZ (as well as those of others others) is that the fundamental concept of criticality has apparently been abandoned, e.g., many case studies have been presented by DZ (among others) where $`z1`$ seems to have become so natural that nobody seems to question it anymore. Another violation of the framework proposed above is that SZ now have changed the control parameter $`x=t_ct`$ (or $`x`$ for anti-bubbles) in eq. (1) to $`x=|t_ct|`$. This means that another restriction coming form the data has disappeared. A comment on the so-called “fractal” concept, (LPPL within LPPL) where authors have claim such a signature on a single case study in which the analysis by eye has identified an single example. As I previously performed an extensive analysis of such “fractal structures” mainly in collaboration with Matt Lee, another former post doc of Sornette. We analyzed over 10 different statistical indexes of stock, currencies and bonds without any conclusive results. Each data set had a length of 2-4 years. We did get a slightly (1-5%) better binary (“up or down”) prediction rate for the US market, the DAX and the FTSE on a two to four week prediction horizon. As described in detail in  the real success however was with a LPPL analysis on time scales of 1-2 years using the same time period for the data. It should be stressed that one of the crucial criteria for this success rate of crash and LPPL bubble identification was the restriction $`B<0`$ as well as the bound on the physical variables $`z`$ and $`\omega `$ corresponding (4). Most importantly, I wish to stress that the postulated similarity between the behaviour of the Nikkei index in the period 1990-2000 years with that of the SP500 in the past couple of years is completely unsubstantiated in the papers by SZ. I find it inappropriate that my numerical analysis presented in  can be used to support the present prediction of SZ. Just to mention three serious discrepancies between the two countries (Japan and the U.S.A.), the value of the log-periodic frequency differs by a factor of 2 despite the “double cosine” eq.(3. Furthermore, the Nikkei did not go through a ”classical” LPPL bubble prior to the onset of the anti-bubble as the U.S. market (Nasdaq) did. (A real-estate bubble seems to be the favorite explanation for this. The statistical evidence so far on anti-bubbles seems that external shocks such as, e.g.,the effect of the the burst of the Asian bubble of ’97 on the major western stock markets, are “the cause” and not internally generated.) Last, but not least, the Nikkei analysis was based on 9 years of data, with the first data point objectively being chosen as the peak of the market price. The present SP500 prediction of SZ is not consistent with these facts.

All papers by the author can be retrieved from http://www.risoe.dk/vea/staff/andj/pub.html.