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# The Galactic magnetic field and propagation of ultra-high energy cosmic rays

## 1 Introduction

The origin of the high-energy cosmic rays and the ultra-high energy cosmic rays (UHECRs111For the purposes of this article we define ultra-high energy cosmic rays (UHECRs) as cosmic rays with energy above $`10^{19}`$ eV and extremely high energetic cosmic rays (EHECRs) as cosmic rays with energy above $`10^{20}`$ eV.) is one of the major unresolved questions in astrophysics, with a degree of uncertainty increasing with energy of the particles. The situation is more complicated than in radio, optical or TeV gamma-ray astronomy, where we observe arrival directions of non-charged photons and we can easily locate the positions of their sources from these observations. However, because it is generally accepted that the primary particles with energies above $`10^{12}`$ eV or significant part of them are fully ionized and therefore charged atomic nuclei, we must consider the influence of magnetic fields on their propagation from the source to the Earth. This deflection prevents unambiguous identification of possible sources.

It is generally believed that the bulk of CRs with the energy below the knee (around $`3\times 10^{15}`$ eV) has Galactic origin and its main production mechanism is an acceleration by supernovae shocks (Axford (1994)). But the origin of the knee remains a mystery. CRs with energies above the knee may be explained either as of extragalactic and or Galactic origin. Since the Larmor radii of the particles with the energy in EeV region become larger than the thickness of the Galactic disk, it is likely that their sources are extragalactic. The interesting aspect of the extragalactic CRs with energies exceeding 50 EeV are the energy losses due to the interactions with cosmic microwave background. These energy losses222Mean interaction length is about 6 Mpc, energy loss is about 20 % of actual particle energy per collision. constrain detected UHECRs to have been produced in the sources within 100 Mpc. This distance restriction is known as Greisen-Zatsepin-Kuzmin (GZK) cutoff (Greisen, (1966), Zatsepin & Kuzmin, (1966)).

Earth’s atmosphere absorbs high energy cosmic rays and so they reveal their existence on the ground only by indirect effects such as ionization and showers of secondary charged particles covering areas up to many km2. The energy flux of CRs is rapidly decreasing with their increasing energy. We observe one particle per m2 per year at energies of $`10^{15}`$ eV but only one particle per km2 per year at energies of $`10^{18}`$ eV. Thus, we need a large detector to find and measure these rare events. In the next decade the Pierre Auger Observatory should be able to collect several hundreds of events above the GZK cutoff, at least ten times more than all events detected up to now.

We use simple method to model the propagation of cosmic rays in a wide range of energy (from $`10^{13}`$ eV to the highest value ever detected $`3.2\times 10^{20}`$ eV). Although our method — solution of Lorentz equation — is the simplest method of modelling of propagation of CRs, we show that it can be successfully used for wide range of different applications. The results of modelling the directional analysis of UHECR and the chemical composition of Galactic CRs are presented in this work for one complex model of GMF. In addition, we discuss experimental evidence about GMF and other GMF models and we also investigate the influence of turbulent magnetic fields.

## 2 Galactic magnetic field

### 2.1 Experimental evidence

The first evidence of the existence of a Galactic magnetic field was derived from the observation of linear polarization of starlight by Hiltner (1949). Many new measurements were done since then using the Zeeman spectral-line splitting (gaseous clouds, central region of the Galaxy), the optical polarization data (large-scale structures of the magnetic field in the local spiral arm) and the Faraday rotation measurements in the radio continuum emission of pulsars and of the extragalactic sources. The last mentioned method is probably also the most reliable for the large scale structure. This method is also used for the determination of the global structure of the magnetic fields in the external galaxies. From these measurements it follows that the Galactic magnetic field has two components — regular and turbulent (Rand & Kulkarni (1989)).

Random fields appear to have a length scale $`50÷150`$ pc and they are about two or three times stronger than the regular field. These random field cells have such a small scale (in comparison with kiloparsec scale of Larmor radii of UHECRs) that they are not modelled within global GMF models. However, it follows from recent work of Harari et al. (2002) or Alvarez-Muñiz et al. (2002) that turbulent field really plays key role in the clustering, magnification or multiplying of the source images. Therefore we introduced random fields into our simulations, respecting the fact that such fields are very strong especially in Galactic arms regions.

We are able to summarize our direct experimental knowledge about the Galactic magnetic field in several statements (according to Beck (2001), Widrow (2002) and Han (2002)):

* The strength of the total magnetic field in the Galaxy is $`(6\pm 2)`$ $`\mu `$G in the disk and about $`(10\pm 3)`$ $`\mu `$G within 3 kpc from the Galactic center.
* The strength of the local regular field is $`(4\pm 1)`$ $`\mu `$G. This value is based on optical and synchrotron polarization measurements. Pulsar rotation measures give more conservative and approximately twice lower value. These rotation measures are probably underestimated due to anticorrelated fluctuations of regular field strength and of thermal electron intensity. On the other hand, optical and synchrotron polarization observations could be overestimated due to presence of anisotropic fields.
* The local regular field may be a part of a Galactic magnetic spiral arm, which lies between the optical arms.
* The global structure of the Galactic field remains uncertain. However, an established conservative model, which prevails in the last years, is the two-arm logarithmic spiral model (see below).
* Existence of two reversals in the direction towards Galactic center was confirmed recently. The first reversal is lying between the Local and Sagittarius arm, at $`0.6`$ kpc from the Sun, the second one is lying at $``$ 3 kpc from the Sun. Some of the Galactic reversals may be due to large-scale anisotropic field loops.
* As expected from the beginning of the 1990s and also recently confirmed, the Galactic center region contains highly regular magnetic fields with strengths up to 1 mG. This extremely intensive field is concentrated in thin filaments oriented perpendicularly to the Galactic plane. The characteristic length of these filaments is about 0.5 kpc.
* The local Galactic field is oriented mainly parallel to the plane, with a vertical component of only $`B_z(0.2÷0.3)`$ $`\mu `$G in vicinity of the Sun. The recent explanation is that this component is present due to existence of poloidal magnetic field (see theoretical global field model below) — poloidal field naturally originates within dynamo model of GMF generation.
* The Galaxy is surrounded by a thick radio disk (height of about 1.5 kpc above and under Galactic plane, half-width of 300 pc) similar to that of the edge-on spiral galaxies. The field strength in this thick disk is estimated to be around 1 $`\mu `$G. As in the case of vertical field component discussed above (poloidal field), the most common explanation of existence of such thick disc is that this field is toroidal field originating through dynamo effect.
* The local Galactic field in the standard thin disk has an even symmetry with respect to the plane (it is a quadrupole). This is in the agreement with the galactic dynamo model, which is briefly discussed in the next paragraph.

Other facts used in modelling of GMF have indirect character — they are usually derived from the observations of the other spiral galaxies and of the structure of their magnetic fields or from existing hypothesis of the mechanisms of magnetic field generation. In general, it is expected, that the Galactic magnetic field encompasses the entire Galactic disk and shows some spiral structure. Further research and measurements in this field have vital importance not only for the observations of UHECRs, but also for the whole cosmic-ray physics and for other astronomical applications, e.g. for Galactic dynamics.

### 2.2 Theoretical global models of GMF

The global models omit the presence of turbulent fields and they are trying to model just the regular component. The basic conservative model of global Galactic plane was established by Han & Qiao (1994), based on the Faraday-rotation measurements of 134 pulsars. The model assumes a two-arm logarithmic spiral with the constant pitch angle333The pitch angle determines the orientation of local regular magnetic field. Its sense is clear from Fig. 1. Precise definition of pitch angle is not unique, in this work we used the definition proposed by Han et al. (1999): The galactic azimuthal angle $`\mathrm{\Theta }`$ is defined to be increasing in the direction of galactic rotation. Logarithmic spirals are then defined by:
$$R=R_0e^{k\mathrm{\Theta }},$$
(1)  where $`R`$ is the radial distance and $`R_0`$ is the scale radius. The pitch angle is then $`p=\text{arctan}(k)`$. This angle is negative for trailing spirals such as in our Galaxy, where $`R`$ increases with decreasing azimuthal angle $`\mathrm{\Theta }`$. For our Galaxy, the galactic angular momentum vector points toward the south Galactic pole, and $`\mathrm{\Theta }`$ increases in a clockwise direction when viewed from the north Galactic pole. $`p`$ and it shows $`\pi `$-symmetry, so that it is bisymmetric (BSS) magnetic field model. More exactly, it has also a dipole character (it has field reversals and odd parity with respect to the Galactic plane), so it is called BSS-A model.

Discussed model employs cylindrical coordinates — the radial distance $`r`$, the position angle $`\mathrm{\Theta }`$ and the vertical height $`z`$. The radial $`B_r`$ and azimuthal $`B_\mathrm{\Theta }`$ components at the plane position $`(r,\mathrm{\Theta })`$ can be given by the following equations:

$$B_\mathrm{\Theta }=B_0(r)\mathrm{cos}\left(\mathrm{\Theta }\beta \mathrm{ln}\frac{r}{r_0}\right)\mathrm{cos}p,$$
(2)
$$B_r=B_0(r)\mathrm{cos}\left(\mathrm{\Theta }\beta \mathrm{ln}\frac{r}{r_0}\right)\mathrm{sin}p.$$
(3)
where $`p`$ denotes the pitch angle and according to Stanev (1997) and Han (2002) it is about $`10^{}`$, $`\beta =1/\mathrm{tan}p5.67`$, $`r_0`$ is the Galactocentric distance of the maximum field strength at $`l=0^{}`$ (in the discussed model it has a value $`r_0=9.0`$ kpc) and for $`B_0(r)`$ it holds:

$$B_0(r)=3\frac{R}{r},$$
(4)
where $`R`$ is the Galactocentric distance of the Sun, taken as 8.5 kpc.

The vertical ($`z`$) component of the field is taken as zero in approximate agreement with observations. Results of this model are depicted on Fig. 1 and the orientation of the whole system is also clear from this Figure.

The size and field strength in the Galactic halo is extremely important for the cosmic-ray trajectories, but it is very poorly known, as we stated above. Obvious approach to this problem is represented by the work of Stanev (1997), where the field above and under the Galactic plane is taken as exponentially decreasing:

$$|B(r,\mathrm{\Theta },z)|=|B(r,\mathrm{\Theta })|e^{(|z|/z_0)},$$
(5)
where $`|B(r,\mathrm{\Theta })|`$ is the vector sum of magnitudes of $`B_r`$ and $`B_\mathrm{\Theta }`$ with the $`z_0`$ = 1 kpc444There is a slight difference in comparison with Stanev (1997), he used two-scale model — with the $`z_0`$ = 1 kpc for $`|z|<0.5`$ kpc and $`z_0`$ = 4 kpc for $`|z|>0.5`$ kpc..

We used this described model of GMF as the basis for our simulations. Strictly speaking, we simply add toroidal and poloidal field components to this model, as it is detailed in the next subsection.

Alternative models with another field configurations were also proposed. The another possible but according to recent observations a bit less probable configuration is the so-called ASS-S configuration, axisymmetric configuration without reversals and with even parity (Stanev (1997)). However, this configuration has one advantage. It could be much easier modeled using of the very popular dynamo model of magnetic field generation (Elstner et al. (1992)). The bisymmetric mode can also be obtained from dynamo model, but in such case the use of strong non-axisymmetric perturbations is necessary. The other two possibilities of magnetic field configurations — bisymmetric dipole type (BSS-S) and axisymmetric quadrupole type (ASS-A) are also not completely observationally excluded yet (Beck et al. (1996)).

### 2.3 Poloidal and toroidal regular field components

The dynamo model has one very interesting consequence for the propagation of CRs — namely that except of relatively flat field in the galactic disc it contains also quite strong toroidal fields above and under the galactic plane. Motions of these fields and their superpositions generate the net field in the Galaxy. The existence of such field is indirectly supported by the existence of radio thick disc mentioned above in the review of observation results. Such field could change the CR trajectories quite essentially, furthermore this type of models was not yet used for UHECR propagation simulation, therefore we decided to add these components in our simulations. We take advantage from the fact that only recently some first quantitative estimates of strengths of such fields were proposed by Han (2002).

For toroidal field we choose the model with simple geometry (circular discs above and under Galactic plane with Lorentzian profile in z-axis). For cartesian components of toroidal field it holds555The equations above are valid only in the northern Galactic hemisphere, in the southern hemisphere the field has an opposite direction, so $`B_x`$ and $`B_y`$ components will change their sign there.:

$`B_x`$ $`=`$ $`B_T\mathrm{sin}(\varphi )`$ (6)
$`B_y`$ $`=`$ $`B_T\mathrm{cos}(\varphi )`$ (7)
For the value of $`B_T`$ we have:

$`B_T`$ $`=`$ $`B_{max}{\displaystyle \frac{1}{1+(\frac{zH}{P})^2}}`$
for $`x^2+y^2<R^2`$ and
$`B_T`$ $`=`$ $`B_{max}{\displaystyle \frac{1}{1+(\frac{zH}{P})^2}}\mathrm{exp}\left({\displaystyle \frac{(x^2+y^2)^{1/2}}{R}}\right)`$
for $`x^2+y^2>R^2`$
where $`x`$ and $`y`$ are positions in Galactic plane. Meaning and values of used constants follow: radius of a circle with toroidal field $`R=15`$ kpc, height above Galactic plane $`H=1.5`$ kpc, half-width of Lorentzian distribution $`P=0.3`$ kpc, and maximal value of toroidal magnetic field $`B_{max}=1\mu `$G.

As consequence of existence of the poloidal field (dipole field) we probably observe vertical component of $`0.2\mu `$G in the Earth vicinity and intensive filaments near Galactic center. Appropriate equations, which we used for description of poloidal field, are the same as the equations for magnetic dipole. The field is symmetrical around Galactic axis. For the total poloidal field strength it is then valid (in xz-plane) in polar coordinates ($`\theta `$ ranges from 0 to $`\pi `$ and it goes from north to south pole):

$$B=\frac{K}{R^3}\sqrt{3\mathrm{cos}^2(\theta )+1}\text{.}$$
(10)
From it follows that in spherical coordinates we then have these cartesian field components:

$`B_x`$ $`=`$ $`{\displaystyle \frac{3K}{2R^3}}\mathrm{sin}2\theta \mathrm{cos}\varphi `$ (11)
$`B_y`$ $`=`$ $`{\displaystyle \frac{3K}{2R^3}}\mathrm{sin}2\theta \mathrm{sin}\varphi `$ (12)
$`B_z`$ $`=`$ $`{\displaystyle \frac{K}{R^3}}(3\mathrm{cos}^2\theta 1)`$ (13)
A cylinder (height $`300`$ pc, diameter $`100`$ pc) with constant strength of magnetic field equal to $`2`$ mG was put into Galactic center instead of field resulting from equations above666Orientation of this field is in accordance with general description, only the strength is constant.. Main motive for such arrangement was to avoid a problem with too strong field near this center ($`R0`$) and so to keep total field strength in observed bounds and to describe character of observed filaments.

The constant $`K`$ was selected as follows: $`K=10^5`$ G.pc3 for outer regions ($`R>5`$ kpc) and $`K=200`$ G.pc3 for central region ($`R<2`$ kpc). For the intermediate region (2 kpc $`<R<`$ 5 kpc) we used constant absolute field strength $`10^6`$ G. These values correspond with observed features of Galactic magnetic field: milligauss field is restricted only to the central cylinder and the vertical magnetic field is equal to $`0.2`$ $`\mu `$G in the Sun’s distance (see also Fig. 2).

### 2.4 Turbulent fields and Galactic arms

As we pointed out above, we introduce also the influence of random fields in our simulations. Cells with characteristic size of 50 pc with random field orientation and with maximum field strength $`|B|=10\mu `$G were added to regular, poloidal and toroidal field components.

Within two following examples we used two different approaches for introduction of turbulent fields. For study of chemical composition of CR (Example No. 2) various configurations (cell frequency, cell size) were used and are in detail described below. However, for directional analysis (Example No. 1) we respect the fact, that turbulent fields are common especially within spiral arms of Galaxy. Therefore we expect that 80% of volume inside spiral arm regions contain turbulent field component, while outside these arm regions only (but within surroundings of Galactic plane777More precisely: For the distance $`r<`$ 20 kpc and $`|z|<1.5`$ kpc, where $`r`$ and $`z`$ are components of cylindrical Galactic coordinates.) 20% of total simulated volume have also nonzero turbulent field. Finally, in other outer regions of the Galaxy we suppose that only 1% of volume has also nonzero turbulent component.

As model of spiral arms we used model by Wainscoat et al. (1992), which is simple four-plus-local arm model. Parameters of this particular model are in detail described in Fig. 3.

## 3 Propagation of UHECRs in GMF

Within the next sections we describe two simple analyses of cosmic ray propagation in GMF. These analyses are done in different energy ranges and are serving for derivation of different conclusions, but they are involving the very same principles of particle motion in magnetic fields:

The propagation of the main part of UHECR (or more generally of cosmic rays) candidates (charged particles like protons, nuclei, electrons, …) is of course influenced by the magnetic fields. This influence is given simply by the well-known Lorentz equation. The member with electric field in this equation could be neglected, because there is no evidence for large-scale electric fields in the Galaxy. For the acceleration $`a`$ we get then:

$$a=\frac{q}{m}(v\times B),$$
(14)
where $`q`$ is the charge of particle, $`m`$ is its relativistic mass, $`v`$ its velocity888Almost equal to velocity of light $`c`$; UHECRs are reaching the highest known relativistic $`\gamma `$-factors, about $`10^{11}`$. and $`B`$ is the magnetic field strength.

Taking $`B`$ as constant in suitable small volumes the trajectory of a particle is followed and the resulting deflection is examined.

## 4 Application No.1: Directional analysis of UHECR

### 4.1 “Antiparticle tracing” method and recent works

Some computer simulations in the UHECR range were treated for this purposes recently and the effects especially on the changes in spatial distribution were studied.

The method of “antiparticle tracing” is used in all these models. The particle carrying the opposite charge starts its propagation on the position of the Earth in the Galaxy. Its initial velocity vector has spherical coordinates $`c,b,l`$, where $`c`$ is the velocity of the light and $`b`$ and $`l`$ are the galactic coordinates of the detected particle arrival. Because of the opposite charge such particle traces backwards the trajectory of original detected particle. When the particle leaves from the sphere of influence of the Galactic magnetic field, we are able to evaluate its new galactic coordinates and thus its initial direction before the entrance into GMF.

The first work was published by Stanev (1997). It analyzes the motion of UHECRs in conservative models of BSS-A and ASS-S GMF with similar parameters as were given above. Stanev (1997) examines the shifts for protons with energies ranging from $`(2÷10)\times 10^{19}`$ eV. The second article is by Medina Tanco et al. (1998). The particles with energy equal to $`4\times 10^{19}`$ eV are analyzed in this paper. The changes in regular distributions are followed for the ASS-S model of GMF and for the particles supposed to be either protons or Fe nuclei. The basic results of both models (magnitudes of deflections) are in good agreement with our model.

Two other papers appeared recently. In these papers the GMF model of Stanev (1997) was employed to support of specific arguments. Firstly, O’Neill et al. (2001) assumed iron nuclei as the only component of UHECRs and the authors were trying to identify the sources as very young pulsars. Secondly, Tinyakov & Tkachev (2001) investigated correlation between the positions of UHECRs propagated outside from Galaxy and of positions of specific type of blazars. They focused on possible identification of these blazars as UHECR sources and significant attention was payed also to analysis of clustered UHECR events.

Two other works propose the large Galactic magnetic halo with very intensive fields. The first article was published by Ahn et al. (1999), they speculate about large and intensive purely azimuthal magnetic field in the Galactic halo. This field should exist as an analogy to a solar wind and should extend to about 1.5 Mpc. In spherical coordinates $`r,\theta ,\varphi `$ it holds then

$$B_\varphi =B_SR\frac{\mathrm{sin}\theta }{r},$$
(15)
where $`B_SR`$ is the normalization factor derived from the values in the solar surroundings, which is equal to 70 $`\mu `$G.kpc. If such field is introduced, the positions of 11 out of 13 EHECRs from Haverah Park, Volcano Ranch, Fly’s Eye and AGASA should fall within 20 spherical cap around M87 position. This hypothesis was challenged shortly after its publication by Billoir & Letessier-Selvon (2000). They proved that this at the face-value exciting fact, that M87 could be a single source of UHECRs, is simply based on the fundamental property of the used magnetic field model in halo. The used model of an azimuthal field is simply focusing all positions into the direction of Galactic north pole and M87 is lying near to this pole, and so the small angular distance between computed EHECR positions and between M87 is probably just an interesting coincidence without fundamental physical importance. Furthermore, such strong magnetic halo is in contradiction with recent observations.

The second work was published by Harari et al. (2000) and it proposes the Galactic magnetic wind extending to 1.5 Mpc. The model examines focusing abilities of magnetic wind. Model of the magnetic wind used in this work is purely azimuthal:

$$B=B_7\frac{r_0}{r}\mathrm{sin}\theta \mathrm{tanh}\left(\frac{r}{r_s}\right),$$
(16)
It describes $`B`$ as a function of the radial spherical coordinate $`r`$ and the angle to the north galactic pole $`\theta `$. The term $`r_0`$ in this equation is the distance from the Earth to the Galactic center (equal to 8.5 kpc), factor $`r/r_s`$ was introduced to smooth out the field at small radii ($`r_s`$ was taken as 5 kpc). $`B_7`$ is the normalization factor (the strength of the field in \[7 $`\mu `$G\] units) and so in conservative models of GMF $`B_7`$ should be $`0.3÷0.4`$. As it is shown in our combined Fig. 4, such magnetic field has to sweep out some fraction of the southern Galactic hemisphere. However, using the data from SUGAR999We note that the SUGAR direction measurements are generally significantly more trusted than their energy estimates. which are also plotted into this figure, we are able to show that such a model could not be completely correct. This is due to the fact that these regions with proposed zero particle flux — in contrary to the theoretical expectations — contain several SUGAR events.

Finally, two interesting works treating the turbulent fields appeared recently. Alvarez-Muñiz et al. (2002) carefully analyzed the influence of turbulent fields on possible clustering of UHECRs and Harari et al. (2002) made large study of properties of typical turbulent fields with respect to amplification and multiplication of source images.

### 4.2 Computer Model

In our simulation we have supposed the conservative Galactic magnetic field model by Han et al. (1999), which was amended with toroidal and poloidal field components and with turbulent fields linked to spiral arms; this complete configuration of magnetic field was discussed in detail above.

Despite using various types of initial data, we present here only the results for real data. Namely, even such constrained set of data can sufficiently demonstrate all important changes of features of particle flux. These real data101010The arrival direction ($`b,l`$) and energy $`E`$ was used for each detected particle. were taken from our catalogue of UHECRs111111This catalogue was created using available data from several various experiments: Data for from all UHECR experiments with energies above $`10^{20}`$ eV, data from AGASA experiment and data from SUGAR experiment for particles with energies above $`4\times 10^{19}`$ eV were used. The catalogue is available on-line (http://www-hep2.fzu.cz/Auger/catalogue.html).. We propagate these particles through Galactic magnetic field assuming various charges — starting as protons (proton number $`Z=1`$), continuing as oxygen nuclei ($`Z=8`$) and ending with iron nuclei ($`Z=26`$). All particles were traced back off the influence of Galactic field. The final distance of each particle was assumed to be 40 kpc from Earth. We present here (Figure 5) the results of simulations corresponding the real UHECR data (145 UHECR positions and energies) taken successively as protons, oxygen and iron nuclei.

### 4.3 Results of particle tracking

We can state that the given deflection ranges (Fig. 5) are in good agreement with previous models (Stanev (1997), Medina Tanco et al. (1998) or O’Neill et al. (2001)) of propagation of UHECRs through the Galactic magnetic field. Hence we can formulate the following conclusions:

* As we already stressed above, the detail of global structure of GMF is still uncertain, but despite that we can claim that its influence is non-negligible for protons and essential for Fe nuclei.
* The simulations of particles with higher charges (e.g. oxygen or iron nuclei) are transforming the isotropic distribution to structures, which show some regularities. The actual forms of these regular structures are as well as the global model of GMF rather uncertain, but their existence could be taken for granted and it is independent on the specific parameters of given magnetic field model121212Of course, our simulation does not completely exclude the possibility that also the initial directions of particles before they enter into the Galaxy are isotropic. Our conclusions were derived only in one direction of implication — the observed isotropic distribution doesn’t necessarily require the initial isotropic distribution for oxygen and iron nuclei. For test of opposite direction of implication we have to make another type of simulations — we have to inject huge numbers of particles isotropically distributed on spherical surface around Galaxy and then detect them on some tiny sphere (or other shape) around Earth’s position. This problem was partially treated by O’Neill et al. (2001).. In accordance with Harari et al. (2002) we observe especially for oxygen and iron nuclei (Fig. 5) that at some places the initial flux is amplified, in other areas it is strongly suppressed (see e.g. overdensity in region to north-west from Galactic center for both oxygen and iron nuclei or almost empty region along Galactic plane again for both type of nuclei).
* GMF is very important also for protons, because it is able to affect the small-angle clustering (as one can see on the second upper part of Fig. 5, where some initial small clusters were transformed into other ones). Small-angle clustering is today lively discussed and it is one of the key features in discrimination between some models of sources (Alvarez-Muñiz et al. (2002)).
* The possibility that the UHECRs originate in the Galaxy (e.g. near the young neutron stars in the form of iron nuclei) is not probable, but not completely excluded (see the bottom part of Fig. 5). Furthermore, such UHECRs should originate only in several point sources in our Galaxy, what is again in accordance with the existence of pseudo-regular structures after propagation through the GMF (see also O’Neill et al. (2001) or Harari et al. (2002)).

The theory of Galactic origin of UHECRs could be also combined with the above discussed fact that also relatively strong ($`1`$ mG) fields exist in the form of filaments near Galactic center. In such field the Larmor radius of $`10^{19}`$ eV UHECR proton is only about 4 pc.

## 5 Application No.2: Chemical composition of CRs

### 5.1 Propagation of CRs in our model

We used very simple method to model the propagation of cosmic ray particles in a rather wide range of energy ($`10^{13}÷10^{19}`$ eV). The model of regular magnetic field described above was improved with following configuration of turbulent components:

The Galaxy was divided into cubic cells of an assumed size $`L`$. Two values of cell length were studied, in particular 10 and 50 pc. The random orientation and strength of the turbulent magnetic field were generated in given fraction of cells and also their positions were random. In accordance with observation the contribution of the turbulent magnetic field was taken equal to $`(0÷3)\times B(r,\theta ,z)`$, where $`B(r,\theta ,z)`$ is sum of strengths of the non-turbulent components. We neglected all possible interactions of particles with matter and we kept the energy of particles constant.

Our Galaxy model has the following geometrical boundary: the bulge is a symmetric ellipsoid with a major axis in the Galactic midplane 3 kpc long and a minor axis of 2 kpc. Around the bulge there is a thin cylinder with a radius of 15 kpc and the height of 500 pc. Starting positions of particles reside in the Galactic plane inside an annulus with radii of 3 and 12 kpc. This assumption is in the agreement with the observed positions of supernovae remnants (Green (2001)), which are the most probable sources of CRs below the knee in our Galaxy131313The density of SNRs is higher in the bulge, but we have been interested in how CRs behave in Galactic disk, where it is possible to compare our results with the observations..

As Gaisser (2001) and Brunetti & Codino (2000) have shown, the average time spent in the Galaxy by cosmic ray of energy within the range $`(1÷100)\times 10^9`$ eV is $`\tau 10^{14}`$ s. The energy dependence of $`\tau `$ can be measured by comparing the spectrum of the secondary nuclei to that of the parent primary nuclei. From observation one can deduce that at least in the range $`10^{10}÷10^{12}`$ eV, the mean residence time varies approximately as $`R^{0.6}`$ (Garcia-Munoz et al. (1987), Swordy et al. (1990) and Engelmann et al. (1990)), where $`R=\frac{pc}{Ze}`$ is the rigidity of particle with momentum $`p`$ and atomic number $`Z`$. This extrapolation breaks down around $`3\times 10^{15}`$ eV (Gaisser (2001)) because the value of an effective escape length is equal to $`c\tau 300`$ pc which corresponds to just one crossing of the Galactic disk and the probability of nuclei escape significantly rises. The situation within the highest energy range is not clear, but we expect that the nuclei are not trapped in GMF. The task we have to solve is to find the value of tracking time for the simulation of particles with energies in range $`10^{13}÷10^{19}`$ eV. We have found that the value $`T=3\times 10^{12}`$ s $`10^5`$ yr appears as the most suitable tracking time of particles for the study of nuclei escape rate from the Galaxy. From the equation $`\tau R^{0.6}`$ we obtain the value $`10^{11}`$ s for proton with the energy in the middle of our range (which is equal to $`10^{15}`$ eV). Despite of it, we use tracking time longer by one order of magnitude. The reason for such choice is that: (1) The mean residence time for nuclei with higher $`Z`$ will be longer than for proton. (2) The nuclei escape rates are too high (too low) for longer (shorter) tracking times and as such they are not suitable for discrimination between the different nuclei. (We note that we use only one value of tracking time for whole energy range of particles.)

The propagation of particle was stopped in a moment when the particle escaped from the Galaxy. The escape occurred when the particle crossed the Galaxy geometrical boundary. Otherwise, if the particle stayed within the Galaxy for time longer than $`T=3\times 10^{12}`$, simulation was also stopped and the particle was simply taken as not escaped. From these values of the particle escape rates one can easily calculate the chemical composition of CRs.

Our starting chemical composition is taken from Wiebel-Sooth et al. (1998), who summarized results of several experiments for energy $`10^{12}`$ eV. We have divided all nuclei into five groups according to their mass. From each group we choose a nucleus that is the best representative. In this way we have chosen protons and nuclei of helium, oxygen, magnesium and iron as group representatives, with initial abundance equal to $`42\%`$, $`26\%`$, $`13\%`$, $`9\%`$ and $`10\%`$, respectively. As the indicator of the composition, we use mean value of the logarithm of mass number $`A`$,

$$<\mathrm{ln}(A)>=\frac{n_i(\mathrm{ln}(A_i))}{n_i},$$
(17)
where $`n_i`$ denotes the number of elements $`i`$ with mass number $`A_i`$. The initial composition at $`10^{12}`$ eV is $`<\mathrm{ln}(A)>=1.41`$ (Wiebel-Sooth et al. (1998)).

### 5.2 Results and conclusions

We have used only one above discussed model of GMF in our simulation, although it was improved by random components of the turbulent magnetic field. We have confirmed the influence of such turbulent magnetic fields on the propagation of CRs for all studied nuclei energies.

We find following results in our simulation:

* The dependence of nuclei escape rate on the energy is similar for all configurations of magnetic fields (Fig. 6). Except configuration without turbulent magnetic field all values of nuclei escape rate are lower than 7% at our starting energy $`10^{13}`$ eV (even for protons). Thereafter up to $`10^{15}`$ eV the leakage depends on the charge, the higher charge, the lower is number of nuclei escape rate. In the energy range $`10^{15}÷10^{16}`$ eV the nuclei escape rate of light nuclei (H, He) becomes constant and the values of heavier elements come closer to them. The differences between cells with dimension equal to 10 pc are 10%, the lowest value is for the configuration with the highest rate of the cells with turbulent magnetic field. The situation for the cell dimensions equal to 50 pc is similar but the values are much closer and lies around $`(78\pm 2)`$%. Nuclei with energies higher than $`10^{16}`$ eV behave in the same way as at the energy below $`10^{15}`$ eV. It is again a function of particle charge and we can observe an increase of the abundance of heavy elements (Fig. 7). Escape rate achieves 100% for protons (all protons leave the Galaxy) at energy equal to $`4\times 10^{17}`$ eV. Protons are closely followed by nuclei of helium and for energies higher than $`10^{18}`$ eV no particle will remain in Galactic disk.
* We have found that more than 90% of the particles above $`10^{16}`$ eV are escaping independently of their charge from the regular magnetic field. We believe that the different nuclei escape rate for the energies above $`10^{16}`$ eV is caused mainly by random component of GMF.
* The leakage of nuclei from the Galaxy depends significantly on the characteristics of turbulent magnetic fields (field’s strength, their dimensions and locations in the Galaxy and also on the number of cells with turbulent magnetic field). It follows from our simulations that the higher the fraction of the cells with turbulent magnetic fields, the slower is the leakage. This is because of the nuclei are trapped in these cells and their leakage from the Galaxy decreases. Unfortunately all properties of turbulent magnetic fields, which are very important for the propagation of CRs, are not known enough.
* The behavior of protons and helium nuclei is very similar in the whole studied energy range. They escape more easily than nuclei with higher charge (oxygen, magnesium and iron). Despite of this, they still play important role in CRs, because of their dominant abundance in the initial composition of CRs (representing together more than two thirds of all particles).
* The result of the different nuclei escape rate is the increase of the abundance of heavier nuclei in the chemical composition of CRs. The comparison of the chemical composition resulting from our modelling with the measurements141414We compare our results only with few experiments, the full review of other can be found in Wiebel-Sooth et al. (1998) and references therein. is shown in Fig. 7. Experimental data show unique results only for the energies below $`10^{14}`$ eV, where they show slight increase of mean $`\mathrm{ln}(A)`$. Above $`10^{14}`$ eV the results of two balloon experiments JACEE (Takahashi (1998)) and RUNJOB (Apanasenko et al. (2001)) disagree. RUNJOB shows no change in the chemical composition (constant value of mean $`\mathrm{ln}(A)`$), whereas data from JACEE indicate increase of mean $`\mathrm{ln}(A)`$. The experimental results from RUNJOB are in agreement with our results — for our model with turbulent magnetic fields with cell dimensions equal to 10 pc. In the case with larger dimension of cells (50 pc) we have found higher leakage of light nuclei (proton and helium) which leads to the same increase of mean $`\mathrm{ln}(A)`$ as measured by JACEE.

For energies above $`10^{15}`$ eV we have chosen only data from KASCADE (Haungs (2002) and Hörandel (2002))151515We must note that the chemical composition above $`10^{15}`$ eV is not clear, the results from different experiments do not agree and there is also problem with reconstruction of extensive air showers, which leads to different determination of chemical composition detected in one experiment.. Two methods of data processing show increasing mean $`\mathrm{ln}(A)`$ from the value equal to the initial composition at $`10^{12}`$ eV to the value, when the majority of cosmic rays is composed of heavy elements. Third method (neural net) gives different results, firstly decrease from the value $`<\mathrm{ln}(A)>=2`$ to the initial value and above energy equal to $`10^{16}`$ eV increase to high value of mean ln(A).

The results of our modelling have following characteristics above $`10^{15}`$ eV: The modelling with only regular GMF does not agree with experimental data, while the cases with turbulent MF show correctly the increase of the abundance of heavy elements at high energies. The discrepancy between our model with turbulent MF and measurements is in the value of the energy, where the increase of mean $`\mathrm{ln}(A)`$ starts. If we take the energy equal to $`3\times 10^{15}`$ eV (knee) as correct, then the differences will be half magnitude and one magnitude for dimensions of cells equal to 10 and 50 pc, respectively. We have found that this discrepancy does not strongly depend on general parameters of our modelling (the tracking time and thickness of Galactic disk), we believe that this discrepancy can be removed only using more realistic method of modelling motion of atomic nuclei (for review see Gaisser (1990)).
* The different leakage of nuclei from GMF produces a break at energy $`10^{16}`$ eV in our modelling, similar to observed characteristic of cosmic ray flux, known as the knee ($`3\times 10^{15}`$ eV). Thus our simple model of the propagation of Galactic cosmic rays favors theory about origin of the knee presented by Ptuskin et al. (1993).
* The model of propagation in GMF without turbulent MF seems to us as very unrealistic, because there is in strong disagreement with measurements.
* We can see that the chemical composition depends on the characteristics of turbulent MF, so it gives us possibility to deduce these characteristics from the abundance of elements in Galactic cosmic rays.

The used method is a simple way to simulate the propagation of CR within wide energy range. Despite of good obtained results we conclude that the propagation of particles must be solved by more realistic method, especially for particles with energies below $`10^{16}`$ eV. We used only one type of the source in the Galactic midplane with constant chemical composition. However, there are indications that we must expect more types of sources in the Galactic and extragalactic space resulting in more complicated cosmic ray flux.

###### Acknowledgements.

We would like to thank to Jiří Grygar and to Jan Řídký for the grand help with the origin of this paper. We also thank to Petr Harmanec and to Jan Palouš for their valuable comments, which helped us to generally improve the structure of this paper. We also would like to thank to Jin Lin Han for his great advices and consultations about structure of Galactic magnetic field and to referee for important suggestions, which changed this paper to its present form. This work was supported by the Grant No. A1010928/1999 of Grant Agency of the Academy of Sciences of the Czech Republic, by the Grant LN00A006 of Ministry of Education through Center of Particle Physics and by the Grant LA134 of Ministry of Education through Project INGO.


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# Intrinsic hole localization mechanism in magnetic semiconductors

## References


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# 1 Deviation of 𝑅^MSSM(ℎ) with respect to the SM value, as a function of a) 𝑀_𝐴⁰, and b) tan𝛽, for various choices of the SUSY parameters. The light-shaded region shows the ±21% deviation with respect to the SM, and the dark-shaded one the ±5.4%.

| MPI-PhT/2003-28 |
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| PSI-PR-03-08 |
| LC-TH-2003-043 |
| hep-ph/0307012 |

Some results on the distinction of Higgs boson models***Based on talk given at Second Workshop of the Extended ECFA/DESY Study, Saint Malo, April 12-15, 2002

Jaume Guasch$`^a`$, Wolfgang Hollik$`^b`$, Siannah Peñaranda$`^b`$  electronic address: jaume.guasch@psi.ch, hollik@mppmu.mpg.de, siannah@mppmu.mpg.de

$`^a`$ Paul Scherrer Institut, CH-5232 Villigen PSI, Switzerland
$`^b`$ Max-Planck-Institut für Physik, Föhringer Ring 6, D-80805 München, Germany

Abstract

We present results on the analysis of the ratio of branching ratios $`R=BR(Hb\overline{b})/BR(H\tau ^+\tau ^{})`$ of Higgs boson decays as a discriminant quantity between supersymmetric and non-supersymmetric models. A detailed analysis in the effective Lagrangian approach shows how one could discriminate between models at the Large Hadron Collider and the $`e^+e^{}`$ Linear Collider at $`500\mathrm{GeV}`$ center of mass energy.

The search for a Higgs boson is nowadays the main objective of High Energy Physics experiments. Even if a neutral scalar boson is discovered in present or future colliders, the question will still be open: whether it is the Higgs particle of the minimal Standard Model (SM) or whether there is an extended Higgs structure beyond the SM. We approach this question by investigating the neutral Higgs sector of various types of models. In particular, we consider the ratio of branching ratios of a neutral Higgs boson $`H`$,

$$R=\frac{BR(Hb\overline{b})}{BR(H\tau ^+\tau ^{})},$$
(1)
and we analyze in detail the Yukawa-coupling effects and their phenomenological consequences . This ratio receives large renormalization-scheme independent radiative corrections in supersymmetric (SUSY) models at large $`\mathrm{tan}\beta `$, which are absent in the SM or Two-Higgs-doublet models (THDM). These corrections are insensitive to the supersymmetric mass scale. We consider in our analysis the effective Lagrangian approach by relating the quark mass to the Yukawa coupling via $`\mathrm{\Delta }m_f`$, the non-decoupling quantity that encodes the leading radiative corrections,

$$h_f=\frac{m_f(Q)}{v_1}\frac{1}{1+\mathrm{\Delta }m_f}=\frac{m_f(Q)}{v\mathrm{cos}\beta }\frac{1}{1+\mathrm{\Delta }m_f},v=(v_1^2+v_2^2)^{1/2}.$$
(2)
Here the resummation of all possible $`\mathrm{tan}\beta `$ enhanced corrections of the type $`(\alpha _{(s)}\mathrm{tan}\beta )^n`$  are included. The leading part of the (potentially) non-decoupling contributions proportional to $`A_b`$ can be absorbed in the definition of the effective Yukawa coupling at low energies and only subleading effects survive . Therefore, expression (2) contains all leading potentially large radiative effects.

Notice that the ratio (1) is very interesting from both the experimental and the theoretical side. It is a clean observable, measurable in a counting experiment, with only small systematic errors since most of them cancel in the ratio. The only surviving systematic effect results from the efficiency of $`\tau `$\- and $`b`$-tagging. From the theoretical side, it is independent of the production mechanism of the decaying neutral Higgs boson and of the total width; hence, new-physics effects affecting the production cross-section do not appear in the ratio (1). For the same reason, this observable is insensitive to unknown high order QCD corrections to Higgs boson production. Besides, since this ratio only depends on the ratio of the masses, there is no other parameter (e.g. $`\mathrm{tan}\beta `$) that could absorb the large quantum corrections.

The normalized value of the ratio of the Higgs boson decay rates into $`b`$quarks and $`\tau `$leptons (1) to the $`R^{\mathrm{SM}}`$ expectation is used to distinguish a general THDM from the Minimal Supersymmetric Standard Model (MSSM). We analyze the deviation of this ratio from the SM value, caused by the SUSY radiative corrections, for each of the MSSM neutral Higgs bosons $`\varphi =h,H,A`$. This normalized value is a function depending only on $`\mathrm{tan}\beta `$, $`\mathrm{tan}\alpha `$, $`\mathrm{\Delta }m_b`$ and $`\mathrm{\Delta }m_\tau `$, and encoding all the genuine SUSY corrections. The explicit form of $`\mathrm{\Delta }m_b`$ and $`\mathrm{\Delta }m_\tau `$ at the one-loop level can be obtained approximately by computing the supersymmetric loop diagrams at zero external momentum ($`M_{SUSY}m_b,m_\tau `$. These two quantities are independent of the SUSY mass scale $`M_{SUSY}`$ since they only depend on $`\mathrm{tan}\beta `$ and the ratio $`A_t/M_{SUSY}`$  111See also ..

The genuine SUSY corrections present sizeable differences between the $`\varphi bb`$ and $`\varphi \tau \tau `$ couplings, even in the case of similar squark and slepton spectra: the SUSY-QCD corrections mediated by gluinos are only present in $`\mathrm{\Delta }m_b`$, yielding the by far dominant contribution to the normalized value of $`R`$; there exists a contribution from the chargino sector to $`\mathrm{\Delta }m_b`$ resulting from mixing in the stop sector, whereas a corresponding term is not present in $`\mathrm{\Delta }m_\tau `$ due to the absence sneutrino mixing; the contribution from the $`\stackrel{~}{B}`$ loops is different in both cases because of the different hypercharges.

As for the case of the lightest MSSM CP-even Higgs boson, $`h^0`$, the ratio $`R`$ defined in (1), written in terms of the non-decoupling quantities $`\mathrm{\Delta }m_b`$ and $`\mathrm{\Delta }m_\tau `$ and normalized to the SM value, reads

$$\frac{R^{\mathrm{MSSM}}(h)}{R^{\mathrm{SM}}}=\frac{(1+\mathrm{\Delta }m_\tau )^2(\mathrm{cot}\alpha \mathrm{\Delta }m_b+\mathrm{tan}\beta )^2}{(1+\mathrm{\Delta }m_b)^2(\mathrm{cot}\alpha \mathrm{\Delta }m_\tau +\mathrm{tan}\beta )^2}.$$
(3)
Large deviations from $`R=1`$ are expected in the $`R^{\mathrm{MSSM}}`$ for several MSSM parameter combinations as shown in Fig. 1. The SUSY spectrum has been taken to be around $`1.5\mathrm{TeV}`$, namely, $`M_{\stackrel{~}{g}}=M_{\stackrel{~}{b}_1}=M_{\stackrel{~}{t}_1}=M_{\stackrel{~}{\tau }_1}=M_2=|\mu |=A_b=A_\tau =|A_t|=1.5\mathrm{TeV},`$ and we assume the usual GUT relation $`M_1=5/3M_2s_W^2/c_W^2`$ and maximal mixing in the $`\stackrel{~}{b}`$ and $`\stackrel{~}{\tau }`$ sector, $`\theta =\pm \pi /4`$. The rest of the parameters are fixed by the $`SU(2)_L`$ symmetry. As for the SM parameters we have chosen $`m_t=175\mathrm{GeV}`$, $`m_b=4.62\mathrm{GeV}`$, $`m_\tau =1.777\mathrm{GeV}`$ . The CP-even mixing angle is computed including the leading corrections up to two-loop order by means of the program FeynHiggsFast .

The decoupling behaviour with $`M_{A^0}`$ becomes apparent in Fig. 1a. In some favorable cases, i.e. small $`M_{A^0}`$, large $`\mathrm{tan}\beta `$, $`\mu <0`$ and $`A_t>0`$, the ratio (3) can be as large as two. Clearly, a moderate-precision measurement of this quantity would give clear signs of a Higgs boson belonging to a SUSY model. For the LHC we estimate that this quantity can be measured to a $`21\%`$ accuracy. By looking at the associate $`WW`$-fusion Higgs boson production $`qqW^{}W^{}H`$, the $`BR(H\tau ^+\tau ^{})/BR(H\gamma \gamma )`$ is measurable with an accuracy of order $`15\%`$ . On the other hand, for the associated Higgs-boson production with a top quark $`(ppt\overline{t}H)`$ the ratio $`BR(Hb\overline{b})/BR(H\gamma \gamma )`$ can be performed with a similar precision . From these two independent measurements one determines $`R`$ with the error quoted above. If one were able to make both measurements using the same Higgs-boson production process, the error might be decreased. The $`\pm 21\%`$ deviation region is marked as a light-shaded region in the figures. As for a future $`e^+e^{}`$ Linear Collider (LC) running at $`500\mathrm{GeV}`$ center-of-mass energy, the simulation shows that the ratio of the effective Yukawa couplings, $`h_b/h_\tau (\sqrt{R})`$, can be measured with an accuracy of $`2.7\%`$ . The corresponding band of $`\pm 5.4\%`$ accuracy in (3) is shown as a dark-shaded region.

We have found also the regions in the $`(\mathrm{tan}\beta ,M_{A^0})`$ plane in which each experiment can be sensitive to the SUSY nature of the lightest Higgs boson. We show these regions in Fig. 2a for a $`5.4\%`$ accuracy measurement, and in Fig. 2b for a $`21\%`$ one. We see that with a 5.4% measurement one can have sensitivity to SUSY for $`M_{A^0}`$ up to $`1.8\mathrm{TeV}`$ in the most favorable scenario. In less-favored scenarios the sensitivity is kept up to $`M_{A^0}800\mathrm{GeV}`$, but there exists also large regions where one is sensitive to SUSY only up to $`M_{A^0}500\mathrm{GeV}`$. However, all these masses are well above the threshold production of the heavy Higgs particles for a $`500\mathrm{GeV}`$ LC. We stress once again that these conclusions are independent of the scale of the SUSY masses. As long as a $`21\%`$ accuracy is concerned, feasible e.g. at the LHC, the regions of sensitivity are of course much smaller (Fig. 2b). In this case one can probe the SUSY nature of the Higgs boson only if $`A^0`$ is lighter that $`900\mathrm{GeV}`$. This means that the heavier MSSM Higgs bosons $`H^0`$, $`A^0`$ and $`H^\pm `$ will also be produced at high rates at the LHC. Then, it would be more useful to move our attention to $`R^{\mathrm{MSSM}}(H/A)`$. We have checked that this quantity is very insensitive to $`\mathrm{tan}\alpha `$, and so to $`M_{A^0}`$. Its numerical value is very close for both types of heavy neutral Higgs bosons. A deviation of 21% with respect to the SM value is guaranteed for any scenario with $`\mathrm{tan}\beta \stackrel{>}{_{}}20`$ as shown in Fig. 3; hence, the SUSY nature of the Higgs sector can be determined with a moderate-precision measurement. Notice that for the LHC models can be only distinguished for $`\mathrm{tan}\beta >25`$ but for th LC cover the entire $`\mathrm{tan}\beta `$ range.

To summarize, we have proposed the observable $`R=BR(Hb\overline{b})/BR(H\tau ^+\tau ^{})`$ to discriminate between SUSY and non-SUSY Higgs models. This observable suffers only little from systematic uncertainties, and is a theoretically clean observable. In the MSSM, $`R`$ is affected by quantum contributions that do not decouple even in the heavy SUSY limit. By assuming a $`\pm 5.4\%`$ measurement of this ratio for the lightest Higgs boson, to be reached at a $`500\mathrm{GeV}`$ LC, one is sensitive to the SUSY nature of the lightest Higgs boson $`h^0`$ for values of the $`A^0`$ mass up to $`1.8\mathrm{TeV}`$. A less precise measurement at $`\pm 21\%`$ accuracy, feasible at the LHC, is sensitive to SUSY only if $`M_{A^0}<900\mathrm{GeV}`$. In this latter case the measurement of $`R`$ for the heavy Higgs bosons $`A^0`$ and $`H^0`$ is possible and can give clear evidence for, or against, the SUSY nature of the Higgs bosons. Further confirmation can be obtained by correlating these measurements with the production cross-section of charged Higgs bosons . Further simulation analysis of the expected experimental determination are highly desirable.


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# Local 𝑢'𝑔'𝑟'𝑖'𝑧' Standard Stars in the Chandra Deep Field–South

## 1 Introduction

The photometric calibration of the Sloan Digital Sky Survey (SDSS) is based on a relatively new, five-filter, wide-band photometric system ($`u^{}g^{}r^{}i^{}z^{}`$) defined by Fukugita et al. (1996). This system offers three astrophysical advantages over the established Johnson-Cousins $`UBVRI`$ system: (1) sharper cutoffs of the band edges, (2) minimal overlap of spectral regions between filters, and (3) filter breaks chosen to exclude the strongest night sky emission lines. We note the SDSS $`z^{}`$ filter is open on the red end. Therefore, the system transformation coefficients are strongly dependent upon the choice of detector that observers use to match the standard star network.

To support the calibration of the SDSS, Smith et al. (2002) developed the $`u^{}g^{}r^{}i^{}z^{}`$ standard star system using the U.S. Naval Observatory– Flagstaff Station 1-m telescope, which is essentially a northern hemisphere and equatorial network. As part of the NOAO Surveys Program,111http://www.noao.edu/gateway/surveys/programs.html we have extended our work to establish $`u^{}g^{}r^{}i^{}z^{}`$ standard stars in the southern hemisphere. These new standards are tied to the existing northern and equatorial network (Smith et al., 2002) developed for the SDSS (York et al., 2000).

The Great Observatories Origins Deep Survey (GOODS) (Dickinson & Giavalisco, 2002) is a multi-wavelength program which uses the great space-based, and some of the largest ground-based, observatories to obtain deep imaging and spectroscopy of selected fields encompassing both the Hubble Deep Field North and the Chandra Deep Field South (CDF–S). These fields are among the most studied areas in the sky. Several programs are currently underway to probe the CDF–S to an unprecedented depth in several spectral regimes. These include ground-based studies in the optical (e.g. Arnouts et al., 2001; Wolf et al., 2001), and the infrared (e.g. Vandame et al., 2001; Moy et al., 2002); and space-based studies in the X-ray (e.g. Giacconi et al., 2001, 2002; Rosati et al., 2002). Observations of this field are also planned as part of the SIRTF Legacy and HST Treasury Programs, the latter using the new Advanced Camera for Surveys (ACS). This last program, the HST–ACS observations, is baselined to perform $`BVi^{}z^{}`$ imaging (Renzini et al., 2002); hence, $`u^{}g^{}r^{}i^{}z^{}`$ standard stars would be immediately useful to the GOODS observers and others.

Until this report, no one has defined standard stars in the $`u^{}g^{}r^{}i^{}z^{}`$ filter system in or near the CDF–S to use for photometric calibration. As part of our NOAO survey program, we have observed the central region of the CDF–S to create local $`u^{}g^{}r^{}i^{}z^{}`$ standards, presented herein, to facilitate other investigators’ use of these filters. Further, the placement of standard stars within the CDF–S should ensure future observations, facilitating the study of long-term time variable phenomena and transient events in the region.

In this paper, we present details of our observations in §2, we describe the data reductions in §3, and we present the $`u^{}g^{}r^{}i^{}z^{}`$ magnitudes and colors of the CDF–S standard stars in §4. We will examine remaining sources within the CDF–S in a future paper.

## 2 Observations

For this study we targeted the center of the CDF–S field at J2000 coordinates $`\alpha =`$ 03:32:28, $`\delta =`$27:48:30 (Giacconi et al., 2001) \[$`l=223.57;b=54.44`$\]. Due to the nature of the SDSS, most of the existing standard stars used to calibrate these CDF–S local standards were on or near the equator. We selected the standard stars used as the basis for this work from the northern and equatorial $`u^{}g^{}r^{}i^{}z^{}`$ network (Smith et al., 2002), since they are currently the only standard stars for this filter system. We may use additional standards being developed by our NOAO Survey Program for future refinement of CDF–S field object magnitudes.

The data were collected with the CTIO 0.9-m telescope using the Tek2k#3 CCD operating at the cassegrain focus. This “Grade-1” CCD is thinned and has an anti-reflection coating, resulting in high quantum efficiency similar to that of the detector used to establish the initial standard system222http://www.ctio.noao.edu/ccd\_info/ccd\_info.html. Observers have used this CCD in a stable configuration on this telescope since October 1995. The imager is controlled by Arcon software (version 3.3) and operated in multiple amplifier read mode. The average gain and read noise values for each of the amplifiers are listed in Table 1. The CCD has 24$`\mu `$ pixels which gives a scale of 0.396 arcsec/pixel and results in a 13.5 arc-minute field of view. We observed with the CTIO SDSS $`u^{}g^{}r^{}i^{}z^{}`$ filter set.

A current, machine-readable version of transmission curves for the CTIO $`u^{}g^{}r^{}i^{}z^{}`$ filter set is not available. For future use, however, we have requested a full spectral transmission scan for this filter set. Likewise, a current machine-readable version of the CCD spectral response is not available. In the meantime, we have generated preliminary response functions for the CTIO-0.9m+Tek2k#3+$`u^{}g^{}r^{}i^{}z^{}`$ filter system based upon (1) the $`u^{}g^{}r^{}i^{}z^{}`$ filter transmission curves from the manufacturer (Custom Scientific) for an identical filter set, (2) the CTIO Tek2k quantum efficiency from the GIF plot at the CTIO CCD Information website333http://www.ctio.noao.edu/ccd\_info/ccd\_info.html, and the aluminum reflectances from Bennett et al. (1963) as reproduced by Kneale (1994)444http://www.gemini.edu/documentation/webdocs/spe/spe-te-g0043.pdf (we assume two aluminum reflecting surfaces in the system). Machine-readable tables of these preliminary filter responses are available at our public access URL555http://www-sdss.fnal.gov:8000/$``$dtucker/Southern\_ugriz/index.html, where updated versions will be posted as new data become available.

In Figure 1 we plot these CTIO-0.9m+Tek2k#3+$`u^{}g^{}r^{}i^{}z^{}`$ filter system responses and, for comparison, those from the USNO-1.0m+Tek1k+$`u^{}g^{}r^{}i^{}z^{}`$ filter system used to set up the original $`u^{}g^{}r^{}i^{}z^{}`$ standard star network. The two system responses look quite similar. Given the uncertainties in calculating the CTIO $`u^{}g^{}r^{}i^{}z^{}`$ response function, these curves are not inconsistent with the results we report later in this paper (see § 3 below). The values for the instrumental color terms we measure for our CTIO-0.9m data are typically quite small – ranging on average from about 0.02 to 0.06 mag per magnitude in color. (We must emphasize, though, that for the most accurate photometry — i.e., systematic errors less than a few percent — instrumental color terms must be solved for and applied when converting CTIO-0.9m $`u^{}g^{}r^{}i^{}z^{}`$ photometry to the USNO standard system.)

We have examined linearity of the CTIO system using the dome flat lamps on different observing runs and found the response to be stable, linear, and repeatable from 0$``$62,000 DN. These tests are usually performed once per observing run, weather “permitting.” Figure 2 shows the weighted average of the CCD response as a function of exposure time for three separate linearity sequences taken in May 2002. Figure 3 gives the deviation from linearity by exposure time for the same data. Other tests show identical responses. The full results will be published in the final paper at the end of the program.

We have also examined linearity (and shutter response) by moving a cluster around the detector in a “grid” to look for measurement repeatability. Preliminary results show no significant deviation of derived magnitudes from these tests. The supernovae monitoring group at CTIO has made its shutter timing maps available to us, indicating expected deviations of $`0.12\%`$ (1.2 milli-mags) from center to edge of the CCD for our minimum exposure of five seconds. Based on the shutter data obtained by this group, the shutter exposure timing is stable and repeatable.

We collect and median-combine calibration frames daily, usually during the afternoons. These consisted of a minimum of 10 bias and dome flat frames (10 per $`g^{}r^{}i^{}z^{}`$ filter). The dome flats were obtained with a color balance filter. Because of a lack of photons, we did not obtain $`u^{}`$ dome flats. The dome flat images help us monitor the status of the CCD and look for changes in the flat-field structure. In addition, twilight sky flats were collected in all five filters during one or both of the twilight periods on each observable night. These were median-combined at the end of each observing run to produce a “master” twilight flat and used in the reduction of the data frames. We chose this approach to maintain consistency with the original standard network. At some point during each observing run, we usually collected long dark frames to monitor changes in the hot pixels on the CCD and to look for light leaks. We generated fringe correction frames using the long program object exposures. These were applied to the $`i^{}`$ and $`z^{}`$ band images.

During a typical night in our standards program, we observe five or six existing standard fields three times each — at the start, near the middle, and at the end of the night — in order to establish an extinction and color term baseline. Between these extended standard sequences, we usually alternate one or two program fields and one to three standard fields. We use these to monitor the extinction values established by the longer extinction scans. This observing method allows us to maximize the number of target fields while continuously monitoring the atmosphere for changes. Exposure times for the established standard fields ranged from 5 to 240 seconds, with a mean of 7.9 seconds for the shortest exposures (generally the $`g^{}r^{}i^{}`$ filters).

The program observations — performed under apparently clear conditions on nine different nights spanning three separate observing runs in 2001 September, 2002 February, and 2002 October — consisted of two separate exposure cycles, resulting in eighteen data points per filter. We obtained two additional $`r^{}`$ band observations under obviously non-photometric conditions during the September 2001 observing run. These later observations were obtained to use in a differential search for short period variable stars but were not included in the calculations of the final magnitudes. After processing, we determined that our observations from 2002 October 5 were not photometric, so we discarded them from our final calculations of the calibrated magnitudes, leaving a total of sixteen photometric data points per filter. Table 2 lists the circumstances of all our observations of the CDF–S field. The first two columns give the UT and Modified Julian Date (MJD666The Modified Julian Date is defined by the relation MJD $``$ JD $``$ 2400000.5, where JD is the Julian Date.) of the observation; the third column gives the approximate airmass at the start of the observation sequence. The exposure times (in seconds) for each filter appear in column four, and the last column gives the observer impression and reduction decisions concerning the sky conditions during the observations.

## 3 Reductions

We performed reductions using version v8.0 of the SDSS software pipeline mtpipe (see Tucker et al., 2003), an earlier version of which was used in the setup of the original $`u^{}g^{}r^{}i^{}z^{}`$ standard star network Smith et al. (2002). This pipeline consists of four main packages:

* preMtFrames, which creates the directory structure for the reduction of a night’s data, including parameter files needed as input for the other three packages, and runs quality-assurance tests on the raw data.
* mtFrames, which processes the images and performs object detection and aperture photometry on target field images. The processing steps include zero subtraction, flat-field and fringe-frame correction.
* excal, which takes the aperture photometry lists for the standard star target fields (i.e., stars from Smith et al. 2002), identifies the individual standard stars within those fields, and fits the observed raw counts and known $`u^{}g^{}r^{}i^{}z^{}`$ magnitudes to a set of photometric equations to obtain extinction and zero point coefficients. The output from this package allows us to monitor the stability of the night. The default analysis block is three hours, but can be changed as required based upon the data present and upon trends in the reductions. A minimum of ten standard stars are required for the night to be useable.
* kali, which applies the fitted photometric equations to the aperture photometry lists of program target fields for the appropriate analysis block (e.g., the CDF–S field).

We note a few small differences between the methods employed in the current reductions and those used in setting up the original $`u^{}g^{}r^{}i^{}z^{}`$ standard star network of Smith et al. (2002). First, since we tailored our current effort towards calibrating standard stars which are typically much fainter than the Smith et al. (2002) standards (which were generally in the range $`r^{}8`$ – 12), we chose a smaller extraction size for our aperture photometry to reduce or minimize the background sky contribution to the noise. For the Smith et al. (2002) standards, we employed a 24″-diameter aperture in order to avoid problems associated with defocusing the brightest stars (required for some the observations). In the current program, we have chosen a 14.86″-diameter aperture. This smaller aperture reduces the effects of sky noise for the fainter CDF–S target stars; as an added bonus, this size is the one used in the photometric calibration of the SDSS 2.5m data (Gunn et al., 1998; Lupton, Gunn & Szalay, 1999; York et al., 2000; Stoughton et al., 2002). Tests on the fainter standards in Smith et al. (2002) show no significant deviations from the published magnitudes using this smaller extraction aperture.

Second, the current version of mtpipe uses photometric equations which are slightly modified from the form described in §4.2 of Smith et al. (2002). The photometric equations employed in the current paper are the following:

$`u_{\mathrm{inst}}^{}`$ $`=`$ $`u_\mathrm{o}^{}+a_u+k_uX`$ (1)
$`+b_u[(u^{}g^{})_\mathrm{o}(u^{}g^{})_{\mathrm{o},\mathrm{zp}}]`$
$`+c_u[(u^{}g^{})_\mathrm{o}(u^{}g^{})_{\mathrm{o},\mathrm{zp}}][XX_{\mathrm{zp}}],`$
$`g_{\mathrm{inst}}^{}`$ $`=`$ $`g_\mathrm{o}^{}+a_g+k_gX`$ (2)
$`+b_g[(g^{}r^{})_\mathrm{o}(g^{}r^{})_{\mathrm{o},\mathrm{zp}}]`$
$`+c_g[(g^{}r^{})_\mathrm{o}(g^{}r^{})_{\mathrm{o},\mathrm{zp}}][XX_{\mathrm{zp}}],`$
$`r_{\mathrm{inst}}^{}`$ $`=`$ $`r_\mathrm{o}^{}+a_r+k_rX`$ (3)
$`+b_r[(r^{}i^{})_\mathrm{o}(r^{}i^{})_{\mathrm{o},\mathrm{zp}}]`$
$`+c_r[(r^{}i^{})_\mathrm{o}(r^{}i^{})_{\mathrm{o},\mathrm{zp}}][XX_{\mathrm{zp}}],`$
$`i_{\mathrm{inst}}^{}`$ $`=`$ $`i_\mathrm{o}^{}+a_i+k_iX`$ (4)
$`+b_i[(i^{}z^{})_\mathrm{o}(i^{}z^{})_{\mathrm{o},\mathrm{zp}}]`$
$`+c_i[(i^{}z^{})_\mathrm{o}(i^{}z^{})_{\mathrm{o},\mathrm{zp}}][XX_{\mathrm{zp}}],`$
$`z_{\mathrm{inst}}^{}`$ $`=`$ $`z_\mathrm{o}^{}+a_z+k_zX`$ (5)
$`+b_z[(i^{}z^{})_\mathrm{o}(i^{}z^{})_{\mathrm{o},\mathrm{zp}}]`$
$`+c_z[(i^{}z^{})_\mathrm{o}(i^{}z^{})_{\mathrm{o},\mathrm{zp}}][XX_{\mathrm{zp}}].`$
Taking the $`g^{}`$ equation as an example, we note that $`g_{\mathrm{inst}}^{}`$ is the measured instrumental magnitude, $`g_\mathrm{o}^{}`$ is the extra-atmospheric magnitude, $`(g^{}r^{})_\mathrm{o}`$ is the extra-atmospheric color, $`a_g`$ is the nightly zero point, $`k_g`$ is the first order extinction coefficient, $`b_g`$ is the system transform coefficient, $`c_g`$ is the second order (color) extinction coefficient, and $`X`$ is the airmass of the observation. The zeropoint constants, $`X_{\mathrm{zp}}`$ and $`(g^{}r^{})_{\mathrm{o},\mathrm{zp}}`$ were defined, respectively, to be the average standard star observation airmass $`<X>`$ = 1.3 and the “cosmic color,” as listed in Table 3 of Smith et al. (2002). Note that the above equations differ from their analogs in Smith et al. (2002) by the inclusion of zeropoint colors in the system transform (“b”) terms. (Note also that there are some differences in the calibration methodology used in the current paper as opposed to that now used in standard photometric calibrations of the SDSS imaging data. In particular, standard SDSS calibrations now use different values for the zeropoint colors; further, standard SDSS calibrations now index the $`i^{}`$ filter to $`(r^{}i^{})`$ and not to $`(i^{}z^{})`$; for more details see Tucker et al. (2003).)

Third, in Smith et al. (2002), since we used one telescope (the USNO 1-m) for all the observations in setting up the original $`u^{}g^{}r^{}i^{}z^{}`$ standard star network, we set all values of the system transform (“b”) coefficients identically to zero. Here, we are using a different telescope, so we solve for these “b” terms.

Fourth, instead of using the first-order inverse photometric equations to convert from instrumental magnitudes to calibrated magnitudes in kali (eqs. 9 – 13 of Smith et al. 2002), the current version of mtpipe does this conversion by solving the above equations iteratively.

Finally, since none of the $`(u^{}i^{})`$ and $`(u^{}z^{})`$ colors of the final set of CDF–S standards are very red, no red leak corrections were applied to the CDF–S $`u^{}`$ magnitudes.

With these caveats in mind, the night characterization data from mtpipe for each of the photometric nights included in this project are given in Table 3. These data include the MJD of observation (column 1), filter (column 2), zero points (column 3), system transformation terms (column 4), and first-order extinction terms (columns 5 through 7). Note that the zero points and system tranformation terms are solved on a night-by-night basis; since it is not uncommon for the first-order extinctions to vary during a night, we typically solve for them in 3-hour-long blocks of time. Finally, columns 8 and 9 give the rms errors for, and numbers of, the standard stars observed that night which were used in the photometric solutions. The weighted mean averages are listed by filter at the bottom of the table as an aid to observers looking for mean site values. In a footnote, we also list the second order extinction terms derived in Smith et al. (2002).

Figure 4 shows the photometric zeropoint versus MJD for each filter. We see the slight degradation of telescope throughput with time, a result of the mirror not being re-aluminized over the course of this program to date. Figure 5 of Smith et al. (2002) shows similar trends for the USNO-1.0m telescope, but the effect of re-aluminization is clearly seen. Figure 5 shows the first order extinction coefficients for each reduction block by MJD. As shown, all the nights used for these data were well behaved. Finally, Figure 6 shows the residuals of the excal solution for each filter by MJD for each of the standard stars used in the photometric solution. The plot is in the sense (observed $``$ true), where “true” comes from Smith et al. (2002). This plot may be slightly misleading since we did night-by-night solutions rather than a global solution.

At this point in the reduction process using mtpipe, we had sixteen calibrated object lists for the CDF–S, one list for each of the sixteen photometric exposures of this field. We combined these lists by taking the (unweighted) mean magnitude of each object in each filter. To avoid problems associated with signal-to-noise mismatches between the long and the short exposures, we only included in the mean magnitudes those measurements having photon noise errors of $`0.05`$ mag. We excluded saturated measurements from the mean magnitude calculations. The resulting list of candidate CDF–S standards contains 355 objects.

We culled this list using the following criteria:

* The mean magnitude in $`r^{}`$ must have been derived from at least ten good individual measurements.
* The standard deviation of the individual measurements in $`r^{}`$ must be less than 0.10 mag (to avoid variables).
* The error in the mean magnitude in $`r^{}`$ (standard deviation of the mean) must be less than 0.03 mag (to be useful as a standard star).
* The mean magnitude in $`r^{}`$ must be less than 18.0, which is approximately the limit of our present data to achieve an error in the mean $`r^{}`$ magnitude of less than 0.03 mag.

After culling the mtpipe output using the above criteria, only 24 objects remained as candidate standard stars. Then, we ran SExtractor (Bertin and Arnouts, 1996) on one of our long CDF–S exposures to obtain the automated star-galaxy classifier value. Any object classified as non-stellar either by SExtractor, or by eye, was removed from the list of candidate standards. This resulted in removal of two galaxies. Further, we used the ESO Imaging Survey (EIS) stellar catalog (Groenewegen et al., 2002) to confirm our star-galaxy separation for the brighter objects in our frames, and we deferred to the much deeper EIS catalog classification for our fainter sources. Finally, we performed a coordinate match with the COMBO-17 Survey (Wolf et al., 2001) $`BVR`$ sources to obtain cross reference designations. The final list presented here contains 22 CDF–S standard stars.

## 4 The CDF–S Standard Stars

Here, we present the calibrated magnitude and color data for each star in our final list of CDF–S local standards.

Table 4 shows the CDF–S standard stars arranged in order of increasing $`r^{}`$-band magnitude and contains the COMBO-17 designation and the right ascension and declination (J2000) in the first three columns. The next five columns give the $`r^{}`$ band magnitudes and four color indices. These five columns are linked with the following five columns (9-13) which give the estimated rms error — i.e., the standard deviation of the mean — of the measurements. As a note, during the reductions we calculated the five filter magnitudes. We report colors here as an observational aid. The associated uncertainties for the colors are derived from the magnitude errors added in quadrature. As such, they may be slightly overestimated, since magnitude errors in different filters tend to be correlated. The last five columns of this table list the number of individual measurements, by filter, that were used to determine the final magnitudes. Finally, Table 5 gives the COMBO-17 and ESO Imaging Survey (EIS) (Arnouts et al., 2001) designations with the coordinates (J2000) for each of the stars in the final standard list. As with Table 4, this list is arranged in order of increasing $`r^{}`$-band magnitude. A finder chart, based upon on one of our long $`r^{}`$ band images and showing the location of each of these standard stars, appears in Figure 7.

We present a histogram of the distribution of $`(g^{}r^{})`$ colors of the CDF–S local standards in Figure 8. Figure 9 shows the estimated rms errors (the standard deviation of the mean) in the calibrated magnitudes versus the calibrated magnitude for the CDF–S local standards in each of the five filters. Figure 10 shows the rms errors for the calibrated magnitudes versus the color for the CDF–S local standards in each of the filters.

We began this effort in September 2000 using the 0.9-m at CTIO and the same observers and reduction software that were used in the setup of the original $`u^{}g^{}r^{}i^{}z^{}`$ standard network described in Smith et al. (2002). We undertook this effort to provide a uniform set of standard stars in the $`u^{}g^{}r^{}i^{}z^{}`$ system across the sky with the goal to provide future investigators a convenient starting grid to establish tertiary standards for their own work, without the need for an extensive end-to-end standardization effort. Observations of this field will continue through the course of our survey program. As they become available, updated magnitudes and colors, along with all of the southern standard stars, will be posted our a public access URL mentioned previously. We estimate that the entire grid of standard star from this project will become available for public dissemination by mid-2005.

We acknowledge the National Optical Astronomy Observatories for the observing time granted through the NOAO Survey Program, the staff at CTIO for its help, especially Edgardo Cosgrove, Arturo Gomaez, Nick Suntzeff, and Stefanie Wachter. We are grateful to the National Science Foundation for support through AST-0098401. JAS acknowledges Amy Felty and Jeanne Odermann for their careful reading of the manuscript and proper application of the laws of English. DLT was supported by the US Department of Energy under contract No. DE-AC02-76CH03000. We thank the anonymous referee for insightful comments which stregthened this paper and enhanced the overall presentation of the data. In this vein, we also extend our thanks to all manuscript reviewers for their diligent work. The EIS data are based on observations carried out using the MPG/ESO 2.2m Telescope and the ESO New Technology Telescope (NTT) at the La Silla observatory under Program-ID No. 164.0-0561. This research has made use of the SIMBAD database, operated at CDS; the VizieR catalog access tool, CDS; and the Aladin, developed by CDS, Strasbourg, France.


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# Detecting Stochastic Information of Electrocardiograms

## 1 Introduction

The analysis of ECGs, or electrocardiography, remains the best non-invasive method for detecting or predicting coronary artery disease, it is also a very practical and nonexpensive method to obtain useful information about the quality of the cardiac activity. In the last few years, new concepts and methods from different fields of physics have been applied to the analysis of ECGs. The ECG can be considered as time series of measurements of an observable, i.e. the electrical activity of the heart recorded from the body surface. This approach has given some interesting results and provided new tools to define new measures of great potential for the characterization of the cardiac activity. These new measures are able to detect information contained in the ECGs not accessible with traditional methods. Such new useful information may be a mixture of both, stochastic and deterministic information, that has to be unraveled and analyzed with correspondingly different methods. In this work we present a method and some interesting results to analyze ECGs as time series by detecting and characterizing the stochastic information in the context of Markov processes. In section 2 we present the problem of extracting stochastic information from a broad band power spectrum. In section 3 we present the method to characterize the detected stochastic information in the context of Markov processes applied to healthy and pathologic ECGs. Section 5 is devoted to discussion and some conclusions.

## 2 Detecting stochastic information in ECGs

In a previous work we developed a method to separate deterministic and stochastic information from ECGs using the power spectrum, PS, of the ECG . The fundamental idea was to improve the $`1/f`$ behavior of the broad band power spectrum, BBPS, of the ECG in certain range of frequencies. This method uses an archetypal reconstruction of the ECG . The difference between the original ECG and the archetypal reconstruction is considered the preliminary stochastic information, PSI. The final stochastic information, SI, was obtained by adjusting the power spectrum of the PSI to the best $`1/f^\alpha `$ power spectrum. The $`1/f^\alpha `$ power spectrum transformed back to the time space was considered the SI, (the difference between the $`1/f^\alpha `$ and the power spectrum of the difference between the original ECG and its archetypal reconstruction, transformed back to the time space, was considered part of the deterministic information). This process was partially successful because the detected SI obtained from the ECGs, showed interesting differences between healthy and pathologic ECGs when analyzed as Markov processes. However, the archetypal reconstruction is not necessarily a method to separate the deterministic and stochastic information, it is a better or worse reconstruction of the whole ECG (depending on the size of the base in use) with its deterministic and stochastic components mixed. The reconstruction of the ECG with a scale dependent base, such as wavelets, complemented by a process of fitting the BBPS to a four parameter function is work in progress to improve the extraction of the SI from the ECG. In this work we use some preliminary results of the mentioned work in progress as the SI to be used and differentiate healthy and pathologic cases. Despite the preliminary character of the results used as the SI obtained from 21 healthy and 30 pathologic ECGs , we found important qualitative results of one measure that can distinguish different between the healthy and pathologic cases where other measures do not capture such difference. This measure is the diffusion parameter of the Fokker-Planck equation estimated through the Kramers-Moyal coefficients and the method to estimate it is presented below with some results.

## 3 Characterizing stochastic information from ECGs

The ECGs have broad band power spectra, BBPS, with complex structure but with approximately $`1/f^\alpha `$ behavior for an important range of the frequency domain. The frequency range where the SI is going to be characterized goes from $`7`$Hz to $`20`$Hz. Smaller and larger frequencies may be strongly affected by a variety of artifacts related with the different measurement and recording conditions for each ECG associated with nonstationarity and noise contaminations respectively. Indeed, these two regions of the PS are more correlated to the data base used than to the healthy or pathologic character of the ECGs. The estimated value of $`\alpha `$ is a first characteristic of the SI obtained from the ECG. The different values of $`\alpha `$ estimated from all the SI obtained from each ECG do not permit us to distinguish between healthy and pathologic cases considering the mentioned range of frequencies. The following procedure will give us two more measures to characterize the SI obtained from from ECGs.

These two measures are obtained by analyzing the stochastic information contained in the ECG in the context of Markov processes. First, we must give evidences of Markov properties of the stochastic information. The following equation, Chapman-Kolmogorov, must hold if the time series under analysis corresponds to Markov processes :

$$p(x_1,\tau _1x_3,\tau _3)=𝑑x_2p(x_2,\tau _2x_3,\tau _3)p(x_1,\tau _1x_2,\tau _2)$$
(1)
where $`p(x_1,\tau _1x_2,\tau _2)`$ is the conditional probability density of finding the value $`x_1`$ at time $`\tau _1`$ given the value $`x_2`$ at time $`\tau _2`$. Evidence of such condition may be calculated from the time series and observed graphically in the contour lines of Fig. 2. Similarity of the left plot with the right one is evidence of Markov processes.

The evidence of Markov process corresponding to the SI obtained from all the ECGs may be improved for certain values of the parameters of the method mentioned in section 2, compared with the archetypal reconstruction used in previous works to obtain the SI. With such evidences we can apply an empirical determination of the coefficients $`D_1`$ and $`D_2`$ of the Fokker-Planck equation

$$\tau \frac{}{\tau }p(x,\tau )=\left\{\frac{}{x}D_1(x,\tau )+\frac{^2}{x^2}D_2(x,\tau )\right\}p(x,\tau ).$$
(2)
through the Kramers-Moyal coefficients

$$M_k(x,\tau ,\mathrm{\Delta }\tau )=\frac{\tau }{k!\mathrm{\Delta }\tau }_{\mathrm{}}^{\mathrm{}}(\stackrel{~}{x}x)^kp(\stackrel{~}{x},\tau \mathrm{\Delta }\tau x,\tau )𝑑\stackrel{~}{x},$$
(3)
where $`D_k(x,\tau )=lim_{\mathrm{\Delta }\tau 0}M_k(x,\tau ,\mathrm{\Delta }\tau )`$.

The Fokker-Planck equation (2), defines the evolution of the probability distributions $`p(x,\tau )`$ of the Markov process at time scales defined by $`\tau `$. The coefficients $`D_1`$ and $`D_2`$, drift and diffusion coefficients respectively, completely determine the Fokker-Planck equation . Therefore, the coefficients $`D_1`$ and $`D_2`$ can be used to characterize the stochastic information detected in the ECG as a Markov process.

In figure 3 we present the estimates of the coefficients $`D_1`$ and $`D_2`$ for the SI obtained from one representative pathologic ECG and one representative healthy ECG. We expect that the improvement of the procedure to obtain the SI and the quantification of these results will give a better and more roboust measure to distinguish healthy and pathologic ECG. However, in this work we report the potential of this measure and the method to obtain its values using the ECG as the unique source of information.

## 4 Discussion and Conclusions

Despite the preliminary character of the SI obtained from ECGs, the estimated values of the diffusion coefficient $`D_2`$ allows as to identify interesting new differences between healthy and pathologic cases. As it is observed in Fig. 3, the plot of $`D_2`$ as a function of $`x`$ for the healthy cases did not present a global minimum for $`x=0`$ and a regular parabolic behavior as was the case for the pathologic cases. This observation is consistent with previous results and a general consensus that healthier cardiac activity corresponds to more complex and less regular behaviors, patterns, measures, etc. There were two excceptions to this observation, one pathologic and one healthy case. So far, we have not observed relevant information in the different estiamted values of the drift coefficient $`D_1`$, that may be useful to distinguish healthy and pathologic ECGs. For all the ECGs analyzed, the corresponding BBPS can be qualitatively classified in two distinctive groups corresponding more or less to the healthy and pathologic ECGs. However, the differences used to define these two groups correspond to very low and very high frequency ranges of the BBPS where external factors of the measuring and recording processes strongly affect the information contained in the ECG. In the frequency range between $`7`$Hz and $`20`$Hz, we observe that all the BBPS are very similar qualitatively but very different quantitatively as indicated by the values of the measure $`\alpha `$. However, the different values of $`\alpha `$ do not allow to make a clear clasification of healthy and pathologic cases.