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# 1 Introduction

## 1 Introduction

In this paper we describe the first measurement of multi–electron production at high transverse momentum ($`P_T`$) in electron111In this paper the term “electron” is used generically to refer to both electrons and positrons.–proton interactions at HERA. Within the Standard Model (SM), the production of multi–lepton events in $`ep`$ collisions proceeds mainly through photon–photon interactions; photons radiated from the incident electron and proton interact to produce a pair of leptons, $`\gamma \gamma \mathrm{}^+\mathrm{}^{}`$ . At large invariant masses, multi–lepton production may be sensitive to new phenomena, for instance the production of a doubly charged Higgs boson  or processes involving bileptons, generic bosons carrying two units of lepton number .

The analysis presented here is based on data recorded in 1994–2000 by the H1 experiment. Electrons of 27.6 GeV collided with protons of 820 or 920 GeV, corresponding to centre–of–mass energies $`\sqrt{s}`$ of 301 GeV or 319 GeV, respectively. The total integrated luminosity of 115.2 pb-1 consists of 36.5 pb-1 of $`e^+p`$ collisions recorded at $`\sqrt{s}`$ = 301 GeV and 65.1 pb-1 recorded at 319 GeV, as well as 13.6 pb-1 of $`e^{}p`$ collisions recorded at $`\sqrt{s}`$ = 319 GeV. A related study of muon pair production is presented in .

## 2 Standard Model Processes and their Simulation

The main SM processes contributing to multi–electron production at HERA are summarised in figure 1. The dominant contribution, shown in diagram 1a, is due to electron pair production through the interaction of two photons radiated from the incident electron and proton. Electron pairs can also originate from internal conversion of a photon ($`\gamma `$) or a $`Z^0`$ boson, radiated either from the electron line (diagram 1b) or from the quark line (diagram 1c). The pole due to the electron propagator in diagrams 1a and 1b corresponds to an $`e^+e^{}`$ interaction in which one of the electrons is emitted from a photon radiated from the proton. This mechanism is called the Cabibbo–Parisi process. Its contribution is one order of magnitude lower than the photon-photon contribution, except at high transverse momentum, where it is more significant due to $`s`$-channel $`Z^0`$ boson production (diagram 1b). In diagram 1c, the pole due to the quark propagator corresponds to the Drell–Yan process, $`q\overline{q}e^+e^{}`$. Its contribution is small compared with the photon–photon and Cabibbo–Parisi processes .

If the photon coupled to the incoming electron has a high virtuality, the incident electron can scatter through a large angle and with high transverse momentum. If the scattered electron is observed in the detector, it is indistinguishable from the pair–produced electron of the same charge.

The Monte Carlo generator GRAPE  simulates lepton pair production in $`ep`$ collisions using the full set of electroweak matrix elements at the tree level, with the exception of the Drell-Yan pole contribution. GRAPE is based on the automatic Feynman graphs calculation program GRACE . Initial and final state radiation processes (QED and QCD parton showers) are simulated in the leading log approximation. The production of $`\tau `$ lepton pairs and their subsequent electronic decay is also simulated with GRAPE and composes about 2% of the multi–electron event sample. The Drell–Yan contribution is simulated using the PYTHIA  event generator. Its contribution is found to be very small in the phase space relevant here and is neglected in the following.

In GRAPE the proton interaction is divided into in three phase space regions: elastic, quasi–elastic and inelastic. In the case of elastic scattering, $`epee^+e^{}p`$, the proton vertex is described in terms of dipole form factors. The quasi–elastic domain is defined by requiring that the mass of the hadronic final state $`M_X<5`$ GeV or that the virtuality of the photon coupled to the proton $`Q_p^2<1`$ GeV2. In the region $`M_X<2`$ GeV a resonance parameterisation  is used for the proton vertex. In the remaining quasi–elastic phase space, a fit to photoproduction and deep inelastic scattering data is used . The inelastic regime corresponds to electron–quark interactions with $`M_X>5`$ GeV and $`Q_p^2>1`$ GeV2. In this case, the proton structure is parameterised using the CTEQ5L parton distributions . The fragmentation and hadronisation processes are simulated using the SOPHIA program  in the quasi-elastic and PYTHIA  in the inelastic regime.

The uncertainty attributed to the GRAPE calculation in this analysis is 3%. This value results mainly from the uncertainties in the QED matrix element calculation (1%), the parameterisation of the structure functions and the phase space separation between quasi-elastic and inelastic processes.

The GRAPE prediction is cross–checked using the LPAIR generator , which contains only the photon–photon process. When restricted to this process, the total and differential cross sections produced with LPAIR and GRAPE agree at the percent level. The additional diagrams in GRAPE increase the predicted cross section by 10 % on average in the phase space considered here. The increase is more pronounced (up to 30 %) for di–lepton masses which are either very low (photon internal conversions) or around 90 GeV ($`Z^0`$ resonance production).

The main experimental backgrounds to multi–electron production are processes in which, in addition to a true electron, one or more fake electrons are reconstructed in the final state. The dominant contribution arises from neutral current Deep Inelastic Scattering (DIS) events ($`epeX`$) in which, in addition to the scattered electron, hadrons or radiated photons are incorrectly identified as electrons. QED Compton scattering ($`epe\gamma X`$) can also contribute if the photon is misidentified as an electron. The DIS and elastic Compton processes are simulated using the DJANGO  and WABGEN  generators, respectively.

All generated events are passed through the full GEANT  based simulation of the H1 apparatus and are reconstructed using the same program chain as for the data.

## 3 Experimental Conditions

A detailed description of the H1 detector can be found in . The components essential for this analysis are described briefly here.

A tracking system consisting of central and forward222The origin of the H1 coordinate system is the nominal $`ep`$ interaction point. The direction of the proton beam defines the positive $`z`$–axis (forward direction). Transverse momenta are measured in the $`x`$$`y`$ plane. Polar ($`\theta `$) and azimuthal ($`\varphi `$) angles are measured with respect to this reference system. The pseudorapidity is defined as $`\eta =\mathrm{log}\mathrm{tan}(\theta /2)`$. drift chambers is used to measure charged particle trajectories and to determine the interaction vertex. The central tracker is composed of two concentric cylindrical drift chambers with an active detection region starting at a radius of 22 cm. The angular range $`37^{}<\theta <144^{}`$ is covered by both chambers. The inner drift chamber provides full acceptance for particles in the range $`22^{}<\theta <159^{}`$. Particles at $`\theta =20^{}`$ cross 83% of its acceptance region. Transverse momenta ($`P_T`$) are determined from the curvature of the particle trajectories in a magnetic field of 1.15 Tesla. The central tracking system provides transverse momentum measurements with a resolution of $`\sigma _{P_T}/P_T^2=5\times 10^3`$ GeV-1. The tracking is complemented in the region $`7^{}<\theta <25^{}`$ by a system of drift chambers perpendicular to the beam axis.

Hadronic and electromagnetic final state particles are absorbed in a highly segmented liquid argon calorimeter  covering the range $`4^{}<\theta <153^{}`$. The calorimeter is 5 to 8 hadronic interaction lengths deep, depending on the polar angle and has an electromagnetic section which is 20 to 30 radiation lengths deep. Electromagnetic shower energies are measured with a precision of $`\sigma (E)/E=12\%/\sqrt{E/\mathrm{GeV}}1\%`$ and hadronic shower energies with a precision of $`\sigma (E)/E=50\%/\sqrt{E/\mathrm{GeV}}2\%`$, as measured in test beams . The electromagnetic energy scale is known to 0.7% in the central region and to 3% in the forward region. The hadronic energy scale is known to 2%.

In the backward region, energy measurements are provided by a lead/scintillating–fibre calorimeter333This device was installed in 1995, replacing a lead–scintillator “sandwich” calorimeter .  covering the range $`155^{}<\theta <178^{}`$. The calorimeter system is surrounded by a superconducting coil with an iron yoke which is instrumented with streamer tubes. The electron and photon taggers located downstream of the interaction point in the electron beam direction are used to determine the luminosity through the measurement of the Bethe-Heitler $`epe\gamma p`$ process.

The trigger used relies on the liquid argon calorimeter signals and has an efficiency which is greater than 95% for events in which an electron of energy above 10 GeV is detected.

## 4 Data Analysis

### 4.1 Multi–electron event selection

The multi–electron event selection is based on a procedure which is designed to minimise the contribution of fake electrons, while keeping a high efficiency for identifying true electrons and allowing reliable monitoring of the overall selection efficiency.

As a first step, electron candidates with energies above 5 GeV are identified in the liquid argon and backward calorimeters, in the range $`5^{}<\theta <175^{}`$. Electromagnetic showers are identified with an efficiency of better than 98% using pattern recognition algorithms based on the geometric profiles expected for electrons. The remaining calorimeter clusters are attributed to hadronic activity and are combined into jets using an inclusive $`k_T`$ algorithm , with a minimum jet transverse momentum of 4 GeV. Electron candidates are required to be isolated by demanding that they are separated from other electrons or jets by at least 0.5 units in the $`\eta \varphi `$ plane. In addition, the total hadronic energy within 0.75 units in $`\eta \varphi `$ of the electron direction is required to be below 2.5% of the electron energy.

In the region of angular overlap between the liquid argon calorimeter and the central drift chambers ($`20^{}<\theta <150^{}`$), the calorimetric electron identification is complemented by tracking conditions. In this region it is required that a high quality track be geometrically matched to the electromagnetic cluster with a distance of closest approach to the cluster centre of gravity of less than 12 cm. The starting radius of the measured track, defined as the distance between the first measured point in the central drift chambers and the beam axis, is required to be below 30 cm in order to reject photons that convert in the central tracker material beyond this radius. The transverse momentum of the associated track $`P_T^{e_{tk}}`$ and the calorimetric transverse momentum $`P_T^e`$ are required to satisfy the condition $`1/P_T^{e_{tk}}1/P_T^e<0.02`$ GeV-1. No other high quality track is allowed within 0.5 units in $`\eta \varphi `$ of the electron direction. These additional constraints strongly reduce the contribution of fake electrons from misidentified photons and hadrons. The resulting electron finding efficiency is 88%. Electrons selected in this polar angular range are called “central electrons” hereinafter.

Due to the higher material density in the forward region ($`5^{}<\theta <20^{}`$) the electrons are more likely to shower and therefore no track conditions are required. The same applies in the backward region ($`150^{}<\theta <175^{}`$). The forward electron energy threshold is raised to 10 GeV in order to reduce the number of fake electrons arising from hadrons in DIS events.

The final multi–electron event selection requires that there be two central electron candidates, of which one must have $`P_T^e>10`$ GeV and the other $`P_T^e>5`$ GeV. Additional electron candidates are identified in the central and backward regions with $`E^e>5`$ GeV and in the forward region with $`E^e>10`$ GeV. The electron candidates are ordered according to decreasing $`P_T`$, $`P_T^{e_i}>P_T^{e_{i+1}}`$.

The selected events are classified as “2e” if only the two central electron candidates are identified and “3e” if exactly one additional electron candidate is identified. A subsample of the “2e” sample, labelled “$`\gamma \gamma `$”, is selected in order to measure the pair production cross section in a well defined phase space region dominated by photon–photon collisions with low background. In this subsample, the two electrons must be of opposite charge and a significant deficit compared to the initial state must be observed in the difference $`EP_z`$ of the energy and longitudinal momentum of all visible particles ($`EP_z<45`$ GeV) 444For fully contained events or events where only longitudinal momentum along the proton direction ($`+z`$) is undetected, one expects $`EP_z=2E_e^0=55.2`$ GeV, where $`E_e^0`$ is the energy of the incident electron. If the scattered electron is undetected, the threshold $`EP_z<45`$ GeV corresponds to a cut on the fractional energy loss $`y=(EP_z)/2E_e^0<0.82`$.. These two conditions ensure that the incident electron is lost in the beam pipe after radiating a quasi–real photon of squared four–momentum $`Q^2`$ lower than 1 GeV2.

### 4.2 Background studies

DIS and Compton processes can contribute to the selected multi–electron sample if a photon or a particle from the hadronic final state is misidentified as an electron. In order to quantify the uncertainty on the background prediction and test the performance and reliability of the electron identification procedure, several samples in which these background processes are enhanced are studied.

* Electron misidentification in the central region is investigated by measuring the probability of selecting a second electron in addition to the scattered electron in DIS candidate events when the track quality criteria are relaxed. From a sample of 244980 DIS candidates, 1563 events with a second electromagnetic central cluster are selected if no tracking conditions are applied to this cluster. The fake electrons are predominantly photons from DIS or Compton events (figure 2a). This contribution is greatly reduced by requiring a geometrical track–cluster match (figure 2b). The remaining sample consists of 250 events. The fake electron background is described by the simulation at the 20% level.
* Electron misidentification in the forward region affects only the “3e” selection. The dominant contribution to this background is the misidentification of a hadron as an electron. The fake electron background in this region is studied with the DIS event sample in an analysis similar to that described above. Fake electrons in the forward region are also searched for in an inelastic Compton event sample with one electron and one photon in the central region. The fake electron background in the forward region is described by the simulation at the 20% level.
* Detailed studies of photon conversions are performed using a sample enriched with elastic Compton events, selected by requiring one central electron plus a second central electromagnetic cluster (photon candidate) and no significant additional energy in the calorimeters. Distributions of the charged tracks associated with the photon candidate are shown in figures 2c and 2d. The number of tracks (figure 2c) and their starting radius (figure 2d) are well reproduced by the simulation. In figure 2d, the central tracker structure is visible as peaks in the distribution, corresponding to photon conversions in the tracker walls. The first peak is populated by tracks associated with true electrons and by tracks from conversions which occur before the active tracker volume. The second peak is due to photon conversions in the dead material between the inner and outer central trackers. These conversions are described by the simulation to better than 20%.

Based on those studies, the uncertainty on the background simulation is estimated to be 20%.

### 4.3 Systematic uncertainties

The systematic uncertainties are related to the measurement of the electron pair production process, to the theoretical description of this process and to the background simulation.

The main measurement uncertainty is due to the tracking conditions in the electron identification procedure. The electron track association efficiency is measured with a DIS sample selected with $`EP_z>45`$ GeV and a single electromagnetic cluster in the calorimeter with a transverse momentum above 10 GeV in the polar angle interval $`20^{}<\theta <150^{}`$. The measured average track association efficiency is 90% and varies only slightly with the track momentum and polar angle. This efficiency, measured to a precision ranging from 3% for polar angles around $`90^{}`$ to 15% at the forward edge of the angular acceptance of the central tracker ($`\theta =20^{}`$), is well described by the simulation. Uncertainties on the energy scales of the calorimeters, on the trigger efficiency and on the luminosity measurement are also taken into account. The total measurement uncertainty is typically 7% for the “2e” selection and 10% for the “3e” selection.

The theoretical uncertainty on the pair production process cross section, calculated with GRAPE, is 3%, as explained in section 2. The uncertainty on the Compton and DIS background contributions is 20%, deduced from the studies presented in section 4.2.

The error on the event yields predicted by GRAPE (section 5.1) contains all measurement and theoretical errors added in quadrature. The uncertainty on the total SM prediction also includes the errors on the Compton and DIS backgrounds.

The error on the extracted cross sections (section 5.2) includes all measurement and background errors as described above. Theoretical errors are applied to the GRAPE prediction of the cross sections.

## 5 Results

### 5.1 Multi–electron event samples

The multi–electron event yields are summarised in table 1. The observed numbers of “2e” and “3e” events are in agreement with the expectations, as is the number of events in the “$`\gamma \gamma `$” sample. No event is found with four or more identified electrons.

The distributions of longitudinal momentum balance $`EP_z`$, missing transverse momentum $`P_T^{miss}`$ and hadronic transverse momentum $`P_T^{hadrons}`$ are presented in figure 3. The “3e” events accumulate at $`EP_z`$ values around 55 GeV, as expected if the scattered electron is visible in the detector. The “2e” events show a tail at lower $`EP_z`$, due to the scattered electron being lost in the beam pipe, corresponding to the dominant $`\gamma \gamma `$ topology. The missing transverse momentum $`P_T^{miss}`$ is taken to be the modulus of the vector sum of the transverse momenta of all visible particles. The $`P_T^{miss}`$ distributions are consistent with the expectation for no emission of undetected particles with substantial transverse momentum. The spectrum of the transverse momentum $`P_T^{hadrons}`$ of all visible particles except identified electrons is also well described by the SM prediction.

The distributions of the individual electron transverse momenta $`P_T^{e_i}`$ are steeply falling as shown in figure 4. The “2e” and “3e” samples are in good overall agreement with the SM, except for three “2e” events with $`P_T^{e_1}`$ above 50 GeV, where the SM expectation is small.

The distribution of the invariant mass of the two highest $`P_T`$ electrons in the event ($`M_{12}`$) and the correlation with the scalar sum $`P_T^{e_1}+P_T^{e_2}`$ are shown in figure 5. The agreement with the SM prediction is good at low $`M_{12}`$. However, three “2e” and three “3e” events are seen with invariant masses $`M_{12}`$ above 100 GeV, where the SM expectation is small. The three “2e” events are the same as those observed at high $`P_T^{e_1}`$. The invariant masses $`M_{13}`$, $`M_{23}`$ and $`M_{123}`$ of the other possible electron combinations in the “3e” sample are shown in figure 6. No event is seen with an unexpectedly high $`M_{13}`$ or $`M_{23}`$. The three high $`M_{12}`$ events also give rise to the largest tri–electron masses $`M_{123}`$. The comparison of the observed events with masses $`M_{12}`$ above 100 GeV with the SM expectations is presented in table 2. These events are discussed in detail in section 5.3.

### 5.2 Cross section measurement

Using the selected “$`\gamma \gamma `$” sample, electron pair production cross sections are measured in the kinematic region defined by

$$20^{}<\theta ^{e_{1,2}}<150^{},P_T^{e_1}>10\mathrm{GeV},P_T^{e_2}>5\mathrm{GeV},y<0.82,Q^2<1\mathrm{GeV}^2.$$

For this measurement, the data samples collected at $`\sqrt{s}`$=301 GeV and 319 GeV are combined taking into account their respective luminosities. Assuming a linear dependence of the cross section on the proton beam energy, as predicted by the SM, the resulting cross section corresponds to an effective $`\sqrt{s}`$ = 313 GeV.

After background subtraction, the observed number of events is corrected for acceptance and detector effects to obtain the cross section. The generator GRAPE is used to calculate the detector acceptance $`A`$ for this region of phase space. The acceptance accounts for detection efficiencies and migrations. The cross section is thus

$$\sigma =\frac{\mathrm{N}_{\mathrm{data}}\mathrm{N}_{\mathrm{bgd}}}{A},$$

where $`\mathrm{N}_{\mathrm{data}}`$ is the number of events observed, $`\mathrm{N}_{\mathrm{bgd}}`$ is the number of events expected from background processes (DIS and Compton) and $``$ is the integrated luminosity of the data sample.

The $`epee^+e^{}X`$ cross section, integrated over the phase space defined above, is

$$\sigma =(0.59\pm 0.08\pm 0.05)\mathrm{pb},$$

where the first error is statistical and the second systematic, obtained as described in section 4.2. This result agrees well with the SM expectation of $`(0.62\pm 0.02)`$ pb, calculated with GRAPE. The differential cross sections as a function of $`P_T^{e_1}`$, $`M_{12}`$ and $`P_T^{hadrons}`$ are shown in figure 7 and table 3. The measurements are in good agreement with the expected cross sections.

### 5.3 Discussion of high mass events

All six events with $`M_{12}>100`$ GeV were recorded during positron–proton collisions. For these events, displayed in figure 8, all available detector information supports the interpretation of the electron candidates as being true electrons. The electromagnetic shower shapes are checked individually and found to be similar to those expected from the calorimeter response to electrons. All central tracks yield a specific ionisation in the central drift chamber as expected for single electrons. The measurements of the central electron momenta by the tracker and the calorimeter are compatible within errors. The forward electron candidates in the “3e” events 4, 5 and 6 all have at least one track pointing to the calorimetric energy cluster, although no such requirement is made in the identification procedure.

Although classified as “2e”, event 1 also contains a third electron candidate with energy below the identification threshold. Similarly, event 3 has a compact electromagnetic energy deposit located at the forward boundary of the liquid argon calorimeter, outside the electron identification fiducial volume. This event also contains a low energy converted photon radiated close to electron $`e_2`$. With the exception of event 6, which has a high energy forward hadronic jet, the events show no hadronic activity in the detector. It should be noted that the high mass di–electron topology differs for the observed events classified as “2e” and “3e”. In the former case, the high–mass is formed from two central high–$`P_T`$ electrons, whereas in the latter it is formed from one forward and one central electron, both of intermediate $`P_T`$ (figure 5).

The event kinematics of the six high mass events are presented in table 4. The electron energy, electron polar angle and forward and backward electron azimuthal angles are measured from the calorimetric deposits. For the central electrons, the azimuthal angle is measured from the associated track, which yields a better precision. The electric charge of the electrons, measured in the central region from the associated track curvature, is given in table 4 if the significance of its determination exceeds two standard deviations. All events are compatible with the presence of one $`e^{}`$ and two $`e^+`$ in the final state, as expected from pair production process.

Imposing longitudinal and transverse momentum conservation, a constrained fit can be performed to improve the kinematic measurement. This corresponds to an adjustment of particle observables (energy, polar and azimuthal angles) within experimental errors in order to achieve $`EP_z=55.2`$ GeV and $`P_T^{miss}=0`$ GeV. In event 2 only two electrons are visible and the measured $`EP_z`$ value is significantly lower than 55 GeV. For this event it is supposed that the scattered electron has escaped down the beampipe and therefore the $`EP_z`$ constraint is removed in the kinematic fit. The $`M_{12}`$ values obtained from the kinematic fit are indicated in table 4. They are consistent with the direct measurements. The errors are reduced by more than a factor of two with the exception of event 2. The $`\chi ^2`$ per degree of freedom of the kinematic fit is in the range 0.7 to 1.7 for the six events, showing that the kinematics of the six high mass events are well understood within the measurement errors. The $`M_{12}`$ values are incompatible with the interpretation of the six high mass electron pairs as the decay of a single narrow resonance. The same is true for the $`M_{123}`$ values in the “3e” high mass events.

## 6 Summary

High–$`P_T`$ multi–electron production is measured for the first time in $`ep`$ scattering at HERA. The di–electron and tri–electron event yields are in good overall agreement with the SM predictions. No events are observed with more than three identified electrons, again in agreement with the SM expectation. Differential cross sections for electron pair production are extracted in a restricted phase space region dominated by photon–photon interactions and are found to agree with the predictions.

Within the di– and tri–electron samples, the invariant mass of the two electrons with the highest transverse momenta is studied. For masses above 100 GeV, three events classified as di–electrons and three events classified as tri–electrons are observed, compared to SM expectations of $`0.30\pm 0.04`$ and $`0.23\pm 0.04`$, respectively.

## Acknowledgements

We are grateful to the HERA machine group whose outstanding efforts have made and continue to make this experiment possible. We thank the engineers and technicians for their work in constructing and maintaining the H1 detector, our funding agencies for financial support, the DESY technical staff for continual assistance, and the DESY directorate for support and the hospitality which they extend to the non–DESY members of the collaboration. The authors wish to thank J. A. M. Vermaseren and T. Abe for many useful discussions.


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# 1 Introduction

## 1 Introduction

With the advent of the $`N^{}`$ program at Jefferson Lab  and the forthcoming Japan Hadron Facility , the interest in baryon resonances has increased over the last few years. Mysteries of veteran resonances, the hope to find new and ‘missing’ ones and the study of model predictions like the Unitarized Chiral Perturbation Theory  are only some topics worth mentioning in this context. But of course, one of the most interesting and exciting subject is the quest to find exotic hadrons . Not all such hadronic states which we would call exotics, can be identified unambiguously. In the mesonic sector this would apply for glueballs, hybrids and mesonic molecules with conventional quantum number assignments. A sure candidate for an exotic meson would be the so-called $`J^{PC}`$ exotic, which cannot be made up of quark anti-quark pair and appears with quantum numbers, $`J^{PC}=0^{},0^+,1^+,2^+`$ etc. Some candidates have indeed been found , but as in the case of exotic baryons they are not yet fully accepted. In the baryonic sector, a clear example of an exotic baryon would be one with its baryon number equal to the strangeness quantum number, i.e $`B=S`$. Indeed, such a hadronic state would either have to be a composite of five valence quarks, i.e., $`q^4\overline{s}`$ with $`qs`$, or a $`K^+N`$ molecule i.e. a bound state of hadrons. These resonances are usually called $`Z`$ or $`Z^{}`$ resonances. Evidence for the existence of such resonances dates back to the early 70’ s (see  for a collection of references on early $`KN`$ experiments) and continues in the 80’s ( see the reference list in ). This has been accompanied by theoretical predictions mostly in favour of the existence of penta-quarks . The situation is, however, more than confusing as the experimental signals are called ‘pseudoresonances’, ‘doorways’, ‘resonance-like structures’ and ‘resonance-like loops’ (moving counterclockwise in the Argand diagrams). These terms do not carry much physical meaning. We say this because, a resonance is at least theoretically, clearly defined as an unstable state characterized by different quantum numbers. The physical reasons for this caution are also not always clearly stated in the papers. However, in  we find the following statement: “Martin and Oades  \[our reference \] interpreted these waves as complicated structures in the unphysical sheet instead of simple resonance poles, because the peaks of the speed plots did not coincide with the peaks of the “resonance”. This is also the case for the three waves obtained in the present paper.” Since we have already done an analysis of time delay (a concept related to speed plots as we shall explain below) , the above statement has motivated us to look into the matter more closely. Using the latest $`K^+N`$ scattering data in the form of phase shifts and $`T`$-matrix solutions , we calculate both the time delay and speed plots. We adopt the conservative point of view that we can promote eventually a resonance candidate to a fully accepted member of the resonance spectrum, only if the pole values of the masses found in the partial wave analysis agree with the values of peaks in speed plots and time delay. This restriction is more than one can impose on standard resonances. For example, the $`S_{11}`$ resonance $`N(1535)`$ which is claimed to be missing in the speed plots  and the $`P_{31}`$ resonance $`\mathrm{\Delta }(1910)`$ which gives no signal in the time delay plots  are both taken as well-established resonances. Hence, our requirement for the confirmation of an exotic $`Z^{}`$ resonance is doubly strict.

## 2 Time delay and speed plots

In this section, we shall discuss the concepts of time delay and speed plots. Though both the methods are useful tools in analyzing resonances, they are different quantities (in certain cases, they differ only by a crucial minus sign) and their origin is also different. Time delay has an intuitive background which we would like to explain. The authors of  in a section where they compare Feynman diagrams to electric circuits state: “If it is possible for the intermediate particle to be real, then the process becomes unbounded in space-time and the corresponding amplitude singular”. If this intermediate state (formed for example in two body scattering) is in the $`s`$-channel and is also a resonance, the singular amplitude can be tamed by a Breit-Wigner form, at least for elementary processes like for example the $`e^+e^{}Z^0\mu ^+\mu ^{}`$ reaction. A similar ‘catastrophe’ can take place with a particle in the $`t`$-channel if one starts with an unstable particle , but this happens because we have violated the requirement that the scattering states be asymptotically free at large distances from the scattering centre. In any case, both reactions are non-localized (‘unbounded’) in space-time. The first case which is of interest for us here, can be visualized as follows: a resonance is produced on-shell at a space-time point $`(t_1,x_1)`$, it propagates for some time and decays at a space-time point $`(t_2,x_2)`$. Certainly, the reaction is time delayed (by an amount $`\mathrm{\Delta }t=t_2t_1`$) and the time delay has to be positive. This picture is qualitatively model independent, as it does not depend on the form of the analytical tool by which the resonance is described (Breit-Wigner, a modified version of the same, etc.) and this makes it useful for broad hadronic states. Eisenbud and Wigner  found a way to evaluate this time delay, $`\mathrm{\Delta }t`$, from the phase shift $`\delta `$ as,

$$\mathrm{\Delta }t=2\mathrm{}\frac{d\delta }{dE}.$$
(1)
It can also be evaluated from the $`S`$ matrix, generalizing at the same time, the time delay in elastic channels (1) to an arbitrary reaction $`ij`$ as,

$$\mathrm{\Delta }t_{ij}=\mathrm{}e\left[i\mathrm{}(S_{ij})^1\frac{dS_{ij}}{dE}\right]$$
(2)
with the identification, $`\mathrm{\Delta }t_{ii}=\mathrm{\Delta }t`$. Defining the $`T`$ matrix as

$$S_{kj}=\delta _{kj}+2iT_{kj},$$
(3)
with

$$T_{kj}=\mathrm{}eT_{kj}+i\mathrm{}mT_{kj}$$
(4)
we get

$$S_{ii}^{}S_{ii}\mathrm{\Delta }t_{ii}=2\mathrm{}\left[\frac{d\mathrm{}eT_{ii}}{dE}+2\mathrm{}eT_{ii}\frac{d\mathrm{}mT_{ii}}{dE}2\mathrm{}mT_{ii}\frac{d\mathrm{}eT_{ii}}{dE}\right].$$
(5)
Parameterizing a general $`T`$-matrix for the elastic channel in the presence of non-zero inelasticities, through the phase shift $`\delta `$ and the energy dependent inelasticity parameter $`\eta `$ as,

$$T=\frac{\eta e^{2i\delta }1}{2i},\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}0}<\eta 1$$
(6)
one can show that $`\mathrm{\Delta }t`$ is given by (1) even if $`\eta 1`$. Time delay can be positive as well as negative. A big positive peak is expected within the kinematical vicinity of a resonance. Large regions of negative time delay can occur due to the opening of new channels or due to a repulsive interaction, or in the presence of several resonances even with all inelasticities zero . Sometimes one hears/reads statements like ‘the phase shift has to change sharply to indicate a resonance’ or ‘a phase motion indicates a resonance’. Very often it is stated that the phase shift has to increase by an odd multiple of $`\pi /2`$ while passing through the resonance region. Whereas the first statement is not precise enough, the second one is model dependent. Indeed, it originates from

$$\delta _{res}(E)\mathrm{tan}^1\left[\frac{\mathrm{\Gamma }/2}{E_RE}\right]$$
(7)
which gives a Breit-Wigner form, namely,

$$\frac{d\delta }{dE}=\frac{\mathrm{\Gamma }}{2}\frac{1}{(E_RE)^2+\mathrm{\Gamma }^2/4}.$$
(8)
The reason behind both the above statements is actually the time delay, which is a model independent analytical justification of both of them. Moreover, as evident from the last equation, $`\mathrm{\Delta }t(E)`$ is essentially the spectral density used to calculate survival probabilities  which carries some importance if $`\mathrm{\Delta }t`$ is not a Breit-Wigner.

The concept of time delay and its connection to resonances is well documented in many papers and found its entry in many textbooks. For a complete list of references we refer the reader to . Here we remark that an operator for time delay has been found by Lippmann in . Time delay can also be applied to steady-state solutions of Maxwell equations for the total reflection case , to chaotic scattering  and to transport theory in heavy ion collision , all showing the wide applicability of $`\mathrm{\Delta }t`$. Before applying it to $`KN`$ scattering, we would like to compare it with speed plots.

The speed plot is defined through

$$SP(E)=\left|\frac{dT}{dE}\right|.$$
(9)
Its first appearance is less clear than in the case of time delay. It probably stems from the Argand diagrams, as it describes the speed at which the curve in the Argand diagram is traversed with $`E`$ playing the role of the affine parameter. Using equation (6) we get,

$$SP(E)=\sqrt{\eta ^2\left(\frac{d\delta }{dE}\right)^2+\frac{1}{4}\left(\frac{d\eta }{dE}\right)^2}$$
(10)
which shows that if $`\eta =1`$, $`SP(E)=|\mathrm{\Delta }t|/2`$. Even in this case, a speed plot is not the same as a time delay plot, since large negative regions in the time delay plots will become positive peaks in the speed plots. This fact is unfortunate, since only positive peaks in time delay indicate a resonance. For example, the negative dips in time delay in the $`S_{01}`$, $`D_{03}`$ and $`D_{15}`$ partial waves in Fig. 2, appear as positive bumps in the speed plots. In the $`P_{01}`$ and $`P_{13}`$ partial waves, one can see that the resonant peak in the speed plot is broadened as compared to the time delay peak which is narrower due to the presence of negative time delay. That time delay can be negative even in the case of $`\eta =1`$ was noticed already by Wigner  and an explicit example of this is given in . If $`\eta 1`$, the situation described above still persists, but then, even the proportionality, $`SP(E)=|\mathrm{\Delta }t|/2`$ vanishes. Indeed, we could have done our analysis without using the speed plots. However, since two earlier references used it in analyzing the $`KN`$ data, we would like to make a correct comparison with their results.

## 3 Time delay, speed plots and resonances in $`K^+N`$ scattering

Since the $`T`$-matrix (see Fig. 1) solutions found in , agree very well in the crucial cases with the single energy values of the T-matrix and phase shifts, we calculate, with the exception of the $`S_{01}`$ partial wave (where we also use the single energy values), the time delay and speed plots from these solutions. The results for time delay are presented in Fig. 1 and for the speed plots in Fig. 2, where for comparison we have included the time delay results too.

It appeared to us that in the case of the partial wave, $`S_{01}`$, the agreement between the solution and single energy values is not as good as in the other partial waves. We therefore decided to calculate $`\mathrm{\Delta }t`$ from the solution as well as from a fit made to the data points. These results can be found in Fig. 3.

The T-matrix poles found in  are: $`P_{01}(1831)`$, $`P_{13}(1811)`$, $`D_{03}(1788)`$ and $`D_{15}(2074)`$. Comparing these values with the peak positions in the time delay plots for the corresponding partial waves, we see that the agreement is very good. We do not expect a complete agreement here between pole values and time delay peak values as this also does not occur in the conventional cases of pion-nucleon resonances . As evident from the theoretical example in , the mass parameters appear shifted in time delay plots due to overlapping effects of several resonances. The agreement of the peak values in the speed plot with the above mentioned pole values is also excellent. Hence we can ask ourselves the question: ‘what other objection prevents us from accepting the four $`Z^{}`$ exotic resonances’? Note that the pole values (and of course the corresponding peaks in our plots) for $`P_{01}`$, $`P_{13}`$ and $`D_{03}`$ display a certain regularity. The three pole values are very close to the $`K^{}(892)N`$ threshold. This is, however, a well known phenomenon. For instance, there are several well established pion-nucleon resonances close to the $`\rho N`$ threshold. Theoretically, this phenomenon has been known since the early 60’s . In  (mentioned also in ) it is speculated that the signals for the resonances could be faked by a $`K^{}`$-box diagram (essentially the pion exchange diagrams $`KNK^{}N`$ and $`K^{}NKN`$ glued together). In principle, we could address a similar question for higher lying pion-nucleon resonances by replacing the $`K^{}`$-box with a $`\rho `$-box, i.e. replacing the $`K`$ by $`\pi `$ and $`K^{}`$ by $`\rho `$.

Furthermore, in  the very same $`K^{}`$-box was used as an input to dynamically generate the $`Z^{}`$ resonances. The predicted $`Z^{}`$ resonances in  are $`S_{01}`$ and $`D_{03}`$ around $`1830`$ MeV. The model in  has been put to a partial test in  which analyzes data by using this model. The speed plots in  agree very well with our results. This actually means that, had the authors of  evaluated time delay, their results would have also agreed with ours. It is important to note that our results for the time delay indicate that the signal for a particular $`Z^{}`$ resonance is a genuine one. To understand this, we have to go back to the pion-nucleon resonances . In  it was found that the opening of a new channel drives the positive time delay in the elastic channel into regions of negative time delay. It actually starts becoming negative around the threshold of a new channel, very often interfering with the positive signal of the resonance itself. It was found that in more than one case, this leaves only a small positive peak (due to the resonance). That this is bound to happen is also clear from the connection of time delay with density of states (see the discussion in  and ). A ‘removal’ of the initial states due to inelasticity makes the time delay negative. The probability of this inelastic channel usually decreases with energy. Hence, in the absence of a resonance, for the $`K^{}`$-box diagram, we would expect only a negative time delay around $`K^{}(892)N`$ threshold becoming a positive continuum (due to the off-shell box diagram) at much higher energies. We do not find such a behaviour in our time delay analysis, but rather positive peaks around $`1830`$ MeV, followed by regions of negative time delay. This is identical to the case of standard resonances in pion-nucleon scattering. Note that this conclusion would be impossible to make using solely speed plots.

As mentioned in the Introduction, the rigor that one wishes to apply to exotics, demands that pole values be equal to the peak values of time delay and speed plots; a consistency not always encountered in the standard hadron resonances. Hence, we shall only briefly discuss the other peaks found in our plots. The peak in $`S_{01}`$ at $`1850`$ MeV (or $`1765`$ MeV in Fig. 3) was interpreted in  as a resonance. In  a resonance at $`(1710)`$ MeV in the $`S_{01}`$ partial wave was predicted. The time delay peaks at $`1.5`$ GeV, in the $`P_{01}`$, $`P_{13}`$ and $`D_{03}`$ partial waves, also have a certain regularity. Some recent calculations  made within the collective quantization scheme for chiral solitons predict a penta-quark state, essentially an exotic $`Z^{}`$ around mass 1570 MeV. In yet another chiral soliton model , a $`Z^{}`$ at $`1530`$ MeV was predicted. In ref. , the authors show that the $`ppn\mathrm{\Sigma }^+K^+`$ reaction provides optimal conditions to detect the $`Z^{}`$ if its mass is located around 1.5 GeV. Finally, we also note that in a much older analysis , one can see a clear peak around 1550 MeV in the speed plots of Fig. 3, although the authors do not explicitly mention this fact in their table of resonance parameters. These predictions taken along with our findings of the low energy peaks in time delay could possibly hint towards the existence of a low mass $`Z^{}`$ in addition to the one around 1850 MeV.

## 4 Conclusions

The last entry of the $`Z^{}`$ exotic resonances into the Particle Data Group compilation was in 1992 . In the same edition, it was remarked that it might take twenty years before the issue of the existence of the $`Z^{}`$ resonances is settled. One might think that this is due to the lack of data. However, this is not the case. The first data sets, date back from 1969/1970, followed by several others in the 70’s and 80’s with the last one in 1982. The latest analysis is not restricted to a single data set, but includes many of them . Hence we cannot blame the lack of data if we are reluctant to decide the fate of the $`Z^{}`$’s.

In  it was remarked that: “It was found that both data showed reasonable agreement with each other but the agreement with the published analyses were not satisfactory.” Reference  is the same which does not find an agreement between pole value and values found in speed plots (similar to ). Hence an internal consistency of data and analysis is required. As far as the existence of resonances is concerned, this can be done e.g. by checking if the pole values agree with values obtained from time delay method and speed plots. We emphasize here the time delay method since in contrast to speed plots the resonance region in the time delay plots has to be positive ***In principle, it could have happened that we find a peak in the speed plots very close to the pole value. However, if in the time delay plot, it turns out that this peak is negative, we cannot attribute it to a resonance.. As remarked in the Introduction, this is more than we have for some of the four-star pion-nucleon resonances. Our analysis reveals that the pole values found in  are in excellent agreement with the values for the masses found in time delay and speed plots.

From a collection of data set progressing in time one would expect certain improvements, here with regard to resonance extraction. In one of the early analysis of $`KN`$ scattering, it was demonstrated that ‘polarization measurements would be very helpful in demonstrating the existence of these resonances’. At that time, only one polarization measurement existed. However, this suggestion was picked up later in a series of experiments (see  for a list of references) and included in the analysis in .

Finally, from different data and different analyses, one would demand a certain consistency among each other One should not overstress this point; e.g. in the determination of the mass parameters, the latter are also not well determined for pion-nucleon resonances and different groups differ by as much as 10-20 %. Here comes a small surprise. Reference  analyzed the early data from 1970’s using at the same time a theoretical input to distinguish between solutions. This input is the model in reference  discussed in the previous section. Fig. 3 in  displays the speed plots for $`S_{01}`$, $`P_{01}`$ and $`D_{03}`$ partial waves in $`KN`$ collisions calculated in 1973. Their form resembles very much our results for speed plots depicted in Fig. 2. More importantly, the peak values of the speed plots in  are in excellent agreement with ours, though our result is based on a bigger data set and as far as we can say with lesser theoretical input. Yet another surprise comes, when we realize that the speed plot peaks in the $`P_{13}`$ and $`D_{03}`$ partial waves in  are around $`1825`$ MeV.

To summarize, we can say that, we laid certain restrictions for the existence of the exotic $`Z^{}`$ resonances. Within these restrictions the results were found to be consistent, hinting towards the existence of these resonances. We think that these hints should be taken seriously.

Acknowledgements
We thank Juan Carlos Sanabria for stimulating discussions on exotic baryons.

Note added after publication: After this work was published, we became aware of the work in , where excellent experimental evidence for an exotic $`S=+1`$ baryon, with mass around 1.54 GeV was reported. We speculate that it can be identified with the $`P_{01}(1.57)`$ of the present work.


text:
# Theory of pixel lensing towards M31 – II. The velocity anisotropy and flattening of the MACHO distribution

## 1 Introduction

Continuing disagreement as to whether Massive Compact Halo Objects (MACHOs) have been detected by microlensing experiments looking towards the Magellanic Clouds highlights the need for other microlensing targets (e.g., Kerins 2001). The Andromeda Galaxy (M31) presents an opportune target in this respect. The disk of M31 is highly inclined ($`i77\mathrm{°}`$), with the consequence that lines of sight to disk stars in the north-west or near side of M31 are shorter than those to the south-east or far side. Microlensing by a spheroidal dark halo will have a characteristic signature with an excess of events on the far side of the M31 disk (Crotts 1992; Baillon et al. 1993). This asymmetric signal is absent for variable stars or stellar microlenses in the disk of M31. A number of groups (e.g., Aurière et al. 2001; Riffeser et al. 2001; Calchi-Novati et al. 2002; Crotts et al. 2001) are now carrying out large-scale surveys of M31 to search for this near-far disk asymmetry. This is a mammoth task as the individual stars in M31 are not resolved, so that new techniques based on the super-pixel method (Ansari et al. 1997) or difference imaging (e.g., Crotts & Tomaney 1996) have been exploited to measure the flux changes on unresolved stars. Nonetheless, convincing candidate events are now being discovered, for example by the POINT-AGAPE collaboration (e.g., Aurière et al. 2001; Paulin-Henriksson et al. 2002, 2003). Therefore, this is a timely moment to consider what factors affect the near-far disk asymmetry and how many events are likely to be needed for a convincing detection.

The aim of this paper is to estimate the size of candidate event samples needed to detect asymmetry for different halo models. In Sections 2 and 3 of the paper we show how the magnitude of the asymmetry signal is affected by the velocity anisotropy and the flattening of the M31 baryonic dark halo respectively. There are few ways known to us for measuring the properties of the orbits of dark objects in the halo of any galaxy or for ascertaining the flattening of the baryonic dark component of the halo. Hence, any clues gleaned from pixel lensing experiments will be invaluable. In Section 4, we present some simple, non-parametric statistical estimators of asymmetry and calculate how many candidates are needed to give convincing detections.

## 2 The Effects of Velocity Anisotropy

### 2.1 Anisotropic Models

Here, we investigate the microlensing properties of haloes in which the velocity distribution of the MACHOs is anisotropic. We use models in which the halo density $`\rho `$ is isothermal and the rotation curve is flat:

$$\rho \frac{v_0^2}{r^2},v_0^2=\mathrm{constant}.$$
(1)
For these models, the velocity dispersions in the spherical polar coordinate system are given by (see e.g., White 1981; Evans, Häfner & de Zeeuw 1997)

$$\sigma _\varphi ^2=\sigma _\theta ^2=(1+\alpha )\sigma _r^2=\frac{v_0^2}{2},$$
(2)
where $`\alpha >1`$ is the anisotropy parameter. If $`\alpha <0`$, then the velocity distribution is referred to as ‘radially anisotropic’; if $`\alpha >0`$, then it is ‘tangentially anisotropic.’ Whilst $`\sigma _r^2`$ in equation (2) diverges as $`\alpha 1`$, velocity dispersion ratios are rarely observed to be more extreme than 3:1, implying $`8/9<\alpha <8`$. We assume a circular velocity of $`v_0=235\text{km s}\text{-1}`$ for M31’s halo (Emerson 1976) and we compute the cutoff radius to give a total halo mass of $`1\times 10^{12}\text{M}_{}`$ (e.g., Evans & Wilkinson 2000). The sources are drawn from the M31 disk which is adequately modelled as a sheet inclined at 77° to the line of sight. The source velocity is assumed to be dominated by the disk rotation speed of 235 km s-1.

For each halo model, we calculate a theoretical estimate of the pixel-lensing rate $`\mathrm{\Gamma }_\mathrm{p}`$. Unlike the classical (resolved star) microlensing rate, $`\mathrm{\Gamma }_\mathrm{p}`$ depends additionally on the surface brightness of the M31 disk and the luminosity function of the M31 sources (c.f., Kerins et al. 2001). The calculations here are performed for a $`V`$-band luminosity function and surface brightness distribution. The surface brightness of M31 is tabulated in Walterbos & Kennicutt (1987). The M31 disk luminosity function is assumed to be the same as for the Milky Way and we use the data of Wielen, Jahreiß & Kruger (1983) to characterise the faint end ($`M_V>5`$) and that of Bahcall & Soneira (1980) for the bright end. For each source star of flux $`F`$ at sky position ($`x`$,$`y`$) on the M31 disk, we compute the maximum impact parameter, $`u_\mathrm{T}`$, needed to ensure that the magnified source star noticeably enhances the local flux contribution from the background galaxy and sky background. Motivated by the POINT-AGAPE experiment (e.g., Paulin-Henriksson et al. 2002, 2003), we assume that detection is performed on a “super-pixel” array of pixels of size $`2\stackrel{}{\mathrm{.}}1\times 2\stackrel{}{\mathrm{.}}1`$ which typically encloses 40% of the total flux from a point source. In addition to the background due to the M31 surface brightness we allow for a sky background of 19.5 mag arcsec-2. We assume an event is detectable if the flux change caused by microlensing is $`1\%`$ of the background flux on the super-pixel. The pixel lensing rate is then

$$\mathrm{\Gamma }_\mathrm{p}(x,y)=u_\mathrm{T}(x,y)\mathrm{\Gamma }_\mathrm{c}(x,y),$$
(3)
where $`\mathrm{\Gamma }_\mathrm{c}`$ is the classical microlensing rate (Paczyński 1986; Kiraga & Paczyński 1994) and $`u_\mathrm{T}`$ is the maximum impact parameter averaged over the luminosity function $`\varphi `$ of the source stars. Explicitly, we can write that

$$u_\mathrm{T}(x,y)=\frac{\varphi (F)u_\mathrm{T}(F,x,y)𝑑F}{\varphi (F)𝑑F}.$$
(4)
This is an upper limit to the observed pixel lensing rate for any real experiment, as it does not take into account the effects of sampling, changing observing conditions or event identification algorithms. These effects may alter the spatial distribution of events, but they can be corrected via the calculated detection efficiency. In fact, the efficiency is largely controlled by the local surface brightness and so is approximately symmetric with respect to the major axis. The ratio of the number of far-disk to near-disk events therefore does not depend on the efficiency to lowest order.

Finally, the spatially-averaged pixel-lensing rate $`\mathrm{\Gamma }_\mathrm{p}`$ is obtained by weighting the rate with the M31 disk surface brightness. The central portions of the M31 disk are omitted, partly because stellar lenses in the M31 bulge dominate here and partly because the halo model is singular at the centre. So, a central region of 5′ radius is excised from the M31 disk before performing the spatial averaging separately for events above and below the M31 major axis. None of the current experiments is surveying the entire M31 disk, but their fields do span the large majority of the minor axis and we therefore expect any underlying asymmetry in their fields to be representative of the globally-averaged asymmetry computed here.

### 2.2 Results

Figure 1 shows the spatially-averaged theoretical pixel-lensing rate, $`\mathrm{\Gamma }_\mathrm{p}`$, for lenses of mass $`M`$, normalised to the value $`\mathrm{\Gamma }_0=7.6\times 10^7(M/\text{M}_{})^{1/2}`$ events per star per year. When $`\alpha <0`$, the velocity distribution is radially anisotropic and the rate $`\mathrm{\Gamma }_\mathrm{p}v_0/\sqrt{1+\alpha }`$. When $`\alpha >0`$, the velocity distribution is tangentially anisotropic and the rate $`\mathrm{\Gamma }_\mathrm{p}v_0`$, so the total rate in radially anisotropic models is somewhat higher. However, we are primarily interested in the differences between the near and far disk. Such asymmetries may manifest themselves in the numbers, locations and time-scales of the events. Accordingly, Figure 1 also shows the far-to-near disk ratios for the pixel-lensing rates ($`A=\mathrm{\Gamma }_\mathrm{p}_\mathrm{f}/\mathrm{\Gamma }_\mathrm{p}_\mathrm{n}`$), the mean Einstein crossing times ($`t_\mathrm{E}_\mathrm{f}/t_\mathrm{E}_\mathrm{n}`$) and the ratio of mean projected distances of events to the major axis ($`D`$).

All models show a strong excess of far-disk events, with $`A`$ increasing from 5.3 to 7 as the models go from tangential to radial anisotropy. It is also evident from $`D`$ in Figure 1 that far-disk events lie systematically farther from the major axis than near-disk events, providing a second signature of asymmetry. However $`D`$ is nearly constant across the range of $`\alpha `$ so this spatial signature does not provide a probe of the degree of velocity anisotropy.

There is also an asymmetry in the Einstein crossing times of M31 MACHOs. If MACHOs have radially distended orbits, then their motion tends towards being parallel to the line of sight for the near disk but orthogonal to it for the far disk. Events on the near side therefore last longer. In other words, the ratio of the typical time-scales of far-disk to near-disk events decreases with increasing radial anisotropy. Consequently, the ratio of the numbers of events in the far-disk to the near-disk is enhanced in radially anisotropic models compared to isotropic model. This can be seen from the fact that the spatially-averaged microlensing optical depth, $`\tau t_\mathrm{E}\mathrm{\Gamma }_\mathrm{p}`$, is independent of the velocity distribution. From Figure 1, the expected enhancement in the number asymmetry $`A`$ is $``$30%.

For the isotropic model ($`\alpha =0`$), the time-scales are typically shorter in the far disk than in the near disk. The reason for this is that the typical separation between lens and source is larger for near-disk MACHOs. For far-disk events, the typical lens-source separation is biased towards the location where the density peaks along the line of sight, which is at a distance $`|y|\mathrm{tan}i`$ in front of the sources, where $`y`$ is the projected distance along the minor axis. The situation is different for near-disk MACHOs, where the line of sight density is always a monotonically decreasing function of lens-source separation. Here, the typical separation is $``$20–30 kpc for $`y>5\mathrm{}`$, so $`t_\mathrm{E}_\mathrm{f}/t_\mathrm{E}_\mathrm{n}`$ is less than unity for an isotropic model, as shown in Figure 1.

Unfortunately, the Einstein crossing time is not generally measurable for pixel-lensing events. Instead experiments measure the full-width half-maximum ($`t_{1/2}`$) of the lightcurve, which is additionally correlated with the source luminosity and background surface brightness distribution. The resulting $`t_{1/2}`$ distributions are therefore predicted to be broad and any asymmetries in the time-scale distribution are unlikely to be easily observable.

## 3 The Effects of Flattening

### 3.1 Flattened Models

Self-consistent solutions of the self-gravitation equations for the density, potential and velocity distributions of flattened halo models are rare. Even solving the Jeans equations for the second velocity moments can lead to cumbersome results. Baltz, Gyuk & Crotts (2003) have computed pixel-lensing rates explicitly for simple analytic flattened halo models. However, if we are merely interested in comparing the effects of flattening on the ratios of quantities in the near- and far-disk, then there is a quick alternative to carrying out computations with a fully axisymmetric halo model.

Figure 2 shows lines of sight passing through an elliptical halo with axis ratio $`q`$ and eccentricity $`(1q^2)^{1/2}`$. The lines strike the disk of M31 at an angle $`i`$. The ratios of the optical depths in the near and far disk are proportional to the line segments NP and FP. Also shown is an equivalent spherical halo. By extending N vertically to N’ and F to F’, we can construct lines of sight that pass through the spherical halo and strike the disk at a different angle $`i^{}`$. Similarly, the ratios of the optical depths are proportional to the line segments N’P and F’P. From the elementary properties of the ellipse, it follows that the two ratios are the same (NP/FP = N’P / F’P). By straightforward trigonometry, one has $`q\mathrm{tan}i=\mathrm{tan}i^{}`$. In other words, the asymmetry signal of a flattened halo with axis ratio $`q`$ is the same as that of an equivalent spherical halo, provided the disk is viewed not at angle $`i`$ but at an angle $`i^{}`$.

This transformation takes into account the geometric effects of flattening. The first-order changes in the velocity distribution can be computed using the tensor virial theorem (Binney & Tremaine 1987; Han & Gould 1995). Strictly speaking, the tensor virial theorem applies globally and relates the components of the total kinetic energy tensor $`T`$ to the components of the total potential energy tensor $`W`$. If we assume that the virial theorem holds at each spot, then it follows that

$$\frac{\sigma _x^2}{\sigma _z^2}\frac{T_{xx}}{T_{zz}}=\frac{W_{xx}}{W_{zz}}\frac{1}{q^2}.$$
(5)
Here, we have assumed that the figure is oblate spheroidal, with the the short axis being in the $`z`$ direction and the $`(x,y)`$ plane being equatorial. Although this is only an approximate relation, valid for small flattening, it shows that the first-order changes in the velocity distribution are also accounted for by the transformation.

This means that a quick way to study the asymmetry properties of flattened haloes is to take isotropic spherical models and vary the inclination angle of the M31 disk. We stress that the transformation does not allow us to calculate absolute quantities like the rate, but only the ratios of such quantities in the near and far disk.

### 3.2 Results

Figure 3 shows the variation in the far-to-near-disk ratios for the pixel lensing rates $`A`$, the means of vertical distances $`D`$ and the time-scales. The asymmetry signal $`A`$ for a halo with flattening $`q`$ is linearly related to the asymmetry signal for a spherical halo $`A_0`$, that is

$$A1+q(A_01).$$
(6)
The asymmetry signal clearly diminishes with flattening; it is obvious that, in the completely flat limit where the halo becomes a razor-thin disk, the asymmetry must vanish. The change in $`A`$ with flattening is almost entirely caused by the change in the ratio of optical depths. Therefore the ratio of the average time-scales is largely unaffected by flattening.

The distance asymmetry $`D`$ also decreases with increasing flattening, as is again obvious in the razor-thin limit. The distance asymmetry arises in a spherical model because of two effects. First, lines of sight are longer as we move from near to far disk. Second, the line of sight with greatest column density goes through the centre in the near-disk but lies away from the centre in the far-disk. So the distribution of distances of events is monotonically decreasing in the near disk, but rises to a maximum and then decreases in the far disk. As the flattening increases, all lines of sights become shorter and the density becomes more concentrated towards the centre. The distributions of distances in both the near and far disk shrink and the maximum moves towards the centre in the far disk. This latter effect is the dominant one, and so the distance asymmetry signals falls with increasing flattening.

## 4 Signal Detection

### 4.1 The Number Asymmetry Signal

In this section, we ask whether one can detect the asymmetry signals in the presence of contaminating events and how the velocity anisotropy and the halo flattening affect this detectability. That is, we ask how many candidates are needed to detect the asymmetry at a certain confidence level.

First, we consider the number asymmetry $`A`$ between the far and near side. One problem is that none of the experiments will be able to obtain pure samples of M31 MACHO events; some microlensing contamination from Milky Way MACHOs and M31 stars, as well as non-microlensing contamination from variable stars and supernovae in background galaxies will be inevitable. Contamination by periodic variables can be minimized by observing over a sufficiently long time. Colour information can also be used to eliminate variable stars. Fortunately, the other contaminants are equally likely to occur in the near and far regions of the M31 disk. Whether or not an asymmetry can be detected is therefore a question of the size of the sample, the magnitude of the underlying M31 MACHO asymmetry and the level of contamination.

Let us denote the numbers of M31 MACHO events in the near and far disk by $`N_\mathrm{n}`$ and $`N_\mathrm{f}`$ respectively, and the number of contaminants by $`N_\mathrm{c}`$. The condition for a detection of the asymmetry signal at the $`s`$-$`\sigma `$ level is that the difference between the far and the near counts be greater than $`s`$ times the Poisson error, which is given by the square root of the total number of the events. Therefore

$$\frac{N_\mathrm{f}^{}N_\mathrm{n}^{}}{\sqrt{N_\mathrm{f}+N_\mathrm{n}+N_\mathrm{c}}}>s$$
(7)
where $`N_\mathrm{f}^{}`$ and $`N_\mathrm{n}^{}`$ are the total number of candidates on the far and near sides, respectively, including contaminant events. In the case where the contaminants are distributed evenly between the far and near disk, $`N_\mathrm{f}^{}N_\mathrm{n}^{}=N_\mathrm{f}N_\mathrm{n}`$. Straightforward manipulation of the above condition leads to a condition on the total number of candidate events,

$$N_\mathrm{t}>s^2\left(\frac{A+1}{A1}\right)^2(1+f_\mathrm{c})^2,$$
(8)
where $`A=N_\mathrm{f}/N_\mathrm{n}`$ is the underlying asymmetry of the M31 MACHO events, $`f_\mathrm{c}=N_\mathrm{c}/(N_\mathrm{f}+N_\mathrm{n})`$ is the contamination factor, and $`N_\mathrm{t}=N_\mathrm{f}+N_\mathrm{n}+N_\mathrm{c}`$ the total number of candidate events. Figure 4 shows the expected number of events (including the contaminants) required to detect an asymmetry at the 99% confidence level ($`s=2.58`$) for various contamination factors. We see immediately that the size of the asymmetry signal is crucial. If $`A2`$, then even with low contamination the number of M31 microlensing events needed to give a convincing detection of asymmetry exceeds $`60`$. On the other hand, if the asymmetry is $``$5, then more than 15 candidates are required. Reassuringly, on referring to Figures 1 and 3, we see that $`A`$ typically lies between 5 and 7 for spherical models, and only becomes as small as 2 for models with $`q=0.3`$. In fact, haloes flatter than this are not likely on dynamical grounds, as they are susceptible to bending instabilities (e.g., Merritt & Sellwood 1994). Samples of $``$15 candidate events are well within reach of the current surveys if MACHOs contribute significantly to the dark matter budget. However, this number is only the contribution of the M31 halo, as we have cut out the central parts of the M31 disk.

If the contribution of MACHOs to the dark matter mass budget is significant in M31, we expect a similar MACHO contribution for the Milky Way. For interesting MACHO fractions, the foreground Milky Way MACHOs may well provide the dominant contribution to $`f_\mathrm{c}`$. If the typical MACHO mass and halo density contributions are universal, then the magnitude of $`f_\mathrm{c}`$ will be determined, to first order, by the relative masses of the M31 and Milky Way haloes. If the M31 halo is twice as massive as the Milky Way’s, then $`f_\mathrm{c}0.4`$ (Kerins et al. 2001), whilst we should expect $`f_\mathrm{c}`$ to be closer to unity if the two haloes are equally massive (Evans & Wilkinson 2000). In any case, the total number of candidates required to confirm asymmetry scales as $`(1+f_\mathrm{c})^2`$ from equation (8), so we require four times as many candidates to detect the asymmetry when $`f_\mathrm{c}=1`$ as when $`f_\mathrm{c}=0`$.

### 4.2 The Distance Asymmetry Signal

Motivated by the variation in mean distances of events between the near and far disk seen in Figures 1 and 3, we can go beyond the asymmetry in number counts by considering a distance asymmetry signature.

To quantify differences between the near-disk and far-disk event positions, we apply the Mann-Whitney rank-sum test (Mann & Whitney 1947). This is a non-parametric test for differences between the medians of two samples. The Mann-Whitney test exploits the fact that two samples drawn from identical distributions exhibit the property that, if one combines them and then ranks the elements by size, the two samples are uniformly intermingled on average within the ranked combined sample. For two samples of large enough size $`n_a`$ and $`n_b`$, the sum of the rank numbers for sample $`a`$ is normally distributed about a mean $`\mu _a=n_a(n_a+n_b)/2`$ with a variance $`\sigma _a^2=n_an_b(n_a+n_b+1)/12`$. The null hypothesis of similarity (or, in our case, symmetry) is therefore straightforward to quantify.

In the case of M31 pixel lensing, we can apply the Mann-Whitney test to the distribution of $`y`$, the projected distance from the M31 major axis, for candidates in the near- and far-disk sub-samples. We can also combine the Mann-Whitney test with the number asymmetry test, since the Mann-Whitney statistic probes the spatial distribution of events, not the relative sizes of the samples. If the far-disk event positions are designated as sample $`a`$ and the sum of their rank numbers within the combined near- and far-disk sample is $`\theta _a`$, then we can define $`s_{\mathrm{MW}}=(\theta _a\mu _a)/\sigma _a`$. Taking $`s_\mathrm{N}`$ to be the significance of the number asymmetry statistic, as defined by the left-hand side of equation (7), then the overall significance of the combined sample is $`s=(s_{\mathrm{MW}}^2+s_\mathrm{N}^2)^{1/2}`$. A value of $`s=2.58`$ would indicate a near-far asymmetry favoured at the 99% confidence level.

We have performed Monte Carlo simulations to determine the number of candidates required to secure a 99% confidence detection of asymmetry. The simulations test a range of anisotropic and flattened halo models and a range of contaminations. For a given model, event position realisations are generated using the theoretical pixel-lensing rate of equation (3), weighted by source number density. For each new event realisation, the overall significance, $`s`$, of the cumulative sample is computed from both the Mann-Whitney statistic ($`s_{\mathrm{MW}}`$) and the number asymmetry statistic ($`s_\mathrm{N}`$). When there are fewer than five events in either the far- or near-disk sub-samples, only the number asymmetry statistic is used because the distribution of rank sums for small data-sets can deviate strongly from Gaussianity. We assume the contaminating populations are symmetrically distributed about the M31 major axis, though we adopt the most difficult case when they have a comparable spatial dispersion to the M31 MACHO events. The extent to which this is true depends upon whether Milky Way MACHOs, on the one hand, or variable stars and stellar microlenses, on the other hand, provide the dominant contribution to $`N_\mathrm{c}`$. If the latter population dominates, then contaminants are likely to be more spatially concentrated than M31 MACHOs, making the MACHO asymmetry easier to measure for a given $`f_\mathrm{c}`$. So for each pixel-lensing realisation, a uniform random number in the interval  is chosen. If it is less than $`f_\mathrm{c}/[2(1+f_\mathrm{c})]`$, then the position of the event is flipped about the M31 major axis. This means that, on average, a fraction $`f_\mathrm{c}/(1+f_\mathrm{c})`$ of the total sample is symmetrically distributed, as required. A full trial, $`i`$, is terminated either when the cumulative sample of $`N_{\mathrm{t},i}`$ candidates provides at least a 99% confidence detection of asymmetry, or when the program estimates that the required sample is likely to exceed 500 events. This whole process is repeated 1000 times for each model and the median value of $`N_{\mathrm{t},i}`$ (excluding trials which are prematurely terminated) is adopted as the estimate for $`N_\mathrm{t}`$.

The upper panel of Figure 5 shows the median number of candidate events (including the contaminants) required to detect an asymmetry with 99% confidence, as a function of the halo velocity anisotropy parameter $`\alpha `$. In the absence of contamination, a sample size between 11 to 14 events is typically sufficient to detect asymmetry. The raggedness of this line is partly due to Monte Carlo noise but also partly due to the fact that $`N_\mathrm{t}`$ necessarily takes only a few discrete values in the limit of small data-sets. From equation (7), the smallest sample needed give rise to a 99% confidence detection of asymmetry is 7 events, all of which must be located in the far disk (assuming the asymmetry is caused by M31 MACHOs). When one candidate lies in the near disk we need $`N_\mathrm{t}=11`$, and when two candidates lie in the near disk we require $`N_\mathrm{t}=14`$. The leaps in the thick solid line between 11 and 14 events reflect this discrete behaviour, though the oscillation back and forth for $`2<\mathrm{ln}(1+\alpha )<1`$ is due to Monte-Carlo noise. In the worst case considered in Figure 5, where contaminants outnumber M31 MACHOs by 3:1, a median sample of $``$120 events is required to detect asymmetry. For $`\alpha =0`$ and $`f_\mathrm{c}=3`$, we find that the expectation value of $`N_\mathrm{t}`$ is around 190. Using $`s=2.58`$, $`f_\mathrm{c}=3`$ and an asymmetry $`A=5.5`$ when $`\alpha =0`$ (Figure 1), equation (8) indicates that we should require $`N_\mathrm{t}=220`$ if we use number-count information alone. Therefore the addition of distance information allows around a 15% reduction in the required number of candidates in this case.

Overall, $`N_\mathrm{t}`$ does not appear to be particularly sensitive to $`\alpha `$. This is to be expected when contamination levels are high because the 30% contrast in $`A`$ between the radially- and circularly-anisotropic models (see Figure 1) is strongly diluted.

The lower panel of Figure 5 shows the situation for flattened halo models. The larger range in $`A`$ for the flattened models ($`1.3<A<5.5`$) means that the median $`N_\mathrm{t}`$ shows a greater sensitivity to flattening than to velocity anisotropy. In the absence of contaminants, $`N_\mathrm{t}25`$ is typically needed to confirm asymmetry for models rounder than $`q=0.3`$. A sample of 100 candidates would permit asymmetry to be detected even if $`f_\mathrm{c}1`$. Adding distance information is particularly effective at reducing the required size of candidate samples for highly flattened models. As an extreme example, when $`q=0.1`$ and $`f_\mathrm{c}=0`$, the expectation of $`N_\mathrm{t}`$ is around 80 if distance information is used along with number counts. From equation (8), 750 candidates are required if only number counts are used. This shows the value of the Mann-Whitney statistic.

It is of course much more difficult to measure an asymmetry than to detect one. Suppose an experiment has gathered $`N_\mathrm{t}100`$ events (including contaminants). With reference to Figure 4, if there has been no detection of asymmetry at the 99% confidence level, then – as $`A3`$ for all models we have considered with $`q>0.5`$ – we can infer that the signal has been overwhelmed by contaminants ($`f_\mathrm{c}>1`$). The degree of contamination must be greater than a critical value which is given by computing the curve which passes through the point ($`A=3,N_\mathrm{t}`$). So, a null signal can be used to give a constraint on the contamination. On the other hand, if there has been a detection, then the measured signal $`A^{}(N_\mathrm{f}+\frac{1}{2}N_\mathrm{c})/(N_\mathrm{n}+\frac{1}{2}N_\mathrm{c})`$ is merely a lower limit to the true signal. It should be possible to estimate the contamination fraction statistically even if we do not know the individual contaminating events, so the true asymmetry signal can be matched to models using standard Bayesian likelihood methods (Kerins et al 2001). Current surveys should therefore be able to discriminate between halo models with different degrees of flattening and may, if the spatial distribution of contaminant populations is well characterized, be able to distinguish between radially-anisotropic halo models and tangentially-anisotropic or isotropic models.

### 4.3 Confusion from M32 and its Stream

Additional confusion of the asymmetry signal may come from microlensing by stars which belong to streams or tidal debris from disrupted satellite galaxies cannibalized by M31 and/or by stars belonging to the intervening dwarf elliptical M32.

Ibata et al. (2001) have traced out a giant stream in the M31 stellar halo in red giant branch star counts. The stream is $``$1° wide in projection. It seemingly originates from the satellite galaxy M32 and possibly also incorporates NGC 205. The average surface brightness of the stream is $``$30 mag arcsec-2 in the $`V`$-band. It has been suggested by Ferguson et al. (2002) that this may confuse the detection of the near-far disk asymmetry in the microlensing experiments. For sources in M31 and lensing populations at roughly the same distance from the sources, the optical depth of the stream is

$$\tau 4.3\times 10^{10}\left(\frac{d}{20\text{kpc}}\right)\left(\frac{\mathrm{M}/\mathrm{L}}{\text{M}_{}/\text{L}_{}}\right)10^{120.4\mu }$$
(9)
where $`\mu `$ is the surface brightness in magnitude per arcsec2, $`d`$ the separation of the stream from M31 disk along the line of sight and M/L is the MACHO mass-to- light ratio of the stream. This ratio must exceed 100 for the optical depth of the stream to be comparable to the other lensing populations. Accordingly, the presence of such streams is not likely to be problematic for asymmetry detection.

More problematic may be the intervening dwarf elliptical galaxy M32. The POINT-AGAPE collaboration has already found a candidate which lies $``$3′ in projection away from the centre of M32 and argued that the lens most probably lies in M32 itself (Paulin-Henrikkson et al. 2002). The optical depth of M32 is estimated to be (Paulin-Henrikkson et al. 2003)

$$\tau 1.4\times 10^6\left(\frac{d}{20\text{kpc}}\right)\left(\frac{\mathrm{M}/\mathrm{L}}{3\text{M}_{}/\text{L}_{}}\right)$$
(10)
where $`d`$ is the separation of M32 from M31 along the line of sight and $`M/L`$ is the stellar mass-to-light ratio of M32. This is comparable to the signal expected from the baryonic halo (assuming a 20% MACHO fraction). Although microlensing associated with M32 is a potentially significant contaminent the affected region can be readily excluded from the statistics using an appropriate mask.

## 5 Conclusions

Pixel-lensing experiments targeting M31 are hoping to exploit the favourably high disk inclination in order to detect an asymmetry in the spatial distribution of microlensing events. If such a signal is found, it will provide powerful evidence for the existence of MACHOs.

For a spherically symmetric and isotropic halo, the numbers of M31 MACHOs in the far-disk outnumber those in the near-disk by more than 5 to 1. This asymmetry is increased by about 30% if M31 MACHOs occupy radial orbits rather than tangential ones. The signal is diminished if M31 MACHOs lie in a flattened halo. However, even for haloes as flat as $`q=0.3`$, the numbers of M31 MACHOs in the far side will outnumber those in the near side by a factor of $``$2.

The key to detecting asymmetry is to isolate microlensing events solely due to M31 MACHOs. There is likely to be significant contamination from other microlensing populations, as well as from variable stars and supernovae mistaken for microlensing, which will dilute the observed signal. The combination of number-count and distance information permits asymmetry to be detected for a wide range of halo models, even in the presence of significant levels of contamination. For models with high levels of asymmetry, such as spherical haloes or haloes with a high degree of radial velocity anisotropy, number count information alone provides a sensitive diagnostic. The addition of distance information allows $``$15% reduction in the size of samples needed to confirm asymmetry. For models with low levels of asymmetry, such as strongly flattened haloes, distance information can reduce the required size of candidate samples by a factor 2 or more.

A sample of 50 events is typically sufficient to detect asymmetry in the M31 MACHO distribution within spherical haloes, even if only half the sample is due to M31 MACHO events. For flattened halo models, a sample of 50 candidates would likely allow asymmetry to be seen, provided that the halo axis ratio $`q0.3`$ and the contaminants do not contribute more than a third of the sample. The term “contaminants” covers Milky Way MACHOs, M31 disk stellar lensing events and variable star populations, all of which are assumed to be symmetrically distributed with respect to the major axis. For comparison, Paulin-Henriksson et al. (2003) have already found 362 lightcurves compatible with microlensing from the first two years of the POINT-AGAPE survey, though the contamination factor may still be very large. Samples of 50 events with modest contamination are easily achievable with the current generation of pixel-lensing surveys.

NWE and JA thank the Royal Society and the Leverhulme Foundation respectively for financial support.