text:
# Variance fluctuations in nonstationary time series: a comparative study of music genres

## 1 Introduction

An important problem in physics concerns the study of sound. Music consists of a complex Fourier superposition of sinusoidal waveforms. A person with very good hearing can hear continuous single frequency (“monochromatic”) musical tones in the range 20 Hz to 20 kHz . Audio CD players can reproduce high fidelity music using a 44 kHz sampling rate for two channels of 16 bit audio signals, corresponding to a maximum audible frequency of 22 kHz , according to the Nyquist sampling theorem. In practice, band pass or other filters limit the range of frequencies to the audible spectrum referred to above. Systematic studies of the amazing complexity of music have focused primarily on using FFT- or DFT-based spectral techniques that detect power densities in frequency intervals . For example, $`1/f`$-type noise in music has received considerable attention . Another approach to musical complexity involves studies of the entropy and of the fractal dimension of pitch variations in music . Such systematic analyses have shown that music has interesting scaling properties and long-range correlations. However, quantifying the differences between qualitatively different categories of music  still remains a challenge.

Here, we adapt recently developed methods of statistical physics that have found successful application in studying financial time series , DNA sequences  and heart rate dynamics . Specifically, we develop a new adaptation of Detrended Fluctuation Analysis (DFA)  to study nonstationary fluctuations in the local variance  of time series—rather than in the original time series—by calculating a function $`\alpha (t)`$ that quantifies correlations on time scale $`t`$. This method can detect deviations from uniform power law scaling  embedded in scale invariant local variance fluctuation patterns. We apply this new method to study correlations in highly nonstationary local variance (i.e., loudness) fluctuations occurring in audio time series . We then study the relationship of such objectively measurable correlations to known subjective, qualitative musical aspects that characterize selected genres of music. We show that the correlation properties of popular music, high art music, and dance music differ quantitatively from each other.

## 2 Methods

The loudness of music perceived by the human auditory system grows as a monotonically increasing function of the average intensity. One typically measures the intensity of sound signals in dB (deci-Bells or “decibels”) . Hence, one conventionally also measures loudness in dB, even though the subjectively perceived loudness scales as a non-linear function of the intensity . The subjective perception of loudness varies according to frequency and depends also on ear sensitivity, which in turn can depend on age, sex, medication, etc (see, e.g., Refs. ). For all practical purposes, however, the objective measurement of sound intensity provides a good means to quantify loudness. In the remainder of this article, we use the term “loudness” to refer to the instantaneous value of the running or “moving” average of the intensity.

An important fact that deserves a detailed explanation concerns how the human ear cannot perceive any variation in loudness (i.e., amplitude modulation) that occurs at frequencies $`f>20`$Hz. Humans hear frequencies in the audible range $`20`$ Hz $`<f<20`$ kHz and therefore do not perceive amplitude modulation or instantaneous intensity fluctuations in this frequency range as variations in loudness, but rather as having constant loudness. We briefly explain this point as follows. We can consider the the human auditory system, in a limiting approximation, as a time-to-frequency transducer that operates in the “audible” range of 20 Hz $`<f<`$ 20 kHz. Any monochromatic signal in this frequency range will lead to the perception of an audible tone of that same frequency or “pitch.” A linear combination of such signals can give a number of impressions to the human ear, depending on the exact Fourier decomposition of the signal. Specifically, a combination of monochromatic signals may sound as having a nontrivial “timbre,”  and if the signal frequencies have special arithmetic relationships, then they may sound as a “harmony” . Beats and heterodyning, for two or more closely spaced frequencies, can also arise. Most importantly, a linear superposition of monochromatic signals can sound either as having constant loudness, or else as having varying loudness. We discuss this last point in some detail:

If a monochromatic carrier signal $`U`$ of frequency $`f`$ becomes amplitude modulated by a modulating signal $`v`$ of frequency $`f_Mf`$, then the Fourier decomposition of the modulated signal $`Uv`$ will include monochromatic sidebands of sum and difference frequencies $`f\pm f_M`$, but no power at frequency $`f_M`$ . Moreover, amplitude modulation with $`f_M<`$ 20 Hz results in sidebands close to the carrier frequency, whereas $`f_M>`$ 20 Hz leads to significant changes in the perceived sound timbre, due to the distant sidebands $`f\pm f_M.`$ Indeed, if $`f_M>`$ 20 Hz, the sidebands fall far enough away from the carrier to enable the ear to pick up the sidebands as having distinct frequencies, thereby leading to the perception of a changed timbre. Only if $`f_M<`$ 20 Hz do the sidebands fall sufficiently close to the carrier to fool the auditory system into perceiving a monochromatic signal of varying loudness. Specifically, humans hear $`f_M<`$ 8 Hz as a “tremolo” (i.e., a periodic oscillation in the intensity of the carrier tone), whereas for 8 Hz $`<f_M<`$ 20 Hz we perceive a transition from the tremolo effect to the timbre effect (see Refs.  for more information). The reader should not confuse tremolos with vibratos, which arise from frequency modulation rather than amplitude modulation.

We now devise methods suitable for studying the scaling properties of the intensity of music signals over a range of times scales . We begin with selected pieces of music taken from CDs and digitize them using 8 bit sampling at $`f_s=`$11 kHz. Since each piece lasts several minutes, therefore, this “low” 11 kHz bit sampling rate suffices for obtaining excellent statistics. Similarly, since we aim not to listen to music, but to study correlations in intensity, 8 bit sound adequately satisfies basic signal-to-noise requirements (better than $`100:1`$). We choose 4 min stretches of music, and to each piece of music assign a time series $`U(i),`$ where $`0U(i)(2^81)`$ and $`i`$ represents the sample index (Fig. 1(a)). We generate another series $`v(j)`$ defined as the standard deviation of every non-overlapping 110 samples of $`U(i)`$. The variance $`[v(j)]^2`$ thus represents the average intensity of the sound (loudness) over intervals of $`0.01`$ s (Fig. 1(b)). Concerning the choice of the windowing time interval, we have found the exact value of the time interval to have little or no importance; we have verified that our central results do not depend on the exact value chosen, since we aim to study fluctuations in the intensity of the signal. We have found, e.g., that using a time interval five times larger, $`0.05`$ s, equivalent to the minimum audible tone frequency of 20 Hz, leads to no significant changes to our main results. In this context, we note that the measurement of the loudness of music has some similarities to the measurement of volatility in financial markets, since in both cases the variance measurement effectively involves a moving window of fixed but arbitrary size .

We define the power spectrum $`S(k)`$ of the signal as the modulus squared of the discrete Fourier transform $`\stackrel{~}{U}(k)`$ of $`U(i)`$:

$$S(f)|\stackrel{~}{U}(k)|^2,$$
(1)
where $`f=f_sk=11000\times k`$ represents the frequency measured in Hz. At the lowest frequencies, the spectrum appears distorted by artifacts of the fast Fourier transform (FFT) method. Specifically, at small frequencies approaching $`1/N,`$ where $`N`$ represents the FFT window size, a spurious contribution arises from the treatment of the data as periodic with period $`N`$ . The last few decades have seen extensive studies of the audio power spectra, considered nowadays well understood (Fig. 1(c)). The spectral power in the range $`20`$ Hz $`<f<20`$ kHz arises due to audible sounds, while lower frequency contributions emerge due to the structure of the music on sub-audible scales larger than 20<sup>-1</sup> s (see Fig. 1(c)).

Since we primarily aim to study loudness fluctuations at these larger time scales $`t>20^1`$s, we find it more convenient to study the power spectrum $`S^{}(f)`$ of the series $`v(j)`$ rather than of the series $`U(i).`$ This spectrum allows us to study correlations related to loudness at these higher time scales. However, $`v(j)`$ behaves as a highly nonstationary variable and the power spectrum of nonstationary signals may not converge in a well behaved manner. Therefore, conclusions drawn from such spectra may lead to questions about their validity. In order to circumvent these limitations, we use DFA. Like the power spectrum, DFA can measure two-point correlations in time series, however unlike power spectra, DFA also works with nonstationary signals .

The DFA method has been systematically compared with other algorithms for measuring fractal correlations in Ref. , and Refs.  contain comprehensive studies of DFA. We use the variant of the DFA method described in Ref. . We define the net displacement $`y(n)`$ of the sequence $`v`$ by $`y(n)_j^nv(j)`$, which can be thought of graphically as a one-dimensional random walk. We divide the sequence $`y(n)`$ into a number of overlapping subsequences of length $`\tau ,`$ each shifted with respect to the previous subsequence by a single sample. For each subsequence, we apply linear regression to calculate an interpolated “detrended” walk $`y^{}(n)a+b(nn_0).`$ Then we define the “DFA fluctuation” by $`F_D(\tau )\sqrt{(\delta y)^2}`$, where $`\delta yy(n)y^{}(n)`$, and the angular brackets denote averaging over all points $`y(n)`$. We use a moving window to obtain better statistics. We define the DFA exponent $`\alpha (t)`$ by

$$\alpha (t)\frac{d\mathrm{log}F_D(\tau )}{d\mathrm{log}(\tau +3)},$$
(2)
where $`t=100\tau `$ gives the real time scale measured in seconds. Uncorrelated data give rise to $`\alpha =1/2,`$ as expected from the central limit theorem, while correlated data give rise to $`\alpha 1/2.`$ Specifically, a value $`\alpha =1/2`$ corresponds to uncorrelated white noise, $`\alpha =1`$ corresponds to $`1/f`$-type noise with complex nontrivial correlations, and $`\alpha =1.5`$ corresponds to trivially correlated Brown noise (integrated white noise). Refs.  discuss in further detail the relationship between DFA and the power spectrum. A constant value of $`\alpha (t)`$ indicates stable scaling , while departures indicate loss of uniform power law scaling. We obtain the best statistics by studying time scales that range from $`10^{0.5}`$ s to $`10`$ s, hence we focus on these scales.

## 3 Results

We have recorded 10 tracks from each of 9 genres: music from the Western European Classical Tradition (WECT), North Indian Hindustani music, Javanese Gamelan music, Brazilian popular music, Rock and Roll, Techno-dance music, New Age music, Jazz, and modern “electronic” Forró dance music (with roots in traditional Forró, from Northeast Brazil). We have chosen these genres of music somewhat arbitrarily, noting that our main interest lies not in the music itself but rather in developing quantitative methods of analyzing music that can—in principle—be applied in future studies systematically to compare and contrast diverse audio signals originating in music.

Fig. 2(a) shows the the power spectrum $`S^{}(f)`$ of the series $`v(j).`$ As noted previously, $`v(j)`$ does not have stationarity and therefore the meaning of such spectra may appear ambiguous. Nevertheless, we can observe clear differences in the spectra of each genre of music.

Figs. 2(b,c) show the DFA functions $`F_D(t)`$ and $`\alpha (t)`$, respectively. Each genre of music has a different $`\alpha (t)`$ “signature.” In Jazz, Javanese music, New Age music, Hindustani music and Brazilian Pop, $`\alpha (t)`$ decreases with $`t.`$ WECT music appears characterized by extremely high $`\alpha (t)`$ in the region of interest from $`10^{0.5}`$ s to $`10^{1.0}`$ s, with lower values for rock and roll. Techno-dance and Forró music have characteristic $`\alpha (t)`$ patterns marked by “dips” near 0.8 s. These characteristics also appear in Fig. 3, which shows $`\alpha (t)`$ for each data set separately.

We also compute the average DFA exponent $`\alpha `$ in the region of interest $`10^{0.5}`$ s$`t10`$ s for each genre of music (Fig. 4). We emphasize that these values of $`\alpha `$ measure the scaling exponents in the variance—hence, loudness—fluctuations of the music signals. Any conclusions derived from the results presented here must carefully consider this point.

## 4 Discussion

Javanese Gamelan and New Age, and to a lesser extent Hindustani and WECT, have the values closest to $`\alpha =1`$, corresponding to the most complex, nontrivial correlations ($`1/f`$-type behavior). We note that WECT music has the highest value of $`\alpha ,`$ indicating that loudness fluctuations have the strongest correlations in this genre. Hence, from the point of view of loudness level changes, WECT music appears the most correlated, and modern electronic Forró music the least correlated. None of the results reported here have a direct bearing on harmony, melody or other aspects of music. Our results apply only to loudness fluctuations, which can reflect aspects of the rhythm of the music .

Another observation concerns how the extremely predictable periodic rhythmic structure of Techno-dance music and Forró shows up as minima in $`\alpha (t)`$ near 0.8 s (Figs. 2(c), 3). This finding suggests that the periodic “beat” of the music, considered abstractly as a superposition of periodic trends and the acoustic signal, leads to significant deviations from uniform power law scaling at that time scale .

The above results seem to suggest that the qualitative differences between genres—well known to music lovers—may in fact be quantifiable. For example, WECT music, Hindustani music and Gamelan music, which have the highest average $`\alpha 1`$ (suggesting almost perfect $`1/f`$ scaling behavior), usually belong to the general category of high art music. On the other end, electronic Forró and Techno-dance music, where periodic tends dominate, have the lowest average $`\alpha ,`$ and arguably belong to the category of dance or danceable music. The lower $`\alpha `$ observed in these genres is due to a a bump and horizontal shoulder in the DFA fluctuation fluctation $`F_D(t)`$ that emerges at time scales corresponding to the pronounced periodic beats  (see Figs. 2(c), 3). Such genres might have evolved primarily for dancing, rather than for listening. We can speculate from this point of view that Jazz, Rock and Roll, and Brazilian popular music may occupy an intermediary position between high art music and dance music: complex enough to listen to, but periodic and rhythmic enough to dance to.

Finally, we discuss the relevance of these findings to the possible effects of music on the nervous system . Studies of heart rate dynamics using the DFA method have shown that healthy individuals have values relatively close to $`\alpha =1`$, corresponding to $`1/f`$ correlations, while subjects with heart disease have higher values (typically $`\alpha >1.2`$) that indicate a significant shift towards less complex behavior in heart rate fluctuations, since $`\alpha =1.5`$ corresponds to trivially correlated Brown noise (e.g., see ). Hence, listening to certain kinds of music may conceivably bestow benefits to the health of the listener . The hypothesis that music with $`\alpha 1`$ confers health benefits still requires systematic testing. For example, the so-called “Mozart effect” refers to the conjecture that listening to certain types of music may correlate with higher test scores and more generally to intelligence . If ever such findings become substantiated, then a new approach to the study of music (and perhaps other forms of art) might become a necessity. We note, however, that the Mozart effect has not been legitimately established as a real phenomenon. Nevertheless, the results reported here—and more importantly, the approach used in obtaining the results— point towards the possibility of objectively analyzing subjectively experienced forms of art. Such an approach may find relevance in the academic study of music, and of art in general.

In summary, we have developed a method to study loudness fluctuations in audio signals taken from music. Results obtained using this method show consistent differences between different genres of music. Specifically, dance music and high art music appear at the lower and upper endpoints respectively in the range of observed values of $`\alpha `$, with Rock and Roll, Jazz, and other genres appearing in the middle of the range.

## Acknowledgements

We thank Ary L. Goldberger, Yongki Lee, M. G. E. da Luz, C.-K Peng, E. P. Raposo, Luciano R. da Silva and Itamar Vidal for helpful discussions. We thank CNPq and FAPEAL for financial support.


format: text

text:
# Statistical properties of the combined emission of a population of discrete sources: astrophysical implications

## 1 Introduction and qualitative consideration

In many astrophysical situations a problem arises to predict or interpret results of measurements of the total (combined) luminosity of a population of discrete sources. Among many examples are the total luminosity of X-ray binaries in a galaxy, or total flux of background sources detected above the sensitivity limit inside the field of view of a telescope.

In the following discussion we will use high mass X-ray binaries (HMXB) in star forming galaxies as an example. As was shown by Grimm, Gilfanov & Sunyaev (2003), the luminosity distribution of HMXB sources in a galaxy is described to first approximation by a ”universal” luminosity function whose shape is the same in all galaxies and whose normalization is proportional to the star formation rate (SFR) of the parent galaxy:

$`{\displaystyle \frac{dN}{dL}}\mathrm{SFR}\times f(L)`$ (1)
In a broad luminosity range, $`\mathrm{log}(L_X)35.540.5`$, the shape of the HMXB “universal” luminosity function is close to a power law, $`f(L)=L^\alpha `$, with the slope of $`\alpha 1.6`$. Importantly, the luminosity of the compact sources in star forming galaxies appears to be restricted by a maximum value of $`L_{\mathrm{cut}}\mathrm{few}\times 10^{40}`$ erg/s. This cut-off luminosity can be defined, for example, by the Eddington luminosity limit for the most massive objects associated with the star forming regions. Obviously, on the faint side, the luminosity distribution eq.(1) must become flatter or have a cut-off as well, in order to keep the total number of sources finite. This low luminosity cut-off may be caused for example by the propeller effect (, 1975) as discussed by Shtykovskii & Gilfanov (2004).

The expectation value for the total number of sources in a galaxy equals

$`N_{\mathrm{tot}}={\displaystyle _0^+\mathrm{}}{\displaystyle \frac{dN}{dL}}𝑑L\mathrm{SFR}`$ (2)
and, naturally, is directly proportional to its star formation rate. The number of sources actually observed in a given galaxy obeys Poisson distribution $`p_\mu (N)`$ with $`\mu `$ defined by eq.(2). Apart from effects of counting statistics, the number of HMXB sources found in an arbitrarily chosen galaxy will be close to the above expectation value.

The problem, considered in this paper, is the behavior of the total luminosity of high mass X-ray binaries in a galaxy

$`L_{\mathrm{tot}}={\displaystyle \underset{k=1}{\overset{k=N}{}}}L_k`$ (3)
as a function of its star formation rate.

An apparently obvious expression for the $`L_{\mathrm{tot}}`$ can be obtained integrating the luminosity distribution (1):

$`L_{\mathrm{tot}}={\displaystyle _0^+\mathrm{}}L{\displaystyle \frac{dN}{dL}}𝑑L\mathrm{SFR}`$ (4)
Hence, one might expect that the total X-ray luminosity of HMXB sources is also directly proportional to the star formation rate of the host galaxy, as is the total number of sources. This problem, however, involves some subtleties related to the statistical properties of the power law distribution of the sources over luminosity, which appear not to have been recognized previously, at least in astrophysical context (a somewhat related problem has been considered by Kalogera et al. 2001 in connection with estimating the coalescence rate for the NS–NS binaries in the Galaxy). Although eq.(4) correctly predicts the average X-ray luminosity computed for a large number of galaxies with similar values of star formation rate, it fails to describe the relation between the most probable value of X-ray luminosity of an arbitrarily chosen galaxy and its SFR. The main surprise of the study presented here is that, in the low SFR regime, the relation between SFR of the host galaxy and the total luminosity of its HMXBs is non-linear – with increase of the star formation rate the luminosity appears to grow faster than linear. The relation becomes linear only for sufficiently high star formation rates, when the total number of objects with a luminosity close to the maximum possible value, defined by $`L_{\mathrm{cut}}`$, becomes sufficiently large.

This can be illustrated by the following simple consideration. For an arbitrarily chosen galaxy, the brightest source is most likely going to have a luminosity $`\stackrel{~}{L}_{\mathrm{max}}`$ defined by the condition111Indeed, for example sources 10 times more luminous will appear on average in one out of $`10^{(\alpha 1)}`$ galaxies.

$`N(L>\stackrel{~}{L}_{\mathrm{max}})={\displaystyle _{\stackrel{~}{L}_{\mathrm{max}}}^+\mathrm{}}{\displaystyle \frac{dN}{dL}}𝑑L1`$ (5)
For a power law luminosity distribution with slope $`\alpha `$ and with a cut-off at $`L_{\mathrm{cut}}`$, eq.(1), the above expression yields:

$`\begin{array}{ccc}\stackrel{~}{L}_{\mathrm{max}}\hfill & SFR^{\frac{1}{\alpha 1}}\hfill & \text{low SFR}\hfill \\ \stackrel{~}{L}_{\mathrm{max}}\hfill & =L_{\mathrm{cut}}\hfill & \text{high SFR}\hfill \end{array}`$ (8)
As might be intuitively expected, at low SFR, the most probable luminosity of the brightest source increases with SFR, until it reaches the maximum value of $`L_{\mathrm{cut}}`$. The threshold value of the star formation rate, separating low and high SFR regimes, is defined by the condition $`N(LL_{\mathrm{cut}})1`$, i.e. that there are $``$few sources expected, with luminosity close to the cut-off value $`L_{\mathrm{cut}}`$.

The most probable value of the total luminosity, $`\stackrel{~}{L}_{\mathrm{tot}}`$ can be then computed integrating the luminosity function from $`L_{min}`$ to $`\stackrel{~}{L}_{\mathrm{max}}`$:

$`\stackrel{~}{L}_{\mathrm{tot}}{\displaystyle _{L_{min}}^{\stackrel{~}{L}_{\mathrm{max}}}}{\displaystyle \frac{dN}{dL}}L𝑑L`$ (9)
which, for $`1<\alpha <2`$ and $`L_{\mathrm{min}}<<\stackrel{~}{L}_{\mathrm{max}}`$, leads to

$`\stackrel{~}{L}_{\mathrm{tot}}\{\begin{array}{cc}SFR^{\frac{1}{\alpha 1}}\hfill & \text{low SFR}\hfill \\ SFR\hfill & \text{high SFR}\hfill \end{array}`$ (12)
i.e. is non-linear in the low SFR regime and becomes linear only at high star formation rates.

This can be qualitatively understood as follows. For a slope of the luminosity distribution $`1<\alpha <2`$, the total luminosity of a galaxy is defined by the brightest sources. The non-linear behavior in the low-SFR limit is caused by the fact that an increase of the SFR leads to non-linear increase of the luminosity of the brightest sources. Therefore their total luminosity grows faster than the star formation rate. This non-linear growth continues until the maximum possible value of the luminosity of the compact sources is achieved. Further increase of the star formation rate leads to a linear increase of the number of the brightest sources in the galaxy, but not of their individual luminosities. Consequently, the $`L_X`$SFR relation becomes linear.

In the more formal language of statistics such a behavior is related to the properties of the probability distribution of the collective luminosity $`p(L_{\mathrm{tot}})`$. In particular, it can be understood in terms of the difference between the expectation mean and the mode of the probability distribution. The expectation mean is defined as

$`L_{\mathrm{tot}}={\displaystyle _0^{\mathrm{}}}p(L_{\mathrm{tot}})L_{\mathrm{tot}}𝑑L_{\mathrm{tot}}`$ (13)
and is given by eq.(4). The mode of the statistical distribution, $`\stackrel{~}{L}_{\mathrm{tot}}`$, is defined as the value of the random variable ($`L_{\mathrm{tot}}`$ in our case) at which the probability distribution $`p(L_{\mathrm{tot}})`$ reaches its maximum value. Whereas the expectation mean $`L_{\mathrm{tot}}`$ describes the result of averaging of the X-ray luminosities of many galaxies having similar values of SFR, it is the mode of the $`p(L_{\mathrm{tot}})`$ distribution that predicts the most probable value of the total luminosity of a randomly chosen galaxy. The non-linear behavior in the low SFR regime is caused by the skewness of the probability distribution $`p(L_{\mathrm{tot}})`$ resulting in a difference between expectation mean and mode. In the high SFR limit, the $`p(L_{\mathrm{tot}})`$ distribution asymptotically approaches the Gaussian distribution, in accord with the Central Limit Theorem. The boundary value of SFR, separating the non-linear and linear regimes of the $`L_X`$SFR relation is defined by the parameters of the luminosity function.

Interestingly, the fact of the existence of a linear regime in the $`L_X`$–SFR relation is a direct consequence of the cut-off in the luminosity function. Only in the presence of a maximum possible luminosity for the sources, $`L_{\mathrm{cut}}`$, (for instance Eddington limit for a neutron star) a linear regime can exist, when the total luminosity of a galaxy is defined by a sufficiently large number of bright sources near $`L_{\mathrm{cut}}`$, and any subsequent increase of the star formation rate results in linear growth of the total luminosity.

In the above discussion, we used high mass X-ray binary populations in star forming galaxies as an example. Obviously, the effect considered in this paper is of a broader general interest and is at work in many situations related to computing/measuring integrated luminosity of a finite number of discrete sources. One example related to the application of stellar synthesis models to observations of stellar clusters has been independently discovered by Cervino & Luridana (2004).

The paper is structured as follows. In section 2 we consider the statistical properties of the total luminosity, in particular in section 2.1 derive the formulae for the probability distribution $`p(L_{\mathrm{tot}})`$, using two different approaches, and present results of numerical calculations in 2.2. The variability of the total emission is studied in section 3. In section 4 we discuss astrophysical applications, including the properties of the total X-ray emission of a galaxy due to its population of high- (section 4.2, 4.3) and low- (section 4.4) mass X-ray binaries. Our results are summarized in section 5. In the Appendixes we derive convenient approximations for $`\stackrel{~}{L}_{\mathrm{tot}}`$ and fractional $`rms`$ of the total emission and consider their asymptotical behaviour. A casual reader, not interested in the mathematical aspects of the problem, can skip section 2.1 and proceed with section 2.2.

## 2 Total luminosity

We consider a population of sources with a luminosity function (LF):

$`{\displaystyle \frac{dN}{dL}}=Af(L)`$ (14)
The expectation values for the total number of sources and the total luminosity are:

$`n={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dN}{dL}}𝑑L`$ (15)
$`L_{\mathrm{tot}}={\displaystyle _0^{\mathrm{}}}L{\displaystyle \frac{dN}{dL}}𝑑L`$ (16)
It is assumed that both quantities are well defined and finite.

### 2.1 The probability distribution of the total luminosity

Below we present two methods of computing the probability distribution of the total luminosity. The second of these two methods is somewhat more convenient computationally.

#### 2.1.1 Method I

To compute the probability distribution for the total luminosity, $`p(L_{\mathrm{tot}})`$, we divide the $`L_1L_2`$ luminosity range into intervals of infinitesimal width $`\delta L_k`$ and express the combined luminosity of all sources as a sum

$`L_{\mathrm{tot}}={\displaystyle \underset{k}{}}L_{\mathrm{tot},\mathrm{k}}`$ (17)
where $`L_{\mathrm{tot},\mathrm{k}}`$ is the combined luminosity of the sources in the $`k`$-th interval, running from $`L_k`$ to $`L_k+\delta L_k`$. The number of sources in the interval ($`L_k`$, $`L_k+\delta L_k`$) obeys a Poisson distribution with mean

$`\mu _k={\displaystyle \frac{dN}{dL}}(L=L_k)\delta L_k`$ (18)
For $`\delta L_k0`$, it is sufficient to consider the occurrence of either zero or one source per interval whose probabilities are, respectively:

$`p_k(0)=1{\displaystyle \frac{dN}{dL}}\delta L_k+O\left(\delta L_k^2\right)`$ (19)
$`p_k(1)={\displaystyle \frac{dN}{dL}}\delta L_k+O\left(\delta L_k^2\right)`$
The probability distribution for the combined luminosity of the sources in the $`k`$-th interval is

$`p(L_{\mathrm{tot},\mathrm{k}})=\delta (L_{\mathrm{tot},\mathrm{k}})\left(1{\displaystyle \frac{dN}{dL}}\delta L_k\right)+`$
$`\delta (L_{\mathrm{tot},\mathrm{k}}L_k){\displaystyle \frac{dN}{dL}}\delta L_k`$ (20)
where $`\delta (xx_0)`$ is the delta function. The characteristic function of this distribution is

$`\widehat{p}(L_{\mathrm{tot},\mathrm{k}})={\displaystyle p(L_{\mathrm{tot},\mathrm{k}})e^{i\omega L}𝑑L}=`$
$`1{\displaystyle \frac{dN}{dL}}\delta L_k+{\displaystyle \frac{dN}{dL}}\delta L_ke^{i\omega L_k}`$ (21)
Using the convolution theorem, the characteristic function of the probability distribution of the total luminosity can be computed as a product of characteristic functions of $`p(L_{\mathrm{tot},\mathrm{k}})`$

$`\widehat{p}(L_{\mathrm{tot}})={\displaystyle \underset{k}{}}\widehat{p}(L_{\mathrm{tot},\mathrm{k}})`$ (22)
$`\mathrm{ln}\widehat{p}(L_{\mathrm{tot}})={\displaystyle \underset{k}{}}\mathrm{ln}(1{\displaystyle \frac{dN}{dL}}\delta L_k+{\displaystyle \frac{dN}{dL}}\delta L_ke^{i\omega L_k})=`$
$`{\displaystyle \underset{k}{}}{\displaystyle \frac{dN}{dL}}\delta L_k+{\displaystyle \underset{k}{}}{\displaystyle \frac{dN}{dL}}\delta L_ke^{i\omega L_k}+O\left(\delta L_k^2\right)=`$
$`{\displaystyle \frac{dN}{dL}𝑑L}+{\displaystyle \frac{dN}{dL}e^{i\omega L}𝑑L}`$ (23)
Finally,

$`p(L_{\mathrm{tot}})={\displaystyle \widehat{p}(L_{\mathrm{tot}})e^{i\omega L_{\mathrm{tot}}}𝑑\omega }=`$
$`{\displaystyle exp\left(\frac{dN}{dL}e^{i\omega L}𝑑Lni\omega L_{\mathrm{tot}}\right)𝑑\omega }`$ (24)
where $`n`$ is given by eq.(15).

#### 2.1.2 Method II

The probability distribution of the total number of sources follows a Poisson distribution $`P_\mu (n)=\mu ^ne^\mu /n!`$ with mean $`\mu `$ given by eq.(15). The probability distribution of the total luminosity is:

$`p(L_{\mathrm{tot}})={\displaystyle \underset{n=0}{\overset{n=\mathrm{}}{}}}P_\mu (n)p_n(L_{\mathrm{tot}})`$ (25)
where $`p_n(L_{\mathrm{tot}})`$ is the probability distribution of the total luminosity of exactly $`n`$ sources. In the majority of practically interesting cases, the total number of sources is sufficiently large, $`n>>1`$, and the Poisson distribution in eq.(25) can be replaced by the delta-function $`\delta (nn)`$:

$`p(L_{\mathrm{tot}})p_n(L_{\mathrm{tot}}),n=n>>1`$ (26)
where $`n=n`$ is given by eq.(15)

The probability distribution of the sum of $`n`$ random variables, $`L_{\mathrm{tot}}=_{k=1}^{k=n}L_k`$, can be calculated using the convolution theorem:

$`\widehat{p_n}=\widehat{p_1}^n`$
$`\widehat{p_1}(\omega )={\displaystyle _0^{\mathrm{}}}p_1(L)e^{i\omega L}𝑑L`$ (27)
$`p_n(L_{\mathrm{tot}})={\displaystyle _{\mathrm{}}^+\mathrm{}}\widehat{p_n}(\omega )e^{i\omega L_{\mathrm{tot}}}𝑑\omega `$
where $`p_1(L)`$ is the probability distribution for the luminosity of one source, which equals the luminosity function with appropriate normalization:

$`p_1(L)={\displaystyle \frac{1}{n}}{\displaystyle \frac{dN}{dL}}`$ (28)
The probability distribution $`p_n(L_{\mathrm{tot}})`$, defined by eq.(27), describes the case when $`n`$ sources are observed. On the contrary, the distribution $`p(L_{\mathrm{tot}})`$, defined by eq.(24), is parametrized via the normalization of the luminosity function or, equivalently, via the expectation value $`n`$, and describes the case when $`n`$ sources are expected. These two distributions are related via eq.(25). For $`n>>1`$, which is often the case, they are nearly identical, and it can be assumed that $`n=n`$ and both quantities are related to the normalization of the luminosity function via eq.(15).

### 2.2 Illustrative examples

To illustrate the behaviour of the total luminosity we assume a power law luminosity function:

$`{\displaystyle \frac{dN}{dL}}=\{\begin{array}{cc}AL^\alpha \hfill & \text{if }L_1LL_2\hfill \\ 0\hfill & \text{otherwise}\hfill \end{array}`$ (31)
#### 2.2.1 Probability distribution $`p_n(L_{\mathrm{tot}})`$

The probability distributions $`p_n(L_{\mathrm{tot}})`$ for various values of the slope $`\alpha `$ and the number of sources $`n`$ are shown in Fig.1. To facilitate the comparison of distributions for different values of $`n`$, the abscissa in these plots is the average luminosity $`L_{\mathrm{tot}}/n=_{k=1}^{k=n}L_k/n`$. The values of the luminosity cut-offs were fixed at $`L_1=1`$ and $`L_2=10^3`$

The skewness of the probability distribution $`p_n(L_{\mathrm{tot}})`$ leads to a deviation of its mode $`\stackrel{~}{L}_{\mathrm{tot}}`$ (the most probable value of the total luminosity) from the expectation mean $`L_{\mathrm{tot}}`$ indicated in each panel by the vertical dashed line. The effect is most pronounced for $`\alpha 3/2`$, is unimportant for for shallow luminosity functions with $`\alpha <1`$ and gradually diminishes with increasing $`\alpha `$ at $`\alpha >2`$.

For illustration, we also show in Fig.1 the probability distributions for a flat LF, $`\alpha =0`$, in which case $`\stackrel{~}{L}_{\mathrm{tot}}`$ exactly equals $`L_{\mathrm{tot}}`$. Naturally, for any value of $`\alpha `$ the $`p_n(L_{\mathrm{tot}})`$ Gaussian distribution in the limit of $`n\mathrm{}`$, in accord with the Central Limit Theorem. Correspondingly $`\stackrel{~}{L}_{\mathrm{tot}}L_{\mathrm{tot}}`$ in this limit.

#### 2.2.2 The most probable value of total luminosity

The dependence of the most probable value of the total luminosity $`\stackrel{~}{L}_{\mathrm{tot}}`$ on the total number of sources $`n`$ for different values of $`\alpha `$ and the ratio $`L_2/L_1`$ is shown in Fig.2 and 3. Convenient analytical approximations for the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation are derived in Appendix A and its asymptotical behavior is considered in Appendix A.2.

The $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation is significantly non-linear for “small” number of sources or, equivalently, for small values of the LF normalization $`A`$. For $`L_1<<L_2`$, $`\alpha >1`$, the boundary between the non-linear and linear regimes, expressed in terms of the normalization $`A`$, depends only on the LF slope $`\alpha `$ and its high luminosity cut-off $`L_2`$ (see Appendix A.2). This is due to the fact that the behavior of $`\stackrel{~}{L}_{\mathrm{tot}}`$ is defined by the number of sources near the high luminosity cut-off of the luminosity function, rather than by the total number of sources in the entire $`L_1L_2`$ luminosity range, i.e. the condition for the linear regime is:

$`N(LL_2)L_2{\displaystyle \frac{dN}{dL}}\left(L=L_2\right)1`$ (32)
The total number of sources in the $`L_1L_2`$ luminosity range, on the contrary, is defined by the low luminosity cut-off $`L_1`$ (for $`\alpha >1`$). For sufficiently large $`L_2/L_1`$, the non-linear regime can occur for an arbitrarily large total number of sources (cf. the curves corresponding to different values of $`L_2/L_1`$ in Fig.2). Interestingly, for the LF slope in the range of $`1<\alpha <2`$, where the effect is strongest, there is a relatively sharp break separating the non-linear part of the dependence from the linear part.

Although for small $`n`$ the most probable value of luminosity $`\stackrel{~}{L}_{\mathrm{tot}}`$ can deviate significantly from the expectation mean $`L_{\mathrm{tot}}`$ (Fig.1,2), the condition $`p(L_{\mathrm{tot}})L_{\mathrm{tot}}𝑑L_{\mathrm{tot}}=L_{\mathrm{tot}}`$ is satisfied for any $`n`$. Consequently, the average of $`L_{\mathrm{tot}}`$ over a large number of realizations with the same $`n`$ always equals $`L_{\mathrm{tot}}`$. This equality is achieved due to the existence of outliers, having values of $`L_{\mathrm{tot}}`$ significantly exceeding both $`\stackrel{~}{L}_{\mathrm{tot}}`$ and $`L_{\mathrm{tot}}`$, in accordance with the skewness of the probability distribution $`p_n(L_{\mathrm{tot}})`$ for small $`n`$. This naturally leads to enhanced and asymmetric dispersion of the observed values of $`L_{\mathrm{tot}}`$ in the non-linear regime as illustrated by the shaded areas in Fig.3.

### 2.3 The luminosity of the brightest source in a sample

The probability distribution for the luminosity of the brightest source observed in a sample of $`n`$ sources equals:

$`p(L_{\mathrm{max}})=\left[p_1(L<L_{\mathrm{max}})\right]^{n1}p_1(L_{\mathrm{max}})n`$ (33)
where $`p_1(L)`$ is the probability distribution for the luminosity of one source (e.g. eq.(28)) and $`p_1(L<L_{\mathrm{max}})`$ denotes the cumulative probability $`p_1(L<L_{\mathrm{max}})=_0^{L_{\mathrm{max}}}p_1(L)𝑑L`$.

The $`p(L_{\mathrm{max}})`$ distribution for $`\alpha =1.5`$ is shown in Fig.4 and illustrates the intuitively obvious fact that if the number of sources is sufficiently small the brightest sources most likely will not reach the highest possible value of $`L_2`$. An analytical formula for the most probable value of the luminosity of the brightest source is given by eq.(41).

## 3 Variability of the total emission

For a population of $`n`$ sources with luminosities $`L_k`$ and fractional $`rms`$ of aperiodic variability $`rms_k`$, the fractional rms of the total emission equals:

$`rms_{\mathrm{tot}}^2={\displaystyle \frac{_{k=1}^nL_k^2rms_k^2}{\left(_{k=1}^nL_k\right)^2}}`$ (34)
assuming that variations of the source fluxes are uncorrelated with each other. In the following we also assume for simplicity that all sources have the same value of fractional rms, i.e. $`rms_k=rms_0`$.

In the limit of $`n\mathrm{}`$, corresponding to the linear regime in the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation, the sums in the eq.(34) can be replaced by the respective integrals of the LF:

$`{\displaystyle \frac{rms_{\mathrm{tot}}^2}{rms_0^2}}={\displaystyle \frac{L^2𝑑N/𝑑L𝑑L}{\left(L𝑑N/𝑑L𝑑L\right)^2}}{\displaystyle \frac{1}{n}}{\displaystyle \frac{1}{A}}{\displaystyle \frac{1}{L_{\mathrm{tot}}}}`$ (35)
In the linear regime the fractional $`rms`$ of the collective emission obeys $`1/\sqrt{n}`$ averaging law, as expected for uncorrelated variations of individual sources.

In the non-linear regime, however, for a sufficiently flat luminosity function, the total luminosity is defined by a few brightest sources. To first approximation the number of such sources effectively contributing to the sums in eq.(34) does not depend on the LF normalization. Consequently, the fractional $`rms`$ of the total emission is constant, independently on the total number of sources or of their total luminosity. This contradicts the intuitive expectation that the fractional $`rms`$ decreases with the number of sources as $`rms1/\sqrt{n}`$.

To illustrate this behavior we performed a series of the Monte-Carlo simulations for a power law LF. For each set of parameters and a given value of the number of sources, in each run $`n`$ sources were placed between $`L_1`$ and $`L_2`$ with a power law luminosity distribution, eq.(31). For each run, the ratio $`rms_{\mathrm{tot}}^2/rms_0^2`$ was computed following eq.(34). From results of many runs, the probability distribution for $`rms_{\mathrm{tot}}^2/rms_0^2`$ was obtained. The maximum of this distribution defines the most probable value of $`rms_{\mathrm{tot}}^2`$ and its width characterizes the intrinsic dispersion of this quantity. The examples are shown in Fig.5 for two values of the LF slope, $`\alpha =1.5,\mathrm{\hspace{0.17em}2.5}`$. For $`\alpha <1`$ and $`\alpha >3`$ there is no non-linear regime and the fractional $`rms`$ of the total emission obeys $`1/\sqrt{n}`$ law for any $`n`$. In plotting Fig.5, we converted $`rms_{\mathrm{tot}}^2`$ to $`rms_{\mathrm{tot}}`$, so that the thick solid curves shows the behavior of the square root of the most probable value of the $`rms_{\mathrm{tot}}^2/rms_0^2`$ ratio.

Approximate formulae for $`rms_{\mathrm{tot}}^2`$ are derived in Appendix B.

## 4 Astrophysical applications

### 4.1 Determining LF parameters from total emission of unresolved sources

The shape of the $`\stackrel{~}{L}_{\mathrm{tot}}A`$ relation ($`A`$ is the normalization of the luminosity function) is defined by the parameters of the luminosity function. For $`1\alpha 2`$, it has two distinct power law regimes, separated by a break (Fig.2 and 3):

$`\stackrel{~}{L}_{\mathrm{tot}}\{\begin{array}{cc}A^{\frac{1}{\alpha 1}}\hfill & A<A_{\mathrm{break}}\hfill \\ A\hfill & A>A_{\mathrm{break}}\hfill \end{array}`$ (38)
The position of the break between the non-linear and linear regime is defined by the high luminosity cut-off of the LF and its slope as described by eq.(55). This opens a possibility to determine the LF parameters without actually resolving the individual sources, but studying large samples of objects (e.g. galaxies) and the relation between their total emission and the normalization $`A`$. The value of $`A`$ in many cases can be determined independently from observations at other wavelengths. For example, the normalizations of the luminosity functions of high and low mass X-ray binaries are proportional to the star formation rate (Grimm et al., 2003) and stellar mass (Gilfanov, 2004) of the host galaxy respectively. Both quantities can be determined from the conventional indicators, such as radio or near-infrared luminosities.

Of course with the sub-arcsec angular resolution of Chandra the luminosity distribution of point sources in nearby galaxies can be studied directly. However, for more distant galaxies, D$`3050`$ Mpc, even Chandra resolution becomes insufficient and only the total luminosity of the galaxy can be measured. Provided that the contaminating contribution of the emission of a central AGN and/or of hot X-ray emitting gas can be constrained or separated, one can study the relation between the total luminosity $`L_X`$ of a (unresolved) galaxy and its star formation rate or stellar mass. The $`L_X`$SFR or $`L_XM_{}`$ “growth curves” constructed for large samples of galaxies and spanning a broad range of SFR and $`M_{}`$ can be used to constrain the XLF parameters of X-ray binaries in distant galaxies including those located at intermediate and high redshifts. With this, one can study the influence of a number of factors such as effects of binary evolution, metallicity, regimes of star formation, etc. on the luminosity distribution of X-ray binaries.

### 4.2 High mass X-ray binaries in star forming galaxies

#### 4.2.1 $`L_X`$SFR relation for star forming galaxies

The slope of the “universal” luminosity function of HMXBs, $`\alpha =1.6`$, is in the range where the non-linear behavior of the $`\stackrel{~}{L}_{\mathrm{tot}}A`$ relation is most pronounced. In the left panel of Fig.6 we plot the probability distribution of the total luminosity $`p(L_{\mathrm{tot}})`$, computed for different values of the star formation rate. The distribution is strongly asymmetric in the non-linear low-SFR regime which, for the parameters of the “universal” HMXB XLF, corresponds to the formation rate of massive stars below SFR$`45`$ M/yr. Note that a small value of SFR does not necessarily imply a small total number of sources, which is defined by the (unknown) low luminosity cut-off of the HMXB XLF. For example, for SFR=0.2 M/yr, when the non-linear effect is very pronounced, the total number of sources might be as large as $`300`$ ($`1200`$) for the low luminosity cut-off of $`10^{34}`$ ($`10^{33}`$) erg/s. These low values of the star formation rate correspond to the familiar examples of the Milky Way galaxy and the Magellanic Clouds. On the opposite end among the relatively nearby and well known galaxies are the Antennae interacting galaxies which, with the star formation rate of SFR$`7`$ M/yr, have a nearly symmetric $`p(L_{\mathrm{tot}})`$ distribution, sufficiently close to the normal distribution.

The predicted $`L_X`$SFR relation is shown in the right panel in Fig.6, along with the measured values of X-ray luminosities and the star formation rates for a number of nearby galaxies and galaxies observed with Chandra at intermediate redshifts, $`z0.21.3`$, in the Hubble Deep Field North. The data shown in Fig.6 are from Grimm et al. (2003), complemented with the local galaxies data from Ranalli, Comastri & Seti (2003). In plotting the latter we removed the duplications and the galaxies likely to be contaminated by the contribution of low mass X-ray binaries, unrelated to the current star formation activity, as discussed by Gilfanov et al. (2004). The luminosities and star formation rates for the Hubble Deep Field North galaxies (Brandt et al., 2001) were computed for the following cosmological parameters: $`H_0=70`$ km/s/Mpc, $`\mathrm{\Omega }_m=0.3`$, $`\mathrm{\Lambda }=0.7`$, as described in Gilfanov et al. (2004).

Fig.6 further illustrates the difference between the mode and the expectation mean of the $`p(L_{\mathrm{tot}})`$ probability distribution. The thick solid line in the right panel shows the SFR–dependence of the mode of $`p(L_{\mathrm{tot}})`$ and predicts the most probable value of the X-ray luminosity of a randomly chosen galaxy. If observations of many (different) galaxies with similar values of SFR are performed, the obtained values of $`L_{\mathrm{tot}}`$ will obey the probability distribution depicted in the left panel. The average of the measured values of $`L_{\mathrm{tot}}`$ will be equal to the expectation mean given by eq.(4) and shown by the dashed straight lines in the left and right panels. Due to the properties of $`p(L_{\mathrm{tot}})`$ these two quantities are not identical in the low-SFR limit when the total luminosity is defined by the small number of the most luminous sources. Only in the large SFR limit when there are sufficiently many sources with luminosities near the cut-off of the luminosity function, $`\mathrm{log}(L_X)40`$, does the $`L_X`$SFR relation behave in the intuitively expected way.

Owing to the skewness of the probability distribution $`p(L_{\mathrm{tot}})`$ large and asymmetric dispersion among the measured values of $`L_{\mathrm{tot}}`$ is expected in the non-linear low-SFR regime. This asymmetry is already seen in Fig.6 – at low SFR values there are more points above the thick solid curve than below. Moreover, the galaxies lying significantly above the solid and dashed curves in Fig.6 should be expected at low SFR and will inevitably appear as the plot is populated with more objects. Such behavior differs from a typical astrophysical situation and should not be ignored when analyzing and fitting the $`L_X`$–SFR relation in the low SFR regime. In particular, due to non-Gaussianity of the $`p(L_{\mathrm{tot}})`$ distribution the standard data analysis techniques – least square and $`\chi ^2`$ fitting – become inadequate.

#### 4.2.2 High luminosity cut-off in the HMXB XLF

The position of the break between the non-linear and linear parts of the $`L_X`$–SFR relation depends on the LF slope and its cut-off luminosity (Fig.7, eq.55): $`\mathrm{SFR}_{\mathrm{break}}L_{\mathrm{cut}}^{\alpha 1}`$. This allows to constrain the parameters of the luminosity distribution of compact sources using the data of spatially unresolved galaxies as discussed in section 4.1.

Agreement of the predicted $`L_X`$SFR relation with the data both in high- and low-SFR regimes confirms the universality of the HMXB luminosity function, derived by Grimm et al. (2003) from significantly fewer galaxies (shown as crossed boxes) than plotted in Figs.6, 7. It provides an independent confirmation of the existence of a cut-off in the HMXB XLF at $`\mathrm{log}(L_{\mathrm{cut}})40.5`$, including HMXBs in spatially unresolved high redshift galaxies from the Hubble Deep Field North. This implies, in particular, that ultra-luminous X-ray sources (ULX) at redshifts of $`z0.21.3`$ were not significantly more luminous than those observed in the nearby galaxies.

#### 4.2.3 Aperiodic variability

X-ray flux from X-ray binaries is known to be variable in a broad range of time scales, from $``$msec to $``$ years. In addition to a number of coherent phenomena and quasi-periodic oscillations, significant continuum aperiodic variability is often observed. The fractional rms of aperiodic variations depends on the nature of the binary system and the spectral state of the X-ray source and is usually in the range from a fraction of a per cent to $`2030`$ per cent. Correspondingly, the combined emission of X-ray binaries in a galaxy should be also variable in a similarly broad range of time scales. It has been suggested by Grimm, Gilfanov & Sunyaev (2004) that due to a large difference in the characteristic time scales of the accretion flow onto a stellar mass object and onto a supermassive black hole variability of the X-ray emission from a galaxy can be used to distinguish between the combined emission of a population of X-ray binaries and that of an accreting supermassive black hole in the centre of a galaxy (AGN).

From results of section 3 and Appendix B one should expect that in the non-linear low-SFR regime the fractional $`rms`$ of the total X-ray emission of a star forming galaxy is independent of SFR. This prediction is confirmed by the results of the Monte-Carlo simulations performed as described in section 3 and shown in Fig.8. For moderate star formation rates, SFR$`510M_{\mathrm{}}`$/yr, we predict a rather large aperiodic variability of the total emission of HMXBs at the level of $`1/31/2`$ of the fractional $`rms`$ of individual X-ray binaries. At larger values of SFR, corresponding to the linear regime in the $`L_X`$SFR relation, it decreases as $`rms1/\sqrt{\mathrm{SFR}}`$, in accord with eq.(68). Also shown in Fig.8 are values of the fractional $`rms`$ reduction, computed directly from eq.(34) using the luminosities of the observed HMXBs in the Milky Way (Grimm et al., 2002), SMC (Yokogawa et al., 2000), and in the Antennae galaxies (Zezas et al., 2002). Note, that the predicted $`rms`$SFR relation can be modified by the luminosity dependence of the $`rms`$ of individual sources. This factor might become especially important at large values of SFR when the total luminosity of a star forming galaxy is dominated by ULXs whose variability properties we know little about.

#### 4.2.4 Luminosity of the brightest source

As the first Chandra observations of compact sources in nearby galaxies became available, it has been noted (e.g. Sarazin et al., 2001; Irwin et al., 2002; Fabbiano & White, 2003) that the luminosity of the brightest X-ray binary in a galaxy might depend on its properties. In particular in the case of high mass X-ray binaries it appeared to correlate with the star formation rate of the host galaxy. For example, in the Antennae galaxies, a number of compact sources have been discovered with luminosities of $`10^{40}`$ erg/s (Zezas et al., 2002). On the other hand, the luminosities of the brightest HMXB sources in the Milky Way do not exceed $`10^{38}`$ erg/s (Grimm et al., 2002). It has been argued that this might reflect the difference in the intrinsic source properties, related to the difference in the galactic environment and in initial conditions for X-ray binary formation in starburst galaxies and in galaxies with weak and steady star formation.

However, as discussed in section 2.3, the probability distribution for the luminosity of the brightest source in a galaxy, $`p(L_{\mathrm{max}})`$, depends on the LF normalization, i.e. on the SFR of the host galaxy in the case of HMXBs. The luminosity of the brightest source increases with SFR, until it reaches the maximum possible value, defined by the high luminosity cut-off of the LF. The $`p(L_{\mathrm{max}})`$ distributions, computed from eq.(33) for the parameters of the “universal” HMXB XLF, are shown for different values of SFR in the left panel of Fig.9. The right panel in Fig.9 shows the dependence of the most probable value of the luminosity of the brightest HMXB on the SFR of the host galaxy, described by eq.(41), along with its intrinsic 67% uncertainty. Filled symbols in Fig.9 are the luminosities of the brightest source observed in star forming galaxies from the sample of Grimm et al. (2003, and references therein). As is clear from the plot, the large difference in the maximum luminosity between low- and high-SFR galaxies, e.g. between the Milky Way and the Antennae galaxies, can be naturally understood in terms of the properties of the probability distribution $`p(L_{\mathrm{max}})`$. No additional physical processes, affecting HMXBs formation in starburst galaxies, need to be invoked.

### 4.3 Intermediate mass black holes

The hypothetical intermediate mass black holes, probably reaching masses of $`10^{25}M_{}`$, might be produced, e.g. via black hole merges in dense stellar clusters, and can be associated with extremely high star formation rates. To accrete efficiently they should form close binary systems with normal stars or be located in dense molecular clouds. It is natural to expect, that such objects are significantly less frequent than $``$stellar mass black holes. The transition from $``$stellar mass BH HMXB to intermediate mass BHs should manifest itself as a step in the luminosity distribution of compact sources (Fig.10, left panel). If the cut-off in the HMXB XLF, observed at $`\mathrm{log}(L_{\mathrm{cut}})40.5`$ corresponds to the maximum possible luminosity of “ordinary” $``$stellar mass black holes and if at $`L>L_{\mathrm{cut}}`$ a population of hypothetical intermediate mass BHs emerges, it should lead to a drastic change in the slope of the $`L_X`$–SFR relation at extreme values of SFR (Fig.10, right panel). Therefore, observations of $`L_X`$SFR relation for distant star forming galaxies with very high SFR might be an easy way to probe the population of intermediate mass black holes.

### 4.4 Low mass X-ray binaries

#### 4.4.1 $`L_X`$stellar mass relation and maximum luminosity

As was shown by Gilfanov (2004) the luminosity distribution of low mass X-ray binaries in nearby early type galaxies and bulges of spiral galaxies can be described by a “universal” XLF whose shape is approximately the same in different galaxies and whose normalization is proportional to the stellar mass of a galaxy. The shape of the “universal” LMXB XLF is significantly more complex than that of HMXBs. It appears to follow the $`L^1`$ power law at low luminosities, gradually steepens at $`\mathrm{log}(L_X)37.037.5`$, and has a rather abrupt cut-off at $`\mathrm{log}(L_X)39.039.5`$. In the $`\mathrm{log}(L_X)37.538.7`$ luminosity range, it approximately follows a power law with the differential slope of $`1.81.9`$.

Given the shape of the XLF, the total luminosity of LMXB sources in a galaxy is defined by the sources with $`\mathrm{log}(L_X)3738`$, the contribution of the brighter and, especially, weaker sources being less significant. Therefore the non-linear regime in the $`L_XM_{}`$ relation, although does exist for $`\mathrm{log}(M_{})10.010.5`$, is less important than in the $`L_X`$SFR relation for high mass X-ray binaries (see, for example, Fig.14 in Gilfanov 2004).

Significantly more pronounced is the dependence of the luminosity of the brightest source on the LF normalization, i.e. on the stellar mass of the host galaxy. In order to study this dependence we used the broken power law approximation for the LMXB XLF from Gilfanov (2004) and performed a series of the Monte-Carlo simulations, similar to those described in section 3. The probability distribution of the maximum luminosity $`p(L_{\mathrm{max}})`$, obtained from these simulations, is shown in the left panel in Fig.11 for different values of the stellar mass of the host galaxy. The right panel shows the dependence of the most probable value of the maximum luminosity and of its 67% intrinsic spread on the stellar mass. Its broken line shape is a result of the broken power law approximation of the LMXB XLF used in the simulations. Solid symbols show the observed values of the maximum luminosity for the number of nearby early type galaxies, bulges of spiral galaxies and for LMXBs in the Milky Way from the sample of Gilfanov (2004, and references therein).

Similarly to HMXBs in star forming galaxies it is obvious from Fig.11 that the significant difference in the value of the luminosity of the brightest source can be naturally explained by the properties of the luminosity function of LMXBs. The same effect leads to an artificial (unphysical) dependence of the average luminosity of low mass X-ray binaries in a galaxy on its stellar mass (e.g. Fig.17 in Gilfanov 2004). So far there is no evidence for a significant change of intrinsic properties of low mass X-ray binaries with galactic environment. The difference between the luminosity of the brightest LMXB in massive elliptical galaxies and the bulges of spiral galaxies can be understood based on the probability arguments.

#### 4.4.2 Variability

As in the case of HMXBs, in the linear large-mass limit, $`\mathrm{log}(M_{})10.5`$, the fractional $`rms`$ of the aperiodic variability of the combined emission of LMXBs follows the $`rms_{\mathrm{tot}}1/\sqrt{M_{}}`$ averaging law. Owing to the shape of the LMXB XLF it decreases rather quickly with the stellar mass of the galaxy in the non-linear low-mass regime as well (Fig.12). Consequently, in massive elliptical galaxies, with stellar mass $`\mathrm{log}(M_{})11.011.5`$, the fractional $`rms`$ variability of the total emission will be suppressed by a factor of $`1015`$ with respect to the $`rms`$ of individual sources. In a galaxy similar to the Milky Way with $`\mathrm{log}(M_{})10.510.7`$ the suppression factor is $`5`$. Considerable variability on the level of $`1/41/2`$ of that of individual X-ray binaries can be expected only for light bulges of spiral galaxies with masses in the $`\mathrm{log}(M_{})9.510.5`$ range.

Fig.13 compares the dependence of the fractional $`rms`$ on the most probable value of the total luminosity for high and low mass X-ray binaries. In the bright luminosity end, $`\mathrm{log}(L_X)39.5`$, the X-ray emission from early type galaxies is expected to be significantly, up to a factor of $`7`$, less variable than from star forming galaxies.

## 5 Summary

We studied the statistical properties of the combined emission of a population of discrete sources. Namely, we considered the properties of their total luminosity

$`L_{\mathrm{tot}}={\displaystyle \underset{k=1}{\overset{k=n}{}}}L_k`$ (39)
and its dependence on the number of sources $`n`$ or, equivalently, on the normalization of the luminosity function (LF). Using high mass X-ray binaries in star forming galaxies as an example, $`L_k`$ are the luminosities of individual X-ray binaries in a galaxy and $`L_{\mathrm{tot}}`$ is its total X-ray luminosity due to HMXB population. In this example the normalization of the luminosity function, i.e. the number of HMXBs in the galaxy $`n`$, is proportional to its star formation rate. We showed that due to statistical properties of the probability distribution $`p(L_{\mathrm{tot}})`$ the result of a measurement of the total luminosity of a randomly chosen galaxy might deviate significantly from the intuitively obvious expression

$`L_{\mathrm{tot}}={\displaystyle _0^+\mathrm{}}L{\displaystyle \frac{dN}{dL}}𝑑Ln\mathrm{SFR}`$ (40)
These properties of $`p(L_{\mathrm{tot}})`$ can result in a surprising non-linear dependence of the total luminosity on $`n`$. They can also cause anomalous variability of the combined emission in an apparent violation of the $`rms1/\sqrt{n}`$ averaging law for uncorrelated variations of individual sources.

Our results can be summarized as follows:

1. The probability distribution $`p(L_{\mathrm{tot}})`$ can be computed numerically from eq.(24) or alternatively eq.(27). Examples are shown in Fig.1.
2. The relevant characteristics of the $`p(L_{\mathrm{tot}})`$ distribution are: (1) its mode $`\stackrel{~}{L}_{\mathrm{tot}}`$ – the value of the random variable $`L_{\mathrm{tot}}`$ for which $`p(L_{\mathrm{tot}})`$ has the maximum and (2) the expectation mean $`L_{\mathrm{tot}}`$ defined by eq.(40).

It is the mode of the $`p(L_{\mathrm{tot}})`$ distribution that predicts the most probable value of the total luminosity of a randomly chosen galaxy. If many galaxies with $``$same total number of sources $`n`$ are observed the measured values of their total X-ray luminosities are distributed according to the $`p(L_{\mathrm{tot}})`$ distribution whose shape depends on the chosen value of $`n`$ (Fig.6, left panel). The average of the measured values of $`L_{\mathrm{tot}}`$ is equal to the expectation mean $`L_{\mathrm{tot}}`$ and is always proportional to $`n`$ in agreement with eq.(40).
3. For small values of the LF normalization, $`\stackrel{~}{L}_{\mathrm{tot}}`$ and $`L_{\mathrm{tot}}`$ do not equal each other (Fig.1) and the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation is non-linear (Fig.23, 6). Only in the limit of $`n1`$, $`\stackrel{~}{L}_{\mathrm{tot}}=L_{\mathrm{tot}}`$ and $`\stackrel{~}{L}_{\mathrm{tot}}`$ depends on $`n`$ linearly. The threshold value of $`n`$ depends on the LF shape and can be arbitrarily large.
4. The skewness of the $`p(L_{\mathrm{tot}})`$ probability distribution in the non-linear regime (Fig.1) results in an enhanced and significantly asymmetric intrinsic dispersion of the measured values of $`L_{\mathrm{tot}}`$ (Fig.3,6). Its non-Gaussianity precludes the use of the standard fitting techniques in analyzing the $`L_{\mathrm{tot}}n`$ relation (e.g. $`L_X`$SFR relation for star forming galaxies), such as $`\chi ^2`$ minimization technique.
5. The variability of the total emission (e.g. aperiodic variability of X-ray emission of a galaxy due to superposition of variabilities of individual sources) in the non-linear regime decreases with the number of sources more slowly than $`rms1/\sqrt{n}`$ law for uncorrelated variations of individual sources, resulting in anomalously high variability of the total emission. In the linear regime the $`rms1/\sqrt{n}`$ dependence is restored (section 3, Fig.5).
6. The amplitude of the discussed effect depends on the shape of the luminosity function. For a power law LF it is strongest for $`1<\alpha <2`$, is unimportant for shallow luminosity functions with $`\alpha <1`$, and gradually diminishes with increase of $`\alpha `$ above $`\alpha =2`$ (Fig.13).

We illustrate these results using the example of the combined emission of X-ray binaries in galaxies and its dependence on the star formation rate and on the stellar mass of the host galaxy.

1. For the slope of the HMXB “universal” XLF, $`\alpha 1.6`$, the discussed effects are strongest with a significant non-linear regime in the $`L_X`$SFR relation at SFR$`45`$ $`M_{}`$/yr. The predicted $`L_X`$SFR dependence is in good agreement with observations (Fig.6). Given the shape of the “universal” LMXB XLF no significant non-linearity of the $`L_XM_{}`$ relations is expected, also in a good agreement with observations.
2. The $`L_X`$SFR relation can be used to constrain the XLF parameters of HMXBs in distant unresolved galaxies including the galaxies observed with Chandra in HDF-N at redshifts $`z0.21.3`$ (sections 4.2.2, 4.3, Figs.7, 10).
3. Both for high and low mass X-ray binaries a strong dependence of the luminosity of the brightest source on the SFR and stellar mass of the host galaxy is expected. The $`L_{\mathrm{max}}`$SFR and $`L_{\mathrm{max}}M_{}`$ dependences predicted from the respective “universal” XLFs explain well the results of Chandra observations of nearby galaxies (Fig.9 and 11). The significant difference in the luminosity of the brightest LMXB between bulges of spiral galaxies and giant ellipticals or between the brightest HMXB in the Milky Way and in starburst galaxies can be understood based solely on probability arguments.
4. We predict enhanced variability of X-ray emission from star forming galaxies due to HMXBs, significantly above the $`1/\sqrt{n}`$ averaging law. For SFR$`5`$ M/yr the expected fractional $`rms`$ of variability of the combined emission of HMXBs does not depend on the star formation rate and approximately equals $`1/31/2`$ of the $`rms`$ of individual sources (Fig.8). On the contrary, variability of X-ray emission from early type galaxies due to LMXBs will be significantly suppressed because of the averaging effect (Fig.12), upto $`310`$ times in the $`10^{10}10^{11}`$ M stellar mass range. For the same total luminosity star forming galaxies are expected to have significantly larger fractional $`rms`$, than massive elliptical and S0 galaxies assuming that fractional the $`rms`$ of individual sources are comparable (Fig.13).

## 6 Acknowledgements

We thank the anonymous referee for the comments, which helped to improve the presentation of the paper.

## Appendix A Approximate solution for the total luminosity

We consider the case of a power law LF, eq.(31), with a slope $`\alpha >0`$. The probability distribution for the luminosity of the brightest source in the sample of $`n`$ sources is defined by eq.(33). The maximum of this distribution gives the most probable value of the luminosity of the brightest sources:

$`\stackrel{~}{L}_{\mathrm{max}}=\mathrm{min}(L_{\mathrm{max}}^{},L_2)`$ (41)
$`\left({\displaystyle \frac{L_{\mathrm{max}}^{}}{L_1}}\right)^{\alpha 1}=1+{\displaystyle \frac{\alpha 1}{\alpha }}(n1)`$
Similarly, the probability distribution of the minimum luminosity in the sample is:

$`p(L_{\mathrm{min}})=\left[p_1(L>L_{\mathrm{min}})\right]^{n1}p_1(L_{\mathrm{min}})n`$ (42)
Contrary to $`p(L_{\mathrm{max}})`$ $`p(L_{\mathrm{min}})`$ declines steeply at $`L>L_1`$ for any $`n`$ (for $`\alpha >0`$). Within the accuracy of this approximation we can assume $`p(L_{\mathrm{min}})=\delta (L_{\mathrm{min}}L_1)`$, i.e. $`L_{\mathrm{min}}=L_1`$.

The total luminosity of $`n`$ sources distributed between $`L_1`$ and $`L_{\mathrm{max}}`$ according to the power law with the slope of $`\alpha `$ ($`\alpha 1,\alpha 2`$) can be approximated as:

$`L_{\mathrm{tot}}n{\displaystyle \frac{1\alpha }{2\alpha }}{\displaystyle \frac{L_{\mathrm{max}}^{2\alpha }L_1^{2\alpha }}{L_{\mathrm{max}}^{1\alpha }L_1^{1\alpha }}}`$ (43)
Knowing the probability distribution $`p(L_{\mathrm{max}})`$ the probability distribution $`p_n(L_{\mathrm{tot}})`$ can be calculated as:

$`p_n(L_{\mathrm{tot}})p(L_{\mathrm{max}})\left({\displaystyle \frac{dL_{\mathrm{tot}}}{dL_{\mathrm{max}}}}\right)^1`$ (44)
where $`L_{\mathrm{max}}=L_{\mathrm{max}}(L_{\mathrm{tot}})`$ is inverse function to eq.(43) and $`p(L_{\mathrm{max}})`$ is given by eq.(33).

The most probable value of $`L_{\mathrm{tot}}`$ is defined by the condition

$`{\displaystyle \frac{dp_n(L_{\mathrm{tot}})}{dL_{\mathrm{tot}}}}=0`$ (45)
With eq.(33), (43) and (44) the above equation can be transformed to: 222Note that in eq.(46) and (47) $`L_{\mathrm{max}}`$ is a parameter rather than the most probable value of the maximum luminosity. The latter is defined by the eq.(41), which is exact.

$`(\alpha 2)\xi ^{2\alpha }(\alpha 2)(1+\alpha n+\alpha n)\xi ^{1+\alpha }+`$ (46)
$`+(\alpha 1)^2(1+n)\xi ^\alpha +\left[1+(\alpha 1)n\right]\xi ^2=0`$
$`\xi ={\displaystyle \frac{L_{\mathrm{max}}}{L_1}}`$
or, equivalently:

$`n={\displaystyle \frac{(\alpha 2)\xi ^{2\alpha }+(2+\alpha \alpha ^2)\xi ^{1+\alpha }+(\alpha 1)^2\xi ^\alpha \xi ^2}{(\alpha 1)[(\alpha 2)\xi ^{1+\alpha }(\alpha 1)\xi ^\alpha +\xi ^2]}}`$ (47)
$`\alpha 1,\alpha 2`$. Because of the simplifying assumption $`p_{\mathrm{min}}(L_{\mathrm{min}})=\delta (L_{\mathrm{min}}L_1)`$ and the approximate nature of eq.(43), the probability distribution defined by eq.(44), is valid only for $`L_{\mathrm{tot}}<L_{\mathrm{tot}}`$ and is undefined otherwise. This, however, is sufficient for our purpose as $`L_{\mathrm{max}}L_2`$ corresponds to the break in the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation (Fig.2 and 3), above which $`\stackrel{~}{L}_{\mathrm{tot}}=L_{\mathrm{tot}}`$.

### A.1 The practical recipe

The $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation can be computed parametrically using eqs.(47) and (43) The practical recipe is for a set of values of $`L_{\mathrm{max}}`$, $`L_1<L_{\mathrm{max}}L_2`$, to compute $`n`$ from eq.(47) and $`L_{\mathrm{tot}}`$ from eq.(43). The pairs of values $`(L_{\mathrm{tot}},n)`$ define the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation before and up to the break. Above the break, $`\stackrel{~}{L}_{\mathrm{tot}}=L_{\mathrm{tot}}`$ and can be computed from eq.(43) with $`L_{\mathrm{max}}=L_2`$ and $`n>n_{\mathrm{break}}`$ – free parameter. The $`n`$ in the obtained $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation can be transformed to the normalization $`A`$ via eq.(15).

The approximation defined by the eqs.(47) and (43) is compared with the results of the exact calculation in Fig.2. It is accurate within $``$ several per cent everywhere, except the break region, where its accuracy is $`1020\%`$.

### A.2 Asymptotics

Using the approximate solution for $`\stackrel{~}{L}_{\mathrm{tot}}`$ from Appendix A we consider the asymptotical behavior of the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation in the limit of $`L_2/L_1\mathrm{}`$, $`\alpha >1`$.

From eq.(47) variable $`\xi `$ is related to the number of sources by (see footnote 2):

$`\xi ^{\alpha 1}=(\alpha 1)n+O(1)`$
$`L_{\mathrm{max}}=\xi L_1`$ (48)
in the limit of $`n>>1`$ or equivalently $`L_{\mathrm{max}}>>L_1`$. Although in the limit $`n\mathrm{}`$ this approximation is valid for any $`\alpha >1`$, its accuracy deteriorates considerably for $`\alpha 1.6`$ where it can be improved by replacing $`n`$ in eq.(48):

$`nn{\displaystyle \frac{1+\alpha \alpha ^2}{(\alpha 1)(\alpha 2)}},1<\alpha 1.6`$ (49)
The most probable value of the total luminosity is given by

$`{\displaystyle \frac{\stackrel{~}{L}_{\mathrm{tot}}}{L_{\mathrm{tot}}}}{\displaystyle \frac{1\left[(\alpha 1)n\right]^{\frac{2\alpha }{\alpha 1}}}{1\left(L_2/L_1\right)^{2\alpha }}}`$ (50)
$`\alpha >1`$, $`\alpha 2`$, $`n>>1`$. Using eq.(15), (16) it can be expressed via the normalization of the luminosity function $`A`$ or transformed to the relations for $`\stackrel{~}{L}_{\mathrm{tot}}`$. As with eq.(48), the accuracy of eq.(50) can be significantly improved using eq.(49) for $`\alpha 1.6`$.

For $`1<\alpha <2`$ the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation shows a sharp break between the non-linear and linear regimes (Fig.2,3). From eq.(50) one can obtain:

$`\stackrel{~}{L}_{\mathrm{tot}}\{\begin{array}{cc}n^{\frac{1}{\alpha 1}}\hfill & n<n_{\mathrm{break}}\hfill \\ n\hfill & n>n_{\mathrm{break}}\hfill \end{array}`$ (53)
This is in an agreement with eq.(12) based on simple qualitative arguments. The position of the break in the $`\stackrel{~}{L}_{\mathrm{tot}}n`$ relation can be obtained from eq.(47) substituting $`\xi =\frac{L_2}{L_1}`$ and using the fact that $`\xi >>1`$:

$`n_{\mathrm{break}}{\displaystyle \frac{1}{\alpha 1}}\left({\displaystyle \frac{L_2}{L_1}}\right)^{\alpha 1}`$ (54)
Expressed in terms of the the normalization $`A`$ of the luminosity function eq.(31) it is:

$`A_{\mathrm{break}}L_2^{\alpha 1}`$ (55)
As intuitively expected, the break position expressed in terms of the normalization of the luminosity function does not depend on the low luminosity cut-off $`L_1`$ and is defined only by the slope of the luminosity function and the high luminosity cut-off (see discussion in section 2.2.2). The total luminosity at the break, however, depends on the low luminosity cut-off for steep luminosity function with $`\alpha >2`$:

$`L_{\mathrm{tot},\mathrm{break}}\{\begin{array}{cc}\frac{L_2}{2\alpha }\hfill & \text{if }1<\alpha <2\hfill \\ \frac{L_2}{\alpha 2}\times \left(\frac{L_2}{L_1}\right)^{\alpha 2}\hfill & \text{if }\alpha >2\hfill \end{array}`$ (58)
as the total luminosity for $`\alpha >2`$ is defined by the sources near the low luminosity cut-off.

## Appendix B Variability of the total emission

In the linear regime of $`L_{\mathrm{tot}}n`$ relation, the fractional $`rms^2`$ of the collective emission is inversely proportional to the number of sources:

$`{\displaystyle \frac{rms_{\mathrm{tot}}^2}{rms_0^2}}\{\begin{array}{cc}\frac{(2\alpha )^2}{(1\alpha )(3\alpha )}\frac{1}{n}\hfill & \text{if }\alpha <1\hfill \\ \frac{(2\alpha )^2}{(\alpha 1)(3\alpha )}\left(\frac{L_2}{L_1}\right)^{\alpha 1}\frac{1}{n}\hfill & \text{if }1<\alpha <2\hfill \\ \frac{(2\alpha )^2}{(\alpha 1)(3\alpha )}\left(\frac{L_2}{L_1}\right)^{3\alpha }\frac{1}{n}\hfill & \text{if }2<\alpha <3\hfill \\ \frac{(2\alpha )^2}{(\alpha 1)(\alpha 3)}\frac{1}{n}\hfill & \text{if }\alpha >3\hfill \end{array}`$ (63)
or, equivalently, to their total luminosity:

$`{\displaystyle \frac{rms_{\mathrm{tot}}^2}{rms_0^2}}\{\begin{array}{cc}\frac{2\alpha }{3\alpha }\frac{L_2}{L_{\mathrm{tot}}}\hfill & \text{if }\alpha <2\hfill \\ \frac{\alpha 2}{3\alpha }\frac{L_2}{L_{\mathrm{tot}}}\left(\frac{L_1}{L_2}\right)^{\alpha 2}\hfill & \text{if }2<\alpha <3\hfill \\ \frac{\alpha 2}{\alpha 3}\frac{L_1}{L_{\mathrm{tot}}}\hfill & \text{if }\alpha >3\hfill \end{array}`$ (67)
The above formulae are valid in the limit $`L_1<<L_2`$.

Similarly to the most probable value of the total luminosity (Appendix A) the fractional $`rms`$ of the total emission can be approximately calculated substituting $`L_2`$ in eq.(35) with some value $`L_{\mathrm{max}}L_2`$. In principle, the probability distribution for the $`rms_{\mathrm{tot}}`$ in eq.(34) could be derived using the probability distribution for $`L_{\mathrm{max}}`$. The maximum of this probability distribution would give a sufficiently accurate approximation for $`rms_{\mathrm{tot}}/rms_0`$. However, for simplicity we use the value of $`L_{\mathrm{max}}`$ from eq.(47). In the limit $`L_2>>L_1`$ one finds for $`1<\alpha <3`$:

$`{\displaystyle \frac{rms_{\mathrm{tot}}^2}{rms_0^2}}={\displaystyle \frac{(\alpha 2)^2}{(\alpha 1)(3\alpha )}}{\displaystyle \frac{\xi ^{3\alpha }}{(\xi ^{2\alpha }1)^2}}{\displaystyle \frac{1}{n}}`$ (68)
for $`n<n_{\mathrm{break}}`$, where $`\xi `$ is defined by eq.(48) with substitution of eq.(49) for $`1<\alpha 1.6`$ and $`n_{\mathrm{break}}`$ is defined by eq.(54). For $`\alpha <1`$ and $`\alpha >3`$ there is no non-linear regime and the fractional $`rms_{\mathrm{tot}}`$ obeys eq.(63) and (67) for any $`n`$.

From eq.(68) one finds for $`1<\alpha <2`$

$`{\displaystyle \frac{rms_{\mathrm{tot}}^2}{rms_0^2}}={\displaystyle \frac{(\alpha 2)^2}{(3\alpha )}}n<n_{\mathrm{break}}`$ (69)
i.e. in the non-linear regime the fractional $`rms`$ of the collective emission does not depend on the number of sources.

The accuracy of eqs.(68) and (69) is sufficiently good for $`\alpha 1.5`$ but deteriorates for smaller values of $`\alpha `$. In the linear regime eqs.(63) and (67) are almost precise, their only approximation is in neglecting higher orders of the $`L_1/L_2`$.