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# Parametric Recovery of Line-of-Sight Velocity Distributions from Absorption-Line Spectra of Galaxies via Penalized Likelihood

## 1. Introduction

The dynamics of stars in a galaxy is uniquely defined by the distribution function and the potential in which the stars move. From the many stable equilibrium configurations for collisionless systems which can in principle be constructed, only some of them are actually observed in our Universe. This constitutes a ‘fossil record’ of galaxy formation. It is still not clear what observable constraints are needed to recover both the distribution function and the gravitational potential of a stellar system (but see, e.g., Dejonghe & Merritt, 1992, for spherical geometry), but simple dimensionality arguments imply that this should not be possible without the knowledge of the full line-of-sight velocity distributions (LOSVD) at all spatial positions on the galaxy image on the sky. It is therefore useful to explore how the LOSVD can be recovered from the observations.

Considering galaxies as pure stellar systems, the spectrum observed at a certain sky position is a (luminosity-weighted) sum of individual stellar spectra redshifted according to their line-of-sight velocities. If one makes the assumption that the spectrum of all stars is given by a single template, then it simply reduces to the convolution between that spectrum and the LOSVD, which can then be retrieved by solving the inverse problem, i.e., deconvolving the spectra using the template. Deconvolution is an intrinsically ill-conditioned problem, which amplifies noise and measurement errors. Due to the special care required in the inversion many techniques have been developed in the last 30 years to recover the LOSVD from the data. The evolution in the methods has been mainly driven by the gradual improvement in the observational techniques and the signal-to-noise ratio ($`\mathrm{S}/\mathrm{N}`$) of the data, and by the steady increase in the available computational speed.

Early methods were mostly using Fourier based techniques, which allowed the LOSVD to be recovered quickly, from a deconvolution process, and in some cases included techniques to reduce the effect of template mismatch (Simkin, 1974; Sargent et al., 1977; Tonry & Davis, 1979; Franx & Illingworth, 1988; Bender, 1990; Statler, 1995). More recently methods have shifted towards fitting the LOSVD directly in pixel space (Rix & White, 1992; Kuijken & Merrifield, 1993; van der Marel, 1994; Saha & Williams, 1994; Merritt, 1997; Gebhardt et al., 2000; Kelson et al., 2000). The reasons for this are that (i) in pixel space it becomes easy to exclude gas emission lines or bad pixels from the fit, and take continuum matching directly into account; (ii) current computers can accommodate the larger computational cost involved; (iii) the availability of libraries with high spectral resolution stellar and galaxy spectra allows the template to be carefully matched to the observed galaxy spectrum (e.g., Emsellem et al., 2004). See de Bruyne et al. (2003) for a more detailed historical overview of the various methods.

The different techniques can be further subdivided according to whether the LOSVD is derived in a non-parametric way (in practice computed on a small set of discrete values) or parametrically, as a function of a limited number of parameters. In the latter case the Gauss-Hermite parametrization by van der Marel & Franx (1993) and Gerhard (1993) is essentially always adopted (but see, e.g., Zhao & Prada, 1996, for an alternative). However even when the LOSVD is determined non-parametrically, the Gauss-Hermite parameters are still generally used to present the result in an easily understandable way.

In this paper we study again the problem of recovering, while working in pixel space, a LOSVD described by the Gauss-Hermite parametrization. Compared to the non-parametric case, the process and the estimation of measurement errors are simplified. In Sec. 2 we describe the general problem. In Sec. 3 we discuss different approaches to the extraction, we find that special care has to be taken when the LOSVD is undersampled by the data or the $`\mathrm{S}/\mathrm{N}`$ is low, and we present a solution based on the maximum penalized likelihood formalism. In Sec. 4 we draw some conclusions.

## 2. Formulation of the problem

The parametric recovery of the LOSVD in pixel space starts with creating a model galaxy spectrum $`G_{\mathrm{mod}}(x)`$, by convolving a template spectrum $`T(x)`$ by a parametrized LOSVD. Both the object and the template spectra are rebinned in wavelength to a linear scale in $`x=\mathrm{ln}\lambda `$, while usually preserving the number of spectral pixels. The best-fitting parameters of the LOSVD are determined by minimizing the $`\chi ^2`$, which measures the agreement between the model and the observed galaxy spectrum $`G(x)`$, over the set of $`N`$ good pixels:

$$\chi ^2=\underset{n=1}{\overset{N}{}}r_n^2$$
(1)
where the residuals are defined as

$$r_n=\frac{G_{\mathrm{mod}}(x_n)G(x_n)}{\mathrm{\Delta }G(x_n)},$$
(2)
with $`\mathrm{\Delta }G(x_n)`$ the measurement error on $`G(x_n)`$.

More specifically the following model is adopted for the galaxy spectrum:

$$G_{\mathrm{mod}}(x)=\underset{k=1}{\overset{K}{}}w_k[BT_k](x)+\underset{l=0}{\overset{L}{}}b_l𝒫_l(x)w_k0,$$
(3)
where $`T_k`$ is in general a library of $`K`$ galaxy or stellar templates, $`B(x)=(cx)`$ is the broadening function, with $`(v)`$ the LOSVD, $`c`$ is the speed of light and $``$ denotes convolution. The $`𝒫_l(x)`$ are here chosen to be the Legendre polynomials of order $`l`$ and account for low frequency differences in shape between the galaxy and the templates. For each given $`(v)`$, the optimization of $`\chi ^2`$ is a bounded-variables linear least-squares problem for the weights $`(w_1,\mathrm{},w_K,b_0,\mathrm{},b_L)`$ which can be solved, e.g., with the specific BVLS algorithm by Lawson & Hanson (1995), or as a quadratic programming problem. Here we are interested in the determination of the parameters defining $`(v)`$ and in what follows we will assume that the weights of Eq. (3) are always optimized in this way. Multiplicative polynomials can also be included in the fit (see Kelson et al., 2000), without affecting the discussion that follows.

Following van der Marel & Franx (1993) and Gerhard (1993) it has become standard to expand the LOSVD as a Gauss-Hermite series

$$(v)=\frac{e^{(1/2)y^2}}{\sigma \sqrt{2\pi }}\left[1+\underset{m=3}{\overset{M}{}}h_mH_m(y)\right]$$
(4)
where $`y=(vV)/\sigma `$ and the $`H_m`$ are the Hermite polynomials. With these definitions the minimization of the $`\chi ^2`$ in Eq. (1) is a nonlinear least-squares optimization problem for the $`M`$ parameters $`(V,\sigma ,h_3,\mathrm{},h_M)`$. Least-squares problems can be solved much more efficiently than general ones, by using specific algorithms which require the user to provide the residuals $`r_n`$ of Eq. (2), to compute explicitly the Hessian matrix of the $`\chi ^2`$ merit function (see, e.g., Press et al., 1992, §15.5). Here we will use the MINPACK111We used an IDL porting of the code by Craig B. Markwardt, available from the Web page http://cow.physics.wisc.edu/$$craigm/idl/ implementation (Moré et al., 1980) of the Levenberg-Marquardt method for nonlinear least-squares problems.

## 3. Discussion

In this section we compare three different approaches to the determination of the best-fitting parameters of the LOSVD in Eq. (4). We explain the limitations of the different methods and finally select the last one as the optimal choice. We do not address here the template mismatch issue, which we assume is minimized by the choice of an optimal library of templates in Eq. (3) as in Emsellem et al. (2004).

To explain the characteristics of the three methods, we will use each of them to extract a realistic but known LOSVD, observed by Scorza & Bender (1995) at $`r=17\mathrm{}`$ along the major axis of the S0 galaxy NGC 3115 (their Fig. A.2). This LOSVD (Fig. 1) is representative of the one observed in a number of galaxies, and can be very well described by a double Gaussian parametrization

$$F(v)=\underset{j=1}{\overset{2}{}}I_j\mathrm{exp}\left[\frac{(vV_j)^2}{2\sigma _j^2}\right],$$
(5)
with parameters $`I_1=0.041`$, $`I_2=0.032`$, $`V_1=48.7`$ km s-1, $`V_2=77.3`$ km s-1, $`\sigma _1=70.0`$ km s-1 and $`\sigma _2=130.0`$ km s-1 (the LOSVD was shifted to zero mean velocity).

The best fit to $`F(v)`$ using a fourth order Gauss-Hermite series (Eq. 4) is obtained with parameters $`V=0.0`$ km s-1, $`\sigma =114.8`$ km s-1, $`h_3=0.150`$ and $`h_4=0.036`$, while the best fitting Gaussian has $`V=2.3`$ km s-1 and $`\sigma =118.9`$ km s-1.

### 3.1. Fitting $`(V,\sigma )`$ first

In an ideal situation where the LOSVD is perfectly sampled by the data, the $`(h_3,\mathrm{},h_M)`$ parameters of the LOSVD (Eq. 4) are essentially uncorrelated to $`(V,\sigma )`$. Therefore one expects the best-fitting parameters to change little, irrespective of whether $`(V,\sigma )`$ are fitted first or together with the other parameters. To lowest order the difference between the two approaches is given by Eq. (10) of van der Marel & Franx (1993).

An advantage of fitting $`(V,\sigma )`$ first is that the Gauss-Hermite parameters that one obtains, coincide with the true Gauss-Hermite moments integrated over the LOSVD (see van der Marel & Franx, 1993, for a detailed discussion). This also means that the value of the parameters $`(h_3,\mathrm{},h_M)`$ do not depend on the adopted number $`M`$ of terms in the expansion. This precise relation between the LOSVD and the extracted kinematical parameters can be very useful for the dynamical modeling (e.g. Rix et al., 1997).

Moreover when only a single template is adopted ($`K=1`$ in Eq. 3), for each pair of $`(V,\sigma )`$ values the best fitting value of all the remaining parameters $`(w_1,h_3,\mathrm{},h_M,b_0,\mathrm{},b_L)`$ can be determined linearly. These ideas led van der Marel (1994) to design an efficient method to fit the parameters of the LOSVD in pixel space, where $`(V,\sigma )`$ are fitted first and the remaining parameters are linearly expanded at the best fitting $`(V,\sigma )`$ solution.

For extracting the stellar kinematics of the 72 galaxies of the SAURON survey (de Zeeuw et al., 2002) we needed to operate in pixel space to be able to deal with the contamination due to emission-line gas present in most of the observed objects (Emsellem et al., 2004). The speed of van der Marel (1994) pixel fitting algorithm was an attractive feature, given the large number ($`200.000`$) of independent spectra from the survey and the need to compute accurate errors by Monte Carlo simulations. However the observed LOSVDs are not always well sampled by the SAURON pixel scale of $`\mathrm{d}v60`$ km s-1. The Nyquist critical frequency for $`h_4`$ is $`\sigma /2`$. This means that undersampling becomes a problem for the derivation of the first four Gauss-Hermite moments of the LOSVD when the observed velocity dispersion is of the order of $`2`$ pixels (for SAURON $`120`$ km s-1).

To test the accuracy of the recovery of the Gauss-Hermite moments using this method, when undersampling becomes significant, we first created a realistic model spectrum by fitting a (logarithmically rebinned) library of Vazdekis (1999) galaxy model spectra to the average SAURON spectrum of the barred lenticular galaxy NGC 3384. This spectrum was oversampled by smoothly interpolating it on a 30 times finer spectral grid and was subsequently convolved with the LOSVD of Fig. 1. It was integrated over the SAURON pixels, in the wavelength range 4800-5380 Å, and Poissonian noise was finally added to represent the simulated galaxy spectrum $`G(x)`$. The template $`T(x)`$ was obtained by integrating the original oversampled spectrum over the SAURON pixels. In Fig. 2 we show an example of such a spectrum, with noise added at $`\mathrm{S}/\mathrm{N}=60`$.

We subsequently tried to recover the true Gauss-Hermite moments, by fitting $`(V,\sigma )`$ first and expanding $`(h_3,\mathrm{},h_M)`$ linearly at the best fitting $`(V,\sigma )`$ location. To check our results we computed the true moments $`(\widehat{h}_3,\widehat{h}_4)`$, by analytically integrating over the LOSVD (Eq. 8 of van der Marel & Franx, 1993), using $`(V,\sigma )`$ of the best fitting Gaussian computed in Sec. 3. We found $`\widehat{h}_3=0.144`$ and $`\widehat{h}_4=0.029`$, which as expected are very close to the best fitting parameters computed before.

The result of this test, both for a $`\mathrm{S}/\mathrm{N}=60`$ and $`\mathrm{S}/\mathrm{N}=600`$, is shown in Fig. 3. Here the shape of the input LOSVD was held fixed, but the velocity scale was varied so that the $`\sigma _{\mathrm{in}}`$ of the best fitting Gauss-Hermite series varied in the range 48–360 km s-1, corresponding to 0.8–6 SAURON pixels, for 1000 different Monte Carlo realizations. By construction, for $`\sigma _{\mathrm{in}}=114.8`$ km s-1 the LOSVD reduces to the one presented in Fig. 1. The recovery of the true moments is strongly biased when $`\sigma _{\mathrm{in}}240`$ km s-1 (4 pixels). This can be understood by the fact that, when the LOSVD is not very well sampled, an asymmetry in the profile can be compensated, during the Gaussian fit, by a small $`V`$ shift, while a symmetric deviation from a Gaussian is nearly equivalent to a change of $`\sigma `$. The bias in the recovery of the input parameters remains unchanged even for a noise-free model spectrum, although of course the scatter in the values disappears. And no improvement is observed if the template is oversampled before convolving it with a well sampled LOSVD in Eq. (3). These results are representative of what we found with different realistic input LOSVDs.

What was seen in the simulation is also found on real SAURON data. The approach of fitting $`(V,\sigma )`$ first, becomes insensitive to any deviation from a Gaussian LOSVD, when the observed velocity dispersion is low ($`120`$ km s-1, or 2 pixels). As a practical example this method gives the misleading impression that the LOSVD in the nucleus of a low-dispersion object like NGC 3384, containing a fast-rotating disk-like structure, is consistent with being essentially symmetric, as, e.g., the central LOSVD of the high-dispersion non-rotating giant elliptical galaxy M 87. This apparent similarity of the overall shape of LOSVD in the two different galaxies is an artefact of the extraction method, and we will show that it is still possible to recover, with a different method, the strong asymmetry of the LOSVD from the SAURON data of NGC 3384, even at low dispersion.

### 3.2. Fitting all parameters simultaneously

The bias present in the recovery of the Gauss-Hermite moments of an undersampled LOSVD, in the previous section, was mainly due to the fact that $`(V,\sigma )`$ were not fitted simultaneously with the other LOSVD parameters. The fit should then become generally unbiased when all $`(V,\sigma ,h_3,\mathrm{},h_M)`$ parameters are varied simultaneously to optimize the fit. In this way one should recover the best fitting parameters of the Gauss-Hermite series, which do not precisely coincide with the true Gauss-Hermite moments of the LOSVD. By definition this method will provide the lowest $`\chi ^2`$ in the fit, and for this reason it was also originally chosen by van der Marel & Franx (1993).

In Fig. 4 we repeated the experiment of the previous section while fitting all the above nonlinear parameters together. As expected the solution is now almost unbiased and the measurements tend to be spread around the true input values, for a wider $`\sigma _{\mathrm{in}}`$ range. However, when $`\sigma _{\mathrm{in}}120`$ km s-1 (2 pixels) and the LOSVD is correspondingly not well sampled, the spectrum does not contain enough information to constrain all the free parameters and the scatter in the recovered values increases dramatically.

Moreover, at low $`\sigma _{\mathrm{in}}`$, the $`\sigma `$ and $`h_4`$ values are not unbiased any more, not being symmetrically distributed around the known input values. The reason for this asymmetry can be understood by looking at the shape of the $`\chi ^2`$ contours, which measure the agreement between the input spectrum $`G(x)`$ and its best fitting model $`G_{\mathrm{mod}}(x)`$. In Fig. 5 we plot the $`\mathrm{\Delta }\chi ^2=\chi ^2\chi _{\mathrm{min}}^2`$ contours for fits obtained by convolving $`G(x)`$ with the LOSVD of Fig. 1, while keeping $`V`$ and $`h_3`$ fixed to the known best fitting values (Sec. 3) and varying $`\sigma `$ and $`h_4`$ of $`G_{\mathrm{mod}}(x)`$. The narrow curved valley of nearly constant $`\chi ^2`$, for decreasing $`\sigma `$ and increasing $`h_4`$ from the location of the minimum $`\chi _{\mathrm{min}}^2`$, is due to the strong correlation between these two parameters, which is caused by the undersampling, and produces the effects seen in Fig. 4.

When the errors in the measured parameters are large, one has to make a scatter versus bias tradeoff decision. Usually when the data are unable to tightly constrain a large number of parameters one prefers to retain in the fit only the parameters that are required to significantly decrease the $`\chi ^2`$. For this reason, while fitting a parametric LOSVD, it is common practice to reduce the fit to $`(V,\sigma )`$ at low $`\mathrm{S}/\mathrm{N}`$: although the fit may be biased by the lack of freedom in the model, an additional flexibility would not lead to meaningful measurements, and structures and trends in the $`(V,\sigma )`$ values can still be detected due to the decreased scatter.

Another problem of the large scatter that is present when fitting all parameters together is specific to the two-dimensional (2D) kinematical measurements obtained with an integral-field spectrograph. When presenting kinematics maps there is no easy way to also attach errors to the displayed values, and it becomes difficult to estimate from the maps when some structure is real and when it is due to noise. For this reason it would be preferable to display on the kinematics maps only the features that are statistically significant.

### 3.3. Penalized pixel fitting

The LOSVD of galaxies is generally well reproduced by a Gaussian (e.g., Bender, Saglia, & Gerhard, 1994). For this reason one would like to use a technique to fit the LOSVD in which the solution is free to reproduce the details of the actual profile when the $`\mathrm{S}/\mathrm{N}`$ is high, but where the solution tends to a Gaussian shape in case the $`\mathrm{S}/\mathrm{N}`$ is low. This was done for the case the LOSVD is described by a non-parametric function, by using the maximum penalized likelihood formalism (e.g., Merritt, 1997), and we refer to that paper for details. Here we apply the formalism to the case where the LOSVD is parametrically expanded as a Gauss-Hermite series. We will show that this leads to a much simpler and faster implementation than for the general case.

The idea is to fit the parameters $`(V,\sigma ,h_3,\mathrm{},h_M)`$ simultaneously as in Sec. 3.2, but to add an adjustable penalty term to the $`\chi ^2`$, to bias the solution towards a Gaussian shape, when the higher moments are unconstrained by the data, so that the penalized $`\chi ^2`$ becomes:

$$\chi _\mathrm{p}^2=\chi ^2+\alpha 𝒫.$$
(6)
A natural form for the penalty function $`𝒫`$ is given by the integrated square deviation of the line profile $`(v)`$ from its best fitting Gaussian $`𝒢(v)`$:

$$𝒟^2=\frac{_{\mathrm{}}^{\mathrm{}}[(v)𝒢(v)]^2dv}{_{\mathrm{}}^{\mathrm{}}𝒢(v)^2dv}.$$
(7)
This penalty does not suppress noisy solutions, which are already excluded by the use of a low order parametric expansion for $`(v)`$. It was shown by van der Marel & Franx (1993) that in the case where $`(v)`$ has the form of Eq. (4) then Eq. (7) is well approximated by:

$$𝒟^2\underset{m=3}{\overset{M}{}}h_m^2.$$
(8)
In principle one could then define the penalty as $`𝒫=𝒟^2`$ and optimize $`\chi _\mathrm{p}^2`$ (Eq. 6). In practice however this is not desirable for two reasons:

* as explained in Sec. 2, it is computationally much more efficient to minimize the residuals $`r_n`$ (Eq. 2) instead of explicitly compute the $`\chi ^2`$;
* one needs a way to automatically adjust the penalty factor $`\alpha `$ according to the $`\chi ^2`$ of the observed fit.

We found that a simple and effective solution to these problems consists of using the following perturbed residuals as input to the nonlinear least-squares optimizer:

$$r_n^{}=r_n+\lambda \sigma (𝐫)𝒟,$$
(9)
where the variance is defined as

$$\sigma ^2(𝐫)=\frac{1}{N}\underset{n=1}{\overset{N}{}}r_n^2.$$
(10)
The qualitative interpretation of this formula is that a deviation $`𝒟`$ of the LOSVD from a Gaussian shape will be accepted as an improvement of the fit, only if it is able to correspondingly decrease the scatter $`\sigma (𝐫)`$ by an amount related to $`𝒟`$. To quantify one can compute the objective function of the fit

$$\chi _\mathrm{p}^2=\underset{n=1}{\overset{N}{}}r_n^2+\mathrm{\hspace{0.33em}2}\lambda \sigma (𝐫)𝒟\underset{n=1}{\overset{N}{}}r_n+N[\lambda \sigma (𝐫)𝒟]^2.$$
(11)
The sum of the residuals in the second term is zero by construction, due to the fact that the weights are optimized for given $`(v)`$ (Sec. 2; this is required for this form of perturbation to work). Considering the definition of variance (Eq. 10) one can finally write

$$\chi _\mathrm{p}^2=\chi ^2(1+\lambda ^2𝒟^2),$$
(12)
which is of the desired form (6) with $`\alpha =\lambda ^2\chi ^2`$ automatically scaled according to the $`\chi ^2`$ of the fit. In practice $`\sigma (𝐫)`$ in Eq. (9) is computed using a robust biweight estimator (Hoaglin, Mosteller, & Tukey, 1983), so that Eq. (12) is only valid as an approximation. One can see from this formula that, with $`\lambda =1`$, a deviation $`𝒟=10\%`$ of the LOSVD from a Gaussian (e.g., $`h_3=0.1`$ and $`h_m=0`$) requires a corresponding decrease in the scatter $`\sigma (𝐫)`$ of the unperturbed residuals by more than $`(1+𝒟^2)^{1/2}=0.5\%`$ to be accepted by the optimization routine as an improvement of the fit.

A statistical interpretation of Eq. (12) can be obtained by considering that for a good fit $`\chi ^2N`$. For a given $`\lambda `$ a deviation $`𝒟`$ from a Gaussian needs to decrease $`\chi ^2`$ by more than $`\mathrm{\Delta }\chi ^2N\lambda ^2𝒟^2`$ to be accepted, and this variation can be associated to a specific confidence level (see, e.g., Press et al., 1992, §15.6) at which a Gaussian shape is excluded. Although this formula may serve as a guideline, we believe it is safer to test a choice of $`\lambda `$ using simulations as the ones presented.

A test of the application of Eq. (9) to the same model spectra of Sec. 3.2 is shown in Fig. 6. For the same $`\mathrm{S}/\mathrm{N}=60`$ as before, using $`\lambda =0.7`$, the measurements are now essentially unbiased when $`\sigma _{\mathrm{in}}120`$ km s-1 (2 pixels). For lower input dispersion the LOSVD converges towards a Gaussian and, as expected, the bias becomes similar to Fig. 3. However the crucial difference with the previous case consists of the fact that for higher $`\mathrm{S}/\mathrm{N}=600`$ the solution tends to converge to the known best fitting values, due to the fact that the penalty scales with the $`\chi ^2`$.

We mention here that alternative forms to Eq. (9) are possible, with the requirement that the objective function has the form (6). One possibility is to include a multiplicative perturbation of the residuals:

$$r_n^{}=r_n(1+\lambda 𝒟^2).$$
(13)
In this case the objective function becomes

$$\chi _\mathrm{p}^2=\chi ^2(1+2\lambda 𝒟^2+\lambda ^2𝒟^4),$$
(14)
and if one neglects the small term containing $`𝒟^4`$, this becomes again of the form (6), with $`\alpha =2\lambda \chi ^2`$. We verified that in practice this alternative form of perturbing the residuals produces virtually the same results as using Eq. (9), if the same $`\alpha `$ parameter is adopted. We prefer the perturbation (9) given its robustness against outliers, due to the use of the biweight in the computation of $`\sigma (𝐫)`$. The form (13) may be useful in implementations where the average residuals are not zero for a given $`(v)`$.

In Fig. 7 we compare the three different approaches to the recovery of the LOSVD by using them to extract the stellar kinematics from SAURON (Bacon et al., 2001) integral-field spectroscopic observations of the galaxy NGC 3384 (see de Zeeuw et al., 2002, for a description of the observations), which has a rather low velocity dispersion over the whole observed field. The data cube was spatially binned to a minimum $`\mathrm{S}/\mathrm{N}=60`$ using the Voronoi 2D-binning method by Cappellari & Copin (2003). The same differences that we observed using synthetic model spectra can also be seen from real data:

* The Gauss-Hermite parameters are everywhere significantly suppressed when fitting $`V`$ and $`\sigma `$ first (top panels);
* the simultaneous fit of all parameters (middle panels) tends to produce a velocity dispersion map which is noisier and has smaller values, while $`h_4`$ tends to be strongly positive. The $`h_3`$ values fluctuate in the outer parts between large positive and negative values;
* the use of a penalty function (bottom panels) overcomes the problems of the two previous approaches. Only the statistically significant non-Gaussian features are preserved, otherwise the solution is smoothly reduced to a Gaussian.

We also applied the three methods to the extraction of the kinematics of all the 48 early-type galaxies of the SAURON survey (de Zeeuw et al., 2002). As expected from the simulations, the three techniques gave very different results only for galaxies like NGC 3384, which have a low velocity dispersion. The kinematics extracted from SAURON observations of galaxies with dispersion $`180`$ km s-1 over the whole observed field provided very similar result with the three methods (though by construction not identical).

### 3.4. Errors on the fitted parameters

The availability of fast computers makes Monte Carlo simulations the preferred way to estimate measurements errors for LOSVD extraction methods. This consists of repeating the full measurement process for a large number of different realization of the data, obtained by adding noise to the original spectra.

The method discussed in this paper, like many other available methods for extracting the LOSVD, makes use of some form of filtering or penalization of the solution, thus biasing the results to suppress the noise. It may be worth emphasizing that, when computing Monte Carlo errors, one has to correct for the bias in the measurements, introduced by the noise suppression mechanism. Failure to correct for the bias in the kinematics can provide a significant underestimation of the confidence intervals of parameters determined by fitting dynamical models to the data.

One way to obtain proper errors from penalized methods consists of correcting the error estimates by increasing the percentile intervals by an amount given by the bias (e.g., Beers, Flynn, & Gebhardt, 1990). In real measurements one does not know the actual bias (otherwise the measurements would have been corrected for it), so an estimate of the maximum expected bias may be used instead. This requires one to perform Monte Carlo simulations of the kinematic extraction to determine the maximum bias at different $`\mathrm{S}/\mathrm{N}`$ levels and $`\sigma _{\mathrm{in}}`$ values.

A simpler order of magnitude estimate of the errors on the parameters may be obtained by noting that Fig. 4 provides a more realistic representation of the scatter in the measurements than Fig. 6, at low $`\sigma _{\mathrm{in}}`$ values. In the case of the penalized pixel fitting routine described in the previous section one can then obtain the errors by setting the parameter $`\lambda `$ in Eq. (9) to a very small value before running the Monte Carlo simulations. This simple approach will generally provide a conservative estimate of the actual errors.

### 3.5. The algorithm

To summarize the discussion of the previous sections, the suggested algorithm for recovering the LOSVD parametrized as a Gauss-Hermite series is the following:

1. start with an initial guess for the parameters $`(V,\sigma )`$, while setting the initial Gauss-Hermite parameters $`h_3,\mathrm{},h_M=0`$;
2. solve the subproblem of Eq. (3) for the weights $`(w_1,\mathrm{},w_K,b_0,\mathrm{},b_L)`$;
3. compute the residuals $`r_n`$ from the fit using Eq. (2);
4. perturb the residuals as in Eq. (9) to get $`r_n^{}`$;
5. feed the perturbed residuals $`r_n^{}`$ into a nonlinear least-squares optimization routine and iterate the procedure from step (2), to fit for the parameters $`(V,\sigma ,h_3,\mathrm{},h_M)`$.

### 3.6. Availability

An IDL routine implementing the algorithm described in this work is made available from the Web address http://www.strw.leidenuniv.nl/$$mcappell/idl/.

## 4. Conclusions

In this paper we addressed the problem of extracting the LOSVD of the stars, parametrized using a Gauss-Hermite series, from observed galaxy spectra. Using a method that works directly in pixel space, we compared different techniques by applying them to the same problem, with both simulated and real data, and we showed that one has to pay special attention to the extraction, when the LOSVD is not well sampled by the data, or when the $`\mathrm{S}/\mathrm{N}`$ is low.

We proposed that in these situations one should apply the maximum penalized likelihood formalism to extract as much information as possible from the spectra, while suppressing the noise in the solution. We demonstrated that this leads to a fast and simple algorithm. We also discussed how Monte Carlo errors should be properly estimated. This penalized pixel fitting method is particularly useful to extract the kinematics from integral-field spectroscopic data, as for 2D maps there is no standard way to visualize errors and one wants to be able to show only the non-Gaussian features that are statistically significant. A routine that implements the ideas of this paper is made publicly available.

We thank the SAURON team for making the data available, and in particular Richard McDermid for fruitful discussions and testing of the method, Tim de Zeeuw, Jesus Falcón-Barroso, Davor Krajnović and Glenn van de Ven for commenting on the draft. We are grateful to the referee Roeland van der Marel, for useful comments that improved the presentation of this work. MC acknowledges support from a VENI grant awarded by the Netherlands Organization of Scientific Research (NWO).


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# References

INTERACTIONS AT LARGE DISTANCES AND SPIN EFFECTS
IN NUCLEON-NUCLEON AND NUCLEON-NUCLEI SCATTERING111 To appear in the proceedings of the Xth Workshop on High-Energy Spin Physics, Dubna, September 16-20, 2003.
J.-R. Cudell1, E. Predazzi2 and O.V. Selyugin1,3
(1) Institut de Physique, Bât. B5a, Université de Liège, Sart Tilman, B4000 Liège, Belgium
(2) Dipartimento di Fisica Teorica - Unversità di Torino and Sezione INFN di Torino, Italy
(3) Bogoliubov Laboratory of Theoretical Physics, JINR, Dubna, Russia.
$``$ E-mail: selugin@thsun1.jinr.ru

## Abstract

The momentum-transfer dependence of the slopes of the spin-non-flip and spin-flip amplitudes is analysed. It is shown that the long tail of the hadronic potential in impact parameter space leads for hadron-hadron interactions to a larger value of the slope for the reduced spin-flip amplitude than for the spin-non-flip amplitude. It is shown that the preliminary measurement of $`A_N`$ obtained by the E950 Collaboration confirms such a behaviour of the hadron spin-flip amplitude.

The diffractive polarised experiments at HERA and RHIC allow to study the spin properties of the quark-pomeron and proton-pomeron vertices, and to search for a possible odderon contribution. This provides an important test of the spin properties of QCD at large distances. In all of these cases, pomeron exchange is expected to contribute to the observed spin effects at some level .

In the general case, the form of the analysing power $`A_N`$ and the position of its maximum depend on the parameters of the elastic scattering amplitude $`\sigma _{tot}`$, $`\rho (s,t)`$, on the Coulomb-nucleon interference phase $`\phi _{cn}(s,t)`$ and on the elastic slope $`B(s,t)`$. The Coulomb-hadron phase was calculated in the entire diffraction domain taking into account the form factors of the nucleons .

The dependence of the hadron spin-flip amplitude on the momentum transfer at small angles is tightly connected with the basic structure of the hadrons at large distances. We show that the slope of the “reduced” hadron spin-flip amplitude (the hadron spin-flip amplitude without the kinematic factor $`\sqrt{|t|}`$) can be larger than the slope of the hadron spin-non-flip amplitude as was observed long ago .

The first RHIC measurements at $`p_L=22`$ GeV/$`c`$  in $`p^{12}C`$ scattering indicated that $`A_N`$ may change sign already at very small momentum transfer. Such a behaviour cannot be described by the Coulomb-Nuclear Interference effect alone, and requires some contribution of the hadron spin-flip amplitude.

The total helicity amplitudes can be written as

$$\mathrm{\Phi }_i(s,t)=\varphi _i^h(s,t)+\varphi _i^{em}(t)\mathrm{exp}[i\alpha _{em}\phi _{cn}(s,t)],$$

where $`\varphi _i^h(s,t)`$ comes from the pure strong interaction of hadrons, $`\varphi _i^{em}(t)`$ from the electromagnetic interaction of hadrons ($`\alpha _{em}=1/137`$ is the electromagnetic constant), and $`\phi _{cn}(s,t)`$ is the electromagnetic-hadron interference phase factor. So, to determine the hadron spin-flip amplitude at small angles, one should take into account all electromagnetic and interference effects.

As usual, the slope $`B`$ of the scattering amplitudes is defined as the derivative of the logarithm of the amplitudes with respect to $`t`$. For an exponential dependence on $`t`$, this coincides with the standard slope of the differential cross sections divided by $`2`$. If we define the forms of the separate hadron scattering amplitude as:

$`Im𝒜_{nf}(s,t)`$ $``$ $`exp(B_1^+t),Re𝒜_{nf}(s,t)exp(B_2^+t),`$
$`Im\stackrel{~}{𝒜_{sf}}(s,t)`$ $``$ $`exp(B_1^{}t),Re\stackrel{~}{𝒜_{sf}}(s,t)exp(B_2^{}t),`$ (1)
($`𝒜_{nf}(s,t)`$ and $`\stackrel{~}{𝒜_{sf}}(s,t)`$ are non-flip and “reduced” spin-flip amplitudes respectively), then, at small $`t`$ ($`00.1GeV^2`$), most phenomenological analyses assume $`B_1^+B_2^+B_1^{}B_2^{}.`$ Actually, we can take the eikonal representation for the scattering amplitude

$`\varphi _1^h(s,t)`$ $`=`$ $`ip{\displaystyle _0^{\mathrm{}}}\rho 𝑑\rho J_0(\rho q)[e^{\chi _0(s,\rho )}1],`$
$`\varphi _5^h(s,t)`$ $`=`$ $`ip{\displaystyle _0^{\mathrm{}}}\rho 𝑑\rho J_1(\rho q)\chi _1(s,\rho )e^{\chi _0(s,\rho )}.`$ (2)
where $`q=\sqrt{t}`$ and $`\chi _0(s,\rho )`$ represents the corresponding interaction potential $`V_i(\rho ,z)`$ in impact parameter space. If the potentials $`V_0`$ and $`V_1`$ are assumed to have a Gaussian form in the first Born approximation, $`\varphi _1^h`$ and $`\varphi _{h}^{}{}_{}{}^{5}`$ will have the same Gaussian form

$`\varphi _1^h(s,t)`$ $``$ $`{\displaystyle _0^{\mathrm{}}}\rho 𝑑\rho J_0(\rho q)e^{\rho ^2/2R^2}=R^2e^{R^2t/2},`$
$`\varphi _5^h(s,t)`$ $``$ $`{\displaystyle _0^{\mathrm{}}}\rho ^2𝑑\rho J_1(\rho q)e^{\rho ^2/(2R^2)}=qR^4e^{R^2t/2}.`$ (3)
In this special case, the slopes of the spin-flip and of the “residual”spin-non-flip amplitudes are indeed the same.

However, a Gaussian form for the potential is at best adequate to represent the central part of the hadronic interaction. This form cuts off the Bessel function and the contributions at large distances. If we keep only the first two terms in a small $`x`$ expansion of the $`J_i`$,

$`J_0(x)1(x/2)^2;\mathrm{and}2J_1/x=(10.5(x/2)^2),`$ (4)
the corresponding integrals have the same behaviour in $`q^2`$ . So, the integral representation for spin-flip and spin-non flip amplitudes will be the same as in (3). If, however, the potential (or the corresponding eikonal) has a long tail (exponential or power) in impact parameter, then the approximation (4) for the Bessel functions does not lead to a correct result and one has to perform the full integration.

Let us examine the contribution of the large distances. The Hankel asymptotic of the Bessel functions at large distances are

$`J_\nu (z)`$ $`=`$ $`\sqrt{2/\pi z}[P(\nu ,z)\mathrm{cos}\chi (\nu ,z)Q(\nu ,z)\mathrm{sin}\chi (\nu ,z)],`$
$`P(\nu ,z)`$ $``$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(1)^k{\displaystyle \frac{(\nu ,2k)}{(2z)^{2k}}},Q(\nu ,z){\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}(1)^k{\displaystyle \frac{(\nu ,2k+1)}{(2z)^{2k+1}}}`$ (5)
with $`\chi (\nu ,z)=z(\nu /2+1/4)`$ and $`P_0(x)`$ and $`Q_i(x)`$ some polynomials of $`x`$. The leading behaviour at large $`x`$ will thus be proportional $`1/\sqrt{q\rho }`$.

Let us calculate the corresponding integrals in the case of large distances

$`\varphi _1^h(s,t)`$ $``$ $`{\displaystyle \frac{1}{q^2}}{\displaystyle _0^{\mathrm{}}}\sqrt{x}\left[\left(1{\displaystyle \frac{0.125}{x}}\right)\mathrm{cos}x+\left(1+{\displaystyle \frac{0.125}{x}}\right)\mathrm{sin}x\right]e^{\frac{x^2}{2R^2q^2}}𝑑x`$ (6)
$``$ $`{\displaystyle \frac{R}{q}}_1F_1(3/4,1/2,q^2R^2/2),`$
$`{\displaystyle \frac{\varphi _5^h(s,t)}{q}}`$ $``$ $`{\displaystyle \frac{1}{q^4}}{\displaystyle _0^{\mathrm{}}}x^{3/2}\left[\left({\displaystyle \frac{0.375}{x}}1\right)\mathrm{cos}x+\left(1{\displaystyle \frac{0.375}{x}}\right)\mathrm{sin}x\right]e^{\frac{x^2}{2R^2q^2}}𝑑x`$ (7)
$``$ $`{\displaystyle \frac{R^{3/2}}{q^{5/2}}}_1F_1(3/4,1/2,q^2R^2/2),`$
The exponential asymptotics of both representations are the same, but the additional $`q^{3/2}`$ in the denominator of (7) leads to a larger slope for the residual spin-flip-amplitude. So, although the integrals have the same exponential behaviour asymptotically, the additional inverse power of $`q`$ leads to a larger effective slope for the residual spin-flip amplitude at small $`q`$ although we take a Gaussian representation in impact parameter.

These investigations are confirmed numerically. We calculate the scattering amplitude in the Born approximation in the cases of exponential and Gaussian form factors in impact parameter space as a function of the upper limit $`b`$ of the corresponding integral

$`\varphi _1^h(t)`$ $``$ $`{\displaystyle _0^b}\rho 𝑑\rho J_0(\rho \mathrm{\Delta })f_n,\varphi _5^h(t)/q{\displaystyle _0^b}\rho ^2𝑑\rho J_1(\rho \mathrm{\Delta })f_n.`$ (8)
with $`f_n=\mathrm{exp}[(\rho /5)^n]`$, and $`n=1,2`$. We then calculate the ratio of the slopes of these two amplitudes $`R_{BB}=B^{sf}/B^{nf}`$ as a function of $`b`$ for these two values of $`n`$. The result is shown in Fig.1. We see that at small impact parameter the value of $`R_{BB}`$ is practically the same in both cases and depends weakly on the value of $`b`$. But at large distances, the behaviour of $`R_{BB}`$ is different. In the case of the Gaussian form factor, the value of $`R_{BB}`$ reaches its asymptotic value ($`=1`$) quickly. But in the case of the exponential behaviour, the value $`R_{BB}`$ reaches its limit $`R_{BB}=1.7`$ only at large distances. These calculations confirm our analytical analysis of the asymptotic behaviour of these integrals at large distances.

In , it was shown that in the case of an exponential tail for the potentials, $`\chi _i(b,s)He^{a\rho },`$ one obtains

$`𝒜_{nf}(s,t)`$ $``$ $`{\displaystyle \frac{1}{a\sqrt{a^2+q^2}}}e^{Bq^2},\sqrt{|t|}\stackrel{~}{𝒜_{sf}}(s,t){\displaystyle \frac{3aqB^2}{\sqrt{a^2+q^2}}}e^{2Bq^2}.`$ (9)
In this case, therefore, the slope of the “residual” spin-flip amplitude exceeds the slope of the spin-non-flip amplitude by a factor of two. Hence, a long-tail hadron potential implies a significant difference in the slopes of the “residual” spin-flip and of the spin-non-flip amplitudes.

Recently there has been very few experimental data for hadron-hadron scattering at large energy. Of course, it will be very interesting to obtain data from the $`PP2PP`$ experiment at RHIC. But now, we only have the preliminary data of $`A_N`$ in proton-Carbon elastic scattering. Despite the fact that these data have bad normalisation conditions, the slope of the analysing power is very interesting.

In our analysis, the scattering amplitude is $`𝒜_i(s,t)=𝒜_i^h(s,t)+𝒜_i^{em}(t)e^{i\delta },(i=nf,sf),`$ where each term includes a hadronic and an electromagnetic contribution with the Coulomb-nuclear phase . The electromagnetic form factor $`F_{em}^{{}_{}{}^{12}C}`$ was obtained from the electromagnetic density of the nucleus. We parametrise the spin non-flip and spin-flip part of $`p^{12}C`$ scattering as

$`𝒜_{nf}^{pA}(s,t)`$ $`=`$ $`(1+\rho ^{pA}){\displaystyle \frac{\sigma _{tot}^{pA}(s)}{4\pi }}\mathrm{exp}\left({\displaystyle \frac{B^+}{2}}t\right)`$
$`𝒜_{sf}^h(s,t)`$ $`=`$ $`(k_2+ik_1){\displaystyle \frac{\sqrt{|t|}\sigma _{tot}^{pA}(s)}{4\pi }}\mathrm{exp}\left({\displaystyle \frac{B^{}}{2}}t\right).`$ (10)
We take $`\rho ^{pA}=\rho ^{pp}/2`$ as $`a_2`$ and $`\rho `$ contributions decrease in the nucleus. It is possible that in hadron scattering the ratio of the spin-non-flip to the asymptotic part of the spin-flip amplitude decreases very slowly with energy. In this case, if we take in our analysis only this part of the spin-flip amplitude, we cannot make its real part proportional to $`\rho _{pp}`$ in this energy region.

For the determination of $`𝒜_{nf}^{pA}(s,t)`$, we rely on the data obtained by the SELEX Collaboration . We also will consider the possibility of normalising $`B^+`$ on the experimental data of . We assume that the slope slowly rises with $`\mathrm{ln}s`$ in a way similar to the $`pp`$ case.

According to the above analysis we investigate two variants for the slope of the spin-flip amplitude: case I - $`B^{}=B^+`$; case II - $`B^{}=2B^+`$. The coefficients $`k_1`$ and $`k_2`$ are chosen to obtain the best description of $`A_N`$

$`A_N{\displaystyle \frac{d\sigma }{dt}}=4\pi [Im(𝒜_{nf})Re(𝒜_{sf})Re(𝒜_{nf})Im(𝒜_{sf})],`$ (11)
at $`p_L=24,100`$ GeV/$`c`$. Of course, we only aim at a qualitative description as the data are only preliminary and as they are normalised to those at $`p_L=22`$ GeV/$`c`$ .

In Fig.2 and Fig. 3, the calculations are made at $`p_L=100`$ GeV/$`c`$ for the different normalisation of the slope $`B^+`$ (on data of  and ). At $`p_L=100`$ GeV/$`c`$, they give $`B^+=58.3`$GeV-2 and $`B^+=72.1`$GeV-2 respectively. It is clear that this difference changes the size of $`A_N`$ at $`|t|0.02`$GeV2 only slightly. We can see that in both case we obtain a small energy dependence. In case I, the $`t`$\- dependence of $`A_N`$ is weaker immediately after the maximum. But at large $`|t|0.01`$GeV2, the behaviour of $`A_N`$ is very different: we obtain different signs for $`A_N`$ at $`|t|0.06`$GeV2. In case I when $`B^{}=B^+`$, $`A_N`$ changes its sign in the region $`|t|0.02`$ and then grows in magnitude.

In case II, when $`B^{}=2B^+`$, $`A_N`$ approaches zero and then grows positive again. It is interesting to note that in more complex cases , where one investigates the analysing power for $`p^{12}C`$-reaction in case I, but with a more complicated form factor, one again obtains the possibility that the slope of the hadron spin-flip exceeds the value $`60`$GeV-2, and one can show that both slopes at very small momentum transfer are equal to about $`90`$GeV-2. Of course, such a large slope for the spin non-flip amplitude requires additional explanations and cannot be obtained in the standard Glauber approach.

We should note that all our consideration are based on the usual assumptions that the imaginary part of the high-energy scattering amplitude has an exponential behaviour. The other possibility, that the slope changes slightly when $`t0`$, requires a more refined discussion that will be the subject of a subsequent paper.


text:
# References

PRESENCE OF THE UNIVERSAL SUBSTRUCTURES IN THE HADRONS – CONSTITUENT QUARKS

V.V. Mochalov, S.M. Troshin and A.N. Vasiliev
Institute of High Energy Physics, Protvino, Russia

$``$ E-mail: troshin@mx.ihep.su

## Abstract

The universality of single-spin asymmetry on inclusive $`\pi `$-meson production is discussed. This universality can be related to the hadron substructure — constituent quarks in the frame of the quark model for U-matrix.

Polarization experiments give us an unique opportunity to probe the nucleon internal structure. While spin averaged cross-sections can be calculated within acceptable accuracy, current theory of strong interactions can not describe large spin asymmetries and polarization. Polarization is a precise tool for measuring the electroweak parameters, spin dependent structure functions etc. After establishing the fact that the nucleon spin is not described by simple summing of the quark spins, the study of gluonic and orbital momentum contribution to it is very important and intriguing.

Unexpected large values of single spin asymmetry $`A_N`$ (SSA) in inclusive $`\pi `$-meson production are real challenge to current theory because perturbative Quantum Chromodynamics predicts small asymmetries decreasing with transverse momentum. Various models were developed to explain results from E704 (FNAL), PROZA-M and FODS (both Protvino) and several BNL experiments. Most of the models analyse experimental data in terms of $`x_\mathrm{F}`$ and/or $`p_T`$. To investigate the dependence of SSA on a secondary meson production angle, the measurements in the reaction $`\pi ^{}+p_{}\pi ^0+X`$ were carried out at the PROZA-M experiment (Protvino) at 40 GeV pion beam in the two different kinematic regions: at Feinman scaling variable $`x_\mathrm{F}0`$  and in the polarized target fragmentation region . There is an indication that the asymmeties are zero till some threshold value and then begin to grow up linearly. In this case we can fit SSA by the function

$`A_N=\{\begin{array}{cc}0\hfill & \text{}E<E_0\hfill \\ k(EE_0)\hfill & \text{}EE_0\hfill \end{array}`$

with two parameters – threshold energy $`E_0`$ and $`k`$.

It was reported at this Workshop  that the asymmetry of inclusive $`\pi ^0`$ production in the reaction $`\pi ^{}+p_{}\pi ^0+X`$ begins to grow up at the same centre of mass energy $`E_0^{cms}1.7`$ GeV (See Fig. 1).

Nevertheless from this statement we can not make the final conclusion whether the SSA behaviour depends on a beam energy or not. We analysed other experimental data to study this threshold effect. A comparison of E704 (FNAL) and E925 (BNL) experimental results is presented in Fig. 2.

The $`\pi ^+`$ asymmetry in E925 experiment (22 GeV, ) and in E704 experiment (200 GeV, ) begins to rise up at different values of $`x_\mathrm{F}`$ ($`x_\mathrm{F}^00.18`$ for E704 and $`x_\mathrm{F}^00.46`$ for E925). It was also found that the asymmetry for these two experiments begins to grow up at the same longitudinal or full energy in the centre of mass system, $`E_0^{cms}1.6`$ GeV. It happened to be surprisingly the same energy as for the PROZA-M experiment.

The comprehensive analysis of all fixed target polarized experiments of inclusive $`\pi `$-meson production was done in . The result of the analysis is presented in Fig. 3.

The main conclusion is that the asymmetry begins to grow up at the same centre of mass energy $`E_0^{cms}=1.5`$ to $`2.0`$ GeV for most of the experiments in the energy range between 13 and 200 GeV. The analysis was done only for those experimental data where a transverse momentum $`p_T`$ was greater than 0.5 GeV/c to exclude very soft interactions. We did not include the experiments when the asymmetry was close to zero. The conclusion is valid for all $`\pi ^+`$ and $`\pi ^0`$ asymmetries. We have to mention that $`\pi ^{}`$ production seems to contradict to this. We can explain this fact that $`\pi ^{}`$-meson at small $`x_F`$ can be produced not only from the valence $`d`$-quark but also from other channels. The interference of different channels is also responsible for asymmetry cancellation in $`\pi ^0`$ and $`\pi ^{}`$ production in the central region. In the reaction $`\pi ^{}+p_{}\pi ^0+X`$ in the central region we found significant asymmetry in the contrary to the $`p_{}+p\pi ^0+X`$ reaction. If in the $`p_{}+p\pi ^0+X`$ reaction the asymmetry is cancelled because of different channel interference from a polarized and non-polarized proton, in the $`\pi ^{}p_{}`$ collisions the valence $`u`$-quark from a polarized proton combining with the valence $`\overline{u}`$-quark from $`\pi ^{}`$ gives the main contribution to $`\pi ^0`$ production, while other channels are suppressed.

In this scheme the asymmetry behaviour in $`\overline{p}_{}p`$ interactions in $`\pi ^+`$ and $`\pi ^{}`$ production should be inversed in comparison with the $`p_{}+p\pi ^0+X`$ data. The result from E704 experiment  is consistent with this model. The asymmetry of $`\pi ^+`$-production begins to grow up at the same value $`E_0^{cms}2.9`$ GeV as for $`\pi ^{}`$ in reaction $`p_{}+p\pi ^0+X`$, and the asymmetry in the reaction $`\overline{p}_{}+p\pi ^{}+X`$ begins to grow up at small value $`E_{cms}^0`$.

We can conclude that the meson asymmetry produced by valence quark begins to grow up at the same universal energy $`E_{cms}^0`$.

The obtained universality of the value $`E_{cms}^0`$ can manifest the presence of the universal substructures in the hadrons — constituent quarks. The concept of constituent quark  has been used extensively since the very beginning of the quark era but has just obtained recently a possible direct experimental evidence at Jefferson Lab .

A particular model for single spin asymmetries which used the constituent quark concept in the hadron interaction was proposed in . The constituent quark appears as a quasiparticle, i.e. as current valence quark surrounded by the cloud of quark-antiquark pairs of different flavours, i.e. they are structured hadron-like objects. SSA in the model is due to an orbital angular momentum of quarks inside the constituent quark: spin of constituent quark, e.g. $`U`$-quark is given by the sum:

$$J_U=1/2=S_{u_v}+S_{\{\overline{q}q\}}+L_{\{\overline{q}q\}}=1/2+S_{\{\overline{q}q\}}+L_{\{\overline{q}q\}}.$$
(1)
On the grounds of the experimental data for polarized DIS the conclusion was made that the significant part of the spin of constituent quark in the model should be associated with the orbital angular momentum of the current quarks inside the constituent one . In the model SSA reflects internal structure of the constituent quarks and is proportional to the orbital angular momentum of current quarks inside the constituent quark. Evidently, SSA related to the internal orbital momentum will be non-zero only when the constituent quark will be excited and broken up. The value $`E_{cms}^0`$ can be related then to the minimal energy which is needed for constituent quark excitation and its dissolution. In this approach it is natural that this energy is universal since it is adherent to the properties of the constituent quarks. It should be related anyway to the scale of chiral symmetry breaking $`\mathrm{\Lambda }_\chi ^2`$.

Thus the revealed scaling dependence of asymmetry can be interpreted as another indication of the presence of constituent quarks in the hadrons.

We are thankful to N.E. Tyurin for fruitful discussions.

The work is partially supported by Russian Foundation for Basic Research grant 03-02-16919.


text:
# Random complex zeroes, III. Decay of the hole probability

## 1 Proof of the lower bound in Theorem 1

In what follows, we frequently use two elementary facts: if $`\zeta `$ is a standard complex Gaussian variable, then

(1.1)
$$(|\zeta |\lambda )=\frac{1}{\pi }_{|w|\lambda }e^{|w|^2}𝑑m(w)=_{\lambda ^2}^{\mathrm{}}e^t𝑑t=e^{\lambda ^2},$$

and for $`\lambda 1`$

(1.2)
$$(|\zeta |\lambda )=1e^{\lambda ^2}=\lambda ^2\frac{\lambda ^4}{2!}+\mathrm{}[\frac{\lambda ^2}{2},\lambda ^2].$$

By $`\mathrm{\Omega }_r`$ we denote the following event: (i) $`|\zeta _0|2`$; (ii) $`|\zeta _k|\mathrm{exp}(2r^2)`$ for $`1k48r^2`$; and (iii) $`|\zeta _k|2^k`$ for $`k>48r^2`$. Since $`\zeta _k`$ are independent,

$$(\mathrm{\Omega }_r)=\text{(i)}\text{(ii)}\text{(iii)}.$$

Evidently, the first and third factors on the RHS are $`\mathrm{const}`$. By (1.2), the probability of the event $`|\zeta _k|\mathrm{exp}(2r^2)`$ is $`\frac{1}{2}\mathrm{exp}(4r^2)`$. Since the events within the second group are independent, the probability of all of them to happen is $`\left(\frac{1}{2}\mathrm{exp}(4r^2)\right)^{48r^2}=\mathrm{exp}(192r^4Cr^2)`$. Thus, $`(\mathrm{\Omega }_r)\mathrm{exp}(Cr^4)`$.

Now, we show that for $`\omega \mathrm{\Omega }_r`$ the function $`\psi `$ does not vanish in the disc $`\{|z|r\}`$. For such $`z`$ and $`\omega `$ we have

$$|\psi (z)||\zeta _0|\underset{1k48r^2}{}|\zeta _k|\frac{r^k}{\sqrt{k!}}\underset{k>48r^2}{}|\zeta _k|\frac{r^k}{\sqrt{k!}}=|\zeta _0|^{}^{\prime \prime }.$$

Then

$`{\displaystyle ^{}}`$ $`\stackrel{\text{(ii)}}{}`$ $`e^{2r^2}{\displaystyle \underset{1k48r^2}{}}{\displaystyle \frac{r^k}{\sqrt{k!}}}`$
$``$ $`e^{2r^2}\sqrt{48r^2}\sqrt{{\displaystyle \underset{1k48r^2}{}}{\displaystyle \frac{r^{2k}}{k!}}}<7re^{2r^2+0.5r^2}<e^{r^2}<{\displaystyle \frac{1}{2}},`$
if $`r`$ is sufficiently large. At the same time,

$$^{\prime \prime }\stackrel{\text{(iii)}}{}\underset{k>48r^2}{}\frac{2^k}{\sqrt{k!}}\left(\frac{k}{48}\right)^{k/2}<\underset{k>48r^2}{}\left(\frac{k}{12}\frac{e}{k}\right)^{k/2}<\underset{k1}{}2^k=\frac{1}{2}$$

(we used inequality $`k!>\left(\frac{k}{e}\right)^k`$ which follows from Stirling’s formula). Putting both estimates together, we get

$$|\psi (z)||\zeta _0|1\stackrel{\text{(i)}}{}1,|z|r,$$

proving that $`\psi `$ does not vanish in the closed disc $`\{|z|r\}`$ for $`\omega \mathrm{\Omega }_r`$.

## 2 Large deviations of $`\mathrm{log}M(r,\psi )r^2/2`$

Let $`\psi `$ be the random entire function (0.1) and let $`M(r,\psi )=\mathrm{max}_{|z|r}|\psi (z)|`$. In this section we shall prove the following

###### Lemma 1.

Given $`\delta (0,\frac{1}{4}]`$ and $`r1`$,

$$\left(\left|\frac{\mathrm{log}M(r,\psi )}{r^2}\frac{1}{2}\right|\delta \right)\mathrm{exp}(c(\delta )r^4).$$

The proof is naturally split into two parts. First we show that

(2.1)
$$\left(\frac{\mathrm{log}M(r,\psi )}{r^2}\frac{1}{2}+\delta \right)\mathrm{exp}(c(\delta )r^4),$$

and then that

(2.2)
$$\left(\frac{\mathrm{log}M(r,\psi )}{r^2}\frac{1}{2}\delta \right)\mathrm{exp}(c(\delta )r^4).$$

###### Proof of (2.1).

We use an argument similar to the one used in Section 1. We have

$$M(r,\psi )\left(\underset{0k<4er^2}{}+\underset{k4er^2}{}\right)|\zeta _k|\frac{r^k}{\sqrt{k!}}=_1+_2.$$

Consider the event $`A_r`$ which consists of such $`\omega `$’s that (i) $`|\zeta _k|\mathrm{exp}(2\delta r^2/3)`$ for $`0k<4er^2`$; (ii) $`|\zeta _k|(\sqrt{2})^k`$ for $`k4er^2`$. If $`A_r`$ occurs and $`r`$ is sufficiently large, then

$`{\displaystyle _1^2}`$ $``$ $`\left({\displaystyle \underset{0k<4er^2}{}}|\zeta _k|^2\right)\left({\displaystyle \underset{0k<4er^2}{}}{\displaystyle \frac{r^{2k}}{k!}}\right)`$
$`\stackrel{\text{(i)}}{}`$ $`4er^2\mathrm{exp}(4\delta r^2/3+r^2)<\mathrm{exp}\left(\left(1+{\displaystyle \frac{5}{3}}\delta \right)r^2\right),`$
and

$$_2\stackrel{\text{(ii)}}{}\underset{k4er^2}{}|\zeta _k|\left(\frac{k}{4e}\frac{e}{k}\right)^{k/2}\underset{k4er^2}{}\frac{(\sqrt{2})^k}{2^k}1.$$

Thus

$$M(r,\psi )\mathrm{exp}\left(\left(\frac{1}{2}+\delta \right)r^2\right).$$

It remains to estimate the probability of the complementary set $`A_r^c=\mathrm{\Omega }A_r`$. If $`A_r^c`$ occurs, then at least one of the following happens: $`k[0,4er^2)`$: $`|\zeta _k|\mathrm{exp}(\frac{2}{3}\delta r^2)`$, or $`k[4er^2,\mathrm{})`$: $`|\zeta _k|(\sqrt{2})^k`$. Therefore

$$(A_r^c)4er^2\mathrm{exp}\left(\mathrm{exp}\left(\frac{4}{3}\delta r^2\right)\right)+\underset{k4er^2}{}\mathrm{exp}\left(2^k\right)<\mathrm{exp}\left(\mathrm{exp}(\delta r^2)\right)$$

provided that $`rr_0(\delta )`$. This is much stronger than (2.1). ∎

###### Proof of (2.2).

Suppose that

(2.3)
$$\mathrm{log}M(r,\psi )\left(\frac{1}{2}\delta \right)r^2.$$

Then we use Cauchy’s inequalities and Stirling’s formula:

$`|\zeta _k|`$ $`=`$ $`{\displaystyle \frac{|\psi ^{(k)}(0)|}{\sqrt{k!}}}\sqrt{k!}{\displaystyle \frac{M(r,\psi )}{r^k}}`$
$``$ $`Ck^{1/4}\mathrm{exp}\left({\displaystyle \frac{k}{2}}\mathrm{log}k{\displaystyle \frac{k}{2}}+\left({\displaystyle \frac{1}{2}}\delta \right)r^2k\mathrm{log}r\right).`$
Observe that the exponent equals

$$\frac{k}{2}\left((12\delta )\frac{r^2}{k}\mathrm{log}\frac{r^2}{k}1\right).$$

We note that $`(12\delta )\frac{r^2}{k}\mathrm{log}\frac{r^2}{k}1<\delta `$ when $`r^2/k`$ is close enough to $`1`$. Whence, for $`(1ϵ)r^2kr^2`$,

$$|\zeta _k|Ck^{1/4}\mathrm{exp}\left(\frac{k\delta }{2}\right).$$

By (1.2), the probability of this event is $`\mathrm{exp}\left(c(\delta )k\right)`$. Since $`\zeta _k`$ are independent, multiplying these probabilities, we see that

$$\mathrm{exp}\left(c(\delta )\underset{(1ϵ)r^2kr^2}{}k\right)=\mathrm{exp}\left(c_1(\delta )r^4\right)$$

is an upper bound for the probability that event (2.3) occurs. ∎

## 3 Mean lower bound for $`\mathrm{log}|\psi (z)||z|^2/2`$

Lemma 1 gives us a sharp upper bound for the ‘random potential’ $`\mathrm{log}|\psi (z)|\frac{1}{2}|z|^2`$ when $`\omega `$ does not belong to an exceptional set in the probability space. Here, we give a mean lower bound for this potential.

###### Lemma 2.

Given $`\delta (0,\frac{1}{4}]`$ and $`r1`$,

$$\left(\frac{1}{r^2}_{r𝕋}\mathrm{log}|\psi |d\mu \frac{1}{2}\delta \right)\mathrm{exp}(c(\delta )r^4).$$

Here, we denote by $`r𝕋`$ the circle $`\{|z|=r\}`$, $`\mu `$ is a normalized angular measure on $`r𝕋`$.

The proof uses the following

###### Claim 1.

Given $`\delta (0,\frac{1}{4}]`$, $`r1`$, and $`z_0`$, $`\frac{1}{2}r|z_0|r`$, there exists $`\zeta z_0+\delta r𝔻`$ such that

$$\mathrm{log}|\psi (\zeta )|>\left(\frac{1}{2}3\delta \right)|z_0|^2,$$

unless $`\omega `$ belongs to an exceptional set of probability $`\mathrm{exp}\left(c(\delta )r^4\right)`$.

###### Proof of the claim.

The distribution (of probabilities) of the random potential $`\mathrm{log}|\psi (z)|\frac{1}{2}|z|^2`$ is shift-invariant (see \[6, Introduction\]). Writing the lower bound (2.2) in Lemma 1 as

$$\left(\underset{zr𝔻}{\mathrm{max}}\mathrm{log}|\psi (z)|\frac{1}{2}|z|^2\delta r^2\right)\mathrm{exp}\left(c(\delta )r^4\right)$$

we can apply it to the function $`z\mathrm{log}|\psi (z_0+z)|\frac{1}{2}|z_0+z|^2`$ on $`\delta r𝔻`$. We get

$$\left(\underset{z\delta r𝔻}{\mathrm{max}}\mathrm{log}|\psi (z_0+z)|\frac{1}{2}|z_0+z|^2\delta (\delta r)^2\right)\mathrm{exp}\left(c(\delta )(\delta r)^4\right).$$

Assuming that $`\omega `$ does not belong to the exceptional set we obtain $`z\delta r𝔻`$ such that

$$\mathrm{log}|\psi (z+z_0)|\frac{1}{2}|z+z_0|^2\delta ^3r^2.$$

Taking into account that $`|z|2\delta |z_0|`$ we get $`\frac{1}{2}|z_0+z|^2\frac{1}{2}|z_0|^2(12\delta )^2`$;

$$\begin{array}{c}\mathrm{log}|\psi (z+z_0)|\frac{1}{2}|z_0|^2(12\delta )^2\delta ^3r^2\hfill \\ \hfill \frac{1}{2}|z_0|^22\delta |z_0|^2\left(\frac{1}{4}\right)^2\delta (2|z_0|)^2\frac{1}{2}|z_0|^23\delta |z_0|^2,\end{array}$$

which yields the claim. ∎

###### Proof of Lemma 2.

Now, we choose $`\kappa =1\delta ^{1/4}`$, take $`N=[2\pi \delta ^1]`$, and consider $`N`$ discs (see Fig. 1)

$$z_j+\delta r𝔻,z_j=\kappa r\mathrm{exp}\left(\frac{2\pi ij}{N}\right),j=0,1,\mathrm{},N1.$$

Claim 1 implies that if $`\omega `$ does not belong to an exceptional set of probability $`N\mathrm{exp}(c(\delta )r^4)=\mathrm{exp}(c_1(\delta )r^4)`$, then we can choose $`N`$ points $`\zeta _jz_j+\delta r𝔻`$ such that

$$\mathrm{log}|\psi (\zeta _j)|\left(\frac{1}{2}3\delta \right)|z_j|^2\left(\frac{1}{2}C\delta ^{1/4}\right)r^2.$$

Let $`P(z,\zeta )`$ be the Poisson kernel for the disc $`r𝔻`$, $`|z|=r`$, $`|\zeta |<r`$. We set $`P_j(z)=P(z,\zeta _j)`$. Then

$`\left({\displaystyle \frac{1}{2}}C\delta ^{1/4}\right)r^2`$ $``$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{j=0}{\overset{N1}{}}}\mathrm{log}|\psi (\zeta _j)|{\displaystyle _{r𝕋}}\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{j=0}{\overset{N1}{}}}P_j\right)\mathrm{log}|\psi |d\mu `$
$`=`$ $`{\displaystyle _{r𝕋}}\mathrm{log}|\psi |d\mu +{\displaystyle _{r𝕋}}\left({\displaystyle \frac{1}{N}}{\displaystyle \underset{j=0}{\overset{N1}{}}}P_j1\right)\mathrm{log}|\psi |d\mu .`$
We have

$$_{r𝕋}\left(\frac{1}{N}\underset{j=0}{\overset{N1}{}}P_j1\right)\mathrm{log}|\psi |d\mu \underset{zr𝕋}{\mathrm{max}}\left|\frac{1}{N}\underset{j=0}{\overset{N1}{}}P_j1\right|_{r𝕋}\left|\mathrm{log}|\psi |\right|𝑑\mu .$$

The next two claims finish the job. ∎

###### Claim 2.

$$\underset{zr𝕋}{\mathrm{max}}\left|\frac{1}{N}\underset{j=0}{\overset{N1}{}}P_j1\right|C\delta ^{1/2}.$$

###### Claim 3.

$$_{r𝕋}\left|\mathrm{log}|\psi |\right|𝑑\mu 10r^2$$

provided that $`\omega `$ does not belong to an exceptional set of probability $`\mathrm{exp}(cr^4)`$.

###### Proof of Claim 2.

We start with

$$_{\kappa r𝕋}P(z,\zeta )𝑑\mu (\zeta )=1,$$

and split the circle $`\kappa r𝕋`$ into a union of $`N`$ disjoint arcs $`I_j`$ of equal angular measure $`\mu (I_j)=\frac{1}{N}`$ centered at $`z_j`$. Then

$$1=\frac{1}{N}\underset{j=0}{\overset{N1}{}}P(z,\zeta _j)+\underset{j=0}{\overset{N1}{}}_{I_j}\left(P(z,\zeta )P(z,\zeta _j)\right)𝑑\mu (\zeta ),$$

and

$`|P(z,\zeta )P(z,\zeta _j)|`$ $``$ $`\underset{\zeta I_j}{\mathrm{max}}|\zeta \zeta _j|\underset{z,\zeta }{\mathrm{max}}|_\zeta P(z,\zeta )|`$
$``$ $`C_1\delta r{\displaystyle \frac{C_2r}{(r|\zeta |)^2}}={\displaystyle \frac{C\delta }{\delta ^{1/2}}}=C\delta ^{1/2},`$
proving the claim. ∎

###### Proof of Claim 3.

By Lemma 1, we know that unless $`\omega `$ belongs to an exceptional set of probability $`\mathrm{exp}(cr^4)`$, there is a point $`\zeta \frac{1}{2}r𝕋`$ such that $`\mathrm{log}|\psi (\zeta )|0`$. Fix such a $`\zeta `$. Then

$$0_{r𝕋}P(z,\zeta )\mathrm{log}|\psi (z)|d\mu (z),$$

and hence

$$_{r𝕋}P(z,\zeta )\mathrm{log}^{}|\psi (z)|d\mu (z)_{r𝕋}P(z,\zeta )\mathrm{log}^+|\psi (z)|d\mu (z).$$

It remains to recall that for $`|z|=r`$ and $`|\zeta |=\frac{1}{2}r`$,

$$\frac{1}{3}P(z,\zeta )3,$$

and that

$$_{r𝕋}\mathrm{log}^+|\psi |d\mu \mathrm{log}M(r,\psi )r^2$$

(provided $`\omega `$ is non-exceptional). Hence

$$_{r𝕋}\mathrm{log}^{}|\psi |d\mu 9r^2,$$

and

$$_{r𝕋}\left|\mathrm{log}|\psi |\right|𝑑\mu 10r^2,$$

proving the claim. ∎

## 4 Proof of Theorem 2

We shall prove that

(4.1)
$$\left(\frac{n(r)}{r^2}1+\delta \right)\mathrm{exp}\left(c(\delta )r^4\right).$$

The proof of the lower bound for $`n(r)`$ is practically the same and is left to the reader.

Fix $`\kappa =1+\sqrt{\delta }`$. Then by Jensen’s formula \[1, Chapter 5, Section 3.1\]

$$n(r)\mathrm{log}\kappa _r^{\kappa r}\frac{n(t)}{t}𝑑t=\left(_{\kappa r𝕋}_{r𝕋}\right)\mathrm{log}|\psi |d\mu ,$$

whence by Lemmas 1 and 2

$$\frac{n(r)}{r^2}\frac{1}{\mathrm{log}\kappa }\left(\kappa ^2\left(\frac{1}{2}+\delta \right)\left(\frac{1}{2}\delta \right)\right)=\frac{1}{2}\frac{\kappa ^21}{\mathrm{log}\kappa }+\delta \frac{\kappa ^2+1}{\mathrm{log}\kappa }1+C\sqrt{\delta },$$

provided that $`\omega `$ does not belong to an exceptional set of probability $`\mathrm{exp}\left(c(\delta )r^4\right)`$. This proves estimate (4.1).

Mikhail Sodin

School of Mathematics

Tel Aviv University

Tel Aviv 69978, Israel

sodin@tau.ac.il

Boris Tsirelson

School of Mathematics

Tel Aviv University

Tel Aviv 69978, Israel

tsirel@tau.ac.il

www.tau.ac.il/~tsirel/


text:
# 1 Abstract

## 1 Abstract

We call in a social group its members as agents. On a capital market the social group is formed from those who are buying and selling shares. In general the social group we characterise in accordance with T. Plummer / The Psychology of Technical Analysis, rev.ed., Probus Pub.Comp., Chicago, 1993/. We assume that individual behaviour of agents is influenced to some degree by the need to associate with other agents and to obtain the approval of other agents in the group. The group is characterised by a very large nonrational and emotional element to decisions of agents. It is due to the fact that making decisions an individual equates own needs with those of the other agents from the group. Any two agents from the group may interact. The interaction consists of the exchange of information and it costs some energy. The information is well defined, and we assume that agents interact in such a way that they give reference to the origin of the information if asked by other agents. Thus the agent may verify obtained information. It is natural then that there exits a subgroup of interacting agents the interaction of which has the following property: it is nonreducible in the sense that in this subgroup there exists the interaction of a given agent with another one, this another one agent again interacts with another agent, and because it has no sense to exchange the information with the first one to verify the information, this last mentioned agent is different from the first one. This third agent can thus always verify the information from two sources either interacting with the first one, either he/she is interacting with the fourth agent. In the first case we have a minimal subgroup of interacting agents, which form a closed subroup in which every agent verifies information from two sources - agents. In the second case the fourth agent either interacts with the first one and verifies exchanged information, either with the second one and verifies information. He of course can interact with the third one agent, however to verifiy information he needs again to interact with different agent from that interacting with which he obtained the new information. This is the reason why he interacts either with the first one agent, either with the second one. In the first case we have a closed subgroup of four agents in which every agent interacts with two agents. In the second case the closed subgroup reduces to the group of three interacting agents /last three agents /, verify information interacting with the fifth agent. Then by the same procedure as in previous case we may obtain nonreducibile subgroups of three, of four and of five agents, or the fifth agent interacts with the sixth one. And so on. Thus we obtain closed subgroups of interacting agents in which every agent interacts with two other agents, and in which the process of verification of information leads to closed linear structure. If any of agents from such an subgroup exchange and thus verifies information with any third one agent from the subroup, the structure of the subgroup changes, the subgroup becomes reducibile to two new nonreducibile subgroups. This is the process of differentiation of the first nonreducibile subgroup to two new ones. This is an example of an elementary transformation between two configurations of nonreducibile subroups. An vice versa: if the interaction between two agents which interact with three agents in the configuration of two nonreducibile subgroups vanishes, a new one nonreducibile subgroup creates and information is still verifiable. When the configuration in which an agent was interacting with three agents which were not interacting between themselves transform to a configuration in which two of the mentioned three agents interact, then we may observe the process of mitosis: a new nonreducibile group appears.Thus the transformation between this two configurations is reversibile. A cell is such a configuration of a given number of nonreducible subgroups in which every two interacting agents belongs to two nonreducibile subgroups /subgroups are connected in this sense / and which is closed . Such a cell may disappear and may be created, may change number of nonreducible subroups in a reversible way. Becasue the structure, configuration of interactions between agents in the group, forms a macroscopic structure, we say that it is a microreversible process any process within a nonreducibile subgroup and within a cell. Statistical equilibrium of the whole group is characterized by a set of different subroups of the type mentioned above, and by a probability that such a subgroup occurs. Thus we have probability distribution which characterizes the group. Moreover there exists an equation of state which enables to compare different macroscopic states of the group.The statistical equilibrium due to microreversibility is characterised by the maximum of entropy and by the minumum of energy /costs of information exchange/. There exist constrains, such as a fixed number V of agents in the group, a number E of interactions within the group, a number F of subgroups which are nonreducibile, and a number C of cells. Thus we have a structure which is equivalent to random cellular networks. Such networks and their evolution were described by N. Rivier /Physica 23D (1986) p. 129/. He applied methods of statistical mechanics to study these structures. We will use methods described by Rivier to study social behaviour of agents, mainly the presence of topological structure of interactions between agents and its changes, which is the most important property of the group of agents. The area of a nonreducibile group which belongs to those nonreducibile groups which form the cell may be formed again for example by a sum of areas of agents characteristic areas. Note that area of the nonreducibile group may be also some other characteristics of the group of agents depending on studied social relations between agents. Thus we are able to study topology properties of interactions of agents. Their social behaviour is discussed. It can be shown that the equilibrium number of agents with which a given agent interacts is three for a group without cellls /the group forms a single cell/.

## 2 Introduction

We call in a social group its members as agents. In general the social group is characterised in accordance with T. Plummer  . We assume that individual behaviour of agents is influenced to some degree by the need to associate with other agents and to obtain the approval of other agents in the group. The group is characterised by a very large nonrational and emotional element to decisions of agents. It is due to the fact that making decisions an individual equates own needs with those of the other agents from the group. Any two agents from the group may interact. The interaction consists of the exchange of information and it costs some energy. The information is well defined, and we assume that agents interact in such a way that they give reference to the origin of the information if asked by other agents. Thus the agent may verify obtained information. It is natural then that there exits a subroup of interacting agents the interaction of which has the following property: it is nonreducible in the sense that in this subgroup there exists the interaction of a given agent with another one, this another one agent again interacts with another agent, and because it has no sense to exchange the information with the first one to verify the information, this last mentioned agent is different from the first one. This third agent can thus always verify the information from two sources either interacting with the first one, either he/she is interacting with the fourth agent. In the first case we have a minimal subgroup of interacting agents, which form a closed subroup in which every agent verifies information from two sources - agents. In the second case the fourth agent either interacts with the first one and verifies exchanged information, either with the second one and verifies information. He of course can interact with the third one agent, however to verifiy information he needs again to interact with different agent from that interacting with which he obtained the new information. This is the reason why he interacts either with the first one agent, either with the second one. In the first case we have a closed subgroup of four agents in which every agent interacts with two agents. In the second case the closed subgroup reduces to the group of three interacting agents /last three agents /. This process can continue futher, because the fourth agent may also verify information interacting with the fifth agent. Then by the same procedure as in previous case we may obtain nonreducibile subgroups of three, of four and of five agents, or the fifth agent interacts with the sixth one. And so on. Thus we obtain closed subroups of interacting agents in which every agent interacts with two other agents, and in which the process of verification of information leads to closed linear structure. If any of agents from such an subgroup exchange and thus verifies information with any third one agent from the subroup, the structure of the subgroup changes, the subgroup becomes reducibile to two new nonreducibile subgroups. This is the process of differentiation of the first nonreducibile subgroup to two new ones. This is an example of an elementary transformation between two configurations of nonreducibile subroups. An vice versa: if the interaction between two agents which interact with three agents in the configuration of two nonreducibile subgroups vanishes, a new one nonreducibile subgroup creates and information is still verifiable. When the configuration in which an agent was interacting with three agents which were not interacting between themselves transform to a configuration in which two of the mentioned three agents interact, then we may observe the process of mitosis: a new nonreducibile group appears.Thus the transformation between this two configurations is reversibile. A cell is such a configuration of a given number of nonreducible subroups in which every two interacting agents belongs to two nonreducibile subgroups /subgroups are connected in this sense / and which is closed . Such a cell may disappear and may be created, may change number of nonreducible subroups in a reversible way. Becasue the structure, configuration of interactions between agents in the group, forms a macroscopic structure, we say that it is a microreversible process any process within a nonreducibile subgroup and within a cell. Statistical equilibrium of the whole group is characterized by a set of different subroups of the type mentioned above, and by a probability that such a subroup occurs. Thus we have probability distribution which characterizes the group. Moreover there exists an equation of state which enables to compare different macroscopic states of the group.The statistical equilibrium due to microreversibility is characterised by the maximum of entropy and by the minumum of energy /costs of information exchange/. We will use methods of statistical physics to study social behaviour of agents, mainly the presence of topological structure of interactions between agents and its changes, which is the most important property of the group of agents. There are three empiricaly observed dependencies of personal radius which enabled us to characterize the quantities of cells, faces, vertices and bonds . There exist constrains, such as a fixed number V of agents in the group, a number E of interactions within the group, a number F of subgroups which are nonreducibile, and a number C of cells. Thus we have a structure which is equivalent to random cellular networks. Such networks and their evolution were described by ,  N. Rivier /Physica 23D (1986) p. 129/. He applied methods of statistical mechanics to study these structures. We will use methods described by Rivier to study social behaviour of agents, mainly the presence of topological structure of interactions between agents and its changes, which is the most important property of the group of agents. The area of a nonreducibile group which belongs to those nonreducibile groups which form the cell may be formed again for example by a sum of areas of agents characteristic areas. Note that area of the nonreducibile group may be also some other characteristics of the group of agents depending on studied social relations between agents. Thus we are able to study topology properties of interactions of agents. Their social behaviour is discussed in. It can be shown that the equilibrium number of agents with which a given agent interacts is three for a group without cellls /the group forms a single cell/.

## 3 Human groupings have hierarchical structure.

Human groupings have hierarchical structure, for an introduction see . The civilisation consists of societes, societes consist of groups, and groups consist of individuals. A social group has power to rganise individuals and se them for its own purposes. An agent we call a member of a social group, we assume that his/her special properties are defined.

Agent - its behaviour is influenced to some degree by the need to associate with other agents and to obtain the approval of other agents in the group . A group is chararcterized by a very large nonrational and emotional elements in decisions of agents, and agent equates his/her needs with those of the other agents from the group . Equates here means interacts, interaction costs some energy and consists of the exchange of information about his/her needs, the information is well defined. Specification of agents here: agents interact in such a way that they give reference to the origin of the information if asked by the other agent. Thus an agent may verify obtained information.

Nonreducible subgroup of the group of agents is a group which defined in the following way. There exists interaction of a given agent with another one. This another one agent interacts with another one. it has no sense for him/her to exchange information with the first one to verify information /to obtain approval of at least another one agent/: thus the agent interacts with and agent diferent from the first one. This the third agent can verify the information from two sources: either interacting with the first one, either interacting with the fourth one. The first case leads to formation of a nonreducibile subgroup of three agents in which every agent verifies information from two different sources /we asuem that information is verified if an agent verifies information from at least two different sources/. The second case: the fourth agent interacts either with the first one, and we ontain a nonreducibile subgroup of four agents, either this agent interacts with the second agent, and we obtain a nonreducibile subgroup of three agents, this process may continue further: the fourth agent may verifiy information interacting with the first ones, the process just describes now may lead to a nonreducibile subgroup with three, four or five agents, etc. Thus in the group of interacting agents there exist nonreducibile subgroups of agents which are closed as concerning exchange of an information and in which every agent interacts with two and only two other agents, thus the structure of interaction of agents is "linear-circular".

## 4 Nonreducibile subgroups of the group of agents may transform.

Reduction of a nonreducibile subgroup to two nonreducibile subgroups: if any agent from a given nonreducibile subgroup interacts as concerning exchange of an information with a third one agent from the nonreducibile subgroup. And vice versa: if the interaction as concerning exchange of an information between two agents in the configuration of two nonreducibile subgroups vanishes, a new one nonreducibile subgroup appears. Mitosis is a process in which an agent which was interacting with three agents which were not interacting between themselves transforms to a configuration in which two of the mentioned three agents interact, then a new nonredcibile subgroup appears, this process is reversibile.

Cell is a configuration of a given number of nonreducibile subgroups in which everz two interacting agents belong to two nonredcibile subgroups of a closed subgroup formed from nonreducibile subgroups. Cella of the group of agents may reversible transform, they may disappear, may be created, may change a number of nonreducibile subgroups.

## 5 The structure of the group is macroscopic

The group has a given number of agents, of nonreducibile subgroups and of cells as concerning exchange of information. Statistical equilibrium of the group is characterized by different macroscopic structure as concerning exchange of an information and by a probability that a nonreducible group appears, this probability characterizes the group. Equation of state comparison of different macroscopic states of the group. Statistical equilibrium exist in the group due to reversibility, it is characterized by the maximum of entropy and by the minimum of energy /costs of information exchange/. Constraints are given by a fixed number V of agents in the group, a number E of interactions, a number F of subgroups which are nonreducibile, a number C of cells, note that conservation law holds :

$$C+FE+V=1$$
(1)
Note that structural stability exists : only agents with interaction with four agents are structuraly stable in 3d, and only agents with interaction with three agents are structuraly stable in 2d. This structure is equivalent to random cellular networks, such networks and their evolution were described by N. RIVIER ,  by methods statistical mechanics.

We will use these methods to study social behaviour of agents, and changes of this behaviour, mainly the presence of the topological structure of interactions between agents and its changes, the most important property of the group of agents which coresponds to maximum of informational entropy.

One can define an area of nonreducibile subgroup and volume of the cell. We asume that there is homogeneity, and no costs of information.

## 6 Personal area and social behaviour of agents of the group

The average area A(n) of an n-sided cell is ,  / if A is the total area in which group is localised/:

$$A(n)=\frac{A}{F}\lambda (n(6\frac{1}{\lambda }))$$
(2)
Asume that this area corresponds to a personal area of agents forming an n-sised nonreducibile subgroup, due to homogeneity and equilibrium every agent contributes $`\frac{1}{3}`$ personal area A(n), thus $`\lambda =\frac{1}{6}`$ and

$$A(n)=\frac{A}{F}\frac{n}{6}$$
(3)
One agent contributes $`\frac{1}{3}`$ of his personal area to the area A(n), if we denote r the radius of the agent’s personal area then:

$$\frac{\pi r^2}{3}=\frac{A}{6F}$$
(4)
As we see personal radius increases as a square root with increased

total area A per a nonreducibile group. As we see personal radius decreases as an inverse square root with increasing number of nonreducibile groups, in towns personal area is observed to be smaller than in villages , this corresponds to smaller $`\frac{A}{F}`$ ratio in towns than in villages according to our equation above, the ratio $`\frac{A}{F}`$ is more-less constant in area A in these cases, however it is increasing with the density of agents in the group (town, village) and thus number of nonreducibile groups is increasing in our equation for personal area qualitatively, personal radius is increasing with decreasing risk which a person expects : intimous - smaller radius is 0.15 m and less for intimous contacts /love, security, … /, intimous - larger radius is 0.15 m to 0.45 m for less intimous contacts /relatives/, personal - smaller radius is 0.45 m to 0.90 m for personal contacts with close friends and relatives, personal - larger radius is 0.90 m to 1.20 m for personal contacts with friend, bussines people, neoghbours. Thus we see from our equation that F may be associated with risk: for constant area A the larger F the smaller r and smaller acceptable risk (\*). Personal radius is large for inhabitants  of New Zeeland, Australia and white North-Americans, it is middle for inhabitants of Great Britain, Switzerland, Sverige, Germany, Austria and it is small for inhabitants of Arab countries, Japans, South-Americans, inhabitants of countries around Middleterrenien sea /Italy, France, Greece, … / and black North-Americans: one can say qualitatively that (probably due to temperament) the first group is characterised by low risk activities and by their preference, the second group is characterised by middle risk activities, and the last group is characterised by high risk activities. Thus first group has F lower than the second group, and second group lower than the third group: this is consistent with the statement (\*).

## 7 Conclusion

We conclude that the three mentioned empiricaly observed dependencies of personal radius dependence on some factors enabled us to characterize the quantity F as the quantity which characteriyes verification of information, the smaller personal radius the larger process of verification of verbal and non-verbal information about the other person in other to accept the risk that this person will be closer to us as a person. We expect that this conclusion is a general conclusion.

## 8 Acknowledement

The paper represents a part of results of the VEGA project 1/0495/03.