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# Keck Adaptive Optics Observations of the Radio Galaxy 3C294: A Merging System at 𝑧=1.786?

## 1 Introduction

Powerful radio galaxies offer a unique way to investigate the evolution of very massive galaxies over a large range in redshift. The near-infrared Hubble $`Kz`$ relation is well represented by models of passive evolution of massive ($`510L^{}`$) galaxies which formed at high redshifts (Lilly 1988, van Breugel et al. 1999). Comparison with high-redshift field galaxies (Cowie 1997) confirms that radio galaxies form indeed the high-luminosity envelope. Deep spectroscopic observations of a few relatively weak radio sources, in which the active nuclei do not dominate the restframe UV radiation, have shown directly that radio galaxies at $`z1.5`$ have old ($`3.54.5`$ Gyr) stellar populations, which must have formed at $`z10`$ (Spinrad et al. 1997).

Radio galaxy morphologies, when imaged at visible wavelengths, often show spectacular clumpy structures aligned with the axis of the radio source. This “alignment effect” appears to be at odds with the tightness of the near-infrared $`Kz`$ relation and the passive evolution inferred from the $`Kz`$ diagram. Its exact nature has remained unclear and evidence has been found for scattered light from hidden quasar-like active nuclei, for nebular recombination continuum, and even for jet-induced star formation (McCarthy 1993).

To investigate the morphological evolution of massive elliptical galaxies with redshift it is therefore important to obtain high spatial resolution at infrared wavelengths, where the AGN-related emission is fainter and the old stellar component brighter. Recent $`H`$-band observations with NICMOS/HST have shown that at $`z<2`$ most galaxy morphologies appear rounder, more symmetric and centrally concentrated than at shorter wavelengths, although even at restframe R-band wavelengths some of the complex aligned structures can still be seen (Zirm et al. 1999). After subtracting these aligned structures and modeling the symmetric galaxy components, the galaxy surface brightness profiles show $`r^{1/4}`$ power laws, consistent with the relaxed morphological appearances. In several cases the images also show that the near-IR surface brightness peaks at local minima in WFPC2 optical images, suggesting the presence of central dust lanes or disks. Some objects exhibit relatively bright nuclear point sources in the near-IR, possibly showing obscured quasar-like AGN.

NICMOS/HST observations of radio galaxies at $`z>2`$ generally reveal much more complex structures than for their lower redshift counterparts (Pentericci et al. 1999, McCarthy 1999). These sources have more often strong nuclear point sources, show nearly always complex and asymmetric morphologies, and exhibit the alignment effect. This is in part because the observations of these higher redshift objects are necessarily at shorter restframe wavelengths, but also because of strong morphological evolution. $`K`$-band images of high-redshift radio galaxies obtained with the NIRC camera at Keck Observatory in $`0\stackrel{}{\mathrm{.}}4`$ to $`0\stackrel{}{\mathrm{.}}7`$ seeing have also shown dramatic evidence for this, with multiple $`L^{}`$ components which are often aligned with their radio sources at $`z>3`$, to more symmetric and compact morphologies at $`z<3`$ (van Breugel et al. 1998). Such morphological evolution, from clumpy (but not necessarily aligned) to more symmetric and relaxed structures, would be expected in hierarchical galaxy formation scenarios. It is thus clear that near-IR observations at high resolution can substantially contribute to our understanding of the structures, evolution, and environments of radio galaxies.

3C294 is a powerful radio galaxy at $`z=1.786`$; a VLA image at $`\lambda =6`$ cm shows a Z-shaped structure with a relatively weak core (McCarthy et al. 1990). The galaxy is associated with a large cloud of ionized gas radiating in Lyman $`\alpha `$ and other emission lines. The cloud is aligned with the inner part of the radio structure, and extends over $`12^{\prime \prime }`$ (McCarthy et al. 1990). At the redshift of 3C294, 1′′ corresponds to 9.1 kpc for $`H_0=65`$ km s-1 Mpc-1, $`\mathrm{\Omega }_0=0.3`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$; the linear extent of the Lyman $`\alpha `$ cloud is thus $`110`$ kpc.

A bright ($`V=12`$) star is projected $`10^{\prime \prime }`$ west of the radio galaxy core. 3C294 is thus an ideal target for observations with present-day adaptive optics (AO) systems, which require a bright natural reference star near the target source. Previous AO observations of 3C294 have been carried out in the $`K^{}`$ band with the Hokupa’a system mounted on the 3.6 m Canada-France-Hawaii Telescope (Stockton et al. 1999). The galaxy was clearly resolved in these observations, but the core could not be identified unambiguously. The overall morphology appeared triangular, and was interpreted by Stockton et al. (1999) as an illumination cone due to dust scattering from a quasar nucleus.

Here we present new seeing-limited and AO observations of 3C294 in the $`H`$ and $`K^{}`$ near-IR bands obtained at Keck Observatory. The greater sensitivity and resolution afforded by a 10 m aperture gives substantially improved morphological information, which results in an improved understanding of the origin of the emission, and of the evolutionary state of 3C294.

## 2 Observations and Data Reduction

### 2.1 NIRC Observations

Direct infrared images of 3C294 were obtained on June 25, 2000 (UT date) with the NIRC camera on the Keck I telescope. NIRC’s detector is a $`256\times 256`$ pixel InSb array; the field-of-view is $`38\stackrel{}{\mathrm{.}}4\times 38\stackrel{}{\mathrm{.}}4`$ with a sampling of $`0\stackrel{}{\mathrm{.}}15`$ per pixel (Matthews & Soifer 1994). We used an exposure time of 10 s to avoid saturation by the bright star $`10^{\prime \prime }`$ west of 3C294, and observed at a parallactic angle at which the radio galaxy is well separated from the diffraction spikes caused by the support structure of the secondary mirror of the telescope (see Figure 1). We collected 54 frames each in the infrared $`H`$ and $`K^{}`$ bands, giving total on-source integration times of 9 minutes in each band. The source was dithered on the detector in a nine-point pattern to allow for easy sky correction and elimination of bad pixels. The UKIRT faint standard star FS23 was observed immediately before 3C294. The seeing was fairly good ($`0\stackrel{}{\mathrm{.}}6`$ to $`0\stackrel{}{\mathrm{.}}7`$), but the observations were affected by cirrus and are not photometric.

Standard infrared data reduction techniques were applied to the data. The sky emission in each pixel was determined from the median of the nine images in each dither pattern and subtracted before the nine images were centered and co-added. The resulting mosaic images were added and divided by a flat field obtained on the sky during twilight.

### 2.2 Adaptive Optics Observations

High-resolution infrared observations of 3C294 were carried out on June 24, 2000 (UT date). We used the adaptive optics system mounted on the Keck II telescope, which uses a Shack-Hartmann sensor and a fast low-noise CCD camera for wavefront sensing, and a Xinetics mirror with 349 actuators for wavefront correction (see Wizinowich et al. 2000). The $`V=12`$ star $`10^{\prime \prime }`$ west of 3C294 was used as wavefront reference for the AO system. Infrared images were obtained with the slit viewing camera (SCAM) of the NIRSPEC spectrograph (McLean et al. 2000). SCAM employs a $`256\times 256`$ pixel Picnic HgCdTe array; the pixel scale for observations in conjunction with the AO system is $`0\stackrel{}{\mathrm{.}}017`$/pixel, giving a field-of-view of $`4\stackrel{}{\mathrm{.}}3\times 4\stackrel{}{\mathrm{.}}3`$. Since this field is too small to observe 3C294 and the guide star simultaneously, we periodically moved back to the guide star to assess the AO system performance by measuring its Strehl ratio.

The exposure times were 300 s for 3C294, and 2 s for the guide star; a five-point dither pattern with a step size of $`0\stackrel{}{\mathrm{.}}75`$ was used in both cases. The dithering and switching between 3C294 and the guide star was done by moving the telescope on the sky, and performing compensating changes in the position of a motorized field steering mirror located behind the visible/IR beam splitter in the wavefront sensor arm of the optics. We obtained 20 individual images of 3C294 in $`H`$ and 15 images in $`K^{}`$, i.e., the total on-source integration times were 100 and 75 minutes, respectively. The UKIRT faint standard star FS29 was observed after 3C294. The seeing was good ($`0\stackrel{}{\mathrm{.}}5`$) and the sky clear. Under these conditions, the AO system produced images with diffraction-limited cores ($`0\stackrel{}{\mathrm{.}}047`$) and a Strehl ratio of $`30\%`$ in $`H`$ on $`V=12`$ reference stars.

The data reduction was done essentially in the same way as for the NIRC data. A slight complication arose from the fact that we were using the slit viewing camera of a spectrograph. Since no closed position of the slit mechanism was provided, we used the narrowest slit available ($`0\stackrel{}{\mathrm{.}}013\times 1\stackrel{}{\mathrm{.}}13`$), and masked the corresponding area in the center of the chip in the data reduction. This was not a major problem because of the dither pattern, which ensured that each sky position fell onto a valid area of the chip in at least four out of five exposures.

Since the bright star was not in the field-of-view of the observations of 3C294, and the radio galaxy was not detected with sufficient signal-to-noise in the individual exposures, the registration of the 20 frames had to be done “blindly”. The AO system keeps the guide star at a fixed position on the wavefront sensor camera, and the offset of the SCAM detector with respect to the wavefront sensor can be derived from the information about the position of the field steering mirror in the FITS headers. A correction has to be applied for differential refraction between the effective wavelength of the wavefront sensor camera ($`750`$ nm) and the $`H`$ band.

## 3 Results

The final NIRC $`K^{}`$-band and AO $`H`$-band images of 3C294 are shown in Fig. 1 and 2, respectively. Note that no deconvolution has been applied in either case. Two bright components separated by $`1^{\prime \prime }`$ are apparent in both images; the NIRC image also shows faint diffuse emission. The AO image shows that the eastern component (the “core”) is much more compact than the western component. The NIRC $`H`$-band and AO $`K^{}`$-band images are very similar to the images shown, but have slightly poorer signal-to-noise.

Adopting $`H=12.4`$, $`K^{}=12.3`$ for FS23 and $`H=13.3`$, $`K^{}=13.3`$ for FS29, we derive $`H=19.4`$, $`K^{}=18.2`$ for the integrated emission of 3C294, and $`H=22.0`$, $`K^{}=21.7`$ for the core. We estimate photometric errors of at least $`\pm 0.2`$ mag due to the non-photometric conditions, but our measurements are in excellent agreement with previous results ($`K=18.0\pm 0.3`$, McCarthy et al. 1990; $`K^{}=18.3\pm 0.3`$, Stockton et al. 1999). A comparison of the photometric data from NIRC and AO gives the interesting result that only $`9`$% of the $`H`$ flux and $`4`$% of the $`K^{}`$ emission come from the “core”.

The width of the core can be determined by comparing the AO image of 3C294 to the exposures of the guide star. The guide star is a double star with 1:1.6 intensity ratio and $`0\stackrel{}{\mathrm{.}}15`$ separation (at the time of our observations). It is thus well resolved in our AO data, and it is easy to obtain radial profiles for both components separately, i.e., the duplicity is not a problem. It is necessary, however, to check the quality of the registration of the 20 individual exposures that were stacked to obtain Fig. 2. We performed this test by building similar mosaics composed of exposures of the guide stars. We first stacked guide star exposures in the same way as we did for 3C294, i.e., by using the information about the position of the field steering mirror in the FITS headers to register the individual frames. The resulting mosaic image had a FWHM of 2.78 pixels, corresponding to $`0\stackrel{}{\mathrm{.}}0473`$. We then stacked the same frames by computing cross-correlations between the individual exposures; the mosaic constructed in this way had a FWHM of 2.79 pixels or $`0\stackrel{}{\mathrm{.}}0474`$, identical to within the errors to the first. We conclude that “blind” stacking based on the field steering mirror positions did not have a measurable effect on the FWHM of the resulting mosaic.

The FWHM of the eastern component of 3C294 was measured to be 3.38 pixels, i.e., $`0\stackrel{}{\mathrm{.}}0575`$. Quadratic subtraction of the FWHM of the guide star gives a formal size of $`0\stackrel{}{\mathrm{.}}033`$. We also compared radial profiles of the eastern component with profiles of the guide star that had been convolved with Gaussians of varying widths. From these comparisons we derive a conservative upper limit of $`0\stackrel{}{\mathrm{.}}05`$ for the FWHM of the core of 3C294. It should be noted that these measurements are still consistent with the core being unresolved, since angular anisoplanatism, the fairly low signal-to-noise ratio in Fig. 2, or an underlying emission from a larger stellar component could all contribute to an apparent broadening of the core compared to the guide star.

An important question concerns the registration of the infrared emission with respect to the radio structure. We can measure the position of the infrared core (which can clearly be identified in Fig. 1) with respect to the guide star from the NIRC $`K^{}`$ data; it is $`9\stackrel{}{\mathrm{.}}5`$ east and $`1\stackrel{}{\mathrm{.}}5`$ north of the star, with an estimated error of about $`0\stackrel{}{\mathrm{.}}2`$. Performing the same measurement with the AO data is more complicated, since we have to rely on the calibration of the field steering mirror (which we checked and found to be better than 1%), and because the two components of the guide star are resolved. The offset between the $`H`$-band core and the center-of-light of the two components of the guide star determined from the AO observations is $`9\stackrel{}{\mathrm{.}}7`$ east and $`1\stackrel{}{\mathrm{.}}6`$ north, in excellent agreement with the NIRC value. In the following we will use the result of the more straightforward NIRC measurement.

The guide star is star U1200-07227692 in the USNO-A2.0 catalog (Monet et al. 1998). Several attempts have been made to determine the position of this star, with results disagreeing among each other by $`\pm 1^{\prime \prime }`$ (Véron 1966, Kristian et al. 1974, Riley et al. 1980, Stockton et al. 1999). We believe that the best estimate is the USNO-A2.0 catalog position 14h06m43$`\stackrel{\mathrm{s}}{\mathrm{.}}`$32, +341123$`\stackrel{}{\mathrm{.}}`$5 (J2000 on the ICRS reference frame), derived directly from a solution of the Schmidt plates on which USNO-A2.0 is based. The typical error of the catalog is $`0\stackrel{}{\mathrm{.}}25`$. Combining this position with the offset determined above, the position of the infrared core of 3C294 is found to be 14h06m44$`\stackrel{\mathrm{s}}{\mathrm{.}}`$09, +341125$`\stackrel{}{\mathrm{.}}`$0. The position of the radio core in the ICRS frame is 14h06m44$`\stackrel{\mathrm{s}}{\mathrm{.}}`$08, +341125$`\stackrel{}{\mathrm{.}}`$0 (McCarthy et al. 1990, Stockton et al. 1999). The almost perfect agreement between the positions of the infrared and radio cores may be somewhat fortuitous in view of the slightly discrepant positions of the guide star in the literature. Nevertheless, the positional agreement, as well as the pointlike appearance of the infrared core, strongly suggest the identification of this component with the active nucleus.

## 4 Discussion

Our seeing-limited and adaptive optics images of 3C294 are the first to show sufficient detail for a comprehensive interpretation of the nature of the near-infrared emission of this galaxy. Most notably, we detect two clearly distinct knots separated by $`1^{\prime \prime }`$ (9 kpc) in the east-west direction, i.e., nearly perpendicular to the radio axis. The eastern knot contains an unresolved (or barely resolved) core, which we identify with the active nucleus.

Our AO image is in general agreement with the one obtained by Stockton et al. (1999) from their Hokupa’a AO observations. However, because of our higher quality data, we can now clearly identify the nucleus, which appears offset by $`1^{\prime \prime }`$ to the east from the main body of the galaxy. This leads us to a different conclusion from Stockton et al. (1999), who suggested that the morphology of 3C294 might be due to scattered light from a hidden quasar-like nucleus, located near the southern tip of the $`K`$-band emission. From our new images it appears much more plausible to ascribe the bulk of the near-IR emission to an old stellar population, with a $`4\%`$ contribution by the active nucleus.

The near-IR color $`HK^{}=1.2`$ of 3C294 is typical for galaxies at redshift $`1.8`$. The $`K`$-band K-correction $`K_K(z)`$ is relatively small and does not depend strongly on redshift or type of galaxy (e.g., Cowie et al. 1994); assuming $`K_K(1.8)=0.5`$ we obtain $`M_K=27.1`$ for 3C294. Comparing this value to $`M_K^{}=25.1`$ (Mobasher et al. 1993), we derive $`L=6.3L^{}1.3\times 10^{11}L_{}`$. With the “standard” mass-to-light-ratio $`/L=15`$, the total mass of 3C294 is then estimated to be $`2\times 10^{12}_{}`$. McCarthy et al. (1990) have used spatially resolved observations of the Lyman $`\alpha `$ line to derive a dynamical estimate of $`3\times 10^{12}_{}`$ enclosed within 60 kpc, but newer data (McCarthy et al. 1996) bring this estimate up to $`2.4\times 10^{13}_{}`$ within 90 kpc, which would imply $`/L200`$. These dynamical mass estimate rest on somewhat shaky ground, however, since it is not clear at all that the emission line kinematics in 3CR galaxies reflect the underlying gravitational fields (Baum & McCarthy 2000), and the distorted structure apparent in our near-IR images of 3C294 may cast further doubts on the applicability of simple virial arguments.

The near-infrared morphology of 3C294 revealed by our Keck images is indicative of an ongoing merger event, consistent with the expectation from hierarchical models of structure formation. These models predict that many present-day massive galaxies have merged with a galaxy of nearly equal mass at $`z2`$ (Kauffmann & White 1993). It is tempting to speculate that the galaxy-galaxy interaction may have triggered the radio activity, and that it may be responsible for the distortion (Z-shape) of the radio structure. Assuming an advance speed of the radio hot spots of $`10,000`$ km s-1 (McCarthy et al. 1990), the age of the radio source is of order $`10^7`$ yr. This is to be compared with the dynamical time scale of the merger, which is $`10^8`$ yr. The order-of-magnitude difference in the two time scales may indicate that it takes some time for the gas to settle around the black hole, after which the accretion proceeds on a shorter time scale. The radio and infrared morphologies of 3C294 appear therefore consistent with a scenario in which supermassive black holes grow through major merger events, in which the gas is accreted on a relatively short time scale, about $`10^7`$ yr (Kauffmann & Haehnelt 2000).

It is interesting to note that the active nucleus seems to be associated with the less luminous galaxy. Quantitative photometry is difficult because the AO data have insufficient surface brightness sensitivity to fully capture the extended emission, and the NIRC data insufficient resolution to fully separate the two components. Our best estimate is a $`2.5:1`$ ratio for the stellar $`K^{}`$-band luminosities of the western and eastern components.

Our observations clearly show that the $`K^{}`$-band luminosity of 3C294 is dominated by stars, not by the active nucleus. In fact the 4% of the $`K^{}`$-band light contained in the compact “core” sets a stringent upper limit to the AGN contribution. This agrees with results from lower-resolution imaging of 3CR galaxies, which indicate that few have nuclei contributing more than $`15\%`$ of the $`K`$-band light (Best et al. 1997). It is the dominance of the old stellar population that produces a well-defined $`Kz`$ relation, and the locus of 3C294 in the $`Kz`$ diagram is indeed close to that of other 3CR galaxies at comparable redshifts (Best et al. 1998). On the other hand, this is surprising in view of the peculiar near-IR morphology of 3C294. If the activity of radio galaxies is generally tied to galaxy-galaxy interaction, one should not expect to find a uniform population of hosts in radio-selected samples, and therefore a large scatter in the $`Kz`$ relation. The fact that the radio source appears to be associated with the less massive of the two galaxies further complicates the picture, and appears to contradict models based on passive evolution at $`z2`$.

Near-IR imaging of a larger sample of radio galaxies with high angular resolution is clearly needed to clarify these issues. Adaptive optics with laser guide stars on 10 m class telescopes will be the ideal tool to perform these observations.

Many thanks are due to the adaptive optics group, instrument specialists, and observing assistants at W.M. Keck Observatory for their excellent advice and assistance. This work has been supported in part by the National Science Foundation Science and Technology Center for Adaptive Optics, managed by the University of California at Santa Cruz under cooperative agreement No. AST-98-76783. The work by WdV and WvB was performed under the auspices of the U.S. Department of Energy by University of California Lawrence Livermore National Laboratory under contract No. W-7405-Eng-48. KF’s work was supported by the NSF through REU grant PHY9732035 to the UCSD Physics Department. The data presented herein were obtained at the W.M. Keck Observatory, which is operated as a scientific partnership among the California Institute of Technology, the University of California and the National Aeronautics and Space Administration. The Observatory was made possible by the generous financial support of the W.M. Keck Foundation.


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# Nonlinear and spin effects in two-photon annihilation of a fermion pair in an intensive laser wave

## Abstract

The pattern of calculation of amplitudes of a series of processes in the field of an intensive laser wave, in which two fermions $`(p;p^{})`$ and two real photons $`(k_1;k_2)`$ participate, is considered. In relation to one-photon processes, these processes are of the second order on $`\alpha `$, if the wave intensity $`\xi 1`$ (i.e., actually absorption from the wave only one quantum). Otherwise, they are competing and essentially nonlinear. One-photon processes have a number of the important physical applications. For example, $`\gamma e`$ and $`\gamma \gamma `$ colliders work on their basis.

In DSB the calculation is conducted at the level of reaction amplitudes. It essentially simplifies both the calculation and the form of obtained results; those combinations of amplitudes which describe the spin effects are easy to calculate. And these effects are especially essential in nonlinear processes. The calculations are conducted in covariant form. Besides compactness, this provides independence of the frames of reference and energy modes. The masses of fermions are taken into account precisely and are not assumed equal each other (heavy leptons, modes of various decays). The pattern of calculation is given in the channel indicated in the title. The amplitudes of this channel are also applicable for calculating of induced decay of orthopositronium into two photons. And in this approach there is no necessity to assume the relative momentum equal to zero.

Keywords: the calculations of reaction amplitudes, the processes in external fields, orthopositronium, $`\gamma `$-colliders.

The process under consideration is described by $`2^5`$ amplitudes. Because of parity conservation, we need to calculate 16 amplitudes (in our approach, they are described by 8 formulas). Therefore, here we can present only the pattern of calculation. The necessary formulas are cited in accordance with monograph  with the indication paragraph number,where §40 “An electron in the field of the plane electromagnetic wave”; §89 “An annihilation of a positronium”; §101 “Radiation of a photon by an electron in the field of an intensive electromagnetic wave”. Unlike , we assume $`\gamma _5=i\gamma ^0\gamma ^1\gamma ^2\gamma ^3`$ (opposite sign) and elementary charge $`e>0`$.

The calculation of amplitudes will be made in the Diagonal Spin Basis (DSB) introduced by the author in . A review of the method and the calculation of number processes analogous to that under consideration (but with participation only one photon) is given in .

In any reaction, an even number of fermions participate. Therefore, the amplitude of each reaction can be represented as a combination of fermion “sandwiches” describing the fermion line

$$\overline{u}^\sigma ^{}(p^{})Qu^\sigma (p)=Tr[Qu^\sigma (p)\overline{u}^\sigma ^{}(p^{})],$$
(1)
where $`Q`$ is the operator of interaction. If it has the tensor indices, there occurs contraction over them, with other “sandwiches” of other fermion lines. In the DSB, the axes of the spin projections belonging to one fermion line are lying in the 2-plane $`(v=p/m,v^{}=p^{}/m^{})`$. Vectors $`v^{}`$, $`s_3^{}`$ and bispinor $`u^\delta (p^{})`$ are obtained from $`v`$, $`s_3`$ and $`u^\delta (p)`$ by one and the same plane Lorentz transformation.

$`\begin{array}{c}s_3={\displaystyle \frac{(vv^{})vv^{}}{\sqrt{(vv^{})^21}}},s_3^{}={\displaystyle \frac{(vv^{})v^{}v}{\sqrt{(vv^{})^21}}};\hfill \\ s_1=s_1^{}=n_1=(\stackrel{~}{g}g){\displaystyle \frac{k}{k_{}}},s_2=s_2^{}=n_2=\stackrel{~}{\epsilon }{\displaystyle \frac{k}{k_{}}};\hfill \\ n_0={\displaystyle \frac{v+v^{}}{\sqrt{2(vv^{}+1)}}},n_3={\displaystyle \frac{vv^{}}{\sqrt{2(vv^{}1)}}};\stackrel{~}{g}^{\mu \nu }=n_0^\mu n_0^\nu n_3^\mu n_3^\nu ,\stackrel{~}{\epsilon }^{\mu \nu }=\epsilon _{}^{\mu \nu }{}_{\rho \sigma }{}^{}n_0^\rho n_3^\sigma .\hfill \end{array}`$ (5)
The bispinors of both particles have a common set of spin operators and are related by the relation $`u^\delta (p^{})=\widehat{n}_0u^\delta (p)`$, $`\delta =\pm 1`$. If the initial or the final (our case) particle is an antifermion, this corresponds to the creation or annihilation of a pair. In this case, $`v^\delta (p^{})=\delta \gamma _5u^\delta (p^{})`$. In the DSB, the description of the spin and all the calculations made are covariant. In the case of annihilation, the spin indices in bispinors have the meaning of helicity in the system of centre of masses.

By virtue of the above properties, the fermion line in DSB acts as a certain single object, and the basic formulas for calculating the amplitudes (transition operators) acquire the elementary form:

$$u^\delta (p)\overline{v}^\delta (p^{})=\frac{\gamma _5}{4}\left[(V^++\delta \gamma _5V^{})(1\delta \gamma _5\widehat{n}_0\widehat{n}_3)\widehat{n}_0\delta \gamma _5\widehat{n}_3\right],$$
(6)
$$u^\delta (p)\overline{v}^\delta (p^{})=\frac{1}{4}(V^++\delta \gamma _5V^{}+\widehat{n}_0)(\widehat{n}_1+i\delta \widehat{n}_2),$$
(7)
where $`V^\pm =\sqrt{(vv^{}\pm 1)/2}`$. As vector $`k`$, which enters into the definition of $`n_1`$ and $`n_2`$, we take the momentum of laser photon. The replacement of this vector by another leads to remultiplication of Eq.7 by the easily calculated phase factor.

If in tetrad $`n_A`$ Eq.5 for fermion line we make the replacement $`pk_1`$, $`p^{}k_2`$, then we obtain tetrad $`h_A`$ common for both photons. In this case, the vector $`e_\lambda ={\displaystyle \frac{1}{\sqrt{2}}}(h_1i\lambda h_2)`$ simultaneously describes both the emitted photons: $`k_1`$ with helicity $`\lambda _1=\lambda `$ and $`k_2`$ with $`\lambda _2=\lambda `$. Thus, if $`\lambda _1+\lambda _2=0`$, then only one operator $`\widehat{e}_\lambda `$ enters into the amplitude, if $`\lambda _1+\lambda _2=\pm 2`$, then $`\widehat{e}_\lambda `$ and $`\widehat{e}_\lambda ^{}`$ enter into the amplitude. This fact also extremely simplifies both the structure and the calculation of the reaction amplitudes. Thus,

$`\begin{array}{c}\widehat{e}_\lambda ^2=0,\widehat{e}_\lambda \widehat{e}_\lambda ^{}=1+{\displaystyle \frac{\gamma _5}{k_1k_2}}k_1^\mu \sigma _{\mu \nu }k_2^\nu ;\hfill \\ \widehat{e}_\lambda \widehat{f}\widehat{e}_\lambda =2e_\lambda f\widehat{e}_\lambda ;\widehat{e}_\lambda \widehat{f}\widehat{e}_\lambda ^{}={\displaystyle \frac{2}{k_1k_2}}(fk_2\omega _\lambda \widehat{k}_1+fk_1\omega _\lambda \widehat{k}_2).\hfill \end{array}`$ (10)
where $`f`$ is arbitrary vector, $`\omega _\lambda ={\displaystyle \frac{1}{2}}(1+\lambda \gamma _5)`$.

Let us consider in more detail the case of $`\lambda _1+\lambda _2=0`$. Using Volkov’s solution - for the electron in the field of the plane wave (40.7), (101.3) and above relations, we obtain the spin structure of the amplitude

$$M=e_\lambda q\left(\frac{1}{k_1q}+\frac{1}{k_2q}\right)\overline{v}^\delta ^{}(p^{})\left\{\widehat{e}_\lambda +\frac{\xi ^2m^2e_\lambda k}{2(kp)(kp^{})}\widehat{k}e\left(\frac{\widehat{e}_\lambda \widehat{k}\widehat{A}}{2kp}\frac{\widehat{A}\widehat{k}\widehat{e}_\lambda }{2kp^{}}\right)\right\}u^\delta (p),$$
(11)
$`A=a(l_1\mathrm{cos}\phi +\mu l_2\mathrm{sin}\phi )`$ is the 4-potential of the wave (101.2), $`\mu `$ is the polarization, $`\phi =kx`$, $`\xi =ea/m`$ is the wave intensity, $`q^\mu =p^\mu {\displaystyle \frac{\xi ^2m^2}{2kp}}k^\mu `$ is the quasimomentum (101.4). Making series expansion in Bessel functions $`J_n(z)`$ (101.7) and integrating in 4-space, we make sure that amplitude Eq.11 of the reaction $`sk+q+q^{}=k_1+k_2`$ completely coincides, to an accuracy of the factor preceding the “sandwich”, with the $`s`$-channel of single-photon reaction $`sk+q=q^{}+k^{}`$ (101.10). $`sk`$ denotes coherent absorption from the wave of photons (nonlinearity). The factor itself just reflects that exactly two-photon annihilation takes place.

For laser wave we choose

$$l_1=\frac{(kv^{})v(kv)v^{}}{\sqrt{(vv^{})^21}k_{}},l_2=n_2.$$
(12)
Than in (101.6) $`\alpha _2=0`$ and $`z=|\alpha _1|={\displaystyle \frac{\xi m|kv^{}/kvkv/kv^{}|}{\sqrt{(vv^{})^21}k_{}}}`$ is the Bessel function argument. With such a choice in the DSB we have (see Eq.7)

$`\begin{array}{c}e{\displaystyle \frac{\widehat{e}_\lambda \widehat{k}\widehat{A}}{2kp}}u^\delta (p)=\hfill \\ \mu \delta {\displaystyle \frac{\xi \widehat{e}_\lambda \widehat{k}}{2m^2k_{}}}{\displaystyle \underset{s=\mathrm{}}{\overset{\mathrm{}}{}}}e^{is\phi }\left\{\left(1+\mu \delta {\displaystyle \frac{s_3k}{vk}}\right)J_{s\mu }(z)\omega _\mu \left(1\mu \delta {\displaystyle \frac{s_3k}{vk}}\right)J_{s+\mu }(z)\omega _\mu \right\}u^\delta (p).\hfill \end{array}`$ (15)
Besides,

$$\widehat{e}_\lambda \widehat{k}\omega _\lambda =\sqrt{\frac{2k_2k}{(k_1k)(k_1k_2)}}\widehat{k}_1\widehat{k}\omega _\lambda ,\widehat{e}_\lambda \widehat{k}\omega _\lambda =\sqrt{\frac{2k_1k}{(k_2k)(k_1k_2)}}\widehat{k}_2\widehat{k}\omega _\lambda .$$

A similar expression is obtained for the structure $`v^\delta ^{}(p^{})\widehat{A}\widehat{k}\widehat{e}_\lambda `$. Than rather trivial calculations by formulas , Eqs.1-15 remain.

The obtained formulas permit investigating the spin and nonlinear effects of a number of interesting processes: in the region of conversion (linear colliders); induced decay of ortopositronium with coherent absorption (radiation) of an odd number of photons.

In the $`t`$-channel (when $`e^\pm e^\pm `$), this is a double Compton back-scattering (the Compton back-scattering is a basic process in the operation of $`\gamma `$-colliders ); $`2\gamma `$-creation of pairs in the region of conversion (collider testing), etc. Examples of comprehensive studies of single-photon processes are given in -, .

It should be need that the inclusion of weak interactions does not lead to additional complications in calculations and sometimes even simplifies them. This is connected with the properties of the projection operators $`\omega _\lambda `$, namely

$$\omega _\lambda \omega _\lambda ^{}=\frac{1+\lambda \lambda ^{}}{2}\omega _\lambda ,\omega _\lambda \gamma _5=\lambda \omega _\lambda .$$

The author wishes to thank A.V.Berestov, A.L.Bondarev, O.N.Metelitsa.


text:
# Free Random Lévy Variables and Financial Probabilities

## Abstract

We suggest that Free Random Variables, represented here by large random matrices with spectral Lévy disorder, may be relevant for several problems related to the modeling of financial systems. In particular, we consider a financial covariance matrix composed of asymmetric and free random Lévy matrices. We derive an algebraic equation for the resolvent and solve it to extract the spectral density. The free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market.

, , , thanks: Talk at NATO Advanced Research Workshop “Applications of Physics to Economic Modeling”, Prague, 8-10 February, 2001.  ,

Noise with power law distribution is encountered in numerous stochastic systems in physics, biophysics and finances (e.g. financial time series) . One of the crucial problems in such systems is an understanding of the character of correlations between numerous agents. It is therefore tempting to try to find a description, in which we could follow the stochastic evolution not of a single object, but rather an evolution of an array (matrix) built of many objects. Such description requires basically a generalization of the classical concepts of theory of probability to non-commuting variables. This fundamental concept has been introduced by Voiculescu, using the powerful theory of free random variables . Another major twist happened when it was realized, that abstract non-commuting operators representing FRV have an explicit realization in terms of certain large random matrices, when the size of the matrix tends to infinity. Free random matrices with Gaussian fixed point, have been applied to many physical problems . Recently, using some of the concepts developed in , we extended the concept of free random Lévy variables to matrices , and suggested that the results may be relevant for addressing the issue of noise in stochastic systems with power law distributions. In this talk, we explain in a pedagogical way what is the corner-stone of stability for non-commuting variables. Then we move towards a sample application, discussing the financial correlation matrix.

Let us consider a Gaussian distribution in classical theory of probability, i.e. the distribution

$`p(x)={\displaystyle \frac{1}{\sqrt{2\pi }\sigma }}e^{\frac{x^2}{2\sigma ^2}}`$ (1)
with the variance $`\sigma `$. Now let us ask the question, what is the distribution of the sum of two identical independent Gaussian distributions, i.e. what is the distribution of

$`S_2=x_1+x_2`$ (2)
where $`P_2(S_2)=p(x_1)p(x_2)`$. Since the Fourier transform unwinds the convolution, if we introduce the characteristic functions

$`\varphi (q)`$ $`=`$ $`{\displaystyle p(x)e^{iqx}𝑑x}`$
$`p(x)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \varphi (q)e^{iqx}𝑑q},`$ (3)
then, $`\mathrm{\Phi }_2(q)=\varphi (q)\varphi (q)`$. The inverse Fourier transform gives

$`P_2(S_2)={\displaystyle \frac{1}{\sqrt{2\pi }\sqrt{2}\sigma }}e^{\frac{x^2}{2(\sqrt{2}\sigma )^2}}`$ (4)
i.e. again the normal distribution but with the new variance $`\sigma _2=\sqrt{2}\sigma `$. One may say, that the logarithm of the characteristic function

$`\mathrm{ln}\mathrm{\Phi }_2(q)=\mathrm{ln}\varphi (q)+\mathrm{ln}\varphi (q)`$ (5)
realizes a certain additivity law for Gaussian variables (2).

Is it possible to find an analog of this construction for random matrix ensembles? Consider again a Gaussian ensemble built of large $`N\times N`$ matrices $`M`$, for which the pertinent resolvent is generically given by

$`G(z)={\displaystyle 𝑑Me^{NV(M)}\frac{1}{N}\mathrm{Tr}\left(\frac{1}{zM}\right)},`$ (6)
where the the potential $`V(M)`$ equals $`\frac{1}{2}\mathrm{Tr}M^2`$. For simplicity we put the scale of the Gaussian distribution equal to one. This Green’s function fulfills a simple algebraic equation $`G(z)=(zG(z))^1`$, and the normalizable solution reads

$`G(z)={\displaystyle \frac{1}{2}}(z\sqrt{z^24}).`$ (7)
Using the fact, that the averaged spectral distribution is related to the discontinuities of the Green’s function111 It is obvious using special functions property $`\frac{1}{x+iϵ}=PV\frac{1}{x}i\pi \delta (x)`$.

$`\rho (\lambda )={\displaystyle \frac{1}{\pi }}\underset{ϵ\mathrm{}}{lim}\mathrm{Im}G(z)|_{z=\lambda +iϵ}`$ (8)
we recover Wigner’s semicircle law

$`\rho (\lambda )={\displaystyle \frac{1}{2\pi }}\sqrt{4\lambda ^2}.`$ (9)
Let us now try to add two independent matrix Gaussian ensembles, as we did in the case of commuting variables of the classical probability theory. In other words, we are asking what is the distribution of the eigenvalues, if the corresponding Green’s function is given by

$`G_{1+2}(z)`$ $`=`$ $`{\displaystyle 𝑑M_1𝑑M_2e^{NV_1(M_1)}e^{NV_2(M_2)}}`$ (10)
$`{\displaystyle \frac{1}{N}}\mathrm{Tr}\left({\displaystyle \frac{1}{z(M_1+M_2)}}\right).`$
This time the “convolution” is matrix-valued, and the matrices $`M_1,M_2`$ do not commute!

Free Random Variable (FRV) calculus provides a surprisingly simple solution to this problem. First, let us find the functional inverse of the Green’s functions for ensembles $`M_1`$ and $`M_2`$, i.e. find the solution $`G[B(z)]=z`$ for every $`z`$ for both ensembles. Then, define $`R(z)=B(z)1/z`$ for both ensembles. The function R is additive

$`R_{1+2}(z)=R_1(z)+R_2(z).`$ (11)
Proceeding now in the reverse order one can reconstruct $`G_{1+2}(z)`$.

We exemplify this construction considering two identical Gaussian ensembles (6). Since for both the Green’s function is given by (7), we get

$`B_1(z)=B_2(z)=z+1/z`$ (12)
so $`R_1(z)=R_2(z)=z`$ and the additivity law gives

$`R_{1+2}(z)=R_1(z)+R_2(z)=z+z=2z`$ (13)
or, equivalently, $`B_{1+2}(z)=2z+1/z`$. By substitution $`zG_{1+2}(z)`$ and by the definition of the functional inverse, we immediately get

$`G_{1+2}(z)={\displaystyle \frac{1}{4}}(z\sqrt{z^28}).`$ (14)
The discontinuity of this function yields the spectral distribution

$`\rho _{1+2}(\lambda )={\displaystyle \frac{1}{4\pi }}\sqrt{8\lambda ^2}.`$ (15)
The matrix convolution of two Gaussian ensembles is again a Gaussian ensemble, but rescaled by a factor $`\sqrt{2}`$.

The additivity law (11) in non-commutative probability theory of random matrices forms an analog of the additivity law for the logarithms of the characteristic functions in case of classical probability theory.

This example demonstrates that the techniques of FRV offer a powerful shortcut when we seek the distribution of variables coming from “sum” of different ensembles. The above construction could be generalized to higher-order polynomial measures, sums of random and deterministic ensembles, free products of ensembles and also to strictly non-hermitian ensembles .

We focus now on the crucial question of stability. We know that in the classical probability theory the concept of Gaussian stability (central limit theorem) was generalized by Lévy and Khintchine to distributions with a power-law tail. Is it possible that the Gaussian stability for FRV allows for a similar generalization? Works of Bercovici and Voiculescu  provide a positive, but formal answer to this problem. Recently, we have suggested an explicit construction for the matrix measure of such ensembles, borrowing on the Coulomb gas analogy well-known in random matrix theory. Generically, the potential is given by

$`V^{}(\lambda )=2\text{Re }G(\lambda +i0).`$ (16)
and for free Lévy matrices, $`G(z)`$ satisfies an algebraic equation in large $`N`$ limit  ($`\alpha 1`$)

$`bG^\alpha (z)(za)G(z)+1=0,`$ (17)
in the upper half-plane, and follows by Cauchy reflection in the lower half-plane. The parameter $`b`$ is related to the Lévy index $`\alpha `$, asymmetry $`\beta `$, and range or scale $`\gamma `$. Further details are discussed in . We would like to mention, that the explicit form of the matrix measure is known only in few cases. Even in these cases, Lévy ensembles exhibit very nontrivial behavior, and the potentials are non-analytic, contrary to the broadly studied polynomial cases.

Let us apply some of these observations to econophysics. Recently, it was pointed out that financial covariances are permeated by Gaussian noise in the low-lying eigenvalue region with consequences on risk assessment . Here we show, following our recent analysis , that the financial covariance spectrum is throughout permeated by free Lévy noise. We quantify the fluctuations in a stochastic system by the use of a covariance matrix $`𝐂`$,

$`𝐂_{ij}={\displaystyle \frac{1}{T^{2/\alpha }}}{\displaystyle \underset{t=1}{\overset{T}{}}}M_{ti}M_{tj},`$ (18)
where $`M_{ti}`$ is $`T\times N`$ (asymmetric). The normalization in (18) follows from the fact that the “variance” for Lévy matrices grows like $`T^{2/\alpha }`$ where $`\alpha =2`$ is the expected diffusive limit (Brownian). Free Lévy ensembles are super-diffusive for $`0<\alpha <1`$ and sub-diffusive for $`1<\alpha <2`$ with $`\alpha =1`$ the critical divide. We define the empirical matrix of relative returns

$`M_{ti}=\left(x_{it+1}x_{it}\right)/x_{i0}M,`$ (19)
where $`x_{it}`$ are the raw returns made of the price $`x_{it}`$ of stock i at time t. The returns are normalized to the initial price $`x_{i0}`$ to insure scale invariance. They carry zero mean after subtracting the average relative return $`M_{ti}_{t,i}`$. For the raw prices we will use the daily quotations of $`N=406`$ stocks from the SP500 market over the period of $`T+1=1309`$ days from 01.01.1991 till 06.03.1996 (ignoring dividends). For these data the matrix asymmetry is $`m=1308/4063.22`$.

The spectrum of $`𝐂`$ contains important information about the character of the correlations. Using Voiculescu’s powerful machinery of $`R`$ and $`S`$ transforms for free random variables  and some of the techniques developed in our earlier papers we find that the resolvent for the covariance built from pure Lévy matrices $`M`$ satisfies the transcendental equation ($`\gamma =1`$)

$`G(z)={\displaystyle \frac{1+w(z)}{z}},`$ (20)
where $`w(z)`$ satisfies the multi-valued equation

$`e^{i\frac{2\pi }{\alpha }}w^{2/\alpha }z=(1+w)(w+m),`$ (21)
for fixed asymmetry $`m=T/N`$ and Lévy asymmetry parameter $`\beta =0`$. The distribution of eigenvalues of the covariance matrix follows from the discontinuity of $`G(z)`$. The distribution is unimodal and it’s support extends to infinity. Since the covariance is a square, the tail distribution is characterized by an index $`\alpha /2`$ since the entries $`M_{ti}`$, are Lévy distributed with index $`\alpha `$.

In Fig. 1 we show some typical spectra. The case $`\alpha =2`$ corresponds to Gaussian distributions used recently in .

In Fig. 2 we compare the analytical results following from the free Lévy covariance to the ones following from the SP500 market. Fig. 2 shows the distribution of eigenvalues for free Lévy matrices with index $`\alpha /2=3/4`$ and asymmetry $`m=2`$, versus the raw SP500 data (left) and the reshuffled SP500 data (right). The reshuffled data are obtained by randomly permuting the time ordering of the price series, independently for all stocks, destroying all inter-stock correlations. Our optimal fit preserves the index of the cumulative distribution, albeit for a smaller asymmetry ($`m=2<3.22`$). It is remarkable that our free Lévy fit to the spectrum of the covariance suggests that the time series of returns is power law distributed with index $`\alpha =3/2`$ which is consistent with detailed studies of the SP500 financial time series .

In this talk, we have summarized some of our recent results on free random Lévy matrices and finances . A more thorough analysis and discussions including (non-rotationally invariant) ensembles of Lévy matrices  can be found in . We have shown that the spectral density of the SP500 financial covariance is in overall agreement with a free Lévy distribution of index $`\alpha /2=3/4`$. Free Lévy noise may be dominant in financial covariances, a point that may affect all appraisals of risk in finances. In general, we expect the results discussed in this talk to be of relevance to a number of problems involving non-commutative probabilities, whether in physics, biophysics, social sciences or finances.

Acknowledgments:

MAN thanks the organizers of the Workshop for their hospitality. This work was supported in part by the US DOE grant DE-FG02-88ER40388, by the Polish Government Project (KBN) 2P03B 01917, by the Hungarian Ministry of Education FKFP grant 220/2000 and by EC IHP grant HPRN-CT-1999-00161.


text:
# Fractional Langevin equation

\[

## Abstract

We investigate fractional Brownian motion with a microscopic random–matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We further compare fractional Brownian motion with the fractal time process. The respective mean–square displacements of these two forms of anomalous diffusion exhibit the same power–law behavior. Here we show that their lowest moments are actually all identical, except the second moment of the velocity. This provides a simple criterion which enables to distinguish these two non–Markovian processes.

\] Diffusion is one of the basic non–equilibrium phenomena. Normal diffusion is well described in the theory of Brownian motion as a Gaussian process that is both local in space and in time. It is characterized by a mean–square displacement which is asymptotically linear in time, $`x^2=2Dt`$, where $`D`$ is the diffusion constant . However, a growing number of experimental observations show that more complex processes, in which the mean–square displacement is not proportional to $`t`$, also occur in nature. Anomalous diffusion has for instance been seen in micelle systems , in two–dimensional rotating flows , in porous glasses , in actine networks , but also on capillary surface waves , in strongly coupled dusty plasmas , and more recently in intracellular transport . Anomalous diffusion finds its dynamical origin in non–locality, either in space or in time. A well–known example of a process which is non–local in space is Lévy stable motion, for which the mean–square displacement is actually infinite due to the occurrence of very long jumps . In this Letter we focus on processes which are non–local in time and whence show memory effects. Specifically, we shall discuss and compare fractional Brownian motion (fBm)  and the fractal time process (ftp). These two forms of anomalous diffusion are fundamentally different (see below). Yet, they are difficult to tell apart experimentally, since both yield a mean–square displacement of the form $`x^2t^\alpha `$, $`\alpha 1`$. It is for instance still an open question whether the long–range correlations observed in nucleotide sequences  are to be interpreted in terms of fBm or ftp type DNA walks . In this paper we aim at providing a simple criterion which permits to distinguish between these two non–Markovian processes.

The very difference between fBm and ftp is best illustrated by looking at their diffusion equations. The solution of the diffusion equation for fBm

$$\frac{}{t}P_{\text{fBm}}(x,t)=\alpha Dt^{\alpha 1}\frac{^2}{x^2}P_{\text{fBm}}(x,t)$$
(1)
is easily found to be the Gaussian distribution $`P_{\text{fBm}}(x,t)=\mathrm{exp}(x^2/4Dt^\alpha )/[4\pi Dt^\alpha ]^{1/2}`$. FBm thus describes Gaussian transport. It is important to note that Eq. (1) is thereby local in time (there is no memory kernel). The non–Markovian character is expressed through a time–dependent diffusion constant, $`D_\alpha (t)=\alpha Dt^{\alpha 1}`$. In contradistinction, the diffusion equation for ftp

$$\frac{}{t}P_{\text{ftp}}(x,t)=\frac{D}{\mathrm{\Gamma }(\alpha 1)}_0^t\frac{d\tau }{(t\tau )^{2\alpha }}\frac{^2}{x^2}P_{\text{ftp}}(x,\tau )$$
(2)
contains a memory kernel and the distribution function $`P_{\text{ftp}}(x,t)`$ is hence non–Gaussian. The solution of (2) is given by $`P_{\text{ftp}}[x,z]=\mathrm{exp}(|x|z^{\alpha /2}/D^{1/2})/[2D^{1/2}z^{1\alpha /2}]`$ in Laplace $`z`$ space. In time, $`P_{\text{ftp}}(x,t)`$ has been expressed in closed form in terms of a Fox function  or a one sided Lévy stable distribution . By introducing further the Riemann–Liouville fractional derivative ($`0<\lambda <1`$)

$$\frac{^\lambda f(t)}{t^\lambda }=\frac{1}{\mathrm{\Gamma }(\lambda )}_0^t\frac{f(\tau )d\tau }{(t\tau )^{\lambda +1}},$$
(3)
Equation (2) can be rewritten as a fractional diffusion equation

$$\frac{}{t}P_{\text{ftp}}(x,t)=D\frac{^{1\alpha }}{t^{1\alpha }}\frac{^2}{x^2}P_{\text{ftp}}(x,\tau ).$$
(4)
Both Eqs. (1) and (4) reduce to the normal diffusion equation when $`\alpha =1`$.

We begin our discussion of fBm by introducing a fractional Langevin equation. It is worthwhile to point out that the Langevin and the phase–space descriptions of Brownian motion are no longer fully equivalent in the non–Markovian regime of interest here. As recently discussed by Calzetta et al. , the Langevin equation contains more information and thus appears more fundamental. We then apply this fractional Langevin equation to study in some detail the anomalous diffusion of a free particle coupled to a fractal heat bath. In particular, we evaluate the first two moments of both the position and the velocity of the particle, which we express in terms of Mittag–Leffler functions. Finally, we compare with the results obtained recently for ftp by Metzler and Klafter for $`0<\alpha <1`$  and by Barkai and Silbey for $`1<\alpha <2`$  by using a fractional Klein–Kramers equation. We find that fBm and ftp satisfy the same generalized Einstein relation. Moreover, their lowest moments are all equal, except the second moments of the velocity.

We examine the dynamics of the Brownian particle with a microscopic random–matrix model. Random–matrix theory has already been successfully applied in the context of anomalous diffusion in Refs. . We thus consider a system $`S`$ weakly coupled to a fractal heat bath $`B`$ via a random–matrix interaction . The coupling is chosen linear in the position $`x`$ of the system. The generic form of the Hamiltonian is given by

$$H=H_S\text{11}_B+\text{11}_SH_B+xV,$$
(5)
where $`H_S=p^2/2M+U(x)`$ is the Hamiltonian of the system, $`H_B`$ describes the bath and $`V`$ is a centered Gaussian random band–matrix. It is assumed that initially the system and the bath are uncorrelated and that the latter is in thermal equilibrium at temperature $`\beta =(kT)^1`$. The variance of the random interaction is further taken to have the form

$$\overline{V_{ab}^{}{}_{}{}^{2}}=A_0\frac{|\epsilon _a\epsilon _b|^{\alpha 1}}{\left[\rho (\epsilon _a)\rho (\epsilon _b)\right]^{\frac{1}{2}}}\mathrm{exp}\left[\frac{(\epsilon _a\epsilon _b)^2}{2\mathrm{\Delta }^2}\right].$$
(6)
Here $`\epsilon _a`$’s denote the eigenenergies of the bath Hamiltonian ($`H_B|a=\epsilon _a|a`$), $`A_0`$ is the strength of the coupling, $`\mathrm{\Delta }`$ the bandwidth and $`\rho (\epsilon )`$ is the density of states of the bath, which is locally written as $`\rho (\epsilon )=\rho _0\mathrm{exp}(\beta \epsilon )`$. As shown in , the variance (6) gives rise to subdiffusion when $`\alpha <1`$ and to superdiffusion when $`1<\alpha <2`$. The coupling to the bath is characterized by the bath correlation function which is defined as $`K(t)=\stackrel{~}{V}(t)\stackrel{~}{V}(0)_B=K^{}(t)+iK^{\prime \prime }(t)`$. Here $`\stackrel{~}{V}(t)=\mathrm{exp}(iH_Bt)V\mathrm{exp}(iH_Bt)`$ and $`\mathrm{}_B`$ denotes the thermal average. After performing the average over the random–matrix ensemble, $`\overline{K}(t)`$ is found to be simply the Fourier transform of the variance $`\overline{V_{ab}^{}{}_{}{}^{2}}`$ with respect to $`\epsilon _b`$. In the following we consider the limit of high temperature and large bandwidth, $`1\mathrm{\Delta }kT`$. Using the variance (6) we then obtain

$$\overline{K^{}}(t)=2A_0\mathrm{\Gamma }(\alpha )\mathrm{cos}(\frac{\alpha \pi }{2})t^\alpha ,\overline{K^{\prime \prime }}(t)=\frac{\beta }{2}\frac{d\overline{K^{}}}{dt}.$$
(7)
We see that the time dependence of $`\overline{K}(t)`$ follows an inverse power law. This presence of a long tail leads to long–time correlation effects in the dynamics of the Brownian system . Note that for $`\alpha =1`$, the Fourier transform of (6) reads $`\overline{K^{}}(t)=2\pi A_0\delta (t)`$ and normal Brownian motion is recovered. Moreover, in the limit of weak coupling considered here, we have shown in  that the random band–matrix model can be mapped onto the oscillator bath model : There is a one–to–one correspondence between the variance $`\overline{V_{ab}^{}{}_{}{}^{2}}`$ of the random band–matrix model and the spectral density function $`J(\omega )`$ of the oscillator bath model. The generalized Langevin equation corresponding to the random–matrix Hamiltonian (5) can therefore be readily written as

$$M\ddot{x}(t)+M_0^t\gamma (t\tau )\dot{x}(\tau )𝑑\tau +U^{}(x)=\xi (t),$$
(8)
where $`\xi (t)`$ is a Gaussian random force with mean zero and variance $`\xi (t)\xi (0)=\overline{K^{}}(t)`$, and $`\gamma (t)`$ is a damping kernel which obeys $`MkT\gamma (t)=\overline{K^{}}(t)`$. This last relation is often referred to as the second fluctuation–dissipation theorem . Remark that the Langevin equation is completely determined by the real part $`\overline{K^{}}(t)`$ of the bath correlation function. Furthermore, in the limit of weak coupling, the dynamics described by the Hamiltonian (5) is Gaussian and one can show that the corresponding diffusion equation is precisely given by Eq. (1). Using again the fractional derivative (3), we may rewrite Eq. (8) in the form of a fractional Langevin equation. We obtain

$$M\ddot{x}+M\gamma _\alpha \frac{^{\alpha 1}}{t^{\alpha 1}}\dot{x}(t)+U^{}(x)=\xi (t),$$
(9)
where we have defined $`\gamma _\alpha =\pi A_0\beta /(M\mathrm{sin}(\alpha \pi /2))`$. The fractional Langevin equation (9) describes both subdiffusion for $`0<\alpha <1`$ and superdiffusion for $`1<\alpha <2`$ . As a simple application of the fractional equation (9), we now concentrate on the free particle and accordingly set $`U(x)=0`$. In this case, the solution of the Langevin equation is easily obtained by applying Laplace transform techniques . We find

$$x(t)=x_0+v_0B_v(t)+_0^tB_v(t\tau )\xi (\tau )𝑑\tau ,$$
(10)
where $`(x_0,v_0)`$ are the initial coordinates of the particle and $`B_v(t)=_0^tC_v(t^{})𝑑t^{}`$ is the integral of the (normalized) velocity autocorrelation function $`C_v(t)=v(t)v/v^2`$. The Laplace transform of $`C_v(t)`$ is given by

$$C_v[z]=\frac{1}{z+\gamma [z]}=\frac{1}{z+\gamma _\alpha z^{\alpha 1}},$$
(11)
where $`\gamma [z]`$ is the Laplace transform of the damping kernel. Eq. (11) is known as the first fluctuation–dissipation theorem . By taking the inverse Laplace transform, the velocity autocorrelation function can be written as

$$C_v(t)=E_{2\alpha }(\gamma _\alpha t^{2\alpha }).$$
(12)
Here we have introduced the Mittag–Leffler function $`E_\alpha (t)`$, which is defined by the series expansion

$$E_\alpha (t)=\underset{n=0}{\overset{\mathrm{}}{}}\frac{t^n}{\mathrm{\Gamma }(\alpha n+1)}.$$
(13)
The function $`E_\alpha (t)`$ reduces to the exponential when $`\alpha =1`$. The asymptotic behavior of the Mittag–Leffler function (13) for short and long times is respectively given by $`\mathrm{exp}(t)`$ and $`(t\mathrm{\Gamma }(1\alpha ))^1`$. For the velocity autocorrelation function (12) this yields a typical stretched exponential behavior at short times

$$C_v(t)\mathrm{exp}\frac{\gamma _\alpha t^{2\alpha }}{\mathrm{\Gamma }(3\alpha )},t1/(\gamma _\alpha )^{\frac{1}{\alpha }},$$
(14)
and an inverse power–law tail at long times

$$C_v(t)\frac{t^{\alpha 2}}{\gamma _\alpha \mathrm{\Gamma }(\alpha 1)},t\frac{1}{(\gamma _\alpha )^{1/\alpha }}.$$
(15)
The result (15) has already been derived in Ref. , where it has been shown to induce the “whip–back” effect. After time integration, we finally get from Eq. (12)

$$B_v(t)=tE_{2\alpha ,2}(\gamma _\alpha t^{2\alpha }),$$
(16)
where we have used the generalized Mittag–Leffler function $`E_{\alpha ,\beta }(t)`$ defined as

$$E_{\alpha ,\beta }(t)=\underset{n}{\overset{\mathrm{}}{}}\frac{t^n}{\mathrm{\Gamma }(\alpha n+\beta )}.$$
(17)
In the long–time limit, the generalized Mittag–Leffler function satisfies $`E_{\alpha ,\beta }(t)(t\mathrm{\Gamma }(\beta \alpha ))^1`$. Accordingly, $`B_v(t)`$ exhibits a decay of the form

$$B_v(t)\frac{t^{\alpha 1}}{\gamma _\alpha \mathrm{\Gamma }(\alpha )},\text{ when }t\mathrm{}.$$
(18)
We emphasize that the solution (10) of the fractional Langevin equation in the force free case is completely specified by the knowledge of the function $`B_v(t)`$ .

Let us now turn to the evaluation of the lowest moments of the position and the velocity of the free particle. The mean displacement and the mean–square displacement are readily deduced from Eq. (10). We find

$$x=x_0+v_0tE_{2\alpha ,2}(\gamma _\alpha t^{2\alpha })\genfrac{}{}{0pt}{}{}{t\mathrm{}}\frac{v_0}{\gamma _\alpha }\frac{t^{\alpha 1}}{\mathrm{\Gamma }(\alpha )}$$
(19)
and

$`x^2`$ $`={\displaystyle \frac{2kT}{M}}t^2E_{2\alpha ,3}(\gamma _\alpha t^{2\alpha })`$ (21)
$`{\displaystyle \genfrac{}{}{0pt}{}{}{t\mathrm{}}}{\displaystyle \frac{2kT}{\gamma _\alpha M}}{\displaystyle \frac{t^\alpha }{\mathrm{\Gamma }(1+\alpha )}}.`$
In the last equation, thermal initial conditions have been assumed ($`x_0=0`$, $`v_0^2=kT/M`$). In addition, one may easily verify that $`x^2`$, $`x^2`$ and $`C_v(t)`$ satisfy the general Green–Kubo relation

$$x^2x^2=\frac{2kT}{M}_0^t𝑑t^{}_0^t^{}𝑑\tau C_v(\tau ),$$
(22)
which is known from linear response theory . In a similar way, one can compute the first and second moments of the velocity from the time derivative of Eq. (10). This results in

$$v=v_0E_{2\alpha }(\gamma _\alpha t^{2\alpha })\genfrac{}{}{0pt}{}{}{t\mathrm{}}\frac{v_0}{\gamma _\alpha }t^{\alpha 2},$$
(23)
and

$`v^2=`$ $`v_0^2\left[E_{2\alpha }(\gamma _\alpha t^{2\alpha })\right]^2`$ (25)
$`+{\displaystyle \frac{kT}{M}}\left\{1\left[E_{2\alpha }(\gamma _\alpha t^{2\alpha })\right]^2\right\}.`$
We observe that $`v^2`$ decays like $`(t^{\alpha 2})^2`$ for large $`t`$. A common remarkable property of the above calculated mean values is their slow relaxation towards equilibrium as given by the (generalized) Mittag–Leffler function. This has to be contrasted with normal Brownian motion where all this quantities display an exponential decay. Let us now discuss the generalized Einstein relation which relates driven and free process . We consider a particle initially at rest ($`x_0=v_0=0`$) and seek the mean position $`x_F`$ as a function of an externally applied constant force $`U(x)=xF\theta (t)`$. From the Langevin equation we easily find

$$\frac{dx_F}{dt}=\frac{F}{M}_0^tC_v(t^{})𝑑t^{},$$
(26)
where the velocity autocorrelation function $`C_v(t)`$ is given by Eq. (12). Equation (26) together with the Green-Kubo relation (22) for $`x^2_0`$ in the force free case, then yields the generalized Einstein relation for fBm

$$x_F=\frac{F}{2kT}x^2_0.$$
(27)
It is interesting to note that the validity of the Einstein relation (27) has been recently verified experimentally .

We now come to the comparison of fBm with ftp. Barkai and Silbey have investigated superdiffusive ftp with a fractional Klein–Kramers equation they inferred from a generalized Rayleigh model . For the free particle, a direct comparison  between their results and our Eqs. (19)–(27) shows that the mean displacement (19), the mean–square displacement (21), the velocity’s first moment (23) and the velocity autocorrelation function (12) are identical for the two processes. This means in particular that fBm and ftp satisfy the same Green–Kubo relation (22). Moreover, both fBm and ftp obey the same generalized Einstein relation (27). Although fBm and ftp are fundamentally different processes, we thus notice that they share strikingly common features. However, the second moments of the velocity are different. For convenience, we quote their equation (2.18) which reads (in our notation)

$`v^2_{\text{ftp}}=`$ $`v_0^2E_{2\alpha }(2\gamma _\alpha t^{2\alpha })`$ (29)
$`+{\displaystyle \frac{kT}{M}}\left\{1E_{2\alpha }(2\gamma _\alpha t^{2\alpha })\right\}.`$
We see that for ftp, the second moment of the velocity relaxes asymptotically like $`t^{\alpha 2}`$. This is in sharp contrast to the fBm result Eq. (25) which exhibits a much faster decay. It is also worth noting that Eqs. (23) and (29) reduce to the same (exponential) expression for $`\alpha =1`$. On the other hand, subdiffusive ftp has been studied by Metzler and Klafter by using a fractional Klein–Kramers equation derived from a non–Markovian generalization of the Chapman–Kolmogorov equation. A comparison with their results for the force free case leads to similar conclusions as in the superdiffusive regime. Many experiments on anomalous diffusion have measured either the mean–square displacement  or the generalized Einstein relation . However, the latter do not allow to distinguish fBm and ftp, as we have just shown. In contrast, the variance of the velocity offers a clear distinction between these two processes as exemplified by Eqs. (25) and (29). This is the main result of this Letter.

In summary, we have investigated fBm within a random–matrix approach and introduced a fractional Langevin equation which applies for both sub- and superdiffusion. We have studied the anomalous dynamics of a free particle coupled to a fractal heat bath and performed a comparison between fBm and ftp. We have found that these completely different forms of non–Markovian anomalous diffusion share many common characteristics. In particular, they satisfy the same generalized Einstein relation and their lowest moments are all equal with the exception of the second moment of the velocity.

We thank E. Barkai for reading the manuscript.


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# I VL samples and Likelihood results - LCRS has Δ𝛼≈80^∘ and Δ𝛿=1.5^∘ and because it has two limiting magnitudes, each VL has two cuts in distance, so Δ𝑅=𝑅₂-𝑅₁. We cut CfA2+SSRS2 to have a regular slice with Δ𝛼≈80^∘ and Δ𝛿≈45^∘.

## Abstract

We present the results from the correlation analysis of two galactic redshift surveys, the extended CfA2+SSRS2 and the slice centered on $`\delta =12^{}`$ of Las Campanas. Furthermore, we evaluate the likelihood confidence regions for the CDM model and for the fractal model parameters. Our results indicate that, although the CDM model is in good agreement with the data, the fractal description cannot be ruled out, because of its intrinsic high variance.

The availability in the late years of deeper and more accurate redshift surveys allows us not only to better estimate the statistical properties of the galaxy distribution, but also the parameters of the theoretical models. Here we compare the real data with two models that represent two opposite visions of the luminous matter distribution. On one hand the CDM model and its variants state the homogeneity of the galaxy distribution at a scale of order of tens of Mpc (Davis 1997; Cappi et al. 1998); on the other hand the fractal geometrical description of the Universe (Pietronero et al. 1997), assumes that it is completely inhomogeneus at all scales.

To test if a particle distribution has fractal properties, we define the statistical estimator of the correlation function $`g(r)=1+\xi (r)`$, where $`\xi (r)`$ is the standard correlation function: if the distribution is fractal with dimension $`D`$, $`g(r)`$ decreases as $`r^{3D}`$, otherwise it flattens. The correlation $`g(r)`$ has the further advantage that its estimation in finite volume is simply proportional to its universal value (Amendola 1998).

The applied statistical method is based on the use of the integrated correlation function $`\widehat{g}(r)=g(r)d^3r`$ because the differential quantity $`g`$ is very noisy if it is calculated in low density samples as in Las Campanas (LCRS - Schectman et al. 1996). As usual, we use volume limited (VL) samples to avoid the corrections due to the selection function and the possible dependence on luminosity of the clustering amplitude; we estimate the count cell volumes using Monte Carlo and we ensure that the cell boundaries are completely internal to the survey geometry (Pietronero et al. 1997). The last condition puts a constraint on the value of $`R_M`$, the maximum scale reached via this method, for it depends on the shape of the survey slice, i.e. on its depth $`d`$ and its minimum angular opening $`\theta `$. In the case of very narrow slice, as the one of LCRS ($`\mathrm{\Delta }\delta =1.5^{}`$), and if we use spherical cells, $`R_M`$ reaches a few Mpc, while it is crucial to extend the analysis up to scales greater than 50 Mpc/$`h`$ in order to distinguish between the two competing models. To increase $`R_M`$ we use count cells with the same shape as the survey slice, i.e. same $`\theta `$ and variable $`d`$ (radial cells - Amendola & Palladino 1999). In this way we reach deeper scales than the spherical window; for example, in the case of LCRS, we obtain $`R_M200`$ Mpc/$`h`$.

We apply the method to seven VL samples, four extracted from the slice centered on $`\delta =12^{}`$ of LCRS and three from the extended CfA2+SSRS2 (da Costa et al. 1995). In Tab. I we summarize the characteristic numbers of the samples.

To estimate the variance of $`\widehat{g}(r)`$ let us make two assumption: the 3-point correlation function is given by the scaling relation $`\varsigma _{ijk}=Q(\xi _{ij}\xi _{jk}+\xi _{ij}\xi _{ik}+\xi _{ik}\xi _{jk})`$, where we put $`Q=1`$; $`\xi _{ij}`$ can be approximated by a power law. So it is possible to demonstrate that the following relation holds (Amendola 1998):

$$\sigma _{\widehat{g}}^2=N_c^1\left[N_0^1\left(1+\widehat{\xi }\right)+\sigma ^2\left(1+2\widehat{\xi }\right)\right],$$
(1)
where $`N_c`$ is the number of independent cells and $`N_0`$ is the number of galaxies contained on average in the cells.

The expression $`P(k)=AkT^2(\mathrm{\Gamma },k)G(\mathrm{\Omega }_m,\mathrm{\Omega }_\mathrm{\Lambda },\sigma _8,\sigma _v)`$ is the power spectrum in a CDM flat universe, where $`T(\mathrm{\Gamma },k)`$ is the transfer function of Bardeen et al. (1986), $`G`$ includes the redshift and nonlinear corrections (Kaiser 1987; Peacock & Dodds, 1996), $`\sigma _v`$ is the line-of-sight velocity dispersion and the subscripts $`\mathrm{\Lambda }`$ and $`m`$ refer to cosmological constant and total matter, respectively. For the fractal model, the usual integrated correlation function with dimension $`D`$ and normalization $`r_0`$ is given by $`\widehat{\xi }(r)=\left(r/r_0\right)^{D3}1`$. Using these quantities it is possible to evaluate Eq. 1, remembering that $`\xi (r)`$ is the Fourier transform of $`P(k)`$ and $`\widehat{\xi }(r)`$ its volume integral. Notice that in the relation $`\sigma ^2=\left(2\pi ^2\right)^1P\left(k\right)W_c\left(k\right)k^2𝑑k`$ the window $`W_cW^2`$ only if it is spherical, otherwise it has to be calculated numerically.

Finally we perform the likelihood analysis including the free parameters of the model both in the mean and in the variance. For CDM these are the shape factor $`\mathrm{\Gamma }`$ and the galaxy normalization $`\sigma _8`$, where we have fixed $`\sigma _v=300`$ km sec<sup>-1</sup>, $`\mathrm{\Omega }_m=0.4`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.6`$; for the fractal model the parameter is $`D`$ while $`r_0`$ is fixed to be equal to the maximum depth with respect all the samples, i.e. 437 Mpc/$`h`$. The results of the parameters estimation are given in Tab. I.

As we can see in Fig. 1 the scales we reach are the largest ever reached in $`\widehat{g}(r)`$ statistics. In Fig. 2, we have shown the contour plots of the product of the likelihood functions of each VL of LCRS, because the estimated parameters are similar in all of them. Our results for LCRS are: $`0.12<\text{ }\mathrm{\Gamma }<\text{ }0.46`$, $`0.81<\text{ }\sigma _8<\text{ }0.99`$ for CDM; $`2.31<\text{ }D<\text{ }2.49`$ for fractal. The estimated parameters of CfA2+SSSRS2 are different from one VL to the other (see Tab. II for details) so we do not evaluate the likelihood function product; we show as an example the contour plot of cs19 (Fig. 3). Our conclusions are that $`\mathrm{\Gamma }0.2`$ in samples that have around the same absolute magnitude; remembering that in the CDM model $`\mathrm{\Gamma }=\mathrm{\Omega }_mh`$, this agrees with $`\mathrm{\Omega }_m=0.4`$ and $`h=0.6÷0.7`$. Furthermore, we cannot yet reject the fractal model due to its intrinsic high variance (Fig. 1); this shows that it is necessary to check the validity of a model including its full variance in the likelihood.

We acknowledge financial support by the Ministry of University and of Scientific and Technical Research.


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# Epigenetics as a first exit problem

## Acknowledgements

We thank Prof. G. Dahlquist for suggesting the numerical procedure used to find the minimum of the action, and B. Altshuler, S. Brown, P. Kraulis, P. Muratore-Ginanneschi and B. Öbrink for discussions and valuable comments. E.A. thanks the Swedish Natural Research Council for support under grant M-AA/FU/MA 01778-333. K.S. thanks the ITP (U.C. Santa Barbara) for hospitality, and consequently the National Science Foundation for financial support under grant No. PHY99-07949.


text:
# In ice radio detection of GZK neutrinos

## Introduction

Observations of cosmic rays with energies greater than $`10^{20}`$ eV present a problem. Assuming the particles are baryons, energy losses due to pair production and photoproduction demand that the sources of such particles be located within about 10 Mpc. Since the Universe is fairly lumpy on those length scales, it is somewhat surprising that the events appear to be distributed smoothly on the sky. Further, there are no obvious candidate sources when you look back along the arrival directions. Other particle choices present no better alternatives. Faced with this conundrum, source models generally fall into two classes. a) Astrophysical sources which satisfy the locality and isotropy constraints via a set of just so conditions. b) Models motivated by particle physics, which invoke the injection of high energy particles through the decay of massive particles or topological defects. These models may be distinguished through their associated neutrino fluxes.

Most astrophysical cosmic ray acceleration models involve proton acceleration in a modestly dense environment. Within that source region, interactions may take place of the form $`p+Xn+\pi ^++X^{}`$, where $`X`$ and $`X^{}`$ may be anything. Two things happen at this juncture. 1) The neutron may escape from the acceleration region. 2) The $`\pi ^+`$ decays, ultimately producing an $`e^+`$, $`\nu _e`$, $`\nu _\mu `$ and an $`\overline{\nu }_\mu `$. Such models produce neutrinos at energy $`E`$ in comparable abundance to nucleons at energy $`10E`$. It is also possible to have acceleration in low density environments, with no associated neutrino production. By contrast, the particle physics models result in the production of quark jets, which fragment into mesons, and eventually produce neutrinos, other leptons or photons. Baryon production in the fragmentation process accounts for a few percent of all particles, so the neutrinos outnumber the baryons. Finally, once energetic protons are released into the cosmological medium, they produce more neutrinos through the GZK process (Griessen, Zatsepin, Kuzmin) involving photoproduction of pions from collisions with microwave background photons. Since protons with energies above the GZK theshold have been observed, one cannot avoid the conclusion that neutrinos are produced during cosmic ray propagation.

With these comments, one can distinguish source models by their neutrino fluxes. An absolute minimum flux is the GZK flux inferred from the cosmic ray observations themselves. If this is all, then one is inclined to astrophysical acceleration models where the acceleration takes place is low density environments, such as at the interface of galactic winds, the termination shocks of jets from active AGN, etc. If the neutrino fluxes are modestly in excess of the predicted GZK fluxes, then acceleration in a dense astrophysical environment is favored, such as within AGN jets, around magnetars, or in gamma ray bursts, etc. Finally, if neutrino fluxes are greatly in excess of GZK models, then exotic particle physics models are indicated.

To understand the observations of high energy cosmic rays, it is imperative to make complementary observations of ultra high energy cosmic neutrinos. To ensure that one has reached a correct interpretation, one should be prepared to search for fluxes as low as the GZK fluxes. The rest of this contribution is devoted to estimating the size detector required and comparing the potential of proposed detection techniques. In doing this analysis, a rate of 100 events per yr is suggested to go beyond simple discovery level science, an argument which should be familiar to supporters of the AUGER project. Since total fluxes are at a minimum in astrophysical models, I focus on this possibility.

## Event Rates

Event rates are estimated by convolving cross-section and neutrino flux. Calculations of the GZK neutrino flux are illustrated by Figure 1, based primarily on results from Yoshida and TeshimaYoshidaT  (YT). They start with a simple cosmic ray injection model, a homogeneous distribution of sources with proton spectrum $`dN/dE=P(t)E^2`$. The power law is motivated by shock acceleration models. Their source evolution is described by $`P(t)=P_0(1+z)^m`$ for $`z<z_{max}`$ and zero otherwise, with $`P_0`$, $`m`$ and $`z_{max}`$ taken as parameters, and $`(1+z)(t)`$ described by the cosmological expansion. YT normalize their models by integrating the predicted cosmic ray flux with energies $`E>10^{19.5}`$ eV and comparing to the AGASA data. Since photoproduction is efficient at high energies, the normalization only counts protons that originate within a few tens of Mpc. It therefore fixes $`P_0`$, but is independent of the evolution model. YT models are labeled by ($`z_{max}`$, $`m`$).

In a homogeneous source model the GZK neutrinos are primarily produced at high red shift, so their flux depends both on $`P_0`$ and the source evolution. It follows that models with strong source evolution will produce more GZK neutrinos. In this regard, the model picked out for Figure 1 is the YT (4,4) model. This is the strongest source evolution model that YT consider and it gives a GZK neutrino flux approximately an order of magnitude stronger than their middle of the road (2,2) model. Even so it is interesting for several reasons.

First, the evolved cosmic ray flux shows clearly several generic features. (a) The shelf at $`10^{19}`$ eV is fixed by the normalization and reflects the current injection rate integrated over the age of the universe. It does not, qualitatively, include injection at high redshift ($`z>1`$) and so is relatively insensitive to parameters other than $`P_0`$. It is also relatively insensitive to the assumption of homogeneity unless magnetic diffusion effects are strong and sources are long lived. (b) The roll off above $`10^{19}`$ eV is due to $`dE/dX`$ from photoproduction. (c) The shelf at $`10^{21}`$ eV reflects the current injection rate integrated over the energy loss time. The level of (c) relative to (a) is sensitive to the assumption that the sources are distributed homogeneously. (d) The shelf below $`10^{17}`$ eV is due to injection at high red shift of protons at low enough energy that the only energy losses are adiabatic. The level of (d) relative to (a) is sensitive to the evolution parameters. (e) The bump at $`10^{17}`$ eV contains protons injected with high energy at high redshift that quickly loose energy due to photoproduction followed by pair-production. This bump is directly related to the flux level of GZK neutrinos. Its height is sensitive to $`m`$ and its position to $`z_{max}`$.

Second, since publication of YT, it has become apparent that stronger source models are favored. For example, Engel and StanevEngelS  argue for source evolution at least as strong as a (2,3) model, and they find conservative neutrino fluxes comparable to those from the YT (4,4) model. ES use a more detailed treatment of photoproduction than YT which may alter the evolution somewhat. They also use a different normalization, based on work by WaxmanWaxman , which involves integrating the cosmic ray flux above $`10^{19}`$ eV. Comparing YT’s integral spectra to Waxman’s suggests normalization differences of $`\pm 20\%`$. Taken together this suggests the YT flux in Figure 1 may not be unreasonable for homogeneous models.

Third, Figure 1 shows that when an extragalactic flux is combined with a reasonable galactic flux model interesting features relevant for consideration of GZK neutrinos may arise, beyond just the presence of a GZK cutoff. Specifically, in models of strong source evolution, the bump (e) should be noticeable as a distortion of the cosmic ray spectrum or its composition around $`10^{17}`$ eV. There is no hint of either effect in reviews by GaisserGaisser .

The second half of the event rate calculation is the $`\nu N`$ cross section. Within the standard model, cross-sections at energies up to $`10^{20}`$ eV have been calculated by several authorsGandhiQRS96 ; GandhiQRS98 ; GluckKR ; KwiecinskiMS . All such calculations are extrapolations, and should be treated with some caution. Typical variation in the charged current cross-section at $`10^{19}`$ eV is 20% with larger variations in the neutral current cross-sections. Here, we use the results of Glück, Kretzer and ReyaGluckKR  (GKR), which are a bit above average for charged currents and a bit below for neutral currents.

Figure 2a shows event rates for different reactions assuming the ES flux and the GKR cross-sections. Rates assume $`2\pi `$ angular acceptance for downward going neutrinos, the upward flux being absorbed by the Earth, and are given in terms of neutrino energy, not shower energy. For charged current events total energy may be measurable based on known showering and $`dE/dX`$ properties of various leptons. Even $`\tau `$ leptons, at an EeV, lose some 7% of their energy per km of path length in iceDuttaRSS . For neutral current events only about 20% of the primary neutrino energyGandhiQRS96  goes into the hadronic recoil, so event rates should be estimated using a neutrino threshold energy $`5`$ times the detector threshold.

Figure 2b shows integral event rates for four YT models, as well as the ES flux. To achieve 100 events per yr requires roughly 1000 km3 instrumented volume (or 1 Eg of mass) with threshold of 1 EeV. Pessimistic models, such as YT (2,2) may require 10 times the mass, but even then discovery could be accomplished on a modest 100 km3 detector within a year or two of running.

## RICE and other technologies

A summary of existing and proposed neutrino detectors is shown in Figure 3. The most widely deployed technique is to use optical Cherenkov photons to reconstruct the tracks of muons produced in charged current reactions. In addition to muons, showers produced by the hadronic recoil in $`\nu N`$ scattering or by charged current electrons will produce intense concentrations of Cherenkov photons. Optical Cherenkov detectors are capable of energy determination for contained events and an extended sensitive volume for throughgoing heavy leptons. In the latter case, the energy resolution for the initial neutrino is likely to be quite poor. The largest optical Cherenkov detector constructed to date is AMANDAamandaweb . Cubic kilometer detectors are planned, such as Icecube, but even these are too small to adequately probe GZK neutrinos. In principle, the effective volume for throughgoing muons may exceed that for contained events by an order of magnitude; however, without energy resolution the technique at best can set upper limits on EeV neutrino fluxes, but claims of GZK neutrino detection will be problematic.

Air shower techniques have also been discussed for neutrino detection. Soon, the largest air shower array will be the AUGERaugerweb  experiment including some 3000 km2 active area. However, since the column density of air is about 10 m, the instrumented mass corresponds to only about 0.03 Eg. The mass shown in Figure 3 accounts for the efficiency to detect neutrino induced cascades via the ground arrayaugerweb . Air showers may also be detected via flourescence techniques. To increase area, OWLowlweb /EUSOeusoweb  have proposed to look down on $`1000\times 1000`$ km2 of atmosphere from Earth orbit. The effective mass shown in the figure includes a 0.1 efficiency factor to include duty cycle and constraints on interaction depth and zenith angle so that the air shower can both fully develop and be cleanly separated from cosmic ray induced air showers. With these factors, space based flourescence techniques can provide 1 Eg of detector mass. However, if the indicated threshold of $`5\times 10^{19}`$ eVeusoweb  is sharp, then using the ES flux would result in just 1 $`\nu _e`$ charged current event per yr, and less than one of other event types assuming that only the hadronic recoil is visible. For amusement, “OWL/EUSO Max” refers to the total mass of the atmosphere utilized with 10% efficiency.

A third option is to detect neutrinos through the coherent radio Cherenkov emission from the showers produced by neutrino interactions. Hopefully, it is not necessary, at this conference, to summarize the basic ideas behind the radio detection of high energy particles. One radio based technique involves the search for radio flashes from events in the lunar crustGorhamLN . The effective mass shown in the figure is due to Alvarez-MünizAlvarez . It falls somewhat short of the mass and energy thresholds required for GZK neutrino detection. Additionally, only those events that occur well away from the limb of the moon will be separable from more frequent cosmic ray events causing similar signals.

The figure also shows sensitivity for experiments based on the technique of deploying radio antennas in ice at the South PoleFrichterRM  (RICE). RICE-98riceweb  shows the effective mass of the current pioneering effort as configured at the end of the 98 polar season. RICE3 depicts an array as may be deployed with Icecube. The lower threshold for RICE3 arises from a relatively dense spacing of over 300 radio antennas. The largest version, X-RICE, is a 104 km2 array suggested for the detection of GZK neutrinos. The result shown is for antennas on a rectangular grid of 1 km spacingSeckelF . 1 Eg of effective mass is achieved for $`E>1`$ EeV. Increasing the antenna density tenfold lowers the threshold, and allows a 1 Eg detector from 1000 km2 of ice. (This is about 50% efficiency since the ice is 2 km thick.) Allowing for detection of only electromagnetic and hadronic showers, such a detector would obtain approximately 30 $`\nu _e`$ and 25$`\nu _\mu `$ charged current, and 15 neutral current events from the Engel and Stanev GZK flux.

To summarize, optical Cherenkov experiments are too small, or too expensive, to ensure detection of GZK neutrinos. Air shower techniques require $`10^5`$ km2 for particle detectors or $`10^6`$ km2 for flourescence detectors due to the low density of air, beyond the scope of current ground based efforts. Space based flourescence experiments, as proposed, do not have a low enough threshold to detect GZK neutrinos. The lunar radio technique also has too high a threshold. Only the RICE technique seems to offer a suitable combination of mass and threshold to detect GZK neutrinos at the rate of $`100`$ neutrinos per yr.

## Deployment strategies with Icecube

The main difficulties with RICE are a) demonstrating that the physics of the technique is correctly described, b) establishing a calibration system for a deployed experiment, and c) overcoming the technical challenges of deploying on a remote basis up to 100 km from South Pole. (a) Recent experimental work by Saltzberg and collaboratorsSaltzberg , and continuing theoretical efforts on several frontsBuniyR ; AlvarezZ  suggests that the basic physics is sound, although there is still room for refinement. (b) One of the main points behind the RICE3 plan is to provide explicit verification and calibration of a deployed experiment. (c) No serious work.

There are some flaws with the RICE3 concept. First, Icecube is targeted toward detection of AGN neutrinos in the PeV region. Even with dense deployment, RICE3 barely reaches below 10 PeV, although more sophisticated designs may improve on this situation. Second, the detectors do not really overlap. Optical transparency (bubbles) demands that Icecube be deployed in the bottom kilometer of ice, while radio transparency (geothermal warming) demands that RICE be deployed in the top kilometer. Since the Earth is opaque, most events in Icecube come from above or the side. The geometry of such events is such that the radio Cherenkov cone does not intersect a RICE array deployed above Icecube for most event vertecies contained in Icecube. The best geometry for coincident detection is charged current $`\nu _\mu `$ interactions where the muon passes through Icecube and RICE3 gets the Cherenkov cone from the hadronic shower. For each zenith angle and impact parameter there is of order a linear km along the line of sight where the event geometry will satisfy this condition. Total effective overlap is about 1 km3. Third, little progress is taken towards difficulty (c). Fourth, there may, in fact, be no AGN neutrinos, and fifth Icecube still cannot expect to see GZK neutrinos other than straggler external muons.

An alternative deployment strategy is to make RICE3 look like the central part of X-RICE, i.e. deploy $`100`$ antennas over 100 km2 centered on Icecube. First off, such a deployment directly addresses difficulty (c). Second, such an array would provide vertex information for throughgoing muons detected by Icecube, allowing energy calibration of those events. Third, such an array would detect $`10`$ GZK neutrinos per yr, which would be a significant discovery. On the down side, the threshold for radio detection would rise, so potential overlap for 10 PeV AGN neutrinos is eliminated. Also, it seems that overlapping detection of GZK neutrinos still seems unlikely. Simple geometry considerations indicate that none of the ten GZK events are likely to be detected by Icecube.

Which deployment strategy is better? In either case one cannot rely on the GZK neutrinos for calibration of RICE, even utilizing throughgoing muons. A bright AGN flux seems somewhat more likely than a bright flux in excess of GZK expectations at EeV energies. If neither bright option is present, then an independent confirmation and calibration of the radio technique is in order. Once achieved, the X-RICE prototype would likely give a first look at GZK neutrinos, while providing a technology development platform for the full X-RICE. On the other hand, the compact RICE3 lacks the sensitive volume for GZK detection, and would leave unsolved the daunting technical problems of a large area Antarctic deployment.

I thank R. Engel for discussion and for sharing results of the ES model.


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# Information on antiprotonic atoms and the nuclear periphery from the PS209 experiment

The PS209 experiment was run during two three-week periods in 1995 and 1996. The antiproton beam momenta were 412 MeV/c and 310 MeV/c in the first period and 106 MeV/c in the second one. A fraction of the beam time was used for the continuation of the radiochemical experiments aiming at the determination of the peripheral neutron to proton density ratio for 19 medium mass and heavy nuclei. The method, proposed by our collaboration some years ago , consists in the study of the annihilation residues with the mass number one unit smaller than the target mass $`A_t`$. When both $`A_t1`$ products (i.e. those with proton number $`Z_t1`$ and those with neutron number $`N_t1`$) are radioactive, their relative yields after antiproton annihilation are easily determined by standard nuclear spectroscopy methods. They are directly related to the proton and neutron densities at the annihilation site. The radial distance of the most probable value of the annihilation site for events leading to $`A_t1`$ products is obtained from calculations  as $`R_{1/2}+(2.5\pm 0.5)`$ fm, almost independent of the atomic number of the target. If one assumes that the peripheral proton distributions of nuclei are now rather well determined using electromagnetically interacting probes, our experiment may be considered as a new way to evaluate the neutron distributions. In Ref.  the so-called halo factor $`f_{halo}`$ was introduced as a measure for the neutron-over-proton density ratio. This halo factor transforms the measured yield of the $`N_t1`$ to $`Z_t1`$ nuclei into the corresponding normalised (by $`Z/N`$ factor) density ratio of neutrons to protons in the target nucleus at the radial distance of the annihilation site. In Refs.  and  the halo factor was presented as a function of the target neutron binding energy $`B_n`$. A strong negative correlation was observed. For target nuclei with $`B_n<9.5`$ MeV clear evidence for a neutron rich periphery was obtained.

With the information on peripheral neutron densities from antiproton annihilation, one is tempted to compare them with experiments determining the difference $`\mathrm{\Delta }r_{np}`$ between neutron and proton mean square radii. Care, however, is necessary, as the peripheral densities are probed by antiprotons at distances much larger than the root mean square radii. Keeping this limitation in mind, we nevertheless compared the neutron over proton densities for a number of nuclei in which recent  or older  $`\mathrm{\Delta }r_{np}`$ data exist. Figure 1 gives the example for such a comparison. In preparing this figure the experimentally determined $`\mathrm{\Delta }r_{np}`$ values were first used to obtain the neutron $`rms`$ radius from the relation: $`r_n^2^{1/2}=r_p^2^{1/2}+\mathrm{\Delta }r_{np}`$ where $`r_p^2^{1/2}`$ was taken from the recent tabulation  after correction for the proton charge radius. The same tabulation gives the two-parameter Fermi (2pF) charge distributions. These distributions were converted to point proton distributions . The parameters for bare neutron distributions were obtained from the relation $`r_n^2\frac{3}{5}c_n^2+\frac{7}{5}\pi ^2a_n^2`$ assuming either $`c_n=c_p`$ or $`a_n=a_p`$. These two cases are shown in Fig. 1. As can be seen from this figure our radiochemical data are clearly in favour of interpreting the $`\mathrm{\Delta }r_{np}`$ by the increase of the neutron surface diffuseness rather than the increase of the neutron half–density radius.

The ratios of neutron over proton density determined by the radiochemical method were also compared with the semiphenomenological approach of Gambhir and Patil . Figure 2 compares the experimental density ratios with those deduced from the Gambhir prescription. The good overall agreement, together with the reasonable description of proton distributions (determined from electron scattering experiments) makes the Gambhir method attractive for predictions of peripheral neutron distributions for nuclei not yet measured.

Besides the radiochemical method antiprotons offer another, more classic way for investigating the nuclear periphery. The strong interaction level widths and shifts in the antiprotonic atoms depend on the antiproton-nucleus interaction potential which, in turn, exhibits a strong nuclear density dependence. During about 750 h of beam time 8.7 $`10^{10}`$ antiprotons were stopped in 55 natural or isotopically separated targets from $`{}_{}{}^{16}\text{O}`$ to $`{}_{}{}^{238}\text{U}`$. At present the evaluated data consist of 45 level shifts, 29 ”lower” level widths and 33 ”upper” level widths, the latter obtained from the relative yields of X-rays. In addition, for targets with $`Z48`$ the fine structure components could in most cases be resolved. Table 1 gives the summary of the measured level widths and shifts (for the resolved levels average values are given).

As demonstrated by the calculation  the antiprotonic X-rays probe the nuclear periphery at distances about 1 fm closer to the nuclear centre than the radiochemical method described above. At present the consistency of both methods employed is intensively investigated. Figure 3 presents neutron to proton density ratio for $`{}_{}{}^{112,116,120,124}\text{Sn}`$ deduced from the measured level widths and shifts. For $`{}_{}{}^{112}\text{Sn}`$ and $`{}_{}{}^{124}\text{Sn}`$ it is compared with the same quantity ($`f_{halo}`$) deduced with the radiochemical method. In the former method it was again assumed that the proton  and neutron densities are given by 2pF distributions. The agreement between results of these two methods is not good. A similar discrepancy between the neutron to proton density ratio deduced from the radiochemical and X-ray experiment were observed in $`{}_{}{}^{176}\text{Yb}`$  and in $`{}_{}{}^{128,130}\text{Te}`$ nuclei .

This maybe caused by the 2pF distribution not being valid at large radii or the $`\overline{\text{p}}`$–nucleus potential used not being adapted for heavy, neutron rich nuclei. More elaborate considerations of the antiproton–nucleus interaction potential are presented during this conference .

On the other hand, the parameters of the nuclear matter distribution for $`{}_{}{}^{112,116,120,124}\text{Sn}`$ obtained from the antiprotonic X-rays measurements give differences $`\mathrm{\Delta }r_{np}`$ between neutron and proton root-mean-square radii which are in good agreement with values determined with other methods . This is seen in Fig. 3 where the neutron to proton density ratio deduced from $`\mathrm{\Delta }r_{np}`$ measurements and determined from our antiprotonic X-ray data for four tin isotopes are shown.

This work was supported by KBN grants 2 P03B 048 15 and 2 P03B 119 16 and by the Deutsche Forschungsgemeinschaft, Bonn.