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# Growing Random Networks with Fitness

## I Introduction

Recently, there has been a considerable interest in the growth properties of human interaction networks such as the world wide web , the citation distribution of publications , the electrical distribution systems  and the social networks . These networks all have very different physical forms, with different definitions for their nodes and links. However they appear to display considerable topological similarity, having connectivity distributions which behave as power laws. These distributions cannot be explained by traditional random graph theory, which is based on randomly connecting together a fixed number of nodes, and results in Poisson distributions for the connectivity .

Models of growing random graphs were first introduced by Barabási and Albert , who identified two important features that these graphs must possess in order to display power law distributed connectivities. These features are $`(i)`$ networks grow by addition of new nodes and $`(ii)`$ new nodes preferentially attach to highly connected nodes. Consideration of only these elements in  led to the conclusion that large networks can self-organize into a scale free state. Since then, many other models  have emerged to study various properties of these graphs such as aging , connectivity , inheritance , permanent deletion of links and nodes  and their effect on a growing network topology. The main conclusion of all these models is that incorporation of additional features changes the scaling behaviour of growing random networks. However it is still not understood why most of the empirical work observes power law exponents between 2 and 3, and the analytical work recovers exponents that range between 2 and $`\mathrm{}`$ . Furthermore, some of the more detailed features of the networks have not yet been captured .

In this paper, based on an idea introduced by  we study the influence of quenched disorder which we call fitness, on the growth rates of networks. Similar ideas have been studied in other models, either through the initial attractiveness of a node  or the fitness of a site to compete for links . However, our approach is somewhat different to these models. We use a rate equation approach  to generalize and solve three network models with different growth rates.

In Sec. II, we investigate the effect of additive randomness, while the effect of multiplicative randomness is analyzed in Sec. III. In Sec. IV, we assume the network is a directed graph  and both incoming and outgoing links are considered, to model the growth of the world wide web. We summarize our results and draw conclusions in the last section.

## II Model A

In this model, we consider a network where a fitness $`\eta `$, chosen from a probability distribution $`f_A(\eta )`$, is assigned to each node. The network is built by connecting incoming nodes to nodes of connectivity $`k`$ and fitness $`\eta `$ with rate $`(k1)+\eta `$, that is to say, there is a linear preferential attachment to nodes with already high number of links and a high fitness $`\eta `$. This simply means that not all nodes which $`k`$ existing links are equivalent because $`k`$ does not enclose the full information about the popularity of a node. For instance, if a node is a web site, $`\eta `$ could be a measure of the number of related TV commercials, or tube advertisements. Using the rate equation approach we describe the time evolution of the average number of nodes of connectivity $`k`$ and fitness $`\eta `$, $`N_k(\eta )`$, as

$`{\displaystyle \frac{N_k(\eta )}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{M}}\left[(k+\eta 2)N_{k1}(\eta )(k+\eta 1)N_k(\eta )\right]`$ (2)
$`+\delta _{k1}f_A(\eta ).`$
The first term on the right hand side of Eq. (2) represents the increase in the number of sites with $`k`$ links when a site with $`k1`$ links gains a link. The second term expresses the loss of sites with $`k`$ links when they gain a new link. The last term accounts for the continuous addition of nodes of connectivity $`1`$ and fitness $`\eta `$ with probability $`f_A(\eta )`$. The multiplicative factor $`M`$ is defined by

$$M(t)=\underset{k,\eta }{}(k+\eta 1)N_k(\eta ),$$
(3)
which ensures that the equation is properly normalized. Before going any further, let us make some remarks. First, to obtain a growing network, we need $`k1+\eta >0`$ for all $`k`$, so that $`\eta >0`$, because from the definition of the model, each site is created with one link. Second, all sites associated with $`\eta =1`$ have the simple linear preferential attachment of earlier models . Finally, $`f_A(\eta )`$ can either be discrete or continuous.

We analyse the model from the rate equation starting with the moments of $`N_k(\eta )`$ defined by

$`M_{ij}(t)`$ $``$ $`{\displaystyle \underset{k,\eta }{}}k^i\eta ^jN_k(\eta ).`$ (4)
We can easily show that

$`{\displaystyle \frac{M_{00}}{t}}`$ $`=`$ $`1,{\displaystyle \frac{M_{10}}{t}}=2\text{and}{\displaystyle \frac{M_{01}}{t}}=<\eta >`$ (5)
where $`<\eta >`$ is the average value of the fitness. For large times, the initial values of the moments become irrelevant, so that we get

$`M(t)`$ $`=`$ $`M_{10}(t)+M_{01}(t)M_{00}(t)=[<\eta >+1]t.`$ (6)
Similarly, it can be shown that $`N_k(\eta ,t)`$ and all its moments grow linearly with time. Therefore, we can write $`N_k(\eta ,t)=tn_k(\eta )`$ and $`M(t)=mt`$. The latter relation implies $`m=<\eta >+1`$, while we insert the former in Eq.(2) to obtain the recurrence relation

$$(k+\eta +m1)n_k(\eta )=(k+\eta 2)n_{k1}(\eta )+m\delta _{k1}f_A(\eta ).$$
(7)
Solving Eq. (7), we obtain

$`n_k(\eta )`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(k+\eta 1)}{\mathrm{\Gamma }(k+\eta +m)}}{\displaystyle \frac{\mathrm{\Gamma }(\eta +m)}{\mathrm{\Gamma }(\eta )}}mf_A(\eta ).`$ (8)
In particular, the rate of change of the total number of links connected to the sites with fitness $`\eta `$ is equal to

$`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}kn_k(\eta )`$ $`=`$ $`\left(1+{\displaystyle \frac{\eta }{<\eta >}}\right)f_A(\eta ).`$ (9)
For large $`k`$, Eq. (8) is equivalent to

$$n_k(\eta )k^{(m+1)}k^{(<\eta >+2)}.$$
(10)
The distribution scales as a power law $`n_k(\eta )k^\gamma `$ with an exponent $`\gamma =<\eta >+2`$, which depends only on the average fitness $`<\eta >`$, and consequently is the same for every node. Hence, the introduction of an additive random fitness at each node, modifying the preferential attachment process, generates a power law connectivity distribution. The exponent of this power law is shifted by $`<\eta >1`$ with respect to its value when the preferential attachment is simply linear. Of course, for $`f_A(\eta )=\delta (\eta 1)`$,

$$n_kk^3,$$
(11)
which is, as expected, the result obtained in previous models without fitness .

## III Model B

In the previous section, we introduced a model where linear preferential attachment is decorated by a random additive process to construct an independent source of preferential attachment. However, even if it seems reasonable to assume that the attachment is proportional to the number of already existing links, there is no specific reason to assume that the coefficient of proportionally is the same for every node. In this section, we consider a network where each node is associated to a triplet $`(k,\eta ,\zeta )`$. The network is built by adding a new node at each time step and connecting it to a node with random additive fitness $`\eta `$, random multiplicative fitness $`\zeta `$ and connectivity $`k`$ with rate $`\zeta (k1)+\eta `$. Where $`\eta `$ and $`\zeta `$ are quenched variables, initially chosen from a probability distribution $`f_B(\eta ,\zeta )`$. This model is a generalisation of that introduced in , and Model A is recovered when $`f_B(\eta ,\zeta )=f_A(\eta )\delta (\zeta 1)`$. The multiplicative fitness symbolizes the fact that, even if the growth rate is proportional to already existing links, there can exist different categories of nodes which attract new links at different rates.

The rate equation for this model, which describes the time evolution of the average number of nodes with triplet $`(k,\eta ,\zeta )`$, $`N_k(\eta ,\zeta )`$, is given by

$`{\displaystyle \frac{N_k(\eta ,\zeta )}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{M}}([\zeta (k2)+\eta ]N_{k1}(\eta ,\zeta )`$ (13)
$`[\zeta (k1)+\eta ]N_k(\eta ,\zeta ))+\delta _{k1}f_B(\eta ,\zeta ).`$
The terms on the right-hand side of this equation are analogous to those in Eq. (2), with the new preferential rates of growth. The normalization factor here is

$$M(t)=\underset{k,\eta ,\zeta }{}\left[\zeta (k1)+\eta \right]N_k(\eta ,\zeta ).$$
(14)
To solve Eq. (13), we employ the same technique as in the previous section, defining the moments of $`N_k(\eta ,\zeta )`$ by

$$M_{ijl}\underset{k,\eta ,\zeta }{}k^i\eta ^j\zeta ^lN_k(\eta ,\zeta ).$$
(15)
Looking at the lowest moments of $`N_k(\eta ,\zeta )`$, we find

$$\frac{M(t)}{t}=\frac{1}{M}\underset{k,\eta ,\zeta }{}\zeta [\zeta (k1)+\eta ]N_k(\eta ,\zeta )+<\eta >,$$
(16)
where $`<\eta >`$ is the average additive fitness. Again, it is easy to prove that $`N_k(\eta ,\zeta ,t)`$ and all its moments are linear functions of time. Hence, we define $`m`$ and $`n_k(\eta ,\zeta )`$ through $`M(t)mt`$ and $`N_k(\eta ,\zeta ,t)tn_k(\eta ,\zeta )`$, respectively. We refer to $`m`$ as the reduced moment from now on.

Eq. (16) implies that the reduced moment is a solution of

$$m=\frac{1}{m}\underset{k,\eta ,\zeta }{}\zeta [\zeta (k1)+\eta ]n_k(\eta ,\zeta )+<\eta >.$$
(17)
From Eq. (13), we obtain

$`[\zeta (k1)+\eta +m]n_k(\zeta ,\eta )`$ $`=`$ $`[\zeta (k2)+\eta ]n_{k1}(\zeta ,\eta )`$ (19)
$`+m\delta _{k1}f_B(\zeta ,\eta ).`$
The previous relation yields

$$n_k(\eta ,\zeta )=\frac{\mathrm{\Gamma }\left(k+\frac{\eta }{\zeta }1\right)}{\mathrm{\Gamma }\left(k+\frac{\eta +m}{\zeta }\right)}\frac{\mathrm{\Gamma }\left(\frac{\eta +m}{\zeta }\right)}{\mathrm{\Gamma }\left(\frac{\eta }{\zeta }\right)}\frac{m}{\zeta }f_B(\eta ,\zeta ).$$
(20)
When $`k\mathrm{}`$,

$$n_k(\eta ,\zeta )k^{\left(1+\frac{m}{\zeta }\right)}.$$
(21)
The growth rate of the number of sites associated with a triplet $`(k,\eta ,\zeta )`$, scales asymptotically as a power law $`n_kk^\gamma `$, with an exponent $`\gamma =1+m/\zeta `$, which depends on the fitness at a particular site. It means that, unlike the additive fitness, the multiplicative fitness generates multiscaling, with a different power law for each fitness.

To complete the solution of the model, we need to obtain an expression for the reduced moment, $`m`$. For this purpose, we introduce a generating function defined as

$`g(x,\eta ,\zeta )`$ $``$ $`{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}x^kn_k(\eta ,\zeta ).`$ (22)
Eq. (19) gives

$`g(1,\eta ,\zeta )`$ $`=`$ $`f_B(\eta ,\zeta )={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}n_k(\eta ,\zeta )`$ (23)
and

$`g^{}(1,\eta ,\zeta )`$ $`=`$ $`{\displaystyle \frac{\eta \zeta +m}{m\zeta }}f_B(\eta ,\zeta )={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}kn_k(\eta ,\zeta ).`$ (24)
Substituting in Eq. (17) leads to an implicit equation for $`m`$,

$$f_B(\eta ,\zeta )\frac{\eta }{m\zeta }𝑑\eta 𝑑\zeta =1$$
(25)
which cannot be solved explicitly. We can define $`n_k`$, the connectivity distribution of the entire network, as

$$n_kf_C(\eta ,\zeta )n_k(\eta ,\zeta )𝑑\eta 𝑑\zeta .$$
(26)
As an example, we consider $`f_B(\eta ,\zeta )=1`$, $`0\eta 1`$ and $`0\zeta 1`$. Solving Eq. (25) gives $`m=1/(1e^2)=1.156`$ and, integrating Eq. (20) over $`\eta `$ and $`\zeta `$ within the chosen limits,

$`n_k`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}k^{\left(\frac{m}{\zeta }+1\right)}{\displaystyle \frac{\mathrm{\Gamma }\left(\frac{\eta +m}{\zeta }\right)}{\mathrm{\Gamma }\left(\frac{\eta }{\zeta }\right)}}{\displaystyle \frac{m}{\zeta }}𝑑\eta 𝑑\zeta .`$ (27)
We find that the connectivity distribution in the asymptotic limit $`k\mathrm{}`$ is

$$n_k\frac{1}{\mathrm{ln}k}k^{(1+m)}.$$
(28)
This is simply a power law form multiplied with an inverse logarithmic correction and substitution of $`m`$ yields

$$n_k\frac{1}{\mathrm{ln}k}k^{2.156}.$$
(29)
By using $`f_B(\eta ,\zeta )=\delta (\zeta \eta )`$ with $`0\zeta 1`$, the solution obtained by  is recovered, which has the same functional form as Eq. (28) with a power law exponent $`\gamma =2.255`$.

We can solve for the large $`k`$ behaviour of the connectivity distribution for a number of different forms of the fitness. For instance, if

$$f_B(\eta ,\zeta )=a\zeta ^{a1}\delta (\zeta \eta )$$
(30)
and $`0\zeta 1`$, $`a>0`$, then the connectivity distribution behaves as

$$n_k\frac{1}{\mathrm{ln}k}k^{(m+1)}$$
(31)
as $`k\mathrm{}`$ and $`m(a)`$ satisfies

$$_0^1\frac{a\zeta ^a}{m\zeta }𝑑\zeta =1.$$
(32)
Using this equation it is simple to show that as $`a0`$, $`m1`$ and as $`a\mathrm{}`$, $`m2`$. In Fig. (1) this equation is solved numerically. We find that $`1m2`$, implying that the power law exponent is in the range of (2,3) which is in very good agreement with the experimental results .

Another example to consider is when

$$f_B(\eta ,\zeta )=6\zeta (1\zeta )\delta (\zeta \eta )$$
(33)
with $`0\zeta 1`$. In this case the connectivity distribution takes the form

$$n_k\frac{1}{(\mathrm{ln}k)^2}k^{(m+1)}.$$
(34)
as $`k\mathrm{}`$ where $`m=1.550`$.

## IV Model C

In the previous two models, the links were undirected and the number of links and nodes were equal, which is not a good model for some growing networks such as the www. In this section, a directed network is built by node and link addition. At each time step, with probability $`p`$, a new node is added and with probability $`q=1p`$, a new directed link is created between two nodes. A node with fitness $`(\alpha ,\beta )`$, $`i`$ incoming links and $`j`$ outgoing links, will gain a new incoming link with rate $`\alpha (i+1)`$ and a new outgoing link with rate $`\beta (j+1)`$. Then, the connectivity distribution $`N_{ij}(\alpha ,\beta )`$, the average number of nodes with $`i`$ incoming and $`j`$ outgoing links, evolves as

$`{\displaystyle \frac{N_{ij}}{t}}(\alpha ,\beta )`$ $`=`$ $`{\displaystyle \frac{q\alpha }{M_1}}\left[iN_{i1j}(\alpha ,\beta )(i+1)N_{ij}(\alpha ,\beta )\right]`$ (37)
$`+{\displaystyle \frac{q\beta }{M_2}}\left[jN_{ij1}(\alpha ,\beta )(j+1)N_{ij}(\alpha ,\beta )\right]`$
$`+p\delta _{i0}\delta _{j0}f_C(\alpha ,\beta ).`$
The first term in the first square brackets represents the increase of $`N_{ij}`$ nodes when nodes with $`i1`$ incoming and $`j`$ outgoing links, gain an incoming link and the second term represents the corresponding loss. The second square brackets contain the analogous terms for outgoing links and the last term ensures the continuous addition of new nodes with fitness $`\alpha ,\beta `$ with probability $`f_C(\alpha ,\beta )`$. $`M_1`$ and $`M_2`$ are the normalization factors, given by

$`M_1`$ $`=`$ $`{\displaystyle \underset{ij\alpha \beta }{}}(i+1)\alpha N_{ij}(\alpha ,\beta )\text{and}`$ (38)
$`M_2`$ $`=`$ $`{\displaystyle \underset{ij\alpha \beta }{}}(j+1)\beta N_{ij}(\alpha ,\beta ).`$ (39)
From the definition of the model, one has

$$\underset{ij\alpha \beta }{}N_{ij}(\alpha ,\beta )=pt,$$
(40)
which simply states that nodes are added with probability $`p`$. We also have

$`{\displaystyle \underset{ij\alpha \beta }{}}\alpha N_{ij}(\alpha ,\beta )`$ $`=`$ $`p<\alpha >t`$ (41)
$`{\displaystyle \underset{ij\alpha \beta }{}}\beta N_{ij}(\alpha ,\beta )`$ $`=`$ $`p<\beta >t.`$ (42)
We define $`n_{ij}(\alpha ,\beta )`$ through $`N_{ij}(\alpha ,\beta ,t)tn_{ij}`$, where from now on we drop the explicit $`(\alpha ,\beta )`$ dependence to ease the notation. Also, we can define the reduced moments $`m_1`$ and $`m_2`$ by $`M_1(t)tm_1`$ and $`M_2(t)tm_2`$. Hence we have

$`m_1={\displaystyle \frac{q}{m_1}}{\displaystyle \underset{ij\alpha \beta }{}}\alpha ^2(i+1)n_{ij}+p<\alpha >`$ (43)
and similarly

$`m_2={\displaystyle \frac{q}{m_2}}{\displaystyle \underset{ij\alpha \beta }{}}\beta ^2(j+1)n_{ij}+p<\beta >.`$ (44)
From Eq. (37), we obtain

$`n_{ij}[m_1m_2+m_1q\beta (j+1)+m_2q\alpha (i+1)]`$ (45)
$`=m_2q\alpha in_{i1j}+m_1q\beta jn_{ij1}`$ (46)
$`+m_1m_2p\delta _{i0}\delta _{j0}f_C(\alpha ,\beta ).`$ (47)
Now, we consider the incoming link distribution

$`g_i={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}n_{ij}`$ (48)
and the outgoing link distribution

$`h_j={\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}n_{ij}.`$ (49)
From Eq. (45), the recurrence relations

$$\left(i+1+\frac{m_1}{q\alpha }\right)g_i=ig_{i1}+\frac{m_1p}{q\alpha }\delta _{i0}f_C(\alpha ,\beta )$$
(50)
and

$$\left(j+1+\frac{m_2}{q\beta }\right)h_j=jh_{j1}+\frac{m_2p}{q\beta }\delta _{j0}f_C(\alpha ,\beta )$$
(51)
are obtained. Solving these gives the incoming and the outgoing links distributions

$$g_i=\frac{\mathrm{\Gamma }(i+1)\mathrm{\Gamma }(\frac{m_1}{q\alpha }+1)}{\mathrm{\Gamma }(\frac{m_1}{q\alpha }+i+2)}\frac{m_1p}{q\alpha }f_C(\alpha ,\beta )$$
(52)
and

$$h_j=\frac{\mathrm{\Gamma }(j+1)\mathrm{\Gamma }(\frac{m_2}{q\beta }+1)}{\mathrm{\Gamma }(\frac{m_2}{q\beta }+j+2)}\frac{m_2p}{q\beta }f_C(\alpha ,\beta ).$$
(53)
In the asymptotic limit both distributions are power laws; as $`i\mathrm{}`$, $`g_ii^{\gamma _{in}}`$ with $`\gamma _{in}=(1+m_1/q\alpha )`$ and for $`j\mathrm{}`$, $`h_jj^{\gamma _{out}}`$ with $`\gamma _{out}=(1+m_2/q\beta )`$.

The appearance of both multiplicative fitnesses $`\alpha `$ and $`\beta `$ in the exponents of the power laws, reflects the fact that growing networks such as the www are evolving on the basis of competition. The fitnesses here, can be thought of as a measure of attractiveness of the content of a web page. This means that within a particular commercial sector on the web, such as search engines, e-mail account providers, the software design, films, music and specific information, the fittest competitors have managed to gather millions of registered users in a very short span of time.

To express these exponents numerically we will find implicit equations for $`m_1`$ and $`m_2`$. Therefore, we use a generating function defined as

$$g(x,y,\alpha ,\beta )=\underset{i,j=0}{\overset{\mathrm{}}{}}x^iy^jn_{ij}$$
(54)
to find equations for $`m_1`$ and $`m_2`$. We have

$$g(1,1)=pf_C(\alpha ,\beta )$$
(55)
and

$$\frac{g}{x}|_{x=y=1}=\frac{pq\alpha }{m_1q\alpha }f_C(\alpha ,\beta ).$$
(56)
Hence

$$\underset{i,j=0}{\overset{\mathrm{}}{}}in_{ij}=\frac{pq\alpha }{m_1q\alpha }f_C(\alpha ,\beta )$$
(57)
and by an identical method

$$\underset{i,j=0}{\overset{\mathrm{}}{}}jn_{ij}=\frac{pq\beta }{m_2q\beta }f_C(\alpha ,\beta ).$$
(58)
Substitution of the above relations into Eq. (43) and Eq. (44) gives implicit equations for $`m_1`$ and $`m_2`$,

$$p\underset{\alpha ,\beta }{}\frac{\alpha f_C(\alpha ,\beta )}{m_1q\alpha }=1$$
(59)
and

$$p\underset{\alpha ,\beta }{}\frac{\beta f_C(\alpha ,\beta )}{m_2q\beta }=1,$$
(60)
respectively. The summations run over all possible values of $`\alpha `$ and $`\beta `$ and can be replaced by integrations for continuous distributions.

First, we consider a general case; if

$$f_C(\alpha ,\beta )=f_C(\beta ,\alpha )$$
(61)
then the distribution of incoming and outgoing links is the same, $`g_i=h_i`$.

As with Model B, we will consider two particular non-trivial distributions of the fitness. For power law fitnesses

$$f_C(\alpha ,\beta )=ab\alpha ^{a1}\beta ^{b1}$$
(62)
we find that the distribution of incoming links is given by

$$g_i\frac{1}{\mathrm{ln}i}i^{(1+\frac{m_1}{q})}$$
(63)
and analogously for outgoing links

$$h_j\frac{1}{\mathrm{ln}j}j^{(1+\frac{m_2}{q})}$$
(64)
for large $`i`$ and $`j`$. The parameter $`m_1`$ is a function of both $`a`$ and $`p`$ and $`m_2`$ is a function of $`b`$ and $`p`$. It is a simple matter to show that $`m_1(a)=g(a)`$ and $`m_2(b)=g(b)`$ where $`g(c)`$ satisfies

$$p_0^1\frac{cx^c}{g(c)qx}𝑑x=1.$$
(65)
Consequently, as $`a0`$, $`m_1q`$ and as $`a\mathrm{}`$, $`m_11`$. Thus by picking $`a`$ appropriately, the power law in the distribution of incoming links Eq. (63) can have an exponent with any value between 2 and $`1+1/q`$. A similar situation occurs with $`m_2(b)`$.

The fitnesses for incoming and outgoing links can be more strongly coupled together. An example of this is

$$f_C(\alpha ,\beta )=\{\begin{array}{cc}2\hfill & \alpha >\beta \text{,}\hfill \\ 0\hfill & \beta >\alpha \hfill \end{array}$$
(66)
where we find that for large $`i`$ and $`j`$, $`g_i`$ has the same form as Eq. (63) and

$$h_j\frac{1}{(\mathrm{ln}j)^2}j^{(1+\frac{m_2}{q})}.$$
(67)
The stronger coupling between the fitnesses is reflected in the different functional forms of the probability distributions for incoming and outgoing links.

## V Discussion and conclusions

We have studied three growing network models with the consideration of two key elements in mind; (i) networks are continuously growing, (ii) the attachment process is preferential. In the first model in Sec. II, we found that the introduction of random additive fitness (quenched disorder) $`\eta `$ at each node modified the preferential attachment process and the generated network had a power law connectivity distribution with an exponent $`\gamma =<\eta >+1`$, where only the average value of the fitness is of importance. However, introduction of both random additive fitness $`\eta `$ and random multiplicative fitness $`\zeta `$ in Sec. III, led to a scale free network where the exponent $`\gamma =1+m/\zeta `$ depends on the fitness $`\zeta `$ at each node. When the fitnesses were distributed with a power law distribution between 0 and 1, the connectivity distribution of the whole system was power law with a logarithmic correction, with the value of the exponent in the power law between 2 and 3.

In Sec. IV we studied a directed graph which was allowed to form loops in an attempt to model a different class of growing random graphs. The incoming and the outgoing link distributions exhibit power law forms with exponents corresponding to $`\gamma _{in}=(1+m_1/q\alpha )`$ and $`\gamma _{out}=(1+m_2/q\beta )`$ depending upon the values of the fitness at each site. Choosing a particular fitness distribution and calculating the connectivity distribution for the whole system often results in power laws mediated by logarithmic corrections. We gave two examples of such behaviour.

There are a great many examples of random growing graphs in science, social science, technology and biology. Only a fraction of these systems have been characterised experimentally. Whilst the systems studied in this paper are not as theoretically appealing as those with pure power law forms, it seems likely that some of the real random growing networks will be described by models of this particular type.

###### Acknowledgements.

We would like to thank the EPSRC and The Leverhulme Trust for financial support and René D’Hulst for useful discussions.


text:
# A new functional for charge and mass identification in ΔE-E telescopes

## 1 Introduction

Stacks of detectors, called telescopes, measuring the energy loss and residual energy of charged particles have been used for a long time to get charge and mass identification, and also energy, of such particles. Several combinations of detectors have been used for this purpose : ionization chambers, silicon detectors, plastic scintillators, thallium-activated caesium-iodide scintillators (CsI(Tl)) read by photomultipliers or photodiodes. The identification is obtained by plotting the energy loss in one or several components of the detector stack versus the residual energy released in the detector in which the particle has stopped. In such a plot events of a given charge and mass cluster around identification lines. Two methods can then be implemented to extract the identification for each event :

* interactive drawing of lines on top of ridges corresponding to a given charge or mass, or contours around events clustered around these ridges, any event being identified from its distance to ridge lines or its inclusion in one contour,
* fit of the ridge lines with a functional in which $`Z`$ and $`A`$ enter as parameters, the identification being obtained by inversion of the functional for given $`\mathrm{\Delta }E`$ and $`E`$ in order to extract $`Z`$ and $`A`$.

Whereas the first method is probably more powerful and allows to face any situation, it suffers two main drawbacks : it doesn’t deliver any extrapolation in regions of low statistics, and it is human-time consuming because each identification line has to be accurately drawn. This last aspect becomes really a concern when multidetectors are used, in which hundreds of such telescopes are involved. The second method doesn’t suffer these inconveniences provided that the functional accurately models the data. Identification functionals have already been used in the past . Due to their limited range of application, some extensions have been added later . The purpose of this work is to propose a more complex functional based on physical grounds in order to allow accurate modelling of the data and safe extrapolations in regions where no data are present.

The second section is devoted to the derivation of a functional based on Bethe’s formula with a power law velocity dependence, and to its main properties. The third section proposes a phenomenological extension of this functional for data departing from the simple restriction of Bethe’s formula. In the fourth section we will show how the introduction of a non-linear term for the amplitude of the light of a CsI(Tl) crystal allows a good charge identification up to $`Z=50`$ for telescopes involving such detectors.

## 2 Basic functional

We assume that the stopping power of a fragment of energy $``$, mass $`A`$ and nuclear charge $`Z`$ in a detecting medium takes the simple form :

$$\frac{}{X}=\frac{Z^2}{f(/A)}$$
(1)
This formula can be straightly derived from Bethes’s formula  when the charge state inside the stopping medium is strictly equal to the nuclear charge $`Z`$. Its range of validity is restricted to light ions with energy sufficient to insure that they are fully stripped. In particular the Bragg zone of the stopping power curve, where the mean charge state is no more constant, is not addressed by this formula.

We also define the integral $`F`$ of $`f`$ as :

$$F(x)=\underset{0}{\overset{x}{}}f(t)t$$
(2)
By integration of equation (1) one obtains the range-energy relation :

$$F(/A)=\frac{Z^2}{A}X$$
(3)
This last relation can be applied to the case of telescopes made of a first detector of thickness $`\mathrm{\Delta }X`$. The incoming fragment releases a part $`\mathrm{\Delta }E`$ of its energy in this detector, and its residual energy $`E`$ in the rear detector for a residual range $`X`$.

When applied to the total energy and to the residual energy, relation (3) reads :

$`\{\begin{array}{ccc}\hfill {\displaystyle \frac{Z^2}{A}}(X+\mathrm{\Delta }X)& =& F\left({\displaystyle \frac{E+\mathrm{\Delta }E}{A}}\right)\hfill \\ \hfill {\displaystyle \frac{Z^2}{A}}X& =& F\left({\displaystyle \frac{E}{A}}\right)\hfill \end{array}`$
which, by elimination of $`X`$, delivers the $`E`$-$`\mathrm{\Delta }E`$ relation :

$$\mathrm{\Delta }E=A\left\{F^1\left[F(E/A)+\frac{Z^2}{A}\mathrm{\Delta }X\right]\frac{E}{A}\right\}$$
(5)
This formula is rigorous as long as the stopping power takes the form (1). However to reach a practical use we need to specify the function $`f`$. We will choose a form close to Bethe’s behaviour but simpler in order to obtain and analytical form of the integral inverse $`F^1`$.

### 2.1 Specialisation of the function $`f`$

In the case of Bethe’s formula in the non-relativistic domain, $`f(/A)`$ is almost proportional to $`/A`$ because the logarithmic term can be considered as constant. Therefore we will choose a power law dependence :

$$f(/A)=(/A)^\mu $$
(6)
with $`\mu 1`$. This particular form of $`f`$ is advantageous because it leads to an analytical form of (5) which reduces to :

$$\mathrm{\Delta }E=\left[E^{\mu +1}+(\mu +1)Z^2A^\mu \mathrm{\Delta }X\right]^{\frac{1}{\mu +1}}E$$
(7)
One can notice that this relation is strictly equivalent to the functional used in  because both are based on the same hypotheses.

### 2.2 Properties of the $`E`$-$`\mathrm{\Delta }E`$ relation

By taking the derivative of expression (7) versus $`E`$ at $`E=0`$ one gets the slope at the starting point of the identification line which turns out to be equal to -1 independently of $`Z`$ and $`A`$. For signals delivered by real detectors this slope includes the ratio of electronic gains. However, in case of detectors exhibiting a linear response as silicon detectors, this constancy of the starting slope is generally achieved. Conversely the verification of this property is a good indication of the validity of approximations brought by (1).

By setting $`E=0`$ in (7) one obtains the series of crossing points of identification lines with the energy loss axis :

$$\mathrm{\Delta }E_0=\left[(\mu +1)\mathrm{\Delta }X\right]^{\frac{1}{\mu +1}}Z^{\frac{2}{\mu +1}}A^{\frac{\mu }{\mu +1}}$$
(8)
In particular for $`\mu =1`$, close to reality, these starting energy losses are proportional to $`Z\sqrt{A}`$.

At high energy the second term between $`[\mathrm{}]`$ in equation (7) becomes small, compared to the first one, and an expansion to first order can be performed :

$$\mathrm{\Delta }E_{\mathrm{}}=\mathrm{\Delta }X\frac{Z^2}{(E/A)^\mu }$$
(9)
which is proportional to the stopping power, as expected.

### 2.3 Power law functional

If we assume that the detector response is linear, and that data comply to relation (7), then they should be fitted by the following function :

$$\mathrm{\Delta }E=\left[(gE)^{\mu +1}+\left(\lambda Z^{\frac{2}{\mu +1}}A^{\frac{\mu }{\mu +1}}\right)^{\mu +1}\right]^{\frac{1}{\mu +1}}gE$$
(10)
where the parameters are $`g`$ (ratio of electronic gains), $`\lambda `$ which includes the thickness of the first detector and $`\mu `$ which is close to 1. Furthermore $`E`$ and $`\mathrm{\Delta }E`$ are net signals from which pedestals have been subtracted. We then obtain a 3-parameter formula, or a 5-parameter formula if we also fit on the $`\mathrm{\Delta }E`$ and $`E`$ pedestals.

To guarantee a convergence of the fit in all situations one should provide reasonable starting values and impose constraints on the range of the parameters. In particular $`\mu `$ should lie between 0.5 and 1.5 with a starting value $`\mu _0=1`$, the initial value $`\lambda _0`$ of $`\lambda `$ should be determined from the starting point of an identification line, and $`g_0`$ should be obtained from the slope at the same point. The reader is referred to the appendix for technicalities related to the fit procedure.

Once parameters have been determined by the fitting procedure, the function (10) can be used to extract $`Z`$ and eventually $`A`$ associated to any $`\mathrm{\Delta }EE`$ pair. This is achieved by an analytical inversion of equation (10) which delivers the quantity $`Z^2A^\mu `$ as early observed . If one is only interested in the charge identification $`A`$ is set dependent on $`Z`$, the simplest prescription being $`A=2Z`$, and equation (10) is solved for $`Z`$ and the solution is projected onto the nearest integer number $`Z_i`$. Furthermore if the mass identification is required, the value $`Z_i`$ is taken for $`Z`$ and the equation is solved for $`A`$.

As an example figure 1 shows the $`\mathrm{\Delta }EE`$ map obtained with a calibration module of INDRA, made of a silicon detector of thickness 70 $`\mu `$m and a lithium-diffused silicon detector 2 mm thick, placed in front of a CsI(Tl) crystal used as a veto removing all particles punched through the silicon-lithium detector. The 8 dashed lines are the reference lines, from hydrogen to beryllium, used as references for the 5-parameter fit. The result of the fit is shown on figure 2 which displays the particle identification $`PI=Z_i+0.2(A2Z_i)`$ versus the energy released in the silicon-lithium detector. In can be verified that distorsions are very small and that the extrapolation toward boron an carbon elements is correct, indicating that the power law formula models correctly the data in this range.

However it has already been noticed in the past  that for a wider $`Z`$ range, the above formula must be extended. The stopping power may depart from the behaviour ruled by relations (1) and (6), moreover the response of some detectors is not completely linear : pulse height defect in silicon detectors, light response of CsI(Tl) detectors$`\mathrm{}`$ Figure 3 shows the $`\mathrm{\Delta }EE`$ map obtained with a telescope made of 2 silicon detectors, of thicknesses equal to 150 $`\mu `$m and 750 $`\mu `$m, in the case of a 208Pb beam at 29 MeV/n . Thick dashed lines drawn on top of ridges associated to $`Z=8,13,17,22,28,37`$ are used as a reference for the 5-parameter fit with relation (10) which generates the thin lines. It turns out that the functional hardly reproduces the data in the whole range : not only its $`Z`$ dependence is approximative, but also the shape of the energy dependence for a given line.

Therefore an enrichment of (10) is highly desired in order to benefit from more degrees of freedom. The extension proposed hereafter is not based on theoretical considerations but rather on phenomenological requirements.

## 3 Extended functional

One can see from equation (10) that $`\mu `$ rules the ordinates of starting points of identification lines. Once $`\mu `$ has been fitted to reproduce these data, the rapidity of the transition from the low energy domain dominated by $`\lambda Z^{\frac{2}{\mu +1}}A^{\frac{\mu }{\mu +1}}`$ to the high energy region, proportional to the stopping power, is fixed. This could lead to a too strong constraint when applied to real data. One could introduce an additional parameter for the $`Z`$ exponent but this would still link the $`Z`$ dependencies in the low and high energy regions. As regards the $`A`$ exponent, it can’t be touched because it insures the right asymptotic behaviour at high energy, toward the stopping power.

The ideal solution should meet the following prescriptions : independent variations in $`Z`$ and $`A`$ in the low and high energy regimes, possibility of tuning separately the rapidity of the transition between these regimes, correct asymptotic behaviour at high energy. This is achieved by the addition of new phenomenomogical term.

We define the extended functional as :

$$\mathrm{\Delta }E=\left[(gE)^{\mu +\nu +1}+\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}+\xi Z^2A^\mu (gE)^\nu \right]^{\frac{1}{\mu +\nu +1}}gE$$
(11)
which reduces to the basic functional (10) when one substitutes $`\mu `$ for $`\mu +\nu `$ and sets $`\alpha =2/(\mu +1)`$, $`\beta =\mu /(\mu +1)`$ and $`\xi =0`$, or even more simply if one sets : $`\nu =0`$ and $`\lambda =0`$.

The $`g`$ parameter still represents the slope of identification lines at their starting points (at $`E=0`$), equal for all lines as for the power law formula. The energy loss value at the starting points writes : $`\mathrm{\Delta }E_0=\lambda Z^\alpha A^\beta `$, showing that this series of points essentially determines the $`\lambda `$, $`\alpha `$ and $`\beta `$ parameters.

At higher energies an expansion of (11) to first order can be carried out, leading to :

$$\mathrm{\Delta }E_{\mathrm{}}=\frac{1}{\mu +\nu +1}\times \frac{1}{(gE/A)^\mu }\times \left[\xi Z^2+\frac{(\lambda Z^\alpha )^{\mu +\nu +1}A^{\beta (\mu +\nu +1)(\mu +\nu )}}{(gE/A)^\nu }\right]$$

One can notice that at high energy the $`E/X`$ is recovered if $`\mu `$ stays in the vicinity of 1, and that $`\xi `$ governs the amount of energy loss in this region. Moreover one benefits from the second term inside the square brackets which allows, through the $`\nu `$ parameter, to change the shape of curves in the region of intermediate energy.

The extended formula is a 7-parameter functional ($`\lambda `$, $`\alpha `$, $`\beta `$, $`\mu `$, $`\nu `$, $`\xi `$ and $`g`$) or a 9-parameter one if both pedestals are also considered as parameters of the fit. The convergency of the fit is always insured only if good starting values are supplied and if constraints are applied to the range of parameters. More precisely one should adopt : $`\alpha _0=\mu _0=1`$, $`\beta _0=0.5`$, $`\nu _0=1`$, $`\lambda _0`$ determined from the starting point of an identification line, $`g_0`$ from its starting slope, and $`\xi _0`$ from one point taken at high energy. The ranges should be restricted to : $`0.5<\alpha <1.5`$, $`0.2<\beta <1`$, $`0.2<\mu <1.5`$, $`0.1<\nu <4`$, $`\lambda _0/4<\lambda <4\lambda _0`$, $`g_0/4<g<4g_0`$, $`0<\xi `$. In the case where no mass identification is given, the number of parameters is decremented by one : $`\beta `$ is kept equal to 0.5 and $`A`$ is taken as a function of $`Z`$, the simplest relationship being $`A=2Z`$.

Unlike the power law formula, the extended formula can’t be analytically inverted to extract $`Z`$ and $`A`$ from a $`\mathrm{\Delta }EE`$ pair. This can only be done numerically and the fastest algorithm is probably the Newton-Raphson method which however needs the derivatives of (11) with respect to $`Z`$ and $`A`$.

The quality of a fit based on this extended formula with 8 parameters, assuming $`A=2Z`$ and $`\beta `$ arbitrarily set, is shown on figure 4 where it appears that the shape of the curves is nicely reproduced, and also the interpolation in regions where no reference line guides the fit procedure. Even the extrapolation toward higher $`Z`$’s is satisfactory, having in mind that in this region the simple hypothesis $`A=2Z`$ is unlikely to hold. Figure 5 shows that only small distorsions remain when the identified $`Z`$ for each event is plotted versus the residual energy.

We can also check the ability of this functional to reproduce the data for telescopes using a CsI(Tl) crystal as a stopping detector, for which the light response is not linear with the deposited energy and depends on the nature of the particle. For this purpose we worked on the data collected by a module of the second ring of the multidetector INDRA, made of a 300 $`\mu `$m silicon planar detector followed by a CsI(Tl) of depth equal to 14 cm . As the CsI(Tl) signal was only partially integrated on 2 time intervals for the delivering of the so-called slow and fast components, we didn’t have at disposal a true measurement of the total light signal, integrated over the duration of the pulse. We reconstructed this total light signal $`h`$ by a combination of slow and fast components following a procedure described in . Figure 6 is an illustration of a $`\mathrm{\Delta }Eh`$ plot collected with a tin beam. The thick dashed lines are drawn on top of charges $`Z=4,6,12,22,30,40`$ and the thin lines result from the 8-parameter fit with $`A=2Z`$. Despite the non-linearity of the light response and its dependence with $`Z`$ the fit is in good agreement with the data, showing that the parameters of the functional are able to partially compensate for these effects. However by looking carefully at the low residual energy region, as displayed in the right part of figure 6, one can see that the curvature of data is much more pronounced than predicted by the functional. This effect is due to the highly non-linear light response which is almost quadratic in this region. Any improvemevent of the accuracy of generated identification lines in this region needs an explicit inclusion of such a non-linearity.

## 4 Light response of caesium-iodide crystal

The idea for a new extension of functionals (10) and (11) is to substitute for $`E`$ its evaluation from the light output, in order to derive direct dependencies of the energy loss with the light output, the most part of non-linearities being carried by the relationship between light and energy.

We will take for the light response of CsI(Tl) crystals a dependence deduced from the Birks formula . If one denotes $`h`$ the net light output after subtraction of the pedestal, its dependence with the energy deposition takes the form  :

$$h=E\rho \mathrm{ln}\left(1+\frac{E}{\rho }\right)\text{where}\rho =\eta Z^2A$$
(12)
and $`\eta `$ is a new parameter. No multiplicative constant is needed because the scaling factor is already included in the $`g`$ parameter of the functional, this is equivalent to consider the energy and the light output as measured with the same unit. This formula is not the most accurate  and particularly it discards the loss of quenching due to the delta electrons. We take it merely as a reasonable way of accounting for the non-linearities at low energy and high $`Z`$, hoping that the other parameters of the functional will be able to compensate its partial inadequacy.

However one difficulty arises from the fact that equation (12) cannot be analytically inverted to express $`E`$ as a function of $`h`$, as required for its insertion into the functionals (10) or (11). This is the reason why we adopted a slightly different formula for the inverse relation, imposing the same asymptotic behaviours at low and high energy. From (12) we derive for the low and high energy regimes :

$`E0`$ $``$ $`h{\displaystyle \frac{E^2}{2\rho }}`$
$`E\mathrm{}`$ $``$ $`hE\rho \mathrm{ln}\left({\displaystyle \frac{E}{\rho }}\right)`$
which exhibits the quadratic dependence at low energy. By inverting these relations one gets :

$`h0`$ $``$ $`E\sqrt{2\rho h}`$
$`h\mathrm{}`$ $``$ $`Eh+\rho \mathrm{ln}\left({\displaystyle \frac{h}{\rho }}\right)`$
Now we seek for a formula which complies with the above limiting behaviours, and we can check that :

$$E=\sqrt{h^2+2\rho h\left[1+\mathrm{ln}\left(1+\frac{h}{\rho }\right)\right]}$$
(13)
fulfills this condition. Obviously relation (13) is not the strict inverse of (12), but it departs from it by 7.4 % only at maximum, and both become identical at low and high energy.

If we use this relation in combination with (11), we obtain now a functional with 8 parameters ($`\lambda `$, $`\alpha `$, $`\beta `$, $`\mu `$, $`\nu `$, $`\xi `$, $`g`$ and $`\eta `$), and 2 eventually additional parameters if pedestals in $`h`$ and $`\mathrm{\Delta }E`$ are also adjusted.

Figure 7 displays the calculated lines resulting from a 9-parameter fit in which $`\beta `$ has been kept constant as the charge identification only is given, and $`A=2Z`$ is assumed. It can be seen that a satisfactory agreement is obtained for the shape of the curves. Particularly one can notice that the high curvature of the lines in the vicinity of the energy loss axis is well reproduced by the introduction of the light response and its quadratic dependence at low energy. Furthermore a stable extrapolation is deduced for the charges higher than 40, the highest line used as a reference for the fit.

The quality of the charge identification can be checked on figure 8 where the distorsions of the identified $`Z`$ versus the light output appear to be small even for a wide range of charges. The apparent loss of resolution at low $`Z`$’s simply reflects the coding granularity, the channel size in energy loss becoming too large for these low charges.

## 5 Conclusion

Starting from the usual power law formula we propose an extended functional for the particle identification in $`\mathrm{\Delta }EE`$ telescopes, allowing a good mass and charge identification with silicon detectors on a wide range in energy and charge. Its domain of applicability remains however limited to situations where the Bragg region plays a minor role, in particular this excludes high $`Z`$’s detected in thin $`\mathrm{\Delta }E`$ detectors. This functional can also be applied to specific cases where the $`E`$ signal is no longer linear with the energy deposition, as for example for silicon-CsI(Tl) telescopes in which the fast component of the CsI(Tl) is taken as a measure of the residual energy. This procedure has been applied to the calibrating modules in the INDRA multidetector, however it appears to be accurate only on a range of a few charges. By using the total light output of CsI(Tl), either by integrating the whole light signal or by estimating it from the partial integrations associated to the slow and fast components, the agreement between data and the extended formula is highly improved on a large range of $`Z`$. Moreover the discrepancies which remain at low residual energy are removed by the explicit introduction of the non-linear light response of the CsI(Tl) crystal, and a good quality of the identification is obtained on a wide range in charge and energy. This new functional opens the possibility of identifying particles in silicon or silicon-CsI(Tl) telescopes by defining only a limited number of reference points, and allows to rely on the deduced interpolation and even on the extrapolation in low statistics regions. It should make easier the usual identification task of particle identification in the case of charged particle multidetectors. The author expresses his aknowledgement to M. Morjean and to the INDRA collaboration, for having provided their data before publication.

## Appendix A Appendix

The fit algorithm relies on the local quadratic expansion of the $`\chi ^2`$. At each step a calculation is made for $`\chi ^2`$, its gradient, and an estimation of the hessian matrix obtained by neglecting the second derivatives of the functional. This approximation is powerful because it always delivers a definite positive matrix which, in the vicinity of the minimum, becomes very close to the true hessian matrix. With such a prescription it is necessary to compute only the functional value and its gradient at each data point. The minimization proceeds iteratively and at each step the status of constraints is checked.

In order to insure a correct convergency 2 conditions have to be met :

* good starting values of the parameters have to be supplied as already explained,
* for the minimization procedure the parameters have to be scaled in order to be of the order of unity.

For a practical use, the formulas giving the derivatives of the functional (11) against parameters are written hereafter. By denoting :

$$G=\left[(gE)^{\mu +\nu +1}+\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}+\xi Z^2A^\mu (gE)^\nu \right]$$

the derivatives can be expressed as :

$`{\displaystyle \frac{\mathrm{\Delta }E}{\lambda }}`$ $`=`$ $`G^{\frac{1}{\mu +\nu +1}1}\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}{\displaystyle \frac{1}{\lambda }}`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{\alpha }}`$ $`=`$ $`G^{\frac{1}{\mu +\nu +1}1}\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}\mathrm{ln}\left(Z\right)`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{\beta }}`$ $`=`$ $`G^{\frac{1}{\mu +\nu +1}1}\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}\mathrm{ln}\left(A\right)`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{g}}`$ $`=`$ $`\left\{G^{\frac{1}{\mu +\nu +1}1}{\displaystyle \frac{1}{gE}}\left[(gE)^{\mu +\nu +1}+{\displaystyle \frac{\nu }{\mu +\nu +1}}\xi Z^2A^\mu (gE)^\nu \right]1\right\}E`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{E}}`$ $`=`$ $`\left\{G^{\frac{1}{\mu +\nu +1}1}{\displaystyle \frac{1}{gE}}\left[(gE)^{\mu +\nu +1}+{\displaystyle \frac{\nu }{\mu +\nu +1}}\xi Z^2A^\mu (gE)^\nu \right]1\right\}g`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{\mu }}`$ $`=`$ $`{\displaystyle \frac{G^{\frac{1}{\mu +\nu +1}1}}{\mu +\nu +1}}\{(gE)^{\mu +\nu +1}\mathrm{ln}\left(gE\right)+\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}\mathrm{ln}\left(\lambda Z^\alpha A^\beta \right)+`$
$`\text{ }\xi Z^2A^\mu (gE)^\nu \mathrm{ln}\left(A\right){\displaystyle \frac{G\mathrm{ln}\left(G\right)}{\mu +\nu +1}}\}`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{\nu }}`$ $`=`$ $`{\displaystyle \frac{G^{\frac{1}{\mu +\nu +1}1}}{\mu +\nu +1}}\{(gE)^{\mu +\nu +1}\mathrm{ln}\left(gE\right)+\left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}\mathrm{ln}\left(\lambda Z^\alpha A^\beta \right)+`$
$`\text{ }\xi Z^2A^\mu (gE)^\nu \mathrm{ln}\left(gE\right){\displaystyle \frac{G\mathrm{ln}\left(G\right)}{\mu +\nu +1}}\}`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{\xi }}`$ $`=`$ $`{\displaystyle \frac{G^{\frac{1}{\mu +\nu +1}1}}{\mu +\nu +1}}Z^2A^\mu (gE)^\nu `$
$`{\displaystyle \frac{\mathrm{\Delta }E}{Z}}`$ $`=`$ $`G^{\frac{1}{\mu +\nu +1}1}\left\{{\displaystyle \frac{\alpha \left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}+\frac{2}{\mu +\nu +1}\xi Z^2A^\mu (gE)^\nu }{Z}}\right\}`$
$`{\displaystyle \frac{\mathrm{\Delta }E}{A}}`$ $`=`$ $`G^{\frac{1}{\mu +\nu +1}1}\left\{{\displaystyle \frac{\beta \left(\lambda Z^\alpha A^\beta \right)^{\mu +\nu +1}+\frac{\mu }{\mu +\nu +1}\xi Z^2A^\mu (gE)^\nu }{A}}\right\}`$
The derivative $`\mathrm{\Delta }E/E`$ is involved in the $`E`$-pedestal dependence. It is also useful when $`E`$ is expressed from the light output using (13). The $`\mathrm{\Delta }E/Z`$ and $`\mathrm{\Delta }E/A`$ derivatives are ingredients of the Newton-Raphson method for the determination of $`Z`$ and $`A`$ for a given $`\mathrm{\Delta }EE`$ pair whence the parameters have been determined.

Regarding the light response (13), the useful derivatives are :

$`{\displaystyle \frac{E}{h}}`$ $`=`$ $`{\displaystyle \frac{h}{E}}\left\{1+{\displaystyle \frac{1}{1+h/\rho }}+{\displaystyle \frac{1+\mathrm{ln}\left(1+h/\rho \right)}{h/\rho }}\right\}`$
$`{\displaystyle \frac{E}{\rho }}`$ $`=`$ $`{\displaystyle \frac{h}{E}}\left\{{\displaystyle \frac{1}{1+h/\rho }}+\mathrm{ln}\left(1+h/\rho \right)\right\}`$


text:
# Limits on the Masses of Supersymmetric Particles at √𝑠 =189 GeV

## 1 Introduction

In 1998 the LEP centre-of-mass energy reached 188.7 GeV and the DELPHI experiment collected an integrated luminosity of 158 $`\mathrm{pb}^1`$. These data have been analysed to search for the sfermions, charginos and neutralinos predicted by supersymmetric (SUSY) models .

In this paper we interpret the results of the DELPHI searches presented in Refs.  to constrain the masses of the following supersymmetric particles: the lightest neutralino ($`\stackrel{~}{\chi }_1^0`$), the lightest chargino ($`\stackrel{~}{\chi }_1^\pm `$), the heavier neutralinos ($`\stackrel{~}{\chi }_2^0`$,$`\stackrel{~}{\chi }_3^0`$,$`\stackrel{~}{\chi }_4^0`$), the sneutrino ($`\stackrel{~}{\nu }`$), and the selectron ($`\stackrel{~}{\mathrm{e}}`$). The lightest neutralino is assumed to be the Lightest Supersymmetric Particle (LSP). The conservation of R-parity, implying a stable LSP, is also assumed. The stable neutralino is a good dark matter candidate and its mass is of importance in cosmology.

The Minimal Supersymmetric Standard Model (MSSM) scheme with gravity mediated supersymmetry breaking and with universal parameters at the high mass scale typical of Grand Unified Theories (GUT’s) is assumed . The parameters of this model relevant to the present analysis are the masses $`M_1`$ and $`M_2`$ of the gaugino sector (which are assumed to satisfy the GUT relation $`M_1=\frac{5}{3}\mathrm{tan}^2\theta _WM_20.5M_2`$ at the electroweak scale), the universal mass parameter $`m_0`$ of the sfermion sector, the trilinear couplings $`A_\tau ,A_b,A_t`$ determining the mass mixing in the third family of sfermions, the Higgs mass parameter $`\mu `$, and the ratio $`\mathrm{tan}\beta `$ of the vacuum expectation values of the two Higgs doublets. The model assumed here is slightly more general than the minimal Super Gravity (mSUGRA) scenario: no general unification of scalar masses was assumed and, as a consequence, the Electroweak Symmetry breaking condition was not used to determine the absolute value of $`\mu `$. No assumption about unification of trilinear couplings at the GUT scale was made either.

The mass spectrum of the charginos and neutralinos, and the LSP mass in particular, depend on the three parameters: $`M_2`$ (which is traditionally taken as the free parameter), $`\mu `$, and $`\mathrm{tan}\beta `$ (see figure 1 for an example of isomass contours of $`\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_1^\pm `$ in the ($`\mu `$, $`M_2`$) plane for two values of $`\mathrm{tan}\beta `$ ). If the sfermions are heavy, the decays of the $`\stackrel{~}{\chi }_1^\pm `$ and the $`\stackrel{~}{\chi }_2^0`$ proceed predominantly via $`W`$ and $`Z`$ respectively. This leads to $`q\overline{q}\stackrel{~}{\chi }_1^0`$ or $`l\nu \stackrel{~}{\chi }_1^0`$ final states in the case of chargino decay, and to $`q\overline{q}\stackrel{~}{\chi }_1^0`$ or $`l^+l^{}\stackrel{~}{\chi }_1^0`$ states for $`\stackrel{~}{\chi }_2^0`$ decays.

If the sfermions are heavy, chargino production is the most important SUSY detection channel for large regions in the parameter space. However, if the sneutrino is light (below about 300 $`\mathrm{GeV}/c^2`$) and the SUSY parameters take particular values , the chargino production cross-section at a given energy can be greatly reduced by destructive interference between the $`s`$-channel ($`Z/\gamma `$) and $`t`$-channel ($`\stackrel{~}{\nu }`$) contributions. On the other hand, if the selectron is light, the neutralino production cross-section is enhanced due to $`t`$-channel selectron exchange $`(\stackrel{~}{\mathrm{e}}_L,\stackrel{~}{\mathrm{e}}_R)`$ .

If the sfermions are light enough, chargino and neutralino decays can produce them and the decay branching ratios then depend on the sfermion masses, which in turn depend on $`m_0`$ in addition to $`M_2`$ and $`\mathrm{tan}\beta `$. In the third sfermion family, mixing between left and right sfermions may occur. For large $`\left|\mu \right|`$ this can give light stau and sbottom ($`\stackrel{~}{b}`$) states for large $`\mathrm{tan}\beta `$, and light stop ($`\stackrel{~}{t}`$) states for small $`\mathrm{tan}\beta `$.

The sensitivity of searches for sparticle production depends on the visible energy released in the decay process, which in turn depends primarily on the mass difference between the decaying sparticle and an undetectable sparticle emitted in the process. If the sfermions are heavy, a particular situation arises at a very large $`M_2`$, when both $`M_{\stackrel{~}{\chi }_1^\pm }`$ $``$ $`M_{\stackrel{~}{\chi }_1^0}`$ and $`M_{\stackrel{~}{\chi }_2^0}`$ $``$ $`M_{\stackrel{~}{\chi }_1^0}`$ tend to be small, causing a decrease in the search sensitivity. For light sleptons the chargino decay modes a) $`\stackrel{~}{\chi }_1^\pm `$ $``$ $`\stackrel{~}{\nu }`$$`ł`$, or b) $`\stackrel{~}{\chi }_1^\pm `$ $``$ $`\stackrel{~}{\tau }`$$`\nu `$ with $`\stackrel{~}{\tau }`$ $``$ $`\stackrel{~}{\chi }_1^0`$$`\tau `$ could be present. In such cases chargino pair production could be hard to detect if $`M_{\stackrel{~}{\chi }_1^\pm }M_{\stackrel{~}{\nu }}`$ or $`M_{\stackrel{~}{\tau }}M_{\stackrel{~}{\chi }_1^0}`$ were small.

As no general unification of scalar masses was assumed, the mass spectrum of the Higgs sector, and thus the decay branching ratios of heavier neutralinos ($`\stackrel{~}{\chi }_2^0`$,$`\stackrel{~}{\chi }_3^0`$,$`\stackrel{~}{\chi }_4^0`$), depends on one more parameter, which is taken to be the pseudoscalar Higgs mass, $`M_A`$. This mass was assumed to be 300 $`\mathrm{GeV}/c^2`$, but the results depend only weakly on this assumption. The results of the Higgs boson searches at $`\sqrt{s}`$ = 189 GeV  are not used in the present paper because, as we illustrate below, they have little impact.

## 2 The method

The method employed to set a lower limit on the LSP mass and on the masses of other supersymmetric particles is to convert the negative results of searches for charginos, neutralinos and sleptons into exclusion regions in the ($`\mu `$,$`M_2`$) plane for different $`\mathrm{tan}\beta `$ values, and then to find the minimal allowed sparticle masses as a function of $`\mathrm{tan}\beta `$. Unless stated otherwise, the limits presented in this letter are valid for any $`M_2`$ and for the $`\mu `$ region in which the lightest neutralino is the LSP. The $`\mu `$ range depends on the values of $`\mathrm{tan}\beta `$ and $`m_0`$, and on the mixing parameters in the third family ($`A_\tau ,A_t,A_b`$). Unless stated otherwise, for high values of $`m_0`$ (above 500 $`\mathrm{GeV}/c^2`$ ) the $`\mu `$ range between $``$2000 and 2000 $`\mathrm{GeV}/c^2`$ was scanned, but the scan range was increased if any limit point was found to be close to the scan boundary.

In the rest of this section we summarize briefly the methods employed and the results achieved in the searches for charginos, neutralinos and sleptons (subsection 2.1), and we present the method of combining different searches (subsection 2.2).

### 2.1 Searches for sleptons, neutralinos and charginos

Searches for Sleptons

The results  of the DELPHI slepton search at 189 GeV were used. For smuon and selectron production, in addition to the typical decay mode $`\stackrel{~}{\mathrm{}}\stackrel{~}{\chi }_1^0\mathrm{}`$, the cascade decay $`\stackrel{~}{\mathrm{}}\stackrel{~}{\chi }_2^0\mathrm{}`$ with $`\stackrel{~}{\chi }_2^0\gamma \stackrel{~}{\chi }_1^0`$ was also searched for. This decay is important for low $`\left|\mu \right|`$. These searches exclude slepton pair production with a cross-section above (0.05-0.2) pb depending on the neutralino mass and on the slepton mass, and assuming 100% branching fraction to the above decay modes.

Searches for Neutralinos

The searches for neutralino production are described in Refs.. They cover a variety of final state topologies which are important for setting the limit on the LSP mass. The topologies with two acoplanar (with the beam) jets, leptons or photons, and the multilepton, multijet, multijet with photons, single photon, and single tau topologies have all been searched for. They arise from $`\stackrel{~}{\chi }_k^0`$$`\stackrel{~}{\chi }_j^0`$ final states with cascade and direct decays of heavier neutralinos: $`\stackrel{~}{\chi }_k^0\left(\stackrel{~}{\chi }_j^0\right)\stackrel{~}{\chi }_i^0+\mathrm{f}\overline{\mathrm{f}}`$ or $`\stackrel{~}{\chi }_k^0\left(\stackrel{~}{\chi }_j^0\right)\stackrel{~}{\chi }_i^0+\gamma `$ ($`k=2,3,4;j,i=1,2,3`$). The latter decay channel is enhanced in the region of small $`M_2`$ and $`\mu <0`$ for $`\mathrm{tan}\beta `$=1 and, even at high $`m_0`$, extends the exclusion beyond the kinematic limit for chargino production . The cross-section limits are typically around (0.2-0.4) pb. The search for neutralino production is sensitive to the particular kinematic configurations when neutralinos decay via light stau states and $`M_{\stackrel{~}{\tau }}`$ is close to $`M_{\stackrel{~}{\chi }_1^0}`$: the production of $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_2^0`$  with $`\stackrel{~}{\chi }_2^0`$ $``$ $`\stackrel{~}{\tau }`$$`\tau `$ and $`\stackrel{~}{\tau }`$ $``$ $`\stackrel{~}{\chi }_1^0`$$`\tau `$ leads to only one $`\tau `$ visible in the detector in this case, but nevertheless limits on the cross-section times branching ratio are of the order of 0.25 pb.

Searches for Charginos

The searches in DELPHI  for pair-production of charginos which subsequently decay via $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_1^0W^{}`$ and $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0W^{}\stackrel{~}{\chi }_1^0\gamma W^{}`$ exclude chargino pair production with cross-section larger than 0.13 pb if $`\mathrm{\Delta }M>20\mathrm{GeV}/c^2`$ , where $`\mathrm{\Delta }M`$ = $`M_{\stackrel{~}{\chi }_1^\pm }`$ $``$ $`M_{\stackrel{~}{\chi }_1^0}`$. The search presented in  is sensitive down to $`\mathrm{\Delta }M`$=3 $`\mathrm{GeV}/c^2`$, while the region of lower $`\mathrm{\Delta }M`$ is covered by the search for $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_1^\pm \gamma `$ production (3 $`\mathrm{GeV}/c^2`$$`>`$ $`\mathrm{\Delta }M`$ $`>`$ 0.170 $`\mathrm{GeV}/c^2`$), with the $`\gamma `$ arising from initial state radiation, and by the search for stable heavy particles and long lived heavy particles (0.170 $`\mathrm{GeV}/c^2`$ $`>`$ $`\mathrm{\Delta }M`$ ) .

### 2.2 Combination of different searches

In the scan of the SUSY parameter space two approaches were adopted. In the first approach the efficiencies of the different searches, as obtained in Refs.  by DELPHI, were parametrised for the dominant channels, and used together with the information about the numbers of events selected in the data and the expected numbers of background events. The 95 % confidence level exclusion regions obtained with the different searches were then simply superimposed.

In a parallel approach, these searches were combined using a very fast detector simulation program (SGV) , together with SUSYGEN , to simulate simultaneously all channels of chargino, neutralino, slepton and squark production and decay. This was done for about 500000 SUSY points. The selection criteria of the neutralino searches  could then be applied directly. The results obtained with different neutralino topologies were combined using the multichannel Bayesian approach .

Good agreement was found between the two approaches, when the same channels were used. In particular, the efficiencies obtained with the very fast simulation were found to agree well with the full simulation results . However, because the efficiencies were parametrised only for the dominant channels, the results obtained using parametrised efficiencies were found to be too conservative. The results of the fast simulation scan were therefore used in the regions of the parameter space where decay channels different from the ones the various searches were originally designed for were found to be important 222The search for neutralinos covers many topologies typical of SUSY particle production. For example, they are relevant in the search for the selectron production as well. In particular, when the cascade decays of the selectron are important, namely $`\stackrel{~}{\mathrm{e}}\stackrel{~}{\chi }_2^0e`$ with $`\stackrel{~}{\chi }_2^0q\overline{q}\stackrel{~}{\chi }_1^0`$ or $`\stackrel{~}{\chi }_2^0\mathrm{}\overline{\mathrm{}}\stackrel{~}{\chi }_1^0`$, the standard search for selectron production is not efficient., or where several SUSY production processes contributed and the searches for them would otherwise not be efficiently combined. The combined exclusion in each MSSM point is in this case obtained by directly applying the selection criteria to all processes which should occur in this particular point.

The typical scan step size in $`\mu `$ and $`M_2`$ was 1 $`\mathrm{GeV}/c^2`$ except in the region of the LSP limit, where the step size was decreased to 0.05 $`\mathrm{GeV}/c^2`$. The step size in $`m_0`$ was varying, the density of points being increased in regions of potentially difficult mass configurations. Special care was taken to set up the scan logic in such a way that no such configuration was overlooked. In particular, whenever two nearby scan points were excluded by different searches, the scan was performed with smaller steps between these points to check the continuity of the exclusion.

## 3 Results

The unification of sfermion masses to a common $`m_0`$ at the GUT scale allows sfermion masses at the Electroweak Scale to be calculated as functions of $`\mathrm{tan}\beta `$, $`M_2`$ and $`m_0`$. In particular the sneutrino ($`\stackrel{~}{\nu }`$), the left-handed selectron and smuon ($`\stackrel{~}{\mathrm{e}}_L`$,$`\stackrel{~}{\mu }_L`$ ) and the right-handed selectron and smuon ($`\stackrel{~}{\mathrm{e}}_R`$$`\stackrel{~}{\mu }_R`$) masses can be expressed as 333It is worth noting that for $`\mathrm{tan}\beta 1`$ ($`\mathrm{tan}\beta <1`$) we have $`\mathrm{cos}2\beta 0`$ ($`\mathrm{cos}2\beta >0`$), so the $`\stackrel{~}{\nu }`$ is never heavier (lighter) than the $`\stackrel{~}{\mathrm{e}}_L`$. :

1) $`M_{\stackrel{~}{\nu }}^2`$ $`=`$ $`m_0^2+0.77M_2^2+0.5M_\mathrm{Z}^2\mathrm{cos}2\beta `$

2) $`M_L^2`$ $`=`$ $`m_0^2+0.77M_2^20.27M_\mathrm{Z}^2\mathrm{cos}2\beta `$

3) $`M_R^2`$ $`=`$ $`m_0^2+0.22M_2^20.23M_\mathrm{Z}^2\mathrm{cos}2\beta `$

In the high $`m_0`$ scenario, $`m_0=1000`$ $`\mathrm{GeV}/c^2`$ was assumed, which implied sfermion masses of the same order. Limits arise in this case from a combination of the chargino and neutralino searches described in  and .

For high $`m_0`$, the chargino pair-production cross-section is large and the chargino is excluded nearly up to the kinematic limit, provided $`M_2<200`$ $`\mathrm{GeV}/c^2`$. As already mentioned, a particular situation arises for very high values of $`M_2`$, where $`\mathrm{\Delta }M`$=$`M_{\stackrel{~}{\chi }_1^\pm }`$$``$$`M_{\stackrel{~}{\chi }_1^0}`$ is small. However the search presented in  is sensitive down to $`\mathrm{\Delta }M`$=3 $`\mathrm{GeV}/c^2`$, which occurs for $`M_21400`$ $`\mathrm{GeV}/c^2`$, and the region of $`M_2>1400`$ $`\mathrm{GeV}/c^2`$ is covered by the chargino searches described in . The limits presented here are thus valid for any $`M_2`$.

It may also be remarked that at low $`M_2`$, $`\mathrm{\Delta }M`$=$`M_{\stackrel{~}{\chi }_1^\pm }`$ $``$ $`M_{\stackrel{~}{\chi }_1^0}`$ is large, resulting in increased background from $`W^+W^{}`$ production. However, if $`\left|\mu \right|`$ is low as well, the chargino tends to decay via $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0W^{}`$ to the next-to-lightest neutralino $`\stackrel{~}{\chi }_2^0`$, which then decays by $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0\gamma `$ or $`\stackrel{~}{\chi }_2^0\stackrel{~}{\chi }_1^0\mathrm{Z}^{}`$ . For setting the limit on the LSP mass, it is therefore important that the chargino search includes topologies with photons stemming from the decays $`\stackrel{~}{\chi }_1^\pm \stackrel{~}{\chi }_2^0W^{}\stackrel{~}{\chi }_1^0\gamma W^{}`$, since the search for topologies with photons does not suffer from $`W^+W^{}`$ background and is effective for large $`\mathrm{\Delta }M`$ (close to $`M_\mathrm{W}`$).

Of the detectable neutralino production channels (i.e. excluding $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_1^0`$), the $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_2^0`$ and $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_3^0`$ channels are important for large regions in the parameter space, but in order to cover as much as possible one must also consider channels like $`\stackrel{~}{\chi }_2^0`$$`\stackrel{~}{\chi }_3^0`$ and $`\stackrel{~}{\chi }_2^0`$$`\stackrel{~}{\chi }_4^0`$, giving cascade decays with multiple jets or leptons in the final state. At high $`m_0`$ the production cross-section for all these neutralino production channels drops to very low values for $`\left|\mu \right|`$ above $``$ 75 $`\mathrm{GeV}/c^2`$. This is because the two lightest neutralinos then have large photino ($`\stackrel{~}{\chi }_1^0`$) and zino ($`\stackrel{~}{\chi }_2^0`$) components and their s-channel pair-production is therefore suppressed, while pair-production of heavier neutralinos is not kinematically accessible. Nevertheless, for $`\mathrm{tan}\beta <1.2`$ and $`M_2>60`$ $`\mathrm{GeV}/c^2`$ the neutralino exclusion reaches beyond the kinematic limit for chargino production at negative $`\mu `$ (see figure 2 and ). This region is important for setting the limit on the LSP mass.

For medium $`m_0`$, 100 $`\mathrm{GeV}/c^2<m_0<`$ 1000 $`\mathrm{GeV}/c^2`$, the $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_2^0`$ production cross-section in the gaugino-region ($`\left|\mu \right|>`$ 75 $`\mathrm{GeV}/c^2`$) grows quickly as $`m_0`$ falls, due to the rapidly rising contribution from the selectron t-channel exchange. Meanwhile the chargino production cross-section in the gaugino region drops slowly, but it remains high enough to allow chargino exclusion nearly up to the kinematical limit for $`m_0>`$ 200 $`\mathrm{GeV}/c^2`$. For lower $`m_0`$ 100 $`\mathrm{GeV}/c^2`$, the chargino production cross-section in the gaugino region is close to its minimum, while the neutralino production cross-section is very much enhanced. Consequently the region of the ($`\mu ,M_2`$) parameter space excluded by searches for neutralino production at low $`m_0`$ is larger than the one excluded by the search for chargino and neutralino production at high $`m_0`$ (see figure 2 and ).

For low $`m_0`$, $`m_0<`$ 100 $`\mathrm{GeV}/c^2`$, and low $`M_2`$, $`M_2<`$ 200 $`\mathrm{GeV}/c^2`$, the situation is much more complicated because light sfermions affect not only the production cross-sections but also the decay patterns of charginos and neutralinos. They can also be searched for in direct pair-production. Exclusion regions at low $`m_0`$ arise from the combination of searches for chargino, neutralino and slepton production.

For low $`m_0`$ and $`M_2`$ the sneutrino is light, and for $`M_{\stackrel{~}{\chi }_1^\pm }`$ $`>`$ $`m_{\stackrel{~}{\nu }}`$ the chargino decay mode $`\stackrel{~}{\chi }_1^\pm `$ $``$ $`\stackrel{~}{\nu }`$$`\mathrm{}`$ is dominant, leading to an experimentally undetectable final state if $`M_{\stackrel{~}{\chi }_1^\pm }`$ $``$ $`m_{\stackrel{~}{\nu }}`$. In the gaugino region, for every value of $`M_2`$ and $`\mu `$, an $`m_0`$ can be found such that $`M_{\stackrel{~}{\chi }_1^\pm }`$ $``$ $`m_{\stackrel{~}{\nu }}`$. The search for charginos cannot therefore be used to exclude regions in the ($`\mu `$,$`M_2`$) plane if very low $`m_0`$ values are allowed. The search for selectron production is used instead to put a limit on the sneutrino mass (and thus on the chargino mass), the selectron and the sneutrino masses being related by equations 1)-3). The selectron pair production cross-section is typically larger than the smuon pair production cross-section, due to the contribution of t-channel neutralino exchange. However, at $`\left|\mu \right|<`$ 200 $`\mathrm{GeV}/c^2`$ the selectron production cross-section tends to be small and the exclusion arises mainly from the search for neutralino pair-production.

Mixing between the left-handed and right-handed sfermion states can be important for the third family sfermions and lead to light $`\stackrel{~}{\tau }_1`$, $`\stackrel{~}{\mathrm{b}}`$1 and $`\stackrel{~}{\mathrm{t}}`$1. Mass splitting terms at the Electroweak Scale proportional to $`m_\tau `$($`A_\tau `$$``$$`\mu `$$`\mathrm{tan}\beta `$), $`m_b`$($`A_b`$$``$$`\mu `$$`\mathrm{tan}\beta `$), and $`m_t`$($`A_t`$$``$$`\mu `$/$`\mathrm{tan}\beta `$) were considered for $`\stackrel{~}{\tau }`$, $`\stackrel{~}{\mathrm{b}}`$, and $`\stackrel{~}{\mathrm{t}}`$ respectively. In the first instance $`A_\tau `$=$`A_t`$=$`A_b`$=0 was assumed, then the dependence of the results on $`A_\tau `$ was studied. These terms lead to $`\stackrel{~}{\tau }_1`$, $`\stackrel{~}{\mathrm{b}}_1`$ or $`\stackrel{~}{\mathrm{t}}_1`$ being degenerate in mass with $`\stackrel{~}{\chi }_1^0`$ or being the LSP for large values of $`\left|\mu \right|`$. The results presented in this paper are limited to the range of the $`\mu `$ parameter where the lightest neutralino is the LSP.

For low $`\mathrm{tan}\beta `$ values (including $`\mathrm{tan}\beta <1`$) it is first the stop and later the sbottom which become degenerate in mass with $`\stackrel{~}{\chi }_1^0`$ 444 The “mixing -independent” (diagonal) terms of the mass matrices of squarks grow faster with $`M_2`$ than those of sleptons, and they have different dependence on $`\mathrm{tan}\beta `$. For example, for $`A_t`$=$`A_\tau `$=$`A_b`$=0, $`\mu `$=0, and $`\mathrm{tan}\beta `$=1, both the $`\stackrel{~}{\mathrm{t}}`$1 and $`\stackrel{~}{\mathrm{b}}`$1 are heavier than the $`\stackrel{~}{\tau }_1`$; but they become lighter than the $`\stackrel{~}{\tau }_1`$ for large $`|\mu |`$ values. The mass hierarchy between $`\stackrel{~}{\tau }_1`$, $`\stackrel{~}{\mathrm{b}}`$1, and $`\stackrel{~}{\mathrm{t}}`$1 depends on $`M_2`$, $`\mathrm{tan}\beta `$, $`\mu `$, and $`m_0`$.. Neither stop-neutralino degeneracy nor sbottom-neutralino degeneracy introduces “blind spots” in chargino detection, as $`\stackrel{~}{\chi }_1^\pm `$ $``$ $`\stackrel{~}{q}\overline{q}`$ remains visible. However, for $`\mathrm{tan}\beta `$$``$ 8, the LSP mass limit occurs at high enough $`M_2`$ that $`M_{\stackrel{~}{\mathrm{b}}_1}`$ is pushed above $`M_{\stackrel{~}{\tau }_1}`$ and $`\stackrel{~}{\tau }_1`$ can become degenerate in mass with $`\stackrel{~}{\chi }_1^0`$, while $`m_0`$ is high enough that selectron and sneutrino pair-production are not allowed by kinematics. Chargino decay $`\stackrel{~}{\chi }_1^\pm `$ $``$ $`\stackrel{~}{\tau }`$$`\nu `$ with $`\stackrel{~}{\tau }`$ $``$ $`\stackrel{~}{\chi }_1^0`$$`\tau `$ is then hard to detect, leaving $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_2^0`$ and the $`\stackrel{~}{\chi }_2^0`$$`\stackrel{~}{\chi }_2^0`$ production with $`\stackrel{~}{\chi }_2^0`$ $``$ $`\stackrel{~}{\tau }`$$`\tau `$ as the only detectable sparticle production channels.

### 3.1  Results for high $`m_0`$

Figure 3 gives the lower limit on $`M_{\stackrel{~}{\chi }_1^0}`$ as a function of $`\mathrm{tan}\beta `$. The lightest neutralino is constrained to have a mass:

$`M_{\stackrel{~}{\chi }_1^0}>32.4`$ $`\mathrm{GeV}/c^2`$

for $`m_0=1000`$ $`\mathrm{GeV}/c^2`$ and any value of $`M_2`$. The limit occurs at $`\mathrm{tan}\beta `$=1. Figure 2 (upper part) shows the region in the ($`\mu `$,$`M_2`$) plane for $`\mathrm{tan}\beta `$=1 excluded by the chargino and neutralino searches, relevant for the LSP mass limit at $`m_0=1000`$ $`\mathrm{GeV}/c^2`$. This result improves on the high $`m_0`$ one presented in  due to the constraint from the search for neutralino production. However, at $`\mathrm{tan}\beta >1.2`$ the LSP limit is given exclusively by the chargino search and its value reaches about half of the limit on the chargino mass at high $`\mathrm{tan}\beta `$, where the isomass contours of $`\stackrel{~}{\chi }_1^\pm `$ and $`\stackrel{~}{\chi }_1^0`$ in the ($`\mu `$,$`M_2`$) plane of figure 1 become parallel. The rise of the LSP limit for small $`\mathrm{tan}\beta `$ can be explained by the change of the shape of these contours with $`\mathrm{tan}\beta `$ (from figure 1 it can be seen that if, for example, $`M_{\stackrel{~}{\chi }_1^\pm }`$$`<`$ 100 $`\mathrm{GeV}/c^2`$ was excluded, this would imply $`M_{\stackrel{~}{\chi }_1^0}`$ $`>`$ 35 $`\mathrm{GeV}/c^2`$ for $`\mathrm{tan}\beta `$=1 and $`M_{\stackrel{~}{\chi }_1^0}`$ $`>`$ 45 $`\mathrm{GeV}/c^2`$ for $`\mathrm{tan}\beta `$=2 ). It should be noted that, because the chargino and neutralino masses are invariant under exchange $`\mathrm{tan}\beta 1/\mathrm{tan}\beta `$, the point $`\mathrm{tan}\beta =1`$ is the real minimum. The LSP limit for $`\mathrm{tan}\beta <1`$ can be obtained by replacing $`\mathrm{tan}\beta `$ with $`1/\mathrm{tan}\beta `$ in figure 3.

The lowest non-excluded value of $`M_{\stackrel{~}{\chi }_1^0}`$ occurs for $`\mathrm{tan}\beta `$=1, $`\mu =`$ $``$68.7 $`\mathrm{GeV}/c^2`$ and $`M_2`$ = 54.8 $`\mathrm{GeV}/c^2`$. For these parameters, $`\stackrel{~}{\chi }_4^0`$$`\stackrel{~}{\chi }_2^0`$ production is kinematically allowed at $`\sqrt{s}=189`$ GeV ($`M_{\stackrel{~}{\chi }_4^0}`$= 118.9 $`\mathrm{GeV}/c^2`$, $`M_{\stackrel{~}{\chi }_2^0}`$= 68.7 $`\mathrm{GeV}/c^2`$) and has a cross-section of 0.12 pb. The chargino pair-production cross-section is 0.11 pb. The cross-sections for the production of other gauginos are much smaller, and the limit arises from a combination of searches for $`\stackrel{~}{\chi }_4^0`$$`\stackrel{~}{\chi }_2^0`$ and $`\stackrel{~}{\chi }_1^\pm `$$`\stackrel{~}{\chi }_1^\pm `$ production. The dominant decays of $`\stackrel{~}{\chi }_2^0`$ are $`\stackrel{~}{\chi }_2^0q\overline{q}\stackrel{~}{\chi }_1^0`$ (31 $`\%`$), $`\stackrel{~}{\chi }_1^0\gamma `$ (31 $`\%`$), and $`\nu \overline{\nu }\stackrel{~}{\chi }_1^0`$ (15 $`\%`$), and those of $`\stackrel{~}{\chi }_4^0`$ are $`\stackrel{~}{\chi }_4^0q\overline{q}\stackrel{~}{\chi }_2^0`$ (56 $`\%`$), $`\nu \overline{\nu }\stackrel{~}{\chi }_2^0`$ (17 $`\%`$), and $`h^0\stackrel{~}{\chi }_1^0`$ (15.0 $`\%`$) 555The $`\stackrel{~}{\chi }_4^0`$ branching fractions listed above correspond to $`M_A`$=300 $`\mathrm{GeV}/c^2`$ and $`A_t`$=0, which results in $`M_{h^0}`$= 76 $`\mathrm{GeV}/c^2`$. However, if $`M_A`$=1000 $`\mathrm{GeV}/c^2`$ and $`A_t`$-$`\mu /\mathrm{tan}\beta `$=$`\sqrt{6}`$ $`\mathrm{TeV}/c^2`$(maximal $`M_{h^0}`$ scenario used in ), $`M_{h^0}`$ becomes 97 $`\mathrm{GeV}/c^2`$ and the $`h^0Z`$ production cross-section at $`\sqrt{s}`$ = 189 GeV falls to 0.07 pb, so the point is no longer excluded by Higgs boson searches . Searches for $`\stackrel{~}{\chi }_4^0`$$`\stackrel{~}{\chi }_2^0`$ are not affected by the change of $`M_{h^0}`$ from 76 $`\mathrm{GeV}/c^2`$ to 97 $`\mathrm{GeV}/c^2`$, as vanishing of the branching fraction $`\stackrel{~}{\chi }_4^0h^0\stackrel{~}{\chi }_1^0`$ is compensated by the increase of the $`\stackrel{~}{\chi }_4^0q\overline{q}\stackrel{~}{\chi }_2^0`$ branching fractions and the change of the overall search efficiency is negligible.

Figure 4 shows the lower limit on $`M_{\stackrel{~}{\chi }_1^\pm }`$ and $`M_{\stackrel{~}{\chi }_1^0}`$ as a function of $`M_2`$ for $`\mathrm{tan}\beta `$=1. The upper part of the figure presents the limit on $`M_{\stackrel{~}{\chi }_1^\pm }`$ for $`\mu <0`$: values of $`M_{\stackrel{~}{\chi }_1^\pm }`$ above the kinematic limit for chargino pair-production are excluded for 100 $`\mathrm{GeV}/c^2`$ $`<M_2<`$ 400 $`\mathrm{GeV}/c^2`$ due to the constraint from the search for neutralino production. The lower part of the figure shows the limit on $`M_{\stackrel{~}{\chi }_1^\pm }`$ and $`M_{\stackrel{~}{\chi }_1^0}`$ for $``$1000 $`\mathrm{GeV}/c^2`$ $`\mu `$ 1000 $`\mathrm{GeV}/c^2`$ and for $`M_2`$ up to 30 000 $`\mathrm{GeV}/c^2`$. For $`M_2>`$ 1400 $`\mathrm{GeV}/c^2`$ the limits are given by the results presented in . The limit on the chargino mass for $`m_0=1000`$ $`\mathrm{GeV}/c^2`$ is:

$`M_{\stackrel{~}{\chi }_1^\pm }>62.4`$ $`\mathrm{GeV}/c^2`$.

The limit does not depend on $`\mathrm{tan}\beta `$ and is valid for any $`M_2`$. It occurs at very high $`M_2`$ values, where $`M_{\stackrel{~}{\chi }_1^\pm }`$, $`M_{\stackrel{~}{\chi }_1^0}`$ and $`M_{\stackrel{~}{\chi }_2^0}`$ are degenerate and $`\mathrm{\Delta }M`$= $`M_{\stackrel{~}{\chi }_1^\pm }`$$``$$`M_{\stackrel{~}{\chi }_1^0}`$ $``$ 0.170 $`\mathrm{GeV}/c^2`$.

### 3.2  The LSP mass limit for any $`m_0`$

Figure 3 gives the lower limit on $`M_{\stackrel{~}{\chi }_1^0}`$ as function of $`\mathrm{tan}\beta `$ for any $`m_0`$. The “any $`m_0`$” limit follows the high $`m_0`$ limit up to $`\mathrm{tan}\beta `$=1.2 and then drops to its lowest value, 32.3 $`\mathrm{GeV}/c^2`$, at $`\mathrm{tan}\beta `$=4.

Thus

$`M_{\stackrel{~}{\chi }_1^0}>32.3`$ $`\mathrm{GeV}/c^2`$

independent of $`m_0`$. If the sneutrino is heavier than the chargino, the lowest non-excluded neutralino mass occurs at $`\mathrm{tan}\beta `$ =1, as above.

Figure 5 illustrates the exclusion regions in the ($`\mu `$,$`M_2`$) plane for $`\mathrm{tan}\beta `$ =4 near the “any $`m_0`$” limit point, where both $`\stackrel{~}{\chi }_1^\pm `$ and $`\stackrel{~}{\chi }_2^0`$ are degenerate with the sneutrino ($`m_0=71.2`$ $`\mathrm{GeV}/c^2`$, $`\mu `$=$``$277 $`\mathrm{GeV}/c^2`$, and $`M_2`$= 60.9 $`\mathrm{GeV}/c^2`$, implying $`M_{\stackrel{~}{\chi }_2^0}`$ = 66.8 $`\mathrm{GeV}/c^2`$, $`M_{\stackrel{~}{\chi }_1^\pm }`$ = 66.7 $`\mathrm{GeV}/c^2`$, $`M_{\stackrel{~}{\nu }}`$= 66 $`\mathrm{GeV}/c^2`$, $`M_{\stackrel{~}{\mathrm{e}}_R}`$ = 87.2 $`\mathrm{GeV}/c^2`$, $`M_{\stackrel{~}{\tau }_1}`$= 80.3 $`\mathrm{GeV}/c^2`$, and $`M_{h^0}`$ = 87.4 $`\mathrm{GeV}/c^2`$) 666$`M_{h^0}`$ grows to 103 $`\mathrm{GeV}/c^2`$ for the maximal allowed mixing; as before, the point is then no longer excluded by the Higgs boson searches . The $`M_{\stackrel{~}{\chi }_1^0}`$=32.3 $`\mathrm{GeV}/c^2`$ isomass curve is indicated. The exclusion regions derived from searches for neutralino production, for slepton production and from the combined search for neutralino and slepton production are shown. The edge of the combined slepton and neutralino exclusion at $`M_2=60.6\mathrm{GeV}/c^2`$ corresponds to the $`M_{\stackrel{~}{\mathrm{e}}_R}`$=87.2 $`\mathrm{GeV}/c^2`$ isomass curve. This edge imposes a limit on the sneutrino mass $`M_{\stackrel{~}{\nu }}`$=66 $`\mathrm{GeV}/c^2`$, and determines the upper reach of the exclusion obtained from the search for the chargino production. As the various final state topologies which were used to search for neutralinos  (see subsection 2.1) were employed here also to search for slepton production (see subsection 2.2), the slepton exclusion does not deteriorate significantly for small negative values of $`\mu `$ where the $`\stackrel{~}{\mathrm{}}\stackrel{~}{\chi }_2^0\mathrm{}`$ and $`\stackrel{~}{\chi }_2^0\mathrm{}^+\mathrm{}^{}\stackrel{~}{\chi }_1^0`$ decay channels dominate, giving multilepton final states. This region is also covered by the neutralino searches. However, for $`M_2>`$30 $`\mathrm{GeV}/c^2`$ and $`\mu <130`$ $`\mathrm{GeV}/c^2`$ the invisible $`\stackrel{~}{\chi }_2^0\nu \stackrel{~}{\nu }`$ branching fraction is above 90% and, because only $`\stackrel{~}{\chi }_2^0`$$`\stackrel{~}{\chi }_1^0`$ and $`\stackrel{~}{\chi }_2^0`$$`\stackrel{~}{\chi }_2^0`$ are produced in this region, the neutralino exclusion disappears.

#### 3.2.1  The $`\mathrm{tan}\beta `$ dependence of the LSP mass limit

Figure 6 shows the masses of the sneutrino, the $`\stackrel{~}{\mathrm{e}}_R`$ and the $`\stackrel{~}{\tau }_1`$ in the LSP limit points, as a function of $`\mathrm{tan}\beta `$. The $`\mathrm{tan}\beta `$ dependence of the LSP limit can be understood as follows.

For $`\mathrm{tan}\beta <1.2`$, the ($`\mu `$$`M_2`$) region excluded by neutralino searches at low $`m_0`$ is larger than the region excluded by chargino and neutralino searches for large $`m_0`$ (see figure 2). Thus for $`\mathrm{tan}\beta <1.2`$ the limit on the neutralino mass for “any $`m_0`$” is given by the high $`m_0`$ limit of 32.4 $`\mathrm{GeV}/c^2`$. The region in the ($`\mu `$$`M_2`$) plane excluded by neutralino searches at a given $`m_0`$ becomes smaller with the increase of $`\mathrm{tan}\beta `$ and the LSP mass limit is reached at a lower $`m_0`$ value.

At $`\mathrm{tan}\beta >1.4`$ the minimal sneutrino mass allowed by the neutralino and slepton searches drops below 94 $`\mathrm{GeV}/c^2`$ (see figure 6). This implies, as explained above, that for $`M_{\stackrel{~}{\chi }_1^\pm }<`$ 94 $`\mathrm{GeV}/c^2`$ an $`m_0`$ value can be found such that $`M_{\stackrel{~}{\chi }_1^\pm }=m_{\stackrel{~}{\nu }}`$ and the chargino decays “invisibly”. The limits are therefore given by the combination of searches for neutralino and slepton production.

For $`4<\mathrm{tan}\beta <8`$ the limit improves slightly due to the increase of the $`\stackrel{~}{\tau }_1`$ production cross-section, as $`\stackrel{~}{\tau }_1`$ gets lighter (see figure 6) when the mass splitting term ($`A_\tau `$ $``$ $`\mu `$$`\mathrm{tan}\beta `$) increases. For $`\mathrm{tan}\beta `$$`>`$6 the $`\stackrel{~}{\tau }_1`$ pair production cross-section starts to be bigger than the $`\stackrel{~}{\mathrm{e}}_R`$$`\stackrel{~}{\mathrm{e}}_R`$ production cross-section in the $`\mu <200`$ $`\mathrm{GeV}/c^2`$ region, where the chargino-sneutrino degeneracy occurs.

At $`\mathrm{tan}\beta >8`$ the limit degrades somewhat again due to the possibility of $`M_{\stackrel{~}{\tau }_1}`$ being close to $`M_{\stackrel{~}{\chi }_1^0}`$, which makes the $`\stackrel{~}{\tau }_1`$ undetectable. In this region the LSP limit is given by the neutralino exclusion, and reaches $`M_{\stackrel{~}{\chi }_1^0}>`$ 33.2 $`\mathrm{GeV}/c^2`$ for777The limit on the LSP mass obtained by the LEP SUSY working group  dropped to 30 $`\mathrm{GeV}/c^2`$ at $`\mathrm{tan}\beta `$ =35 due to $`M_{\stackrel{~}{\tau }_1}`$ being close to $`M_{\stackrel{~}{\chi }_1^0}`$. This was because the search for neutralino production was not used in .  $`\mathrm{tan}\beta `$ = 40. The limit is reached for $`m_0`$ = 122 $`\mathrm{GeV}/c^2`$ and $`\mu =252.5`$ $`\mathrm{GeV}/c^2`$, with $`M_{\stackrel{~}{\tau }_1}`$ = 35.4 $`\mathrm{GeV}/c^2`$ and all other sleptons heavier than the kinematic limit for slepton pair-production 888In this point the mass of the lightest Higgs boson is $`M_{h^0}=98`$ $`\mathrm{GeV}/c^2`$, and $`h^0`$ decays nearly exclusively to $`\stackrel{~}{\tau }_1`$$`\stackrel{~}{\tau }_1`$, thus “invisibly”. Present limits on $`h^0`$ decaying invisibly are $`M_{h^0}>95`$ $`\mathrm{GeV}/c^2`$ , thus not sufficient for exclusion. Moreover, this point cannot be excluded from the measurement of the invisible $`Z`$ width, due to the tiny $`Z\stackrel{~}{\tau }_1\stackrel{~}{\tau }_1`$ coupling. .

The LSP mass limit at $`\mathrm{tan}\beta 1`$ can be obtained noting that, while the chargino and neutralino masses are invariant under $`\mathrm{tan}\beta 1/\mathrm{tan}\beta `$ exchange, the sign of the $`\mathrm{cos}2\beta `$ term in equations 1)-3) changes, resulting in lighter selectrons and heavier sneutrinos for the same values of $`M_2`$ and $`m_0`$. Thus, the selectron production cross-section, the chargino production cross-section and the neutralino production cross-section are all larger for the same $`M_2`$, $`m_0`$ and $`\mu `$ values. The chargino-sneutrino degeneracy region is excluded at $`\mathrm{tan}\beta <1`$, and the neutralino-stau degeneracy is not allowed. The LSP mass limit for $`\mathrm{tan}\beta <1`$ is expected to rise with diminishing $`\mathrm{tan}\beta `$ to reach its high $`m_0`$ value when $`1/\mathrm{tan}\beta `$ is large.

#### 3.2.2  The dependence of the LSP limit on the mixing

The dependence of the LSP limit on the mixing in the stau sector was studied, while keeping $`A_t`$=$`A_b`$=0. For $`A_\tau `$ large and positive, $`+`$ 1000 $`\mathrm{GeV}/c^2`$, the limit at $`\mathrm{tan}\beta `$ = 4 rises slightly due to the larger stau production cross-section. The limit for $`\mathrm{tan}\beta >8`$ falls because, with the larger splitting in the stau sector, the stau-neutralino mass degeneracy occurs for higher $`m_0`$, where the neutralino production cross-section is lower. For $`A_\tau `$ large and negative, $``$ $``$ 1000 $`\mathrm{GeV}/c^2`$, the range where the LSP limit occurs in the chargino-sneutrino degeneracy region extends to higher $`\mathrm{tan}\beta `$ values, as the $`\stackrel{~}{\tau }_1`$ is heavier for a smaller splitting. Finally, if there is no mass splitting in the $`\stackrel{~}{\tau }`$ sector, so that $`A_\tau =\mu \mathrm{tan}\beta `$, the limit degrades by 0.5 $`\mathrm{GeV}/c^2`$. Overall, the dependence of the neutralino mass limit on the mixing in the stau sector is weak: the limit changes by $`<2\mathrm{GeV}/c^2`$ for a change of $`A_\tau `$ between $``$1000 $`\mathrm{GeV}/c^2`$ and 1000 $`\mathrm{GeV}/c^2`$.

It should be noted that the $`A_\tau `$ values studied here are much larger than the $`\left|A_\tau \right|50`$ $`\mathrm{GeV}/c^2`$ at the Electroweak Scale given by the assumption of a common trilinear coupling at the GUT scale, $`A_0=0`$. Values of $`\left|A_\tau \right|50`$ $`\mathrm{GeV}/c^2`$ do not influence the limit at all, as they are much smaller than the $`\mu `$$`\mathrm{tan}\beta `$ values in the region of the limit.

However, in a pathological model where there is no mass in the sbottom or stop sector ($`A_b=\mu \mathrm{tan}\beta `$, $`A_t=\mu /\mathrm{tan}\beta `$) but only in the stau sector, one can make $`\stackrel{~}{\tau }_1`$ degenerate with $`M_{\stackrel{~}{\chi }_1^0}`$ even for high values of $`m_0`$ and $`\left|\mu \right|`$ so that the $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_2^0`$ production cross-section at LEP is very small, and the production of the Higgs boson and other sfermions is not accessible kinematically.

### 3.3  $`\stackrel{~}{\chi }_1^\pm `$, $`\stackrel{~}{\chi }_2^0`$, $`\stackrel{~}{\chi }_3^0`$, and $`\stackrel{~}{\chi }_4^0`$ mass limits for any $`m_0`$

Figure 7 shows the chargino mass limit as a function of $`\mathrm{tan}\beta `$ for $`M_2<`$ 200 $`\mathrm{GeV}/c^2`$. The lowest non-excluded chargino mass is found at MSSM points very close to those giving the LSP mass limit, and the arguments presented in section 3.2.1 also to explain the dependence of the chargino mass limit on $`\mathrm{tan}\beta `$. For $`\mathrm{tan}\beta `$ $`<`$ 1.2 the limit occurs at high $`m_0`$ values. For $`1.4<\mathrm{tan}\beta <4`$ and $`M_2<`$ 200 $`\mathrm{GeV}/c^2`$, the limit occurs at low $`m_0`$ in the chargino-sneutrino degeneracy region. It rises slightly at $`\mathrm{tan}\beta >4`$, and then falls back for $`\mathrm{tan}\beta >10`$ because of the small $`\mathrm{\Delta }M=M_{\stackrel{~}{\tau }}M_{\stackrel{~}{\chi }_1^0}`$.

The lightest chargino is constrained to have a mass:

$`M_{\stackrel{~}{\chi }_1^\pm }>62.4`$ $`\mathrm{GeV}/c^2`$.

This limit is valid for any $`m_0`$, $`M_2<`$ 200 $`\mathrm{GeV}/c^2`$ and $`1\mathrm{tan}\beta 40`$, and it occurs in the region of the neutralino-stau degeneracy for $`\mathrm{tan}\beta `$= 40. It coincides with the one obtained at very high $`M_2`$ (see subsection 3.1) in the chargino-neutralino degeneracy region. Thus the chargino is bound to be heavier than $`M_{\stackrel{~}{\chi }_1^\pm }>62.4`$ $`\mathrm{GeV}/c^2`$ for any $`m_0`$ and $`M_2`$ values and $`1\mathrm{tan}\beta 40`$.

The mass of the next-to-lightest neutralino has to satisfy (see figure 7):

$`M_{\stackrel{~}{\chi }_2^0}>62.4`$ $`\mathrm{GeV}/c^2`$.

The limit occurs at the same MSSM point as the chargino mass limit and it is valid for any $`m_0`$ and $`M_2`$ values and $`1\mathrm{tan}\beta 40`$.

The masses of the $`M_{\stackrel{~}{\chi }_3^0}`$ and $`M_{\stackrel{~}{\chi }_4^0}`$ have to satisfy :

$`M_{\stackrel{~}{\chi }_3^0}>99.9`$ $`\mathrm{GeV}/c^2`$ and $`M_{\stackrel{~}{\chi }_3^0}>116.0`$ $`\mathrm{GeV}/c^2`$

These limits occur at $`\mathrm{tan}\beta `$=1, close to the MSSM point of the LSP limit for high $`m_0`$, and they are valid for any $`m_0`$ and $`M_2`$ values and $`1\mathrm{tan}\beta 40`$.

### 3.4  $`\stackrel{~}{\nu }`$ and $`\stackrel{~}{\mathrm{e}}_R`$ mass limits for any $`m_0`$

The sneutrino and the $`\stackrel{~}{\mathrm{e}}_R`$ have to be heavier than:

$`M_{\stackrel{~}{\nu }}>61`$ $`\mathrm{GeV}/c^2`$ and $`M_{\stackrel{~}{\mathrm{e}}_R}>87`$ $`\mathrm{GeV}/c^2`$.

These shown in figure 7, were obtained assuming no mass splitting in the third sfermion family ($`A_\tau =\mu \mathrm{tan}\beta `$), implying $`M_{\stackrel{~}{\mathrm{e}}_R}=M_{\stackrel{~}{\tau }_R}=M_{\stackrel{~}{\tau }_1}=M_{\stackrel{~}{\mu }_R}`$, as this gives the lowest values. If mass splitting in the stau sector is present (in the form $`A_\tau \mu \mathrm{tan}\beta `$) and $`A_\tau =0`$, the sneutrino mass limit rises to $`M_{\stackrel{~}{\nu }}>`$64 $`\mathrm{GeV}/c^2`$, as $`\stackrel{~}{\tau }_1`$ pair-production puts a constraint on the sneutrino mass. Moreover, low $`m_0`$ (and thus low $`M_{\stackrel{~}{\mathrm{e}}_R}`$ and $`M_{\stackrel{~}{\nu }}`$ ) values are not allowed at high $`\mathrm{tan}\beta `$ if the lightest neutralino is the LSP (see figure 6).

These limits result from the combination of slepton and neutralino searches. The selectron mass limit (see figure 7, dotted curve) is valid for $``$1000 $`\mathrm{GeV}/c^2`$ $`\mu `$ 1000 $`\mathrm{GeV}/c^2`$ and $`1\mathrm{tan}\beta 40`$ provided that $`M_{\stackrel{~}{\mathrm{e}}_R}`$ $``$ $`M_{\stackrel{~}{\chi }_1^0}`$ $`>`$ 10 $`\mathrm{GeV}/c^2`$, and it allows a limit to be set on the sneutrino mass as shown in figure 7 (dashed curve). The sneutrino mass limit is expected to rise for $`\mathrm{tan}\beta <1`$, the sneutrino being heavier than the $`\stackrel{~}{\mathrm{e}}_R`$ for small $`\mathrm{tan}\beta `$. If $`M_{\stackrel{~}{\mathrm{e}}_R}`$ $``$ $`M_{\stackrel{~}{\chi }_1^0}`$ $`<`$ 10 $`\mathrm{GeV}/c^2`$, the most unfavourable situation appears when $`\stackrel{~}{\chi }_1^+`$$`\stackrel{~}{\chi }_1^{}`$ and $`\stackrel{~}{\chi }_2^0`$ $`\stackrel{~}{\chi }_1^0`$ production are kinematically inaccessible and the splitting between $`M_{\stackrel{~}{\mathrm{e}}_R}`$ and $`M_{\stackrel{~}{\mathrm{e}}_L}`$ is sufficiently large to make $`\stackrel{~}{\mathrm{e}}_R`$$`\stackrel{~}{\mathrm{e}}_L`$ production inaccessible as well. In this case the lower limit on $`M_{\stackrel{~}{\mathrm{e}}_R}`$ is about 70 $`\mathrm{GeV}/c^2`$ but the limit on the sneutrino mass does not deteriorate, as $`M_{\stackrel{~}{\nu }}`$ is high. For $`\mathrm{tan}\beta `$ $`<`$ 1.4 the sneutrino and the $`\stackrel{~}{\mathrm{e}}_R`$ mass limits occur at points where neither chargino nor neutralino production is kinematically accessible. For larger $`\mathrm{tan}\beta `$ they occur at the points of the LSP limit (figure 6). The selectron mass limit for $`\mathrm{tan}\beta =1.5`$ and $`\mu =200`$ $`\mathrm{GeV}/c^2`$ was presented in .

## 4 Summary and Perspective

Searches for sleptons, charginos and neutralinos at centre-of-mass energies up to $`\sqrt{s}`$ = 188.7 GeV set lower limits on the masses of the supersymmetric particles.

Within the Minimal Supersymmetric Standard Model with gauge mass unification and sfermion mass unification at the GUT scale, the lightest neutralino has been constrained to have a mass $`M_{\stackrel{~}{\chi }_1^0}>`$ 32.3 $`\mathrm{GeV}/c^2`$.

The lightest chargino $`\stackrel{~}{\chi }_1^\pm `$, the second-to-lightest neutralino $`\stackrel{~}{\chi }_2^0`$, the $`\stackrel{~}{\chi }_3^0`$, the $`\stackrel{~}{\chi }_4^0`$, the sneutrino $`\stackrel{~}{\nu }`$, and the $`\stackrel{~}{\mathrm{e}}_R`$ were found to be heavier than 62.4 $`\mathrm{GeV}/c^2`$, 62.4 $`\mathrm{GeV}/c^2`$, 99.9 $`\mathrm{GeV}/c^2`$, 116.0 $`\mathrm{GeV}/c^2`$, 61.0 $`\mathrm{GeV}/c^2`$, and 87 $`\mathrm{GeV}/c^2`$ respectively. These limits do not depend on $`m_0`$ or $`M_2`$, and are valid for $`1\mathrm{tan}\beta 40`$, in the $`\mu `$ range where the lightest neutralino is the LSP. If the sneutrino is heavier than the chargino, the lightest neutralino has to be heavier than 32.4 $`\mathrm{GeV}/c^2`$. The effects of mixing in the third family of sfermions on these limits have been discussed. The search for $`\stackrel{~}{\chi }_1^0`$$`\stackrel{~}{\chi }_2^0`$ and $`\stackrel{~}{\chi }_2^0`$$`\stackrel{~}{\chi }_2^0`$ production with $`\stackrel{~}{\chi }_2^0\stackrel{~}{\tau }\tau `$ was exploited in setting the limits. No significant dependence of the above mass limits on the mixing in the stau sector was found.

The branching fractions of the decays of heavier neutralinos depend on the mass of the lightest Higgs boson ($`h^0`$), which in turn depends on the mixing in the stop sector ($`A_t`$), and the mass of the pseudoscalar boson $`A^0`$ within the model used. Nevertheless, the dependence of the efficiency of the neutralino searches on $`h^0`$ production is weak, and no dependence of the limits on the mass of the lightest Higgs boson was found.

Other LEP experiments, using their data sets collected concurently with the ones used in this work, have reported similar limits on the masses of the lightest neutralino and the lightest chargino ; the ALEPH  and OPAL  results were obtained assuming no mixing in the stau sector.

If there is no discovery of supersymmetry at LEP, one can expect the 0.5$`<`$$`\mathrm{tan}\beta `$$`<`$2 range to be excluded by Higgs searches  and, for high $`m_0`$, the lightest chargino will be excluded up to the kinematical limit. The LSP limit for high $`m_0`$ would then occur at $`\mathrm{tan}\beta `$=2, and the limit on the chargino mass $`M_{\stackrel{~}{\chi }_1^\pm }>`$ 102 $`\mathrm{GeV}/c^2`$ would result in $`M_{\stackrel{~}{\chi }_1^0}>`$ 49 $`\mathrm{GeV}/c^2`$. For low $`m_0`$ and $`\mathrm{tan}\beta <`$ 8, the LSP limit depends primarily on the mass limit on the right-handed selectron: $`M_{\stackrel{~}{\mathrm{e}}_R}>`$ 97 $`\mathrm{GeV}/c^2`$ would result in $`M_{\stackrel{~}{\chi }_1^0}>`$ 47 $`\mathrm{GeV}/c^2`$ for 2 $`<\mathrm{tan}\beta <`$ 8. In , presently available preliminary results from LEP and the Tevatron, together with constraints from $``$ s $`\gamma `$  decay, were already used to set similar limits on $`\mathrm{tan}\beta `$ ($`\mathrm{tan}\beta `$ $`>`$ 1.9) and $`M_{\stackrel{~}{\chi }_1^0}`$ ($`M_{\stackrel{~}{\chi }_1^0}>`$ 46 $`\mathrm{GeV}/c^2`$).

### Acknowledgements

We are greatly indebted to our technical collaborators, to the members of the CERN-SL Division for the excellent performance of the LEP collider, and to the funding agencies for their support in building and operating the DELPHI detector. We acknowledge in particular the support of the Austrian Federal Ministry of Science and Traffics, GZ 616.364/2-III/2a/98, FNRS–FWO, Belgium, FINEP, CNPq, CAPES, FUJB and FAPERJ, Brazil, Czech Ministry of Industry and Trade, GA CR 202/96/0450 and GA AVCR A1010521, Danish Natural Research Council, Commission of the European Communities (DG XII), Direction des Sciences de la Mati$`\stackrel{`}{\text{e}}`$re, CEA, France, Bundesministerium f$`\ddot{\text{u}}`$r Bildung, Wissenschaft, Forschung und Technologie, Germany, General Secretariat for Research and Technology, Greece, National Science Foundation (NWO) and Foundation for Research on Matter (FOM), The Netherlands, Norwegian Research Council, State Committee for Scientific Research, Poland, 2P03B06015, 2P03B03311 and SPUB/P03/178/98, JNICT–Junta Nacional de Investigação Científica e Tecnol$`\stackrel{´}{\text{o}}`$gica, Portugal, Vedecka grantova agentura MS SR, Slovakia, Nr. 95/5195/134, Ministry of Science and Technology of the Republic of Slovenia, CICYT, Spain, AEN96–1661 and AEN96-1681, The Swedish Natural Science Research Council, Particle Physics and Astronomy Research Council, UK, Department of Energy, USA, DE–FG02–94ER40817.