arXiv subjects
Publications and source records attributed to M. A. Nowak.
We analyze simultaneous radio-X-ray data of Cygnus X-1 from the Ryle telescope (RT) and RXTE over more than 4 a. We show that apparent correlations on short time scales in the lightcurves of Cyg X-1 are probably the coincidental outcome of white noise statistics.
We study the long term evolution of the relationship between the root mean square (rms) variability and flux (the ``rms-flux relation'') for the black hole Cygnus X-1 as monitored from 1996 to 2003 with the Rossi X-ray Timing Explorer (RXTE). We confirm earlier results by Uttley & McHardy (2001) of a linear relationship between rms and flux in the hard state on time scales > 5 s reflecting in its slope the fractional rms variability. We demonstrate the perpetuation of the linear rms-flux relation in the soft and the intermediate state. The existence of a non-zero intercept in the linear rms-flux relation argues for two lightcurve components, for example, one variable and one non-variable component, or a possible constant rms component. The relationship between these two hypothesized components can be described by a fundamental dependence of slope and intercept at time scales ~< 10 ksec with long term averages of the flux.
We observed the Galactic black hole GX 339-4 with the Chandra High Energy Transmission Grating Spectrometer (HETGS) for 75 ksec during the decline of its 2002-2003 outburst. The sensitivity of this observation provides an unprecedented glimpse of a Galactic black hole at about a tenth of the luminosity of the outburst peak. The continuum spectrum is well described by a model consisting of multicolor disk blackbody (kT = 0.6 keV) and power-law (Gamma = 2.5) components. X-ray reflection models yield improved fits. A strong, relativistic Fe K-alpha emission line is revealed, indicating that the inner disk extends to the innermost stable circular orbit. The breadth of the line is sufficient to suggest that GX 339-4 may harbor a black hole with significant angular momentum. Absorption lines from H-like and He-like O, and He-like Ne and Mg are detected, as well as lines which are likely due to Ne II and Ne III. The measured line properties make it difficult to associate the absorption with the coronal phase of the interstellar medium. A scenario wherein the absorption lines are due to an intrinsic AGN-like warm-absorber geometry -- perhaps produced by a disk wind in an extended disk-dominated state -- may be more viable. We compare our results to Chandra observations of the Galactic black hole candidate XTE J1650-500, and discuss our findings in terms of prominent models for Galactic black hole accretion flows and connections to supermassive black holes.
We present the long term evolution of the timing properties of the black hole candidate Cygnus X-1 in the 0.002-128 Hz frequency range as monitored from 1998 to 2001 with the RXTE. The hard state power spectral density (PSD) is well modeled as the sum of four Lorentzians, which describe distinct broad noise components. Before 1998 July, Cyg X-1 was in a "quiet" hard state characterized primarily by the first three of these broad Lorentzians. Around 1998 May, this behavior changed: the total fractional rms amplitude decreased, the peak frequencies of the Lorentzians increased, the average time lag slightly increased, and the X-ray spectrum softened. The change in the timing parameters is mainly due to a strong decrease in the amplitude of the third Lorentzian. Since then, an unusually large number of X-ray flares have been observed. During these "failed state transitions", the X-ray power spectrum changes to that of the intermediate state. Modeling this PSD with the four Lorentzians, we find that the first Lorentzian component is suppressed relative to the second and third Lorentzian. Also the frequency-dependent time lags increase significantly. We confirm the interpretation as failed state transitions with observations from the 2001 Jan. and 2001 Oct. soft states. Such behavior suggests that some or all of the Lorentzian components are associated with the accretion disk corona. We discuss the physical interpretation of our results.
We present first results from contemporaneous observations of Cygnus X-1 with INTEGRAL and RXTE, made during INTEGRAL's performance verification phase in 2002 November and December. Consistent with earlier results, the 3-250 keV data are well described by Comptonization spectra from a Compton corona with a temperature of kT~50-90 keV and an optical depth of tau~1.0-1.3 plus reflection from a cold or mildly ionized slab with a covering factor of Omega/2pi~0.2-0.3. A soft excess below 10 keV, interpreted as emission from the accretion disk, is seen to decrease during the 1.5 months spanned by our observations. Our results indicate a remarkable consistency among the independently calibrated detectors, with the remaining issues being mainly related to the flux calibration of INTEGRAL.
We present the results of a long-term study of the black hole candidate GX 339-4 using simultaneous radio (from the Australia Telescope Compact Array) and X-ray (from the Rossi X-ray Timing Explorer and BeppoSAX) observations performed between 1997 and 2000. We find strong evidence for a correlation between these two emission regimes that extends over more than three decades in X-ray flux, down to the quiescence level of GX 339-4. This is the strongest evidence to date for such strong coupling between radio and X-ray emission. We discuss these results in light of a jet model that can explain the radio/X-ray correlation. This could indicate that a significant fraction of the X-ray flux that is observed in the low-hard state of black hole candidates may be due to optically thin synchrotron emission from the compact jet.
Econophysics is an approach to quantitative economy using ideas, models, conceptual and computational methods of statistical physics. In recent years many of physical theories like theory of turbulence, scaling, random matrix theory or renormalization group were successfully applied to economy giving a boost to modern computational techniques of data analysis, risk management, artificial markets, macro-economy, {\it etc.} Econophysics became a regular discipline covering a large spectrum of problems of modern economy. It is impossible to review the whole field in a short paper. Here we shall instead attempt to give a flavor of how econophysics approaches economical problems by discussing one particular issue as an example: the emergence and consequences of large scale regularities, which in particular occur in the presence of fat tails in probability distributions in macro-economy and quantitative finance.
Broad Fe K-alpha emission lines have recently been reported in a number of Galactic black holes. Such lines are useful accretion flow diagnostics because they may be produced at the inner accretion disk and shaped by relativistic effects, but in general they have only been observed at luminosities of L_X ~ 10^(37-38) erg/s in soft X-rays. The Galactic microquasar V4641 Sgr -- widely known for its 12.2 Crab (1.5-12 keV) outburst in 1999 September -- displayed low-level activity in 1999 March. BeppoSAX observed the source in this state and Fe K-alpha line emission was found (in 't Zand et al. 2000). In re-analyzing these data, we find strong evidence that the Fe K-alpha line profile is broadened. For the most likely values of the source distance and black hole mass measured by Orosz et al. (2001), our fits to the total spectrum indicate that the source was observed at a luminosity of L_X = 1.9 (+1.0, -0.8) * 10^(36) erg/s (2-10 keV), or L_X/L_Edd. = 1.8 (+0.9, -0.8) * 10^(-3). Advection-dominated accretion flow (ADAF) models predict a radially-recessed disk in this regime. In contrast, fits to the observed Fe K-alpha emission line profile with a relativistic line model constrain the inner disk to be consistent with the marginally stable circular orbit of a Schwarzschild black hole.
A linear dependence of the amplitude of broadband noise variability on flux for GBHC and AGN has been recently shown by Uttley & McHardy (2001). We present the long term evolution of this rms-flux-relation for Cyg X-1 as monitored from 1998-2002 with RXTE. We confirm the linear relationship in the hard state and analyze the evolution of the correlation for the period of 1996-2002. In the intermediate and the soft state, we find considerable deviations from the otherwise linear relationship. A possible explanation for the rms-flux-relation is a superposition of local mass accretion rate variations.
We suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financial systems. In particular, we consider a financial covariance matrix composed of asymmetric and free random Levy matrices. We derive an algebraic equation for the resolvent and solve it to extract the spectral density. The free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market.
In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical analysis of three SP500 covariances with evidence for raw tail distributions. We study the stability of these tails against reshuffling for the SP500 data and show that the covariance with the strongest tails is robust, with a spectral density in remarkable agreement with random Levy matrix theory. We study the inverse participation ratio for the three covariances. The strong localization observed at both ends of the spectral density is analogous to the localization exhibited in the random Levy matrix ensemble. We discuss two competitive mechanisms responsible for the occurrence of an extensive and delocalized eigenvalue at the edge of the spectrum: (a) the Levy character of the entries of the correlation matrix and (b) a sort of off-diagonal order induced by underlying inter-stock correlations. (b) can be destroyed by reshuffling, while (a) cannot. We show that the stocks with the largest scattering are the least susceptible to correlations, and likely candidates for the localized states. We introduce a simple model for price fluctuations which captures behavior of the SP500 covariances. It may be of importance for assets diversification.
We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent and solve it to extract the spectral density. For an appropriate choice of asymmetry and Levy index ($α/2=3/4$) the free eigenvalue spectrum is in remarkable agreement with the one obtained from the covariance matrix of the SP500 financial market. Our results are of interest to a number of stochastic systems with power law noise.
We present temporal and spectral results from monitoring Cygnus X-1 with the Rossi X-ray Timing Explorer (RXTE) in 1998 and 1999. We concentrate on the long term evolution of the hard state timing properties, comparing it to the 1996 soft state evolution. This leads to the following results: 1. the hard and soft state time lag spectra are very similar, 2. during state transitions, the lags in the 1-10 Hz range increase by more than an order of magnitude, 3. in the hard state itself, flaring events can be seen --- the temporal and spectral evolution during the flare of 1998 July identifies it as a ``failed state transition''. During (failed) state transitions, the time lag spectra and the power spectra change predominantly in the 1-10 Hz range. We suggest that this additional variability is produced in ejected coronal material disrupting the synchrotron radiation emitting outflows present in the hard state.
We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it occurs in the liberal phase for super-open economies. In the first two cases, the condensation is related to a mechanism known from the balls-in-boxes model, while in the last case to the non-integrable tails of the Pareto distribution. For a closed macro-economy in the social phase, we point to the emergence of a ``corruption'' phenomenon: a sizeable fraction of the total wealth is always amassed by a single individual.
Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one-dimensional stable Lévy distributions. We show that the resolvents for the corresponding matrices obey transcendental equations in the large size limit. We solve these equations in a number of cases, and show that the eigenvalue distributions exhibit Lévy tails. For the analytically known Lévy measures we explicitly construct the density of states using the method of orthogonal polynomials. We show that the Lévy tail-distributions are characterized by a novel form of microscopic universality.
At high density, diquarks could condense in the vacuum with the QCD color spontaneously broken. Based on the observation that the symmetry breaking pattern involved in this phenomenon is essentially the same as that of the Pati-Salam model with broken electroweak--color SU(3) group, we determine the relevant electroweak interactions in the color-flavor locked (CFL) phase in high density QCD. We briefly comment on the possible implications on the cooling of neutron stars.
We present the analysis of an RXTE monitoring campaign of the canonical soft state black hole candidates LMC X-1 and LMC X-3. In contrast to LMC X-1, which does not exhibit any periodic spectral changes, we find that LMC X-3 exhibits stron spectral variability on time scales of days to weeks. For typical RXTE ASM count rates, the luminosity variations of LMC X-3 are due to changes of the phenomenological disk blackbody temperature. During episodes of especially low luminosity (ASM count rates < 0.6 counts/sec), kT strongly decreases and the power law significantly hardens to a photon index of ~1.8. These changes are consistent with state changes of LMC X-3 from the soft state to the canonical hard state of galactic black hole candidates. We argue that the long term variability of LMC X-3 might be due to a wind-driven limit cycle such as discussed by Shields et al. (1986)
We present results from 170ksec long RXTE observations of LMC X-1 and LMC X-3, taken in 1996 December, where their spectra can be described by a disc black body plus an additional soft (Gamma~2.8) high-energy power-law (detected up to 50keV in LMC X-3). These observations, as well as archival ASCA observations, constrain any narrow Fe line present in the spectra to have an equivalent width <90eV, broad lines (~150eV EW, σ~ 1keV) are permitted. We also study the variability of LMC X-1. Its X-ray power spectral density (PSD) is approximately f^{-1} between 10^{-3} and 0.3Hz with a rms variability of ~7%. Above 5keV the PSD shows evidence of a break at f > 0.2Hz, possibly indicating an outer disc radius of ~1000GM/c^2 in this likely wind-fed system. Furthermore, the coherence function between variability in the > 5keV band and variablity in the lower energy bands is extremely low. We discuss the implications of these observations for the mechanisms.