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# Spectroscopy of diffuse ionized gas in halos of selected edge-on galaxiesBased on observations obtained at ESO/La Silla (Chile)

## 1 Introduction

Over the last decade a widespread and extended diffuse component of ionized hydrogen contributing 25 – 50 % to the total H$`\alpha `$ flux has been found well outside of classical H ii regions in several face-on and edge-on galaxies (e.g., Lehnert & Heckman lehe (1995), Rand rand96 (1996), Greenawalt et al. green97 (1997), or Dettmar det98 (1998)). Although there is significant evidence that the presence of the extraplanar diffuse ionized gas (DIG, sometimes also called warm ionized medium, WIM) is correlated with ongoing star formation in the disk (e.g., Dettmar det92 (1992)), important aspects of its ionization and excitation are not well understood. While of all conventional ionizing sources only UV radiation of massive stars provides sufficient power to keep these thick gas layers ionized (including the Reynolds-layer of the Milky Way (Reynolds rey93 (1993))) the resulting photoionization models have to explain the long mean free paths for the UV photons and the observed emission line ratios. However, the relatively strong emission observed in the $`[\mathrm{N}\text{ii}]\lambda \lambda 6548,6584`$ lines (Dettmar & Schulz deschu92 (1992), Golla et al. gogode96 (1996), Rand rand97 (1997)) cause a problem for pure photoionization models and an additional heating contribution, e.g. from the kinetic energy provided by supernova, is likely (Dahlem et al. dahl97 (1997)). An even more puzzling observation was recently presented for the DIG in NGC 891 which is up to now the best studied galaxy in this regard (Rand rand (1998)). In complete contradiction to photoionization models here \[O iii\]/H$`\beta `$ is rising with distance above the galactic plane for $`|z|>`$ 1 kpc. Diagnostic diagrams for emission lines from DIG in outflows of dwarf galaxies (Martin martin (1997)) also demonstrate the need for ionization and/or excitation processes beyond pure photoionization. In this paper we report results from spectroscopic observations of a small sample of edge-on galaxies. These new spectra cover a larger wavelengths range extending earlier work to the blue range of the optical spectrum. This allows us to discuss the results in the framework of diagnostic diagrams. The paper is structured as follows: In Sect. 2– 3 some essential information concerning observations and data reduction strategies, the determination of line ratios, and the use of diagnostic diagrams is given. Sect. 4 shows representative results which are discussed briefly for each galaxy with respect to the photoionization models by Mathis (ma (1986), hereafter Ma86) and Domgörgen & Mathis (doma (1994), hereafter DM94). Finally, our findings are summarized in Sect. 5 with special emphasis to the trend of $`[\mathrm{S}\text{ii}]/[\mathrm{N}\text{ii}]`$, and the proposed dependence of line ratio variations with changing halo metallicities.

## 2 Observations and data reduction

The dataset consists of spectra of the normal late-type spirals NGC 1963, IC 2531, NGC 3044, NGC 4302, NGC 4402, NGC 4634, and of the irregular galaxy NGC 2188. All objects in the sample are seen nearly edge-on (see Table 1). Slit positions were determined from narrow band $`\mathrm{H}\alpha `$ images on which diffuse H ii gas at high galactic latitudes was detected (Rossa & Dettmar rossa (2000)).

The spectroscopic data were obtained during January/February 1995 with the ESO 1.52m telescope in combination with the Boller & Chivens spectrograph at La Silla (Chile). A Ford Aerospace CCD (2048 $`\times `$ 2048 pixel) with a pixel size of 15 $`\times `$ 15 $`\mu `$m and a spatial resolution of 0.82$`\mathrm{}`$ pix-1 was used during the observations. Grating $`\mathrm{\#}`$ 23 provided a dispersion of 126 Å $`\mathrm{mm}^1`$ which resulted in a coverage of a wavelength range from 3500 Å – 7450 Å. We determined the spectral resolution to 4.6 Å by measuring the FWHM of an unbroadened emission line in a HeAr-calibration spectrum. The total integration time per slit position was 90 minutes.

Data reduction was performed using the IRAF and MIDAS software packages. All data were bias subtracted and dome flats were used to reduce small scale sensitivity variations. An extinction correction was performed by adopting the atmospheric extinction curve for La Silla (Tüg tug (1977)). Spectroscopy of the standard star Hiltner 600 yielded the wavelength dependent response function. We divided all object frames by this function to correct for wavelength dependent sensitivity variations. Subsequently a flux calibration of our spectra was applied.

The slit length of $`4\stackrel{}{.}2`$ allowed a precise night sky subtraction. This reduction process did not influence the emission lines of He i$`\lambda `$5876 and \[O i\]$`\lambda `$6300 since they are sufficiently redshifted from the atmospheric lines for our objects. Due to the large wavelength range we could not apply a single continuum fit to the whole spectrum. Therefore the continuum level was estimated and subtracted row by row from the total emission of each galaxy using linear fits to the continuum on each side of prominent emission lines. The data for NGC 2188 are already presented by Domgörgen & Dettmar (domade (1997)) and will not be further discussed here. As a consistency check these spectra were reanalysed and the previous results were fully reproduced.

## 3 Line ratios and diagnostic diagrams

For all galaxies listed in Table 1 emission lines are traced down to S/N $`=`$$`2\sigma `$. Detected spectral features for all galaxies are $`[\mathrm{N}\text{ii}]\lambda \lambda 6548,6583`$, $`\mathrm{H}\alpha `$ and $`[\mathrm{S}\text{ii}]\lambda \lambda 6717,6732`$. Line ratios are measured using a block average algorithm. The block size was fixed by the achieved S/N (at least 2) to reach simultaneously the best possible spatial resolution. For the disk and the halo of a galaxy we have chosen block sizes of 1 – 2 and 3 – 4 rows, respectively.

For the galaxies NGC 1963 and NGC 3044 additional emission lines could be detected from the halo DIG, namely $`[\mathrm{O}\text{ii}]\lambda 3727`$111Due to low spectral resolution the \[O ii\]-doublet cannot be separated. We therefore assume an average wavelength of 3727 Å., $`\mathrm{H}\beta `$, $`[\mathrm{O}\text{iii}]\lambda \lambda 4959,5007`$, $`\mathrm{He}\text{i}\lambda 5876`$, and $`[\mathrm{O}\text{i}]\lambda 6300`$. Thus the extraplanar DIG in these objects can be discussed for the first time in the framework of diagnostic diagrams. A typical spectrum of the DIG in NGC 1963 is given in Fig. 2.

A comparison with photoionization models of Ma86 and DM94 can clarify some properties of the sources which keep the DIG ionized. Only the line ratios of $`[\mathrm{O}\text{ii}]\lambda 3727`$/$`[\mathrm{O}\text{iii}]\lambda 5007`$ and $`[\mathrm{O}\text{iii}]\lambda 5007/\mathrm{H}\beta `$ have to be corrected for interstellar extinction. The precise values are obtained following Osterbrock (oster (1989)). Unreddened line ratios can be computed by assuming an average interstellar extinction curve and adopting $`\mathrm{H}\beta `$ as nebular reference emission line. The extinction can be determined from the measured Balmer decrement. It is assumed that such a correction is negligible for the remaining line ratios because only pairs of emission lines in the red spectral region had been chosen which are located in a narrow wavelength region ($`<200`$ Å) so that differential reddening is not significant.

It is noteworthy that an extinction correction does not influence a clear separation of different excitation mechanisms significantly (Baldwin et al. bald (1981)). The dereddening for $`[\mathrm{O}\text{ii}]\lambda 3727`$/$`[\mathrm{O}\text{iii}]\lambda 5007`$ and $`[\mathrm{O}\text{iii}]\lambda 5007/\mathrm{H}\beta `$ amounts to 11$`\%`$ for the disk emission and 4$`\%`$ for the halo emission. For the remaining line ratios the reddening correction is less than 1$`\%`$ (disk and halo).

In extragalactic objects basically four different ionization mechanisms can be clearly distinguished. Firstly “normal” photoionization by O stars which is present mainly in H ii regions (star forming regions). Secondly shock ionization present in objects which are excited by supernova remnants (SNR) or by superwinds. Finally we can also distinguish between photoionization by extremely hot stars such as the central stars of planetary nebulae and objects which are photoionized by a power-law continuum source (AGN). To probe the ionization mechansism(s) of the extraplanar DIG it is useful to plot line ratios by pairs on a logarithmic scale (Baldwin et al. bald (1981), Veilleux & Osterbrock veio (1987)). Since the above mentioned mechanisms produce characteristically different spectra, all objects cover different locations when plotted into a single diagnostic diagram.

In order to verify our findings obtained from line ratios and diagnostic diagrams we examined also the broadening of line widths at extraplanar latitudes. Therefore we plotted a kinematical diagnostic diagram (line ratio vs. line width (FWHM)) which indicates the presence of additional excitation mechanisms, such as shocks or stellar winds.

## 4 Results and discussion

### 4.1 NGC 1963

NGC 1963 is a Sc galaxy with an inclination angle of $`85^{}`$ (edge-on) at a distance of 17.7 Mpc (see Table 1). The corresponding slit positions s1 and s2 are overplotted on the $`\mathrm{H}\alpha `$ image and are displayed in Fig. 3. Some diffuse emission near the nucleus in the disk-halo interface and bright extended H ii regions in the disk are visible. The origin of the $`z`$-scale was determined from the continuum emission of the disk.

Although generally plotted as a function of $`z`$, we also present line ratios as a function of emission measure (EM). This provides additional information about the dependence of line ratios and the mean squared densities of free electrons in the emitting region. Line ratios for positions s1 and s2 are plotted in Figs. 4 – 6. Table 2 gives an overview of averaged line ratios for the disk, the northern, and the southern halo. Representative logarithmic diagnostic diagrams for slit position s1 are displayed in Fig. 6. Diffuse $`\mathrm{H}\alpha `$ emission can be traced spectroscopically in the northern halo out to 1.4 kpc and out to 1.3 kpc in the south. The line ratios \[N ii\]/$`\mathrm{H}\alpha `$ and \[S ii\]/$`\mathrm{H}\alpha `$ measured near the midplane of NGC 1963 are typical for H ii regions and show no conspicuous features. Both line ratios increase towards the outer halo ($`|\mathrm{z}|>500\mathrm{pc}`$). They are well fitted by the DM94 model taking into account a composite model with 20% ($`X_{edge}=0.95`$) + 80% ($`X_{edge}=0.1)`$. $`X_{edge}`$ is the fraction of neutral hydrogen at the outer border of the model nebula. If $`X_{edge}`$ is high (radiation bounded case) nearly all emitted energy is absorbed by the geometry and only few stellar photons ionize hydrogen at the edge. A lower value of $`X_{edge}`$ (matter bounded case) indicates that a significant fraction of ionizing photons escapes the geometry.

At both slit positions the averaged value for He i/$`\mathrm{H}\alpha `$ is $`0.05\pm 0.01`$ (cf. Table 2). With respect to the error bars the DM94 model fails in predicting the correct ratios no matter which parameter set is chosen. This is also true for the shock sensitive line ratio \[O i\]/$`\mathrm{H}\alpha `$ at position s2. It follows that there is most likely a second excitation mechanism besides photoionization. As the diagnostic diagrams with \[O i\]$`\lambda `$6300 emission (see Fig. 6) reveal, this extraplanar source could be shock ionization.

The line ratios of \[O iii\]/$`\mathrm{H}\beta `$ decrease with increasing $`|z|`$ (Fig. 6). This pattern is easily explained in photoinization models (e.g., Ma86) by the ionization stratification expected from the ionization potentials involved. However, recent observations in NGC 891 (Rand rand (1998)) show an increase of the line ratio of \[O iii\]/$`\mathrm{H}\beta `$ with increasing distance from the midplane and therefore from the most likely location of the ionizing sources.

### 4.2 IC 2531

This galaxy of type Sb is perfectly edge-on and shows no prominent DIG emission at either of the slit positions. Only a single filament can be detected 20″ NE of slit s2 (cf. Rossa & Dettmar rossa (2000)).

Because the slits do not cut any bright H ii region the lack of emission lines is not surprising. For both slit positions only the line ratios of $`[\mathrm{N}\text{ii}]\lambda 6585/\mathrm{H}\alpha `$ (Fig. 7) could be determined (see also Table 3) and therefore no diagnostic diagram could be obtained.

In view of a single line ratio and relatively large error bars (low S/N ratio) it is not reasonable to make any statements on possible excitation mechanisms of the DIG in IC 2531. The obtained values for the disk region seem to be reproducible by DM94. It is not possible to distinguish between a matter or radiation bounded geometry because both parameter ranges are able to fit the data. $`\mathrm{H}\alpha `$ line emission can be traced at s1 out to 1.4 kpc in the northern and out to 1.0 kpc in the southern halo. At s2 the detection of diffuse $`\mathrm{H}\alpha `$ emission reaches out to 1.3 kpc in the mean.

### 4.3 NGC 3044

Besides NGC 1963 this galaxy shows the strongest diffuse extraplanar emission. Again, an $`\mathrm{H}\alpha `$ image from Rossa & Dettmar was used to classify the DIG morphology as “bright” and “diffuse” (cf. Fig. 3). For NGC 3044 line ratios are presented in Figs. 9 – 11, and diagnostic diagrams are shown in Fig. 11. Averaged line ratios are given in Table 4. In this galaxy diffuse extraplanar H$`\alpha `$ emission is detectable at slit s1 up to $`\pm `$ 15″ which corresponds to 1.3 kpc. At s2 the extraplanar DIG can be traced up to 1.6 kpc in the northern and up to 1.1 kpc in southern halo. All line ratios except that of \[S ii\]/H$`\alpha `$ at slit s2 for NGC 3044 are well reproduced by the photoionization model from Ma86 or DM94 assuming a matter bounded case with $`\mathrm{X}_{\mathrm{edge}}=0.10`$ and $`\mathrm{q}=0.001`$ ($`q`$ is proportional to the ratio of ionizing photon density to electron density cubed and also proportional to the ionization parameter $`U`$). In these models ionizing sources are O5 stars with temperatures of $`\mathrm{T}_{}=4.510^4\mathrm{K}`$. This means that most of the hard Lyman continuum radiation from the star forming regions can escape and ionize the medium at high galactic latitudes. The above mentioned line ratio \[S ii\]/H$`\alpha `$ reaches values of 0.80 $`\pm `$ 0.16 at z $`=`$ 11″. This finding is in good agreement with the data obtained by Lehnert & Heckman (lehe (1995)). In diagnostic diagrams including the \[O i\] emission line (Fig. 11) the data for the halo fall into the gap between H ii regions and shock ionized objects. Additionally, the separation of disk and halo components is not as clear as in NGC 1963. The line ratio of \[S ii\]/H$`\alpha `$ for the southern halo at s2, the position of our data in diagnostic diagrams (Fig. 11), and a moderate gradient in line ratios reveal the hybrid character of NGC 3044 regarding the excitation mechanism. Although photoionization seems to be the main ionizing source in this galaxy contributions due to shocks cannot be ruled out. Out to our detection limit we find again a decreasing $`[\mathrm{O}\text{iii}]/\mathrm{H}\beta `$ ratio with increasing $`|z|`$.

### 4.4 NGC 4302

No diffuse extraplanar line radiation is detectable in NGC 4302 at slit position s1 above $`2\sigma `$. Slit s2 cuts the outer south western part of an extended H ii region. Therefore only faint $`\mathrm{H}\alpha `$ and \[N ii\] $`\lambda `$6583 emission from the disk can be detected. No empirical diagnostic diagram could be obtained. Averaged values for \[N ii\] $`\lambda `$6583/$`\mathrm{H}\alpha `$ are shown for $`4\mathrm{}|\mathrm{z}|+4\mathrm{}`$ in Table 5, with 4″ corresponding to 360 pc. The DM94 model fails in predicting the measured data while the ”simplified” Ma86 model fits with respect to the error bars values up to 0.62 well. This assumes a diluted radiation field ($`\mathrm{log}\mathrm{q}=4`$) and O5 stars ($`\mathrm{T}_{}=4.510^4\mathrm{K}`$) as ionizing sources. For values larger than 0.62, as observed in the outer disk, the Mathis models fail, too.

### 4.5 NGC 4402

An R-band image of NGC 4402 reveals that this galaxy is rich in dust and shows some spectacular dust filaments emerging from the south eastern and western parts of the disk. The corresponding $`\mathrm{H}\alpha `$ image gives evidence that these filaments are connected with H ii regions (star forming regions) inside the disk. Our slit position has been chosen such that the star in the north of the galaxy falls onto the slit (Fig. 3). Despite of a “diffuse” DIG classification no emission lines in the blue wavelength domain could be detected. The measured line ratios are presented in Fig. 12 and averaged values are given in Table 6.

For the disk region of NGC 4402 the DM94 model reproduces the observed ratios well. In order to fit the data one has to choose a matter bounded model ($`\mathrm{X}_{\mathrm{edge}}=0.10`$) and a photon field with $`\mathrm{log}\mathrm{q}=3`$. Roughly 20 % of the ionizing photons escape from the H ii regions and are able to ionize sulfur and nitrogen in the halo. Higher values ($`<`$ 0.9) for the halo are reproduced (with respect to the error bars) by the model of Ma86 using O5 stars as ionizing sources and a still softer radiation field ($`\mathrm{log}\mathrm{q}=4`$). Values of 0.62 for \[N ii\]/H$`\alpha `$ and 0.61 for \[S ii\]/H$`\alpha `$ are predicted. Ratios exceeding 0.9 lead to a model failure.

The steep gradient in \[N ii\]/H$`\alpha `$ or \[S ii\]/H$`\alpha `$ reaching values of 1 or higher at high $`|z|`$ cannot be explained in the framework of dilute photoionization models and may indicate again the need for an additional heating source.

### 4.6 NGC 4634

On the $`\mathrm{H}\alpha +[\mathrm{N}\text{ii}]`$ image for NGC 4634 a bright and extraplanar DIG layer is visible. Additionally, several filaments emerge mainly from the north-eastern part of the disk (see Fig. 3). Here again the slits had been positioned such that they contain stars for accurate positioning. Slit s1 cuts the brigthest H ii region $``$ 5″ north west of an extended dust cloud and s2 covers an area of fainter $`\mathrm{H}\alpha `$ intensity $``$ 14″ north west of s1. As in NGC 4402, only the spectral lines of \[N ii\] $`\lambda \lambda `$6549, 6583, $`\mathrm{H}\alpha `$, and \[S ii\] $`\lambda \lambda `$6717, 6732 are measurable at both slit positions above $`2\sigma `$. The corresponding line ratios are plotted in Figs. 13 and 14. Due to the non-detection of emission lines in the blue wavelength region no diagnostic diagrams could be created. In NGC 4634 DIG emission can be traced up to 1.2 kpc at slit position s1 and up to 0.9 kpc at s2. Measured line ratios of \[N ii\]/H$`\alpha `$ for the disk area can be reproduced using the DM94 model and setting $`\mathrm{X}_{\mathrm{edge}}`$ again to 0.10 and $`\mathrm{log}\mathrm{q}`$ to $`4`$. Only 10 % of hydrogen is neutral at the border $`\mathrm{H}^0,\mathrm{H}^+`$ that is 31 % of the ionizing photons can escape the geometry. The model fails again for values larger than 0.37. \[S ii\]/H$`\alpha `$ values of the order 0.20 $`\pm `$ 0.02 (cf. Table 7) are also not predicted by this geometry.

Additional information on ionization sources and resulting line ratios can only be made by using the simplified Ma86 model. Stars of spectral type O5 ($`\mathrm{T}_{}=4.510^4\mathrm{K}`$) are taken to be responsible for the ionization of the observed elements. Taking error bars into account halo values for \[N ii\]/H$`\alpha `$ are well reproduced, as long as they are $``$ 0.62. Larger ratios lead to a failure of the model. Relative line strenghts of \[S ii\]/H$`\alpha `$ (s1 and s2) are well fitted by Ma86. It produces values of 0.62 which is consistent with the measured data especially for slit position s1. Although precise statements on excitation mechanisms of the extraplanar DIG cannot be made with the present data, the failure of the photoionization models implies more than one ionizing/heating source.

### 4.7 Discussion

Recent studies of DIG in the Milky Way and several edge-on galaxies confirm a nearly constant trend for \[S ii\]/H$`\alpha `$ vs. \[N ii\]/H$`\alpha `$ (e.g., Haffner et al. haff (1999)) and also for \[S ii\]/\[N ii\] vs. $`z`$ (Rand rand (1998)). These observations cannot be reproduced by photoionization models which depend on the ionization parameter $`U`$, because as \[N ii\]/H$`\alpha `$ and \[S ii\]/H$`\alpha `$ increase towards the halo, due to a diluted radiation field (smaller $`U`$), \[S ii\]/\[N ii\] increases, too. To explain this finding Reynolds et al. (rey99 (1999)) recently proposed an additional heating source that is proportional to $`n_e^{}`$ and increases the electron temperature towards the outer halo.

Ideas for possible heating processes reach from turbulent dissipation to magnetic reconnection. In the low density environment these processes would be more efficient than photoionization, thus providing the necessary heating rate to account for the shapes of the above mentioned line ratios and possibly also for the rise of \[O iii\]/H$`\beta `$ with z (Reynolds et al. rey99 (1999)). We present in Fig. 15 plots of \[S ii\]/H$`\alpha `$ vs. \[N ii\]/H$`\alpha `$ supporting a linear dependence. Since line ratios are given with respect to H$`\alpha `$ intensities, this relation holds with respect to densities. If \[S ii\]/\[N ii\] line ratios are instead plotted vs. the geometrical unit z (Fig. 16) the scatter is much increased. In this presentation significant non-linear changes in \[S ii\]/\[N ii\] vs. z can be noticed. In some cases (NGC 3044, NGC 1963 and NGC 4634) the halo hemispheres may have different slopes which could be explained by, e.g., different metallicities (Haffner et al. haff (1999)). Plots of line ratios vs. emission measure EM as a first estimate of a density dependence (lower panels of Figs. 4,9,12, and 14) also support a non-linear trend.

As can be seen from Fig. 16 the ratio of \[S ii\]/\[N ii\] for NGC 1963 increases rapidly from 1.0 in the disk at $`z=0^{\prime \prime }`$ to 1.6 at $`z=18^{\prime \prime }`$ towards the halo. Values of 1.12 – 1.34 are predicted by DM94 assuming the same parameter setting as mentioned in Sect. 4.1 reflecting the observed data for the disk and the northern halo region well. For ratios less than 1 the chosen parameter set which previously reproduced \[N ii\]/$`\mathrm{H}\alpha `$ and \[S ii\]/$`\mathrm{H}\alpha `$ now leads to a model failure (southern halo, cf. Fig. 16). Alternative settings are also unable to fit observations. A likely physical reason could be a small scale fluctuation (increase) of the electron temperature $`T_e`$ due to a decrease in metallicity or density of the extraplanar DIG. Although the model cannot account for local density or metallicity variations the general trend of \[N ii\]/$`\mathrm{H}\alpha `$ or \[S ii\]/\[N ii\] is qualitatively well reproduced.

Compared to NGC 1963 the shape of \[S ii\]/\[N ii\] for NGC 3044 looks similar but reveals a lower starting value (0.67) and a non-linear gradient for $`|z|<10\mathrm{}`$ (compare to Fig. 15 where the gradient seems to be linear). With respect to the mean errors, the observed ratios are again best represented by the DM94 model. The scatter in \[S ii\]/\[N ii\] (Fig. 16) at $`20\mathrm{}<z<10\mathrm{}`$ suggests that the electron temperature and most likely also the metallicity is a function of z, varying significantly on large scales ($``$ 1 kpc). Within our sample NGC 1963 and NGC 3044 are showing the steepest gradients and largests mean values of \[S ii\]/\[N ii\], hence deviating from Rand’s observation in NGC 891.

The ratio of \[S ii\]/\[N ii\] for NGC 4402 (Fig. 15 or 16) reveals only a relatively flat gradient towards the halo. This result differs extremely from the one for NGC 1963 or NGC 3044, and is similar to the ratio found for NGC 891. It also indicates that none of our selected models can predict correct values, especially not for the most extreme points in this plot. It could be argued that diluted and very soft radiation is responsible for the observed values. However, this is not probable since \[N ii\] should be increased, too.

Haffner et al. (haff (1999)) have shown for the Milky Way that different slopes in \[S ii\]/H$`\alpha `$ vs. \[N ii\]/H$`\alpha `$ could be an indicator for different metallicities. As a result the individual gradients visible in Fig. 16 could indicate different metallicities for each halo hemisphere. If this is true NGC 4402 would have the same metallicity as the Milky Way or its ”twin” NGC 891.

The data for NGC 4634 in Fig. 16 are in agreement with Ma86 and demonstrate a constant run at 0.6 for the disk, followed by a relatively steep gradient. At $`z=\pm 10\mathrm{}`$ the ratio appears to remain constant at 1.0. In the disk \[S ii\]/\[N ii\] is comparable to that of NGC 891 but with increasing $`|z|`$ this similarity fades.

In summary we note that strong nitrogen lines ($`>0.62`$ with respect to hydrogen) are generally not well reproduced by pure photoionization models. The general trend of \[S ii\]/\[N ii\] is reproduced qualitatively but not quantitatively (models cannot account for localized changes). They even fail in fitting oxygen and helium line ratios for the halo. The diagnostic diagram using \[OIII\] and \[OI\] for NGC 1963 indicates that shocks may contribute as an ionizing and heating source in the halo. This is similar to the finding of Martin (martin (1997)) for diffuse ionized gas in the outflows of dwarf galaxies. However, for the objects studied here, the discussed line ratios do not only change with geometrical distance from the midplane of the disk, i.e. with respect to the location of the suspected ionizing sources. We rather find sudden localized changes, most evidently in NGC 3044 and NGC 4402, indicating that ionization conditions and/or heating rates may change on length scales of a few hundred parsecs. These non-linear changes can also be seen in the correlation between \[SII\]/\[NII\] line ratios and emission measure (Figs. 4,9,12, or 14). Since they also correlate with the local density of the diffuse medium, these variations can only be explained by small scale density fluctuations.

### 4.8 Kinematics

In order to probe our results and to establish a relationship between excitation mechanisms and gas kinematics we have plotted in Fig. 17 an additional diagnostic diagram regarding line width (FWHM) vs. line ratio following, e.g., Lehnert & Heckman (leheck (1996)). We have chosen \[N ii\] $`\lambda `$6583 as kinematical tracer since its higher mass minimizes thermal broadening. Only three target galaxies with nitrogen emission of $`>2\times 10^{16}\mathrm{erg}\mathrm{s}^1\mathrm{cm}^2`$ Å-1 have been used for this plot. We point out that we did not correct for effects of kinematical line broadening. Thus, the data in Fig. 17 do not show the pure thermal line broadening. In order to establish nevertheless a relationship between ionization and gas dynamics we minimized the effect of kinematical line broadening in using only slit positions located near the center of each galaxy (s1 in NGC 1963, s1 in NGC 3044 and s2 in NGC 4634, cf. Fig. 3). A correction for the instrumental profile has been applied.

The spectral resolution has been determined to be 4.6Å by measuring the FWHM at different positions of HeAr calibration spectra. This translates into 210 km $`\mathrm{s}^1`$ for the $`\mathrm{H}\alpha `$ emission line, corresponding to 2.3 on a logarithmic scale. Because most data in Fig. 17 are located between 2.2 and 2.4 one has to be aware that only values larger than 2.3 (within the errors) have a significant physical meaning. We therefore checked for consistency in measuring FWHM of the \[O i\]$`\lambda `$6300 nightsky line in NGC 1963 and NGC 3044. Since this prominent emission feature is nearest to the \[N ii\] $`\lambda `$6583 spectral line one thus obtains more precise values of the kinematical resolution. In the present case the parameter has to be modified slightly to 4.2 Å or 200 km $`\mathrm{s}^1`$, leading again to the same value as mentioned above. Fortunately we are interested in line broadening towards the halo and hence the main body of the data can be used for analysis.

For all galaxies plotted in Fig. 17 a clear correlation between gas kinematics and its ionization is visible. The broadening of lines at high galactic latitudes, even if less significant, supports a prominent large scale motion or increased turbulence of the ionized gas particles. Since this motion is tightly correlated to the ionization of the DIG it seems that in the halo of these galaxies shocks, superwinds or turbulent mixing layers as additional ionization or heating sources occur.

This can be seen very nicely in NGC 1963 where disk and halo data cover different regions. Additionally, the hybrid character of NGC 3044 becomes obvious, again. Line broadening suggests only very moderate shock contributions. Although for NGC 4634 the data allows no detailed diagnostics concerning possible ionization mechanisms Fig. 17 suggests that shocks (besides photoionization) could represent one possible additional excitation mechanism of the extraplanar DIG.

## 5 Summary and conclusions

Line ratios for the halos of NGC 1963, NGC 3044 and NGC 4634 can be explained as a combination of photoionization by O stars and shock ionization. Since the measured FWHM increases with height above the galactic plane the results obtained from Fig. 17 support our findings that shocks can contribute to the ionization of the extraplanar DIG. The photoionization models from Mathis and Domgörgen & Mathis are not always capable to reproduce all line ratios correctly (high \[N ii\] $`\lambda `$6583/$`\mathrm{H}\alpha `$, \[O i\] $`\lambda `$6300/$`\mathrm{H}\alpha `$, and \[He i\] $`\lambda `$5876/$`\mathrm{H}\alpha `$). These models were developed to describe the measured line ratios for the Milky Way (Reynolds 1985a ,b). However the local environment near the sun is not necessarily representative for the more active regions in our target galaxies. Thus new models are required which should rest upon recently published extragalactic data and consider additional ionization/heating mechanisms such as shocks.

It is important to mention that the ratios for all galaxies in Fig. 16 are not constant over the whole range of $`z`$ and can vary significantly on small scales ($``$ 250 pc). These results deviate from observations made e.g., by Golla et al. (gogode96 (1996)), Rand (rand (1998)), Otte & Dettmar (otde (1999)), or Haffner et al. (haff (1999)). Photoionization models can explain the general shape of $`[S\text{ii}]/[N\text{ii}]`$ but cannot account for individual changes (e.g., NGC 4402). In addition non-linear changes, as visible in Fig. 16, correlate with density and are explainable by small scale density fluctuations.

If variations in $`\mathrm{S}^+`$ reflect variations in electron temperature, leading to $`T_e=T_e(z)`$, these fluctuations could be due to changing metal abundances or varying densities within the DIG. If different slopes in Fig. 15 or 16 are indicators of different metallicities (Haffner et al. haff (1999)), NGC 4402 would have the same metallicity as the Milky Way or NGC 891. In accordance with Lehnert & Heckman (leheck (1996)) a correlation between line ratios (ionization) and line widths (gas kinematics) could be established. Our results of a decrease of \[O iii\]/H$`\beta `$ with increasing $`|z|`$ and a significant scatter in \[S ii\]/\[N ii\] are different compared to recent measurements in NGC 891. All these aspects indicate that the ionization of the extraplanar DIG varies from galaxy to galaxy and within a galaxy.

###### Acknowledgements.

We thank D.J. Bomans, M. Rosa, H. Schulz, and R.A.M. Walterbos for helpful comments and enlightening discussions while writing the paper. Many thanks also to H. Domgörgen for obtaining the data and special thanks to F. Valdes at NOAO for his valuable help during data reduction. RT was supported by the DFG Graduiertenkolleg “The Magellanic System and Other Dwarf Galaxies”. This paper was finalized while RJD enjoyed a sabbatical at ESO/Garching.


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# 1 Introduction

## 1 Introduction

Presently, the phenomenon of CP non-conservation is one of the key problems from both theoretical and experimental points of views. The observed CP violation in neutral kaon system  as well as the electric dipole moment (EDM) of the neutron  severely constrain the sources and strength of CP violation in the underlying model. In the standard model (SM) both strong and electroweak interactions violate the CP invariance. It is a well–known fact that the $`\theta `$ vacuum  violates the CP invariance, and results in a neutron EDM exceeding the present bounds by nine orders of magnitude . This is the source of the strong CP problem – a CP hierarchy and naturalness problem.

In the supersymmetric (SUSY) extensions of the standard electroweak theory (SM) this hierarchy problem still persists. Moreover, there appear novel sources of CP violation coming from the soft supersymmetry breaking mass terms. Though the phases of the soft terms have been shown to relax to CP–conserving points in the minimal model (MSSM) , this is not necessarily true in the non–minimal model (NMSSM)  containing a singlet. These soft terms contribute to known CP–violating observables  (EDM’s and neutral meson mixings); however, they also induce CP violation in the Higgs sector.

In addition to these CP hierarchy problems, in minimal SUSY model there is another hierarchy problem concerning the Higgsino Dirac mass parameter ($`\mu `$), that is, this mass parameter follows from the superpotential of the model and there is no telling of at what scale (ranging from $`M_W`$ to $`M_{Pl}`$) it is stabilized.

In a recently proposed model so called as gluino-axion the two hierarchy problems, i.e, the strong CP problem and the $`\mu `$ problem are solved in the context of supersymmetry with a new kind of axion  which couples to the gluino rather than to quarks. In this model the invariance of the supersymmetric Lagrangian and all supersymmetry breaking terms under $`U(1)_R`$ is guaranteed by promoting the ordinary $`\mu `$ parameter to a composite operator involving the gauge singlet $`\widehat{S}`$ with unit $`R`$ charge. When the scalar component of the singlet develops vacuum expectation value (VEV) around the Peccei–Quinn scale $`10^{11}GeV`$ an effective $`\mu `$ parameter $`\mu \text{a TeV}`$ is induced. Besides, the low energy theory is identical to minimal SUSY model with all sources of soft supersymmetric phases. Due to all these abilities of the model of Ref. 12 in solving the hierarchy problems, in the analysis below we will adopt its parameter space.

In this work, we adress the consequences of explicit CP violation on the the radiatively corrected Higgs masses and mixings in the framework of the gluino-axion model. It will be seen that the supersymmetric phases significantly affect the Higgs masses and mixings thereby giving new regions in the parameter space (otherwise excluded) meeting the recent LEP constraints . As a result of the standart model Higgs boson searches at LEP, the lower bound on the lightest Higgs mass is $`115\mathrm{GeV}`$ (and correspondingly $`\mathrm{tan}\beta \stackrel{>}{_{}}3.5`$). On the other hand, theoretically the lightest Higgs boson mass can not exceed $`130\mathrm{GeV}`$ for large $`\mathrm{tan}\beta `$ . Therefore, from the searches at LEP2, the lower limit on mass of the SM Higgs boson excludes the substantial part of the MSSM parameter space particularly at small $`\mathrm{tan}\beta `$ ($`\mathrm{tan}\beta \stackrel{<}{_{}}3.5`$).

It is a well-known fact that, CP is conserved in the Higgs sector of the minimal supersymmetric model (MSSM) at the tree level. On the other hand, the radiative corrections to the masses of the Higgs bosons, dominated by top-quark and top-squark loops, have been found to modify significantly the tree level bound . The CP conserving Higgs sector has been analyzed by several authors and the radiative corrections which make very important contributions to the Higgs masses have been computed by using different approximations such as diagrammatic  and effective potential methods . More complete treatment of these results include the complete one-loop on-shell renormalization , the renormalization group (RG) improvement for resumming the leading logarithms, the iteration of the RG equations to two–loops with the use of the effective potential techniques and the two loop on-shell renormalization .

On the other hand, as is indicated in Ref. 9 that the explicit CP violation in the matrices of third generation squarks can induce CP violation through loop corrections. In the recent literature, the radiatively induced CP violation effects has been studied without  or with  RG improvement. In between these works, the diagrammatic computation of the scalar-pseudoscalar transitions was the the scope of Ref. 9, where the implications of the presence of CP phases in the soft SUSY breaking sector allowing to the mixing of CP even and CP odd states were discussed. More recently, the mass matrix of the neutral Higgs bosons of the MSSM has been calculated with the effective potential method in Refs. 10 and 11 from different perspectives. The detailed analysis of underlying dynamics under study is performed in case of the small splittings between squark mass eigenstates in Ref. 10; whereas bottom-sbottom contributions are not taken into account in Ref. 11. Additional contributions from the chargino, W and the charged Higgs exchange loops were computed in Ref. 25. In Ref. 26, one-loop corrections to the mass matrix of the neutral Higgs bosons in the MSSM were calculated by using the effective potential method for an arbitrary splitting between squark masses, including the electroweak and gauge couplings and the leading two loop corrections. Although, the earlier works  on the Higgs spectrum were based on some approximations, the results are in agreement with the ones presented Ref. 26 in the appropriate limit. More complete treatment of the effective Higgs potential in the MSSM including the two-loop leading logarithms induced by top-bottom Yukawa couplings as well as those associated with QCD corrections by means of RG methods were performed in Ref. 27 in which the leading logarithms generated by one-loop gaugino and higgsino quantum effects are also taken into consideration.

We would like to point out that, it is the main purpose of this work to investigate the CP violation capability of the gluino-axion model. Therefore, we limit our analysis to the effective potential with no RG improvement. This accuracy has proven sufficient in obtaining the observable effects of explicit CP violation on the Higgs masses and mixings . In the following, we compute the radiatively corrected Higgs masses and mixings, taking into account the CP violation effects. We will base our calculations to those of Ref. 11, by modifying the parameters appropriately in connection with the gluino- axion model. The main difference with the previous work  springs from the fact that the parameters chosen are specific to the gluino-axion model, namely all the soft mass parameters in this theory are fixed in terms of the $`\mu `$ parameter.

The organization of this work is as follows: In Sec. 2, starting from the Higgs sector structure of the gluino-axion model, we compute the $`(3\times 3)`$ dimensional mass matrix of the Higgs scalars in which all the elements are expressed in terms of the parameters of the model under concern. In Sec. 3, we make the numerical analysis for evaluating the masses of the Higgs bosons and analyzing the relative strengts of CP-violating and CP-conserving mixings. In Sec. 4, we conclude the work.

## 2 Higgs Sector in the Gluino-Axion Model

In this section, our starting point will be the description of the basic low-energy structure of the gluino-axion model which contains the sources of explicit CP violation. The gluino-axion model, is defined by the superpotential

$`\widehat{W}=\mu (\widehat{S})\widehat{H}_u.\widehat{H}_d+m_s^2\mu (\widehat{S})+h_u\widehat{Q}.\widehat{H}_u\widehat{u}_c+h_d\widehat{Q}.\widehat{H}_d\widehat{d}_c+h_e\widehat{L}.\widehat{H}_d\widehat{e}_c`$ (1)
where $`\widehat{Q},\widehat{u}_c,\widehat{d}_c,\widehat{L},\widehat{e}_c`$ are the quark, lepton and $`\widehat{H}_u,\widehat{H}_d`$ are the Higgs superfields respectively. The model, replaces $`\mu `$ with the composite operator containing the singlet composite superfield $`\widehat{S}`$ of R=+1 so that the resulting supersymmetric Lagrangian and all supersymmetry breaking terms are invariant under $`U(1)_R`$ . The pure singlet contribution $`m_s^2\mu (\widehat{S})`$ in $`\widehat{W}`$ is allowed by the symmetries of the model.

The soft terms of the low energy Lagrangian in the gluino-axion model are identical to those in the general MSSM 111Here and in what follows we will neglect the effects of axion, axino, and saxino as their couplings are severely suppressed .

$`_{MSSM}^{soft}`$ $`=`$ $`\stackrel{~}{Q}^{}M_Q^2\stackrel{~}{Q}+\stackrel{~}{u^c}^{}M_{u^c}^2\stackrel{~}{u^c}+\stackrel{~}{d^c}^{}M_{d^c}^2\stackrel{~}{d^c}+\stackrel{~}{L}^{}M_L^2\stackrel{~}{L}+\stackrel{~}{e^c}^{}M_{e^c}^2\stackrel{~}{e^c}`$ (2)
$`+`$ $`\{A_u\stackrel{~}{Q}H_u\stackrel{~}{u^c}+A_d\stackrel{~}{Q}H_d\stackrel{~}{d^c}+A_e\stackrel{~}{L}H_d\stackrel{~}{e^c}]+h.c.\}`$
$`+`$ $`M_{H_u}^2|H_u|^2+M_{H_d}^2|H_d|^2+(\mu BH_uH_d+h.c.)`$
$`+`$ $`\{M_3\stackrel{~}{\lambda }_3^a\stackrel{~}{\lambda }_3^a+M_2\stackrel{~}{\lambda }_2^i\stackrel{~}{\lambda }_2^i+M_1\stackrel{~}{\lambda }_1\stackrel{~}{\lambda }_1+h.c.\},`$
except for the fact that the soft masses are all expressed in terms of the $`\mu `$ parameter through appropriate flavour matrices. The flavour matrices form the sources of CP violation and intergenerational mixings in the squark sector. The phases of the trilinear couplings ($`A_{u,d,e}`$), the gaugino masses ($`M_{3,2,1}`$), and the effective $`\mu `$–parameter

$`\mu v_s^2/M_{Pl}\times e^{i\theta _{QCD}/3}\text{a TeV}\times e^{i\theta _{QCD}/3}`$ (3)
are the only phases which can generate CP violation observables. In this formula for the $`\mu `$ parameter $`v_s10^{11}\mathrm{GeV}`$ is the Peccei–Quinn scale, and $`\theta _{QCD}`$ is the effective QCD vacuum angle. One notes that the vacuum expectation value of the singlet serves for two important purposes for the model under concern: Its magnitude determines the scale of supersymmetry breaking and its phase solves the strong CP–problem.

In the following, we shall calculate the one-loop corrections to the Higgs masses and mixings. In doing this, we will modify the parameters in connection with the gluino-axion model. As in the CP-conserving case , among the particles contributing to the one-loop radiative corrections, the dominant ones come from the top quark and top squark loops provided that $`\mathrm{tan}\beta \stackrel{<}{_{}}50`$ (in which case the bottom Yukawa coupling is too small to give significant contributions). The Yukawa interactions due to scalar-bottom quarks can be significant only for very large $`\mathrm{tan}\beta `$ values. On the other hand, the contributions of gauginos and Higgsinos are already negligible since they couple via weak coupling. In our analysis we restrict ourselves for the case $`\mathrm{tan}\beta \stackrel{<}{_{}}50`$, so that the dominant terms will be given by the top quark and top squark loops, to a good approximation. Therefore, we will not need the full flavour structures in Ref. 12, instead we will need to specify only the top squark sector:

$`(i)`$ The top squark soft masses:

$`M_{\stackrel{~}{Q}}^2=k_Q^2|\mu |^2,M_{\stackrel{~}{u}}^2=k_u^2|\mu |^2,M_{\stackrel{~}{d}}^2=k_d^2|\mu |^2`$ (4)
where $`k_{Q,u,d}`$ are real parameters.

$`(ii)`$ The top squark trilinear coupling

$`A_t=\mu ^{}k_t,`$ (5)
where $`k_t`$ is a complex parameter.

Other than these soft masses, it is necessary to know the tree level Higgs soft masses

$`M_{H_u}^2=y_u|\mu ^2|,M_{H_d}^2=y_d|\mu ^2|,\mu B=|\mu |^2({\displaystyle \frac{8m_s^2}{v_s^2}}+k_\mu ),`$ (6)
where $`m_s^2v_s^2`$ is a natural choice as discussed in Ref. . Here $`y_u`$ and $`y_d`$ are real parameters, and $`k_\mu `$ is a complex parameter determining the phase of the $`B`$ parameter. As was analyzed in Ref. 11 in detail this phase can be identified with the relative phase of the Higgs doublets; hence, there is no CP violation in Higgs sector of (2) at tree level.

After electroweak breaking the Higgs doublets in (2) can be expanded as

$`H_d`$ $`=`$ $`\left(\begin{array}{cc}H_d^0& \\ H_d^{}& \end{array}\right)={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{cc}v_d+\varphi _1+i\phi _1& \\ H_d^{}& \end{array}\right),`$ (11)
$`H_u`$ $`=`$ $`\left(\begin{array}{cc}H_u^+& \\ H_u^0& \end{array}\right)={\displaystyle \frac{e^{i\theta }}{\sqrt{2}}}\left(\begin{array}{cc}H_u^+& \\ v_u+\varphi _2+i\phi _2& \end{array}\right).`$ (16)
where $`\mathrm{tan}\beta v_u/v_d`$ as usual, and the angle parameter $`\theta `$ is the misalignment between the two Higgs doublets. As in Ref. 11 the angle $`\theta `$ gets embedded into the total CP violation angle $`\text{Arg}[\mu A_t]`$, and we will not elaborate radiative corrections to it .

As usual, we calculate the Higgs masses and their mixings up to one loop accuracy via

$`M^2=\left({\displaystyle \frac{^2V}{\chi _i\chi _j}}\right)_0,\text{where}\chi _i=\{\varphi _1,\varphi _2,\phi _1,\phi _2\}.`$ (17)
where $`VV_0+V_{1loop}`$ is the radiatively corrected Higgs potential . As mentioned before, we take into account only top quark and top squark loop corrections, which are the dominant ones as long as $`\mathrm{tan}\beta \stackrel{<}{_{}}50`$. The radiative corrections depend on the stop mass-squared eigenvalues $`m_{\stackrel{~}{t}_{1,2}}^2`$

$`m_{\stackrel{~}{t}_{1,2}}^2={\displaystyle \frac{1}{2}}\left((k_u^2+k_Q^2)|\mu |^2+2m_t^2\mathrm{\Delta }_{\stackrel{~}{t}}^2\right),`$ (18)
whose splitting

$`\mathrm{\Delta }_{\stackrel{~}{t}}^2=|\mu |\sqrt{(k_u^2k_Q^2)^2|\mu |^2+4m_t^2(|k_t|^2+\mathrm{cot}^2\beta 2|k_t|\mathrm{cot}\beta \mathrm{cos}\phi _{kt})}.`$ (19)
will play a key rôle in analyzing the results as it depends explicitly on the total CP violation angle

$`\phi _{kt}=\text{Arg}[\mu A_t]=\text{Arg}[k_t]`$ (20)
where $`k_t`$ has been defined in (5). One here notices that $`\mathrm{\Delta }_{\stackrel{~}{t}}^2`$ increases as $`\phi _{kt}`$ changes from 0 to $`\pi `$. This particularly means that the strength of the radiative corrections are modified as $`\phi _{kt}`$ ranges from one CP–conserving point to the next.

We express the (3$`\times `$3) dimensional Higgs mass–squared matrix

$`M^2=\left(\begin{array}{ccc}M_{11}+\mathrm{\Delta }M_{11}& M_{12}+\mathrm{\Delta }M_{12}& \mathrm{\Delta }M_{13}\\ M_{12}+\mathrm{\Delta }M_{12}& M_{22}+\mathrm{\Delta }M_{22}& \mathrm{\Delta }M_{23}\\ \mathrm{\Delta }M_{13}& \mathrm{\Delta }M_{23}& M_{33}+\mathrm{\Delta }M_{33}\end{array}\right),`$ (24)
in the basis $`=\{\varphi _1,\varphi _2,\mathrm{sin}\beta \phi _1+\mathrm{cos}\beta \phi _2\}`$ using (11). The elements of the mass matrix read as below:

$`M_{11}`$ $`=`$ $`M_Z^2\mathrm{cos}^2\beta +\stackrel{~}{M}_A^2\mathrm{sin}^2\beta ,`$
$`M_{12}`$ $`=`$ $`(M_Z^2+\stackrel{~}{M}_A^2)\mathrm{sin}\beta \mathrm{cos}\beta ,`$
$`M_{22}`$ $`=`$ $`M_Z^2\mathrm{sin}^2\beta +\stackrel{~}{M}_A^2cos^2\beta ,`$
$`M_{33}`$ $`=`$ $`\stackrel{~}{M}_A^2,`$ (25)
where the radiative corrections are generically denoted by $`\mathrm{\Delta }M_{ij}`$. In the case of CP-conserving limit in which CP-even and CP-odd sectors in (24) decouple, $`\stackrel{~}{M}_A^2`$ becomes the radiatively corrected pseudoscalar mass and $`\mathrm{\Delta }M_{11,12,22}`$ become the usual one-loop corrections to the CP even scalar mass -squared matrix . On the other hand, $`\mathrm{\Delta }M_{13}`$ and $`\mathrm{\Delta }M_{23}`$ are genuiely generated by the SUSY CP–violation effects. We define

$`_{kt}`$ $`=`$ $`|k_t|\mathrm{cos}\phi _{kt}\mathrm{cot}\beta ,`$
$`_{kt}`$ $`=`$ $`|k_t|\mathrm{cot}\beta \mathrm{cos}\phi _{kt},`$
$`𝒞_{kt}`$ $`=`$ $`(|k_t|\mathrm{cot}\beta )\mathrm{sin}^2\phi _{kt}.`$ (26)
These radiative correction terms have the following expressions:

$`\mathrm{\Delta }M_{11}`$ $`=`$ $`2\beta _{h_t}|\mu |^4m_t^2{\displaystyle \frac{_{kt}^2}{\mathrm{\Delta }_{\stackrel{~}{t}}^4}}g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2),`$ (27)
$`\mathrm{\Delta }M_{12}`$ $`=`$ $`2\beta _{h_t}m_t^2|\mu |^2[{\displaystyle \frac{_{kt}}{\mathrm{\Delta }_{\stackrel{~}{t}}^2}}\mathrm{log}{\displaystyle \frac{m_{\stackrel{~}{t}_2}^2}{m_{\stackrel{~}{t}_1}^2}}`$ (28)
$``$ $`|\mu |^2|k_t|{\displaystyle \frac{_{kt}^2+|k_t|𝒞_{kt}}{\mathrm{\Delta }_{\stackrel{~}{t}}^4}}g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2})],`$
$`\mathrm{\Delta }M_{22}`$ $`=`$ $`2\beta _{h_t}m_t^2[\mathrm{log}{\displaystyle \frac{m_{\stackrel{~}{t}_2}^2m_{\stackrel{~}{t}_1}^2}{m_t^4}}+2|k_t||\mu |^2{\displaystyle \frac{_{kt}}{\mathrm{\Delta }_{\stackrel{~}{t}}^2}}\mathrm{log}{\displaystyle \frac{m_{\stackrel{~}{t}_2}^2}{m_{\stackrel{~}{t}_1}^2}}`$ (29)
$``$ $`|k_t|^2|\mu |^4{\displaystyle \frac{_{kt}^2}{\mathrm{\Delta }_{\stackrel{~}{t}}^4}}g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2)],`$
$`\mathrm{\Delta }M_{13}`$ $`=`$ $`2\beta _{h_t}m_t^2|\mu |^4|k_t|{\displaystyle \frac{\mathrm{sin}\phi _{kt}}{\mathrm{sin}\beta }}{\displaystyle \frac{_{kt}}{\mathrm{\Delta }_{\stackrel{~}{t}}^4}}g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2),`$ (30)
$`\mathrm{\Delta }M_{23}`$ $`=`$ $`2\beta _{h_t}m_t^2{\displaystyle \frac{|\mu |^4|k_t|^2}{\mathrm{\Delta }_{\stackrel{~}{t}}^4}}{\displaystyle \frac{\mathrm{sin}\phi _{kt}}{\mathrm{sin}\beta }}`$ (31)
$`\times `$ $`\left[_{kt}{\displaystyle \frac{1}{|k_t||\mu |^2g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2)}}\mathrm{\Delta }_{\stackrel{~}{t}}^2\mathrm{log}{\displaystyle \frac{m_{\stackrel{~}{t}_2}^2}{m_{\stackrel{~}{t}_1}^2}}\right],`$
$`\mathrm{\Delta }M_{33}`$ $`=`$ $`2\beta _{h_t}m_t^2{\displaystyle \frac{\mathrm{sin}\phi _{kt}^2}{\mathrm{sin}\beta ^2}}{\displaystyle \frac{|\mu |^4|k_t|^2}{\mathrm{\Delta }_{\stackrel{~}{t}}^4}}g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2),`$ (32)
where $`\beta _{h_t}=3h_t^2/16\pi ^2`$, and the function $`g(x,y)`$ is defined by

$`g(m_{\stackrel{~}{t}_1}^2,m_{\stackrel{~}{t}_2}^2)`$ $`=`$ $`2+{\displaystyle \frac{m_{\stackrel{~}{t}_2}^2+m_{\stackrel{~}{t}_1}^2}{m_{\stackrel{~}{t}_2}^2m_{\stackrel{~}{t}_1}^2}}\mathrm{log}{\displaystyle \frac{m_{\stackrel{~}{t}_2}^2}{m_{\stackrel{~}{t}_1}^2}}.`$ (33)
We diagonalize the Higgs mass–squared matrix (24) by the similarity transformation

$`M^2^T=\mathrm{diag}(m_{h_1}^2,m_{h_2}^2,m_{h_3}^2),`$ (34)
where $`^T=1`$. In the following, we define $`h_3`$ to be the lightest of all three; $`h_2`$ to be the one that corresponds to the heavy pseudoscalar Higgs boson and $`h_1`$ to be the heavy CP-even scalar Higgs boson. One of the most important quantities in our analyses is the percentage CP composition of a given mass–eigenstate Higgs boson. The percentage CP compositions of the Higgs bosons in terms of the basis elements are defined by

$`\rho _i=100\times |_{1i}|^2;i=1,2,3.`$ (35)
where $`\rho _1`$, $`\rho _2`$ and $`\rho _3`$ correspond respectively the $`\varphi _1`$, $`\varphi _2`$, $`\mathrm{sin}\beta \phi _1+\mathrm{cos}\beta \phi _2`$ components of the Higgs boson under concern.

In what follows, we will make the numerical analysis for evaluating the masses of the Higgs scalars and analyzing the relative strengts of their percentage CP compositions under the effects of SUSY CP phases. In doing this, we will first focus on the percentage CP compositions of the lightest Higgs boson ($`h_3`$), especially its CP–odd composition ($`\rho _3`$), which can offer new opportunities at colliders for observing the Higgs boson . We will discuss the dependence of the CP odd compositions of $`h_3`$ on the CP–breaking angle in reference to the previous theoretical  as well as the recent experimental bounds . Next, we will analyze the masses and the percentage CP compositions of the remaining two heavy scalars ($`h_1`$, $`h_2`$) in the low and high $`\mathrm{tan}\beta `$ regimes.

## 3 Numerical Analysis

Using the formulae in the last section, we will now analyze several quantities in a wide range of the parameter space. As a reflecting property of the model, all parameters are expressed in terms of the $`\mu `$ parameter. Since the $`\mu `$ parameter is already stabilized to the weak scale, as a consequence of the naturalness, all dimensionless quantities are expected to be $`𝒪(1)`$. Therefore, as a representative point in the parameter space we take

$`k_Q=k_u=|k_t|=1,`$ (36)
In our analysis, $`|\mu |`$ changes from $`250GeV`$ to $`1000GeV`$ and $`M_A`$ from $`|\mu |`$ to $`5|\mu |`$ for each $`\mu `$ value in the full $`\phi _{kt}`$ range. However, we would like to note that for the values of $`\mu \stackrel{<}{_{}}450GeV`$, it is not possible to find regions in the parameter space satisfying the recent LEP constraints . Moreover, we concentrate on the two specific values of $`\mathrm{tan}\beta `$ namely $`\mathrm{tan}\beta =4`$ and $`\mathrm{tan}\beta =30`$ to analyze the behaviour of the Higgs masses and mixings in the small and large $`\mathrm{tan}\beta `$ regimes in detail.

Fig. 1 illustrates the dependence of the lightest Higgs mass $`m_{h_3}`$ on $`\phi _{kt}`$ for $`\mathrm{tan}\beta =4`$ (left panel) and $`\mathrm{tan}\beta =30`$ (right panel). One immediately observes that $`m_{h_3}`$ increases with $`\phi _{kt}`$ for $`\mathrm{tan}\beta =4`$ (left panel), whereas it remains nearly constant for $`\mathrm{tan}\beta =30`$ (right panel) in the $`[0,\pi ]`$ interval. This saturation effect in the Higgs mass can be easily understood by observing that the radiative corrections depend strongly on the stop splitting $`\mathrm{\Delta }_{\stackrel{~}{t}}^2`$. This quantity depends explicitly on $`\phi _{kt}`$ such that:

$`{\displaystyle \frac{\mathrm{\Delta }_{\stackrel{~}{t}}^2(\pi )}{\mathrm{\Delta }_{\stackrel{~}{t}}^2(0)}}\sqrt{{\displaystyle \frac{1+\mathrm{sin}2\beta }{1\mathrm{sin}2\beta }}},`$ (37)
that is, the stop splitting $`\mathrm{\Delta }_{\stackrel{~}{t}}^2`$ increases with increasing $`\phi _{kt}`$, as $`\phi _{kt}`$ changes from 0 to $`\pi `$. This particularly implies that the strength of the radiative corrections modify as $`\phi _{kt}`$ changes from one CP-conserving point to the next. However, (37) decreases with increasing $`\mathrm{tan}\beta `$. Indeed, it approaches to unity in the large $`\mathrm{tan}\beta `$ limit. Therefore, the radiative corrections to the lightest Higgs mass $`m_{h_3}`$ which are sensitive to variations in $`\phi _{kt}`$ are suppressed in large $`\mathrm{tan}\beta `$ regime. In the light of these observations, it is clear that the lightest Higgs mass $`m_{h}^{}{}_{3}{}^{}`$ is much more flat for $`\mathrm{tan}\beta =30`$ (right panel) compared to that for $`\mathrm{tan}\beta =4`$ (left panel).

As the left panel of Fig. 1 suggests that, the $`\phi _{kt}`$ dependence of $`m_{h_3}`$ around $`(\varphi _{kt}=\pi )`$ differs from those at other CP-conserving points, in particular for the case of $`\mathrm{tan}\beta =4`$. That is, the maximal value of the lightest Higgs mass $`m_{h_3}`$ occurs at $`(\varphi _{kt}=\pi )`$, and then, the radiative corrections reverse their sign as $`\phi _{kt}`$ changes from $`\pi `$ to $`2\pi `$ (see (18), (19)). Numerically, for $`\mathrm{tan}\beta =4`$, $`m_{h_3}(\varphi _{kt}=\pi )`$ is larger than $`m_h(\varphi _{kt}=0)`$ by $`10\mathrm{GeV}`$ due to the enhancements in the radiative corrections as $`\phi _{kt}`$ ranges from 0 to $`\pi `$. In contrast to $`\mathrm{tan}\beta =4`$ case, the sensitivity of the lightest Higgs mass $`m_{h_3}`$ on $`\phi _{kt}`$ is washed out in the large $`\mathrm{tan}\beta `$ regime due to the reasons explained above (37).

It is known that the recent experimental data requires $`m_{h_3}\stackrel{>}{_{}}115GeV`$. Imposing this constraint on $`m_{h_3}`$, the experimental bound on the lightest Higgs mass is satisfied for all the parameter space, for which $`\mathrm{tan}\beta =4`$ and $`\mathrm{tan}\beta =30`$. The dependence of the Higgs mass on the CP violation angle has also been noted in Ref. 8, for general minimal supersymmetric standart model with a limited range of the parameters.

In Fig. 2 , we show the $`\phi _{kt}`$ dependence of the percentage CP-even, $`\rho _1`$$`\rho _2`$, (left panel), and the percentage CP–odd $`\rho _3`$ (right panel) compositions of the lightest Higgs boson ($`h_3`$), for $`\mathrm{tan}\beta =4`$. As is seen from the left panel Fig. 2, $`h_3`$ has $`94\%`$ $`\rho _2`$ and $`6\%`$ $`\rho _1`$ compositions for $`\mathrm{tan}\beta =4`$. On the other hand, the right panel of Fig. 2 suggests that its percentage CP–odd composition $`\rho _3`$ is extremely small for small $`\mathrm{tan}\beta `$ regime. Numerically, the maximum value of $`\rho _3`$ is $`0.0003\%`$ in the full range of $`\phi _{kt}`$ for $`\mathrm{tan}\beta =4`$ (right panel).

Depicted in Fig. 3 is the percentage composition CP-even, $`\rho _1`$$`\rho _2`$, (left panel), and percentage CP–odd $`\rho _3`$ (right panel) compositions of the lightest Higgs boson ($`h_3`$), for $`\mathrm{tan}\beta =30`$. One notes that $`\rho _2`$ increases near to the $`99.9\%`$, while $`\rho _1`$ remains below $`0.12\%`$ for $`\mathrm{tan}\beta =30`$. On the other hand, as is seen from the right panel of Fig. 3, the percentage CP–odd composition ($`\rho _3`$) of the lightest Higgs boson ($`h_3`$) is still very small. However, it increases relatively as compared to that for $`\mathrm{tan}\beta =4`$ (left panel), and reaches to a maximum value of $`0.0013\%`$ for $`\mathrm{tan}\beta =30`$ in the entire range of $`\phi _{kt}`$.

One notes that the CP–odd component of $`h_3`$ never exceeds $`0.0013\%`$ in the full $`\phi _{kt}`$ range, for all values of $`\mathrm{tan}\beta `$ changing from 4 to 30. Compared to its CP–even compositions, which form the remaining percentage, this CP–odd component is extremely small to cause observable effects. It may, however, be still important when the radiative corrections to gauge and Higgs boson vertices are included .

Depicted Fig. 4 is the $`|\mu |`$ dependence of $`\rho _3`$ designating the CP–odd percentage composition of $`h_3`$, for $`\mathrm{tan}\beta =4`$(left panel), and $`\mathrm{tan}\beta =30`$(right panel), respectively. Both the left and right panels of Fig. 4 suggest that the CP–odd percentage composition of $`h_3`$ ($`\rho _3`$) decreases with $`|\mu |`$. It is also seen from the left panel of Fig. 4 that , the maximum value of $`\rho _3`$ ($`0.00027\%`$) occurs at $`|\mu |650GeV`$. For larger values of $`|\mu |`$, $`\rho _3`$ decreases gradually as the supersymmetric spectrum decouples. For smaller values of $`|\mu |`$, however, the parameter space is constrained by the existing LEP bound on the lightest Higgs mass . That is, the CP–odd percentage composition of $`h_3`$ ($`\rho _3`$) gets smaller until $`\mu 600GeV`$ and it is not possible to find any region in the parameter space below this value ($`\mu \stackrel{<}{_{}}600GeV`$) for $`\mathrm{tan}\beta =4`$ (left panel), since this region is completely disallowed by the experimental bound . On the other hand, as is shown in the right panel of Fig. 4, that the maximum value of the CP–odd percentage composition of $`h_3`$ ($`\rho _30.0013\%`$) occurs at $`|\mu |450GeV`$ for $`\mathrm{tan}\beta =30`$. As is in the left panel of Fig. 4, it again decreases with increasing $`|\mu |`$. Therefore (remembering $`M_A|\mu |`$ for the model under concern) unless $`|\mu |`$ is choosen smaller (equivalently unless the Peccei–Quinn scale is pushed down towards the lower limit of the allowed $`axion`$ $`window`$ ) one cannot increase the CP–odd composition of the lightest Higgs boson.

One notes that, the lower limit on the lightest Higgs mass is directly correlated with its CP–odd composition, that is, as the lower bound on the lightest Higgs mass increases, its CP–odd composition decreases as will be indicated by Fig. 5

In Fig. 5, we show the variation of the lightest Higgs mass ($`m_{h_3}`$) with its CP–odd composition ($`\rho _3`$) for $`\mathrm{tan}\beta =4`$(left panel), $`\mathrm{tan}\beta =30`$ (right panel), respectively. Both windows of the figure suggest that, lighter the Higgs boson, ($`m_{h_3}`$), larger its CP odd composition ($`\rho _3`$). From the left panel of Fig. 5, it is seen that the maximum value of the CP–odd composition of $`h_3`$ starts from $`0.00027\%`$ and decreases rapidly for $`\mathrm{tan}\beta =4`$ (left panel). On the other hand, as the right panel of the figure suggests that the maximum value of its CP–odd composition occurs at $`\rho _30.0013\%`$ for $`\mathrm{tan}\beta =30`$, and again relatively decreasing with the increasing mass, it reaches far below $`0.0002\%`$ for $`m_{h_3}=127GeV`$.

One also notes that, the same kind of variation can be observed for all values of $`\mathrm{tan}\beta `$, ranging from 4 to 30. Therefore, one can conclude that possible increase in the lower experimental bound of the lightest Higgs mass in future colliders will imply reduced CP–odd composition.

In the first part of our numerical analysis, we have studied the percentage CP compositions of the lightest Higgs boson $`h_3`$, in particular its CP–odd composition, as well as its mass for a given portion of the parameter space which are of prime importance in the light of present LEP experiments. On the other hand, it is a well–known fact that the heavy Higgs bosons, which are out of reach of the present colliders, have no definite CP quantum numbers for most of the MSSM parameter space and it will be hard to observe them before NLC or TESLA operates. However, at this point, we also would like to discuss CP characteristics of the heavy Higgs bosons for the underlying model, in the low and high $`\mathrm{tan}\beta `$ regimes, for completeness.

In Fig. 6, we show the variation of the mass of the second heavy scalar $`m_{h_2}`$ with $`k_A`$, for all the values of $`\mathrm{tan}\beta `$ ranging from 4 to 30. Since the two heavy scalars are degenerate in mass, $`k_A`$ dependence of $`m_{h_2}`$ is indicated in Fig. 5, for convenience. It is seen from the figure that the lower bound of $`m_{h_2}`$ starts from $`500\mathrm{GeV}`$, and extends to $`5000\mathrm{GeV}`$, while $`M_A`$ ranges from $`|\mu |`$ to $`5|\mu |`$ for each $`\mu `$ value. One notes that, for $`k_A=1`$ the masses of the heavy scalars changes from $`500\mathrm{GeV}`$ to $`1000\mathrm{GeV}`$, lying right at the weak scale.

Depicted in Fig. 7, is the $`\phi _{kt}`$ dependence of $`\rho _1`$$`\rho _3`$ designating the CP–even and CP–odd percentage compositions of the second scalar particle ($`h_2`$) respectively, for $`\mathrm{tan}\beta =4`$ (left panel) and $`\mathrm{tan}\beta =30`$ (right panel). As is noticed from the figure that as the $`\rho _3`$ component of $`h_2`$ changes in between $`100\%`$ and $`98.2\%`$, its $`\rho _1`$ component becomes at most $`1.8\%`$ for $`\mathrm{tan}\beta =4`$ (left panel). On the other hand, in passing to the large $`\mathrm{tan}\beta `$ regime, one notes that there is a complementary behaviour of $`\rho _3`$ (right panel). Starting from $`\phi _{kt}=0`$ at the $`100\%`$ level, it vanishes at $`\phi _{kt}=\pi /2`$ at the $`0\%`$ level, then it increases to $`100\%`$ at $`\phi _{kt}=\pi `$, decreasing to $`0\%`$ level again at $`\phi _{kt}=3\pi /2`$, it completes its behaviour at the $`100\%`$ level. Its $`\rho _1`$ component follows the same behaviour but it starts from $`\phi _{kt}=0`$ at the $`0\%`$ level. It is seen that though the CP–conserving points, namely $`\phi _{kt}=0,\pi ,2\pi `$, the particle under concern has a definite CP-parity. On the other hand, at the maximal CP–violation points, namely $`\phi _{kt}=\pi /2,3\pi /2`$, the CP–parity of the particle is completely reversed. And except for the points mentioned above, the particle has no definite CP characteristics. In summary, $`h_2`$ is a pure pseudoscalar for small $`\mathrm{tan}\beta `$ values, whereas its CP-parity swings significantly as the CP-phase varies in the large $`\mathrm{tan}\beta `$ regime

As seen from Fig. 8, $`h_1`$ has $`94\%`$ $`\rho _1`$ and $`1.8\%`$ $`\rho _3`$ composition for $`\mathrm{tan}\beta =4`$ (left panel) and the particle under concern is a CP-even scalar. In the large $`\mathrm{tan}\beta `$ regime however, in accordance with the right panel of Fig. 7, $`h_1`$ has no definite CP parity except for the pure CP–conserving and CP–violating points.

From the analyses of Figures 7 and 8 , one can deduce that although the heavy scalar particles have definite CP parities for small $`\mathrm{tan}\beta `$ values, they do not have definite CP characteristics for large $`\mathrm{tan}\beta `$ and differ from the lightest Higgs boson in a sense that not only they have different masses but also they have undefinite CP characteristics.

## 4 Conclusion

From the analyses of the masses and the CP compositions of the Higgs bosons, we conclude that:

$`(i)`$ The lightest Higgs mass is quite sensitive to the SUSY CP phases, thanks to which the there arise new regions of the SUSY parameter space in which the present experimental constaints are satisfied,

$`(ii)`$ Although the percentage CP-odd composition of the lightest Higgs increases relatively with the increasing $`\mathrm{tan}\beta `$, it is still very small as compared to its CP–even compositions. The lower limit on the lightest Higgs mass is directly correlated with its CP–odd composition.

$`(iii)`$ The percentage CP-odd composition of the lightest Higgs (with a mass $`m_{h_3}\stackrel{>}{_{}}115GeV`$) can not gain an appreciable value unless $`\mu `$ is chosen smaller. For smaller values of $`\mu `$, however, the parameter space is constrained by the existing LEP bound on the lightest Higgs .

$`(iii)`$ The remaining two heavy scalars have definite CP-parities in the small $`\mathrm{tan}\beta `$ regime, but they have no definite CP-parities in the large $`\mathrm{tan}\beta `$ regime. In this sense, they differ from the lightest Higgs as to their masses and their undefinite CP characteristics.

$`(iv)`$ The gluino axion model, besides solving the strong CP and $`\mu `$–problems in an economical way, provides a quite restricted parameter space due to the naturalness requirements.

## 5 Acknowledgements

This work was partially supported by the Scientific and Technical Research Council of Turkey (TÜBİTAK) under the project, No:TBAG-2002(100T108).


text:
# The 𝑀_∙-𝜎 Relation for Supermassive Black Holes

## 1. Introduction

Ferrarese & Merritt (2000; FM00; Paper I) demonstrated a tight correlation between the masses of supermassive black holes (BHs) and the velocity dispersions of their host bulges, $`M_{}\sigma ^\alpha `$, $`\alpha =4.8\pm 0.5`$. The scatter in the relation was found to be consistent with that expected on the basis of measurement errors alone; in other words, the underlying correlation between $`\sigma `$ and $`M_{}`$ is essentially perfect. The relation is apparently so tight that it surpasses in predictive accuracy what can be achieved from detailed dynamical modelling of stellar kinematical data in most galaxies. As an example, FM00 showed that the BH mass estimates of Magorrian et al. (1998), derived from ground-based optical observations, lie systematically above the $`M_{}\sigma `$ relation defined by galaxies with secure BH masses, some by as much as two orders of magnitude.

The $`M_{}\sigma `$ relation of Paper I was based on central velocity dispersions $`\sigma _c`$, corrected to an effective aperture of radius $`r_e/8`$, with $`r_e`$ the half-light radius. Central velocity dispersions are easily measured and available for a large number of galaxies (Prugniel et al. 1997). An alternative form of the $`M_{}\sigma `$ relation was investigated by Gebhardt et al. (2000a; G00) who used $`\sigma _e`$ as the independent variable; $`\sigma _e`$ was defined as the spatially-averaged, rms, line-of-sight stellar velocity within the effective radius $`r_e`$. Computing $`\sigma _e`$ requires knowledge of the stellar rotation and velocity dispersion profiles at all radii within $`r_e`$, as well as information about the inclination of the rotation axis with respect to the line of sight. These data are available for a smaller number of galaxies; on the other hand, $`\sigma _e`$ might be expected to reflect the depth of the stellar potential well more accurately than $`\sigma _c`$.

The versions of the $`M_{}\sigma `$ relation derived by FM00 and by G00 differ in two important ways. The latter authors found a significantly smaller slope ($`\alpha =3.75\pm 0.3`$ vs. $`4.8\pm 0.5`$) as well as a greater vertical scatter – greater both in an absolute sense, and relative to measurement errors in $`M_{}`$. G00 estimated that approximately $`40\%`$ of the scatter in $`M_{}`$ about the mean line was intrinsic and the remainder due to measurement errors. FM00 found no evidence for an intrinsic scatter in $`M_{}`$.

The $`M_{}\sigma `$ relation is currently our best guide to BH demographics, and it is important to understand the source of these differences. That is the goal of this paper. In addition to using different measures of the velocity dispersion, FM00 and G00 analyzed different galaxy samples, and used different algorithms for fitting regression lines to the data. We find that regression algorithms that account correctly for errors in the measured variables always give a steeper slope than that found by G00. We also show that the steeper relation derived by FM00 provides a better fit to galaxies with BH masses computed by reverberation mapping.

## 2. Data

Table 1 gives the data used here. The first 12 galaxies (Sample 1) are “Sample A” from Paper I, consisting of those galaxies with published BH mass estimates that were deemed reliable – roughly speaking, galaxies in which the sphere of influence of the BH has been resolved. Five of these masses are derived from stellar kinematics and seven from gas dynamics. All of these galaxies were included in the G00 sample as well, with the exception of NGC 3115; for this galaxy, we assume $`\sigma _e=\sigma _c`$. The second part of Table 1 contains the additional 15 galaxies included by G00 (Sample 2).1 11footnotetext: The error bars plotted in Fig. 2 of G00 do not always correspond to the values listed in their Table 1 (e.g. NGC 4291 and NGC 5845). We used the tabulated values. Most of the BH mass estimates for these galaxies are based on unpublished STIS data. In addition, G00 included M31 and NGC 1068, which were excluded from Paper I on the grounds that their BH masses were deemed unreliable. We computed distances for the G00 galaxies in Table 1 in the same way as in Paper I and corrected the BH masses accordingly. We also computed aperture-corrected central dispersions $`\sigma _c`$ for the G00 galaxies.

At this point, we are already in a position to test the idea, proposed by G00, that the steeper slope of the $`M_{}\sigma _c`$ relation in Paper I is due to spuriously high values of $`\sigma _c`$ for the more nearby galaxies. This idea is rejected based on Figure 1, which shows that there is remarkably little difference on average between $`\sigma _c`$ and $`\sigma _e`$. This is presumably due to the flatness of galaxy rotation and velocity dispersion profiles, and to the fact that even $`\sigma _c`$ is measured on a large enough scale that it is essentially unaffected by the presence of the BH. The mean ratio of $`\sigma _e`$ to $`\sigma _c`$ is $`1.01`$; the correlation coefficient of $`\mathrm{log}\sigma _e`$ vs $`\mathrm{log}\sigma _c`$ is $`0.97`$.

However, we notice that $`\sigma _e`$ and $`\sigma _c`$ differ significantly for one particular galaxy, the Milky Way. G00 adopted a value of $`\sigma _e=`$ 75 km s-1for the Galaxy based on the velocity dispersion between 50 and 500 arcsec (Kent 1992; Genzel et al. 2000). They apparently neglected to account for the contribution of the rotational velocity, which in the same region is 103$`\pm `$15 km s-1(Kent 1992). More importantly, 500 arcsec corresponds to a projected radius of 20 pc at the Galactic center, more than two orders of magnitude smaller than the effective radius of the Galactic bulge ($`2.7`$ kpc; cf. Gilmore, King & van der Kruit 1990). The bulge velocity dispersion has been measured by several authors at various Galactocentric distances within 4 kpc, all giving values between 75 and 110 km s-1, with a tendency for $`\sigma `$ to increase slowly toward the center (e.g. Kent 1992; Tiede & Terndrup 1997, 1999; Minniti 1996; Côté 1999; Zhao et al. 1996). The rotational velocity in the inner 1.5 kpc is well approximated by a solid body curve with $`v6587`$ km s-1kpc-1 (e.g. Tiede & Terndrup 1997, 1999; Morrison & Harding 1993; Menzies 1990; Kinman, Feast & Lasker 1988). In view of these results, we question the choice of $`\sigma _e=75`$ km s-1for the Milky Way. FM00 adopted $`\sigma _c=100`$ km s-1; in what follows we will perform regression analyses assuming values of both 75 km s-1and 100 km s-1for $`\sigma _e`$. We will show that the slope of the $`M_{}\sigma _e`$ relation depends significantly on which value is used.

G00 assumed constant errors on log$`M_{}`$ and zero measurement errors in $`\sigma _e`$ when carrying out their least-square fits. However, ignoring measurement errors in the independent variable is well known to bias the slope downwards (e.g Jefferys 1980). Even when high signal-to-noise data are used, measurement errors on the velocity dispersions are easily at the 10% level (e.g.

van der Marel et al. 1994), and cannot be neglected. Unfortunately, the data used by G00 to compute $`\sigma _e`$ are mostly unpublished, and the authors do not give error estimates in their paper. Therefore, in the regression analyses described below we will make various assumptions about the measurements uncertainties in $`\sigma _e`$.

To understand how the different galaxy samples used by FM00 and by G00 may have affected their respective conclusions about the $`M_{}\sigma `$ relation, we analyze Sample 1 (the 12 galaxies from Paper I) and Sample 2 (the additional 15 galaxies from G00) separately. The BH masses in Sample 2 are significantly less accurate than those in Sample 1, with an rms uncertainty of $`0.28`$ dex, compared to $`0.18`$ dex for Sample 1. We also present results from the analysis of the entire set of 27 galaxies, called the “combined sample” below.

## 3. Analysis

We assume a relation of the form

$$Y_i=\alpha X_i+\beta +ϵ_i$$
(1)
between the measured variables, where $`Y`$ is $`\mathrm{log}M_{}`$ and $`X`$ is either $`\mathrm{log}\sigma _c`$ or $`\mathrm{log}\sigma _e`$. Units are solar masses for $`M_{}`$ and km s-1for $`\sigma `$. The $`ϵ_i`$ describe measurement errors as well as intrinsic scatter in the relation, if any. A large number of regression algorithms are available for recovering estimates $`\widehat{\alpha }`$ and $`\widehat{\beta }`$ of the slope and intercept and their uncertainties, given ($`X_i`$, $`Y_i`$) and their estimated errors ($`\sigma _{Xi},\sigma _{Yi}`$). These algorithms differ in the degree of generality of the model that is assumed to underly the data. The following four algorithms were used here.

Ordinary Least-Squares (OLS). All of the error is assumed to lie in the dependent variable (i.e. $`\mathrm{log}M_{}`$) and the amplitude of the error is assumed to be the same from measurement to measurement. This is the algorithm adopted by G00. We use the implementation G02CAF from the NAG subroutine library. The OLS estimator is biased if there are measurement errors

in the independent variable, or if the errors in the dependent variable vary from data point to data point (e.g. Jefferys 1980).

General Least-Squares (GLS). All of the error is still assumed to reside in the dependent variable, but the amplitude of the error may vary from point to point. Press et al. (1989) implement this model in their routine fit, which we use here.

Orthogonal Distance Regression (ODR). The underlying variables are assumed to lie exactly on a straight line, i.e. to have no intrinsic scatter, but the observed quantities are allowed to have measurement errors in both $`X`$ and $`Y`$, which may differ from point to point. This model is incorporated in the routines fitexy of Press et al. (1989) and fv of Fasano & Vio (1988). We use the former routine here; the latter was found to give essentially identical results. The ODR estimator may be biased if the true variables exhibit intrinsic scatter about the linear relation, in addition to measurement errors (e.g. Feigelson & Babu 1992).

Regression with Bivariate Errors and Intrinsic Scatter (BRS). As in ODR, the data are permitted to have measurement errors in both $`X`$ and $`Y`$ that differ from point to point. In addition, the underlying variables are allowed to have an intrinsic scatter about the regression line. We use the routine BCES($`Y|X`$) of Akritas & Bershady (1996), the same routine used in Paper I.

Tables 2 and 3 give estimates of the slope and intercept, $`\widehat{\alpha }`$ and $`\widehat{\beta }`$, and their uncertainties as computed by each of the four algorithms, using $`\sigma _c`$ and $`\sigma _e`$ as independent variables. Values in parentheses correspond to setting $`\sigma _e=100`$ km s-1for the Milky Way, as discussed above. The results are summarized below and in Figure 2.

1. Accounting for errors in one or both variables increases the slope of the relation, whether expressed in terms of $`\sigma _c`$ or $`\sigma _e`$. Ignoring measurement errors biases the slope too low, for two reasons. The BH masses in Sample 2 are significantly more uncertain than those in Sample 1 and, as a group, exhibit a shallower slope (particularly when expressed in terms of $`\sigma _c`$); routines like OLS that weight all data equally therefore underestimate the true slope. Second, ignoring measurement errors in the independent variable ($`\mathrm{log}\sigma `$) always yields spuriously low slopes (e.g. Jefferys 1980). We find that the shallowest slope for every sample is returned by OLS, the routine used by G00. All other algorithms give slopes in the range 4
<α^
<5
<4^𝛼
<54\mathrel{\mathchoice{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}}\hat{\alpha}\mathrel{\mathchoice{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}}5 for the combined sample.

2. The slope inferred for the $`M_{}\sigma _e`$ relation using ODR and BRS depends somewhat on the assumed errors in $`\sigma _e`$. Increasing the assumed error from $`5\%`$ to $`20\%`$ increases the BRS slope of the combined sample from $`3.9`$ to $`4.8`$.

3. Even when the appropriate fitting routines are used, the $`M_{}\sigma _c`$ relation tends to have a steeper slope than the $`M_{}\sigma _e`$ relation. This difference, however, is driven by one galaxy only: when $`\sigma _e`$ for the Milky Way is increased from 75 km s-1 (used by G00) to a more appropriate – in our opinion – value of 100 km s-1, both relations have a best-fit slope of $`4.5\pm 0.5`$ for the combined sample (assuming a plausible 10% - 15% error on $`\sigma _e`$).

4. Adding the galaxies of Sample 2 (from G00) has little impact on the results, as long as measurement errors are taken into account by the fitting routine and $`\sigma _e=\sigma _c=100`$ km s-1 is used for the Galaxy: the regression lines for Sample 1 (from Paper I) and for the combined sample are essentially the same. In other words, the BH masses added by G00 are too uncertain to significantly alter the fit determined by the galaxies from Sample 1 alone.

We conclude that the different slopes found by G00 and FM00 ($`3.75`$ vs $`4.8`$) are due partly to the neglect of measurement errors by the former authors, and partly to the difference between $`\sigma _e`$ and $`\sigma _c`$ for a single data point, the Milky Way. If we use the more appropriate value of $`\sigma _e=100`$ km s-1for the Milky Way, and a plausible 10% - 15% error on $`\sigma _e`$, the $`M_{}\sigma _c`$ and $`M_{}\sigma _e`$ relations have essentially the same slope, $`4.5`$. The data points added by G00, based mostly on unpublished

modelling of stellar kinematical data from STIS, appear to contain little information about the $`M_{}\sigma `$ relation that was not already contained in the more accurate masses from Paper I.

We next address the scatter in the $`M_{}\sigma `$ relation. The $`\chi ^2`$ merit function for a linear fit to data with errors in both variables is

$$\stackrel{~}{\chi }^2=\frac{1}{N2}\underset{i=1}{\overset{N}{}}\frac{\left(Y_i\widehat{\alpha }X_i\widehat{\beta }_i\right)^2}{\sigma _{Y,i}^2+\widehat{\alpha }^2\sigma _{X,i}^2}$$
(2)
(e.g. Press et al. 1989), where, in our case, $`Y=\mathrm{log}M_{}`$ and $`X=\mathrm{log}\sigma `$. A good fit has χ~2
<1
<superscript~𝜒21\tilde{\chi}^{2}\mathrel{\mathchoice{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}}1. Since measurement uncertainties $`\sigma _{X,i}`$ are not available for the $`\sigma _e`$, we computed $`\stackrel{~}{\chi }^2`$ only for the $`M_{}\sigma _c`$ relation. We are also interested in the absolute scatter in $`\mathrm{log}M_{}`$, which we define as

$$\mathrm{\Delta }_{}=\sqrt{\frac{1}{N}\underset{i=1}{\overset{N}{}}\left(Y_i\widehat{\alpha }X_i\widehat{\beta }_i\right)^2}.$$
(3)
We computed $`\stackrel{~}{\chi }^2`$ and $`\mathrm{\Delta }_{}`$ using the fits given by the BRS regression algorithm (Table 2). The results are:

$`\mathrm{Sample}1:\stackrel{~}{\chi }^2`$ $`=`$ $`0.74\mathrm{\Delta }_{}=0.26`$
$`\mathrm{Sample}2:\stackrel{~}{\chi }^2`$ $`=`$ $`1.67\mathrm{\Delta }_{}=0.35`$
$`\mathrm{Combined}\mathrm{sample}:\stackrel{~}{\chi }^2`$ $`=`$ $`1.20\mathrm{\Delta }_{}=0.34`$
The Sample 2 galaxies exhibit a larger scatter in $`\mathrm{log}M_{}`$ than the galaxies in Sample 1 ($`0.35`$ dex vs. $`0.26`$ dex), consistent with their greater measurement uncertainties (Table 1). Furthermore the 12 galaxies from Paper I define a significantly tighter correlation, as measured by $`\stackrel{~}{\chi }^2`$, than the 15 galaxies added by G00 ($`\stackrel{~}{\chi }^2=0.74`$ vs. $`\stackrel{~}{\chi }^2=1.67`$), or than the combined sample. Thus we confirm the conclusion of G00 that the scatter in their data about the best-fit linear relation exceeds that expected on the basis of measurement error alone. The large $`\stackrel{~}{\chi }^2`$ for Sample 2 may indicate that the measurement uncertainties quoted by G00 are too small.

## 4. Reverberation Mapping Masses

A long-standing discrepancy exists between BH masses determined from stellar kinematics and from reverberation mapping; the latter technique uses emission lines in active galactic nuclei (AGN) to probe the virial mass within the broad-line region (Netzer & Peterson 1997). Since there are currently no galaxies with BH masses determined independently by the two techniques, any comparison must be statistical. The standard approach (e.g. Wandel 1999) has been to compare the average BH mass at a given bulge luminosity as computed from reverberation mapping with the mass predicted by the Magorrian et al. (1998) relation; the latter is based on stellar kinematical data, mostly of low spatial resolution. The discrepancy is a factor of $`20`$ in the sense that the reverberation-mapping masses are too low (Wandel 1999). This discrepancy has most often been attributed to some unspecified, systematic error in the reverberation mapping masses (e.g. Richstone et al. 1998; Faber 1999; Ho 1999).

FM00 showed that the Magorrian et al. masses fall systematically above the $`M_{}\sigma _c`$ relation defined by galaxies with more secure BH mass estimates, some by as much as two orders of magnitude. The offset is strongly correlated with distance suggesting a systematic, resolution-dependent error in the Magorrian et al. modelling. Much or all of the discrepancy with the reverberation mapping masses might therefore be due to systematic errors in the Magorrian et al. masses, contrary to the usual assumption. Gebhardt et al. (2000b) tested this idea by plotting seven AGN BH masses against their $`M_{}\sigma _e`$ relation.2 22footnotetext: The velocity dispersions plotted by Gebhardt et al. (2000b) are labelled $`\sigma _e`$ even though they are central values. We reproduce that plot here, as Figure 3. The fit is reasonable, although the points tend to scatter below the line. We also plot in Figure 3 the steeper $`M_{}\sigma _c`$ relation derived in Paper I (given here, in Table 2, as the BRS regression fit on $`\sigma _c`$ for Sample 1). The steeper relation of Paper I is clearly a better fit.

We stress that several of the AGN data points lie at the low-mass end of the distribution where the $`M_{}\sigma `$ relation is strongly affected by uncertainties in the slope. Nevertheless, there would no longer appear to be any prima facie reason for believing that the reverberation mapping masses are systematically in error. Furthermore the scatter in these masses about the $`M_{}\sigma `$ relation appears to be comparable to that of the Sample 2 data from G00. We therefore carried out regression fits combining the reverberation mapping masses with Sample 1 and Sample 2, for a total of 34 galaxies. We assumed $`50\%`$ measurement errors in the AGN $`M_{}`$ and $`15\%`$ errors in the $`\sigma _c`$. The results (using the BRS regression routine) were:

$$\widehat{\alpha }=4.72\pm 0.36,\widehat{\beta }=2.75\pm 0.82,$$
(4)
very close to the parameters derived in Paper I using Sample 1 alone. This fit has $`\stackrel{~}{\chi }^2=1.11`$ and $`\mathrm{\Delta }_{}=0.35`$, about as good as obtained using the galaxies in Table 1.

## 5. Summary

We investigated the differences in the $`M_{}\sigma `$ relation as derived by Ferrarese & Merritt (2000) and by Gebhardt et al. (2000a). The latter authors found a shallower slope ($`3.75`$ vs. $`4.8`$) and a greater vertical scatter, larger than expected on the basis of measurement errors alone. Three possible explanations for the differences were explored: different galaxy samples; different definitions of the velocity dispersion, central ($`\sigma _c`$) vs integrated ($`\sigma _e`$); and different routines for carrying out the regression. The shallower slope of the G00 relation was found to be due partly to the use of a regression algorithm that does not account properly for measurement errors, and partly to the adoption of a value of $`\sigma _e`$ for the Milky Way which is, in our opinion, implausibly low. The greater scatter seen by G00 is due to larger uncertainties associated with the additional BH masses included by them, mostly from unpublished STIS data. When measurement uncertainties are properly accounted for, the parameters of the best-fit relation derived from the combined samples of FM00 and G00 are essentially identical to those derived from the sample of FM00 alone. The steeper relation derived by FM00 also provides a better fit to BH masses obtained from reverberation mapping. A regression fit to the combined sample of 34 galaxies, including stellar dynamical, gas dynamical, and reverberation mapping masses, yields:

$$M_{}=1.30(\pm 0.36)\times 10^8M_{}\left(\frac{\sigma _c}{200\mathrm{km}\mathrm{s}^1}\right)^{4.72(\pm 0.36)}.$$
(5)
The scientific implications of Equation (4) are discussed briefly by FM00, and extensively in Merritt & Ferrarese (2000). This relation is essentially identical to the one derived in Paper I. We suggest that there is no longer any reason to assume, as a number of authors (Richstone et al. 1998; Faber 1999; Ho 1999) have done, that the reverberation mapping masses are less accurate than masses derived from stellar kinematics (Magorrian et al. 1998).

We stress that the current sample of galaxies with reliable BH mass estimates is likely affected by severe selection biases, which are very difficult to quantify. Our results highlight the need for accurate BH masses if the $`M_{}\sigma `$ relation is to be further refined. Only a handful of galaxies observed with STIS are likely to yield mass estimates as accurate as those already available for the galaxies in Paper I. Uncertainties in the reverberation mapping masses are probably comparable to those obtained from HST data in most galaxies; however the number of galaxies with reverberation mapping masses is large ($`35`$) and growing. Furthermore, many of these galaxies are in the critical, low mass range, 106
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<superscript108subscript𝑀direct-product10^{6}\mathrel{\mathchoice{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}}M_{\bullet}\mathrel{\mathchoice{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\displaystyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\textstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}{\lower 3.6pt\vbox{\halign{$\mathsurround=0pt\scriptscriptstyle\hfil#\hfil$\cr<\crcr\sim\crcr}}}}10^{8}M_{\odot}. An aggressive campaign to measure stellar velocity dispersions in AGN might be the best route toward refining the $`M_{}\sigma `$ relation.

LF acknowledges grant NASA NAG5-8693, and DM acknowledges grants NSF AST 96-17088 and NASA NAG5-6037. We thank Brad Peterson for useful discussions.