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# Stochastic processes with finite correlation time: modeling and application to the generalized Langevin equation

## I Introduction

It is frequently assumed that a noise in stochastic equations is not correlated and the underlying stochastic process can be regarded as Markovian. This assumption is justified only if the time scales involved are large compared to the noise correlation time. On the other hand, the noise itself can result from a procedure of fast modes removal. It is well known  that in such case noise correlations, both in space and time, must arise. For some stochastic processes the noise covariance decays fast with time and it can be put in an exponential form (the coloured noise ). Frequently even longer tails of the noise covariance are observed. Algebraic covariances appear in the fluid dynamics  and linearized hydrodynamics ; they are responsible for such phenomena as noise-induced Stark broadening  and anomalous nuclear scattering in the framework of the molecular dynamics . A direct consequence of the algebraic form of the velocity autocorrelation function, falling not faster then $`1/t`$, is the infinite value of the diffusion coefficient . An anomalous diffusion process is frequently observed in disordered media where a trapping mechanism leads to algebraic distributions of waiting time. For example, some amorphous insulating materials (e.g. As2Se3) exhibit a highly dispersive transient photocurrent , just due to charge hopping between spatially disordered sites.

Stochastic dynamics driven by a noise different from the white noise obeys the generalized Langevin equation (GLE) :

$`m{\displaystyle \frac{dv(t)}{dt}}=m{\displaystyle _0^t}K(t\tau )v(\tau )𝑑\tau +F(t)`$ (1)
where $`F(t)`$ is a stochastic force and $`m`$ denotes the mass of the Brownian particle. Due to the second fluctuation-dissipation theorem (FDT) , the kernel $`K(t)`$ can be expressed in terms of the noise covariance $`C_FF(0)F(t)`$: $`K(t)=C_F/mT,`$ with the temperature $`T`$. The Eq.(1) can be handled as a usual Volterra equation . Assuming the initial condition $`v(0)=0`$, the general solution can be expressed in the form of a stochastic integral :

$$v(t)=m^1_0^tR(t\tau )F(\tau )𝑑\tau ,$$
(2)
where the Laplace transform of the resolvent $`R(t)`$ is given by the equation

$$\stackrel{~}{R}(s)=1/[s+\stackrel{~}{K}(s)].$$
(3)
From the Eq.(2), expressions for some average quantities follow. For the velocity variance, we have

$$v^2_S(t)=m^2_0^t_0^tR(t\tau )R(t\tau ^{})C_F(|\tau \tau ^{}|)𝑑\tau 𝑑\tau ^{},$$
(4)
where the average $`_S`$ is taken over an equilibrium ensemble with some stationary probability distribution. The FDT ensures that asymptotically, for large time, the system reaches the equilibrium value $`v^2_S=T/m`$ (the equipartition energy rule). For the velocity autocorrelation function, in turn, we have simply:

$$C_v(t)v(0)v(t)_S=T/mR(t).$$
(5)
The assumption about a form of noise covariance is sufficient to calculate some average quantities. In order simulate stochastic trajectories from the Eq.(2), one needs a concrete physical process which could serve as a model of the noise. For example, for the exponential covariance it could be the well-known Ornstein-Uhlenbeck process, which, due to the Doob theorem , is very important if amplitude distributions are Gaussian. A broad class of stochastic processes known as ”kangaroo processes” (KP)  is especially interesting. One can construct the KP for an arbitrary, given form of covariance. The KP is particularly well suited for problems involving algebraic, scale-invariant dependences. Long tails of constant value of the process in the step-wise structure of the KP make possible to preserve the memory about this value for a sufficiently long time to produce such slowly decaying form of the covariance. Due to that structure, the KP resembles stochastic, dispersive transport processes in disordered media, e.g. the hopping time distribution . In the framework of random walk processes, a pattern of long straight-line segments is typical for Lévy flights .

This paper deals with random noises possessing various covariances: exponential, stretched exponential and algebraic, and expresses them in terms of the KP. The most important properties of KP are summarized in Sec.II; we also derive there formulas referring to those forms of the covariance. In Sec.III we consider the application of the KP as a model of random force in the GLE. The most important results are summarized and discussed in Sec.IV.

## II The kangaroo process

The kangaroo process  is a step-wise, discontinues random function. The value of the process, $`m(t)`$, is determined at subsequent random jumping times $`t_1`$, $`t_2`$, $`\mathrm{}`$. The jumping frequency $`\nu (m)`$ depends on the value of the process itself and $`m`$ remains constant between jumps. We introduce also the interval length as a reciprocal of the frequency: $`s=1/\nu `$. Due to some physical applications, this quantity can also be called ”a free path”. The KP is a stationary Markov process and can be defined by the probability density $`p(m,t)`$ satisfying the following Fokker-Planck equation

$$\frac{}{t}p(m,t)=\nu (m)\left(p(m,t)+\frac{P_{KP}(m)}{\nu (m^{})P_{KP}(m^{})𝑑m^{}}\nu (m^{})p(m^{},t)𝑑m^{}\right)$$
(6)
where $`P_{KP}(m)`$ denotes a stationary probability distribution of $`m(t)`$. The interval length $`s`$ is also a stochastic quantity. Its probability distribution $`P(s)`$ is connected with $`P_{KP}(m)`$ by the relation $`P(s)ds=2P_{KP}(|m|)d|m|`$. We assume that $`P_{KP}(m)`$ and $`\nu (m)`$ are even functions of $`m`$. This assumption allows us to get a simple expression for the covariance of KP $`C(t)=m(t)m(0)_S`$ where the average is taken over the stationary probability distribution $`P_{KP}(m)`$:

$$C(t)=_{\mathrm{}}^+\mathrm{}m^2P_{KP}(m)\mathrm{exp}(\nu (m)|t|)𝑑m.$$
(7)
We want to derive an expression for $`\nu (m)`$ for a given covariance $`C(t)`$ and an amplitude distribution $`P_{KP}(m)`$. Let us assume that $`\nu (m)`$ is a monotonic increasing function of $`|m|`$ and $`\nu (\mathrm{})=\mathrm{}`$. Then we can change the integration variable in Eq.(7) and obtain the Laplace integral

$$C(t)=2_{\nu (0)}^+\mathrm{}m^2P_{KP}(m)\frac{dm}{d\nu }\mathrm{exp}(\nu |t|)𝑑\nu .$$
(8)
Therefore $`\nu (m)`$ is a solution of the following differential equation

$$\frac{d\nu }{dm}=2m^2P_{KP}(m)/\stackrel{~}{C}(\nu )$$
(9)
where $`\stackrel{~}{C}(\nu )`$ denotes the inverted Laplace transform of $`C(t)`$.

Solution of the Eq.(9) allows us, in principle, to generate a stochastic time series of the process with a given, quite arbitrary covariance and with an arbitrary distribution $`P_{KP}(m)`$.

### A Exponential covariance

The KP for the exponential covariance

$$C(t)=\nu _0\mathrm{exp}(\nu _0t),$$
(10)
where $`\nu _0=`$const is a reciprocal of the correlation time, is called the Kubo-Anderson process . The jumping times are uniformly distributed in the interval $`(\mathrm{},\mathrm{})`$ with a $`m`$-independent density $`\nu _0`$, according to the Poissonian distribution. Therefore the intervals of constant $`m`$ are distributed exponentially: $`P(s)=\nu _0\mathrm{exp}(\nu _0s)`$. The value of the process $`m(t)`$ may be chosen according to an arbitrary distribution $`P_{KP}(m)`$. In that sense, the distributions of $`m`$ and $`s`$ are independent of each other. That property holds only for the Kubo-Anderson process; for a general KP $`m`$ and $`s`$ are interdependent. The Fokker-Planck equation (6) takes a simpler form for the Kubo-Anderson process:

$$\frac{}{t}p(m,t)=\nu _0\left(p(m,t)+P_{KP}(m)p(m^{},t)𝑑m^{}\right).$$
(11)
Some forms of $`P_{KP}(m)`$ are distinguished. The simplest choice is $`P_{KP}(m)\delta (m\nu _0)+\delta (m+\nu _0)`$ and corresponds to the dichotomous noise (the random telegraph process) . Due to the central limit theorem, the Gaussian distribution of $`P_{KP}(m)`$ is of special importance. The Kubo-Anderson process with that distribution resembles the Ornstein-Uhlenbeck process. However, both processes are not identical ; the Fokker-Planck equation for the Ornstein-Uhlenbeck process, $`\frac{}{t}p(m,t)=\nu _0\frac{}{m}\left(m+D\nu _0\frac{}{m}\right)p(m,t)`$, differs from the Eq.(11).

### B Stretched exponential covariance

The exponential distribution of interval lengths $`P(s)`$, a distinctive feature of the Kubo-Anderson process, can also characterize stochastic processes with the covariance form other than exponential. Let us consider the covariance possessing the shape known as the ”stretched exponential”. This function is the following:

$$C(t)=\mathrm{exp}(\alpha t^\gamma )$$
(12)
where $`\alpha =`$const and $`0<\gamma <1`$. In the present study we assume $`\gamma =1/2`$. The stretched exponential function describes relaxation phenomena in random systems  and can be attributed to a dispersive transport of mobile defects in the glass . The dispersive transport is characterized by the infinite average time between subsequent hops. Moreover, the velocity autocorrelation function of a particle inside the Sinai billiard with the finite horizon is also given by the Eq.(12) .

We want to find expressions, useful in practical applications, allowing us to generate time series possessing the required covariance. The inverted Laplace transform of (12) reads

$$\stackrel{~}{C}(\nu )=\frac{1}{2}\frac{\alpha }{\sqrt{\pi }}\nu ^{3/2}\mathrm{exp}(\alpha ^2/(4\nu )).$$
(13)
In order to simplify the differential equation (9), we take the amplitude distribution in the form

$$P_{KP}(m)=\frac{2}{\pi }|m|^5\mathrm{exp}(\pi ^1m^4),$$
(14)
where $`m(\mathrm{},\mathrm{})`$. The distribution possesses maxima at $`m=m_{max}=\pm [4/(5\pi )]^{1/4}`$ and it is very small near $`m=0`$. Inserting Eq.(13) and Eq.(14) into the Eq.(9), we get the differential equation for $`\nu (m)`$ in the form

$$\frac{d\nu }{dm}=8/(\sqrt{\pi }\alpha )m^3\nu ^{3/2}\mathrm{exp}[\frac{\alpha ^2}{4}(\nu ^14/(\alpha ^2\pi m^4))].$$
(15)
One can easily check that Eq.(15) is satisfied by the function

$$\nu (m)=1/s=(\pi \alpha ^2/4)m^4$$
(16)
and the interval lengths distribution is indeed exponential:

$$P(s)=\frac{\alpha ^2}{4}\mathrm{exp}(\frac{\alpha ^2}{4}s).$$
(17)
The direct relation between $`s`$ and $`m`$ follows from the Eq.(16). From that equation we conclude that $`s(0,\mathrm{})`$ and long intervals correspond to the values of $`m`$ close to zero; such events are extremely rare. Technically, a time series $`m(t)`$ can be constructed by sampling subsequent intervals $`s`$ from the distribution $`P(s)`$. Then corresponding process values are evaluated by means of the Eq.(16), taking into account, in addition, that both signs of $`m`$ are equally probable.

### C Algebraic covariance

Let us now consider the KP possessing the power-law covariance that we express in the following form

$$C(t)=\mathrm{\Gamma }(\gamma )t^\gamma (\gamma >0).$$
(18)
The jumping frequency $`\nu (m)`$ one can derive from Eq.(9), similarly as for the stretched exponential case:

$$\nu (m)=\left[2\gamma _0^{|m|}m^2P_{KP}(m^{})𝑑m^{}\right]^{1/\gamma }.$$
(19)
We assume the amplitude distribution in the algebraic form: $`P_{KP}(m)m^\alpha (\alpha =\text{const})`$, modified in order to satisfy the normalization condition $`2_0^{\mathrm{}}P_{KP}(m)𝑑m=1`$. Generally, two different forms of $`P_{KP}(m)`$ are possible.

In the first case we cut off the large values of $`|m|`$:

$`P_{KP}(m)=\{\begin{array}{cc}\frac{1\alpha }{2a}(|m|/a)^\alpha \hfill & |m|a\hfill \\ 0\hfill & |m|>a\hfill \end{array}`$ (20)
where $`a=`$const is an additional parameter. Due to the condition $`\nu (\mathrm{})=\mathrm{}`$, $`a`$ must be a large number; finiteness of $`a`$ results in a deviation of the covariance from the assumed form (18) near $`t=0`$ and in removal of the singularity. Moreover, the normalization condition implies $`\alpha <1`$. Inserting $`P_{KP}(m)`$ to the Eq.(19) gives us the expression for the relation between $`m`$ and $`s`$:

$$s=\frac{1}{\nu }=(\gamma \alpha ^{})^{1/\gamma }a^{(1\alpha )/\gamma }|m|^{(3\alpha )/\gamma }\theta (sϵ)$$
(21)
where we have introduced a constant $`\alpha ^{}=(1\alpha )/(3\alpha )`$. Finiteness of the parameter $`a`$ imposes a restriction on the lower bound of the interval length $`ϵ`$: $`s(ϵ,\mathrm{})`$. The smallest interval length $`ϵ`$ is related to that parameter by: $`ϵ=(\alpha ^{}\gamma )^{1/\gamma }a^{2/\gamma }`$. The probability distribution of interval lengths takes the algebraic form

$$P(s)=(\gamma \alpha ^{})^{1\alpha ^{}}a^{2\alpha ^{}}s^{\gamma \alpha ^{}1}.$$
(22)
From the Eq.(22) some restrictions on possible asymptotic behaviour of $`P(s)`$ follow. The slowest decay rate for large $`s`$ occurs for $`\alpha `$ close to 1: $`P(s)s^1`$. On the other hand, the distribution $`P(s)`$ falls the most rapidly, as $`s^{\gamma 1}`$, for $`\alpha \mathrm{}`$.

The other possibility is to cut off the distribution $`P_{KP}(m)`$ near $`m=0`$:

$`P_{KP}(m)=\{\begin{array}{cc}0\hfill & |m|<a\hfill \\ \frac{\alpha 1}{2a}(|m|/a)^\alpha \hfill & |m|a\hfill \end{array}`$ (23)
where $`\alpha >1`$. One can show that the minimal interval length is finite (non-zero) if $`\alpha >3`$. The interval lengths distribution can be obtained similarly as for the case (20). The result is slightly more complicated:

$$P(s)=\left(\frac{3\alpha }{\gamma (\alpha 1)}a^{1\alpha }s^\gamma +a^{3\alpha }\right)^{2/(3\alpha )}s^{\gamma 1}.$$
(24)
Asymptotically the distribution approaches $`s^{\gamma 1}`$, independently of $`\alpha `$.

## III Application to the GLE

We will now consider the Eq.(1) for which the random force $`F(t)`$ is modeled by means of a concrete stochastic process, possessing a given covariance, and simulate stochastic trajectories of the Brownian particle by means of a Monte Carlo method. Therefore, two equations are to be solved simultaneously: the original GLE and the second one, describing an adjoined process, in the form of some KP. Accordingly, in the following we assume $`F(t)=m(t)`$. A similar approach used to be applied  to deal with stochastic equations driven by the coloured noise; the adjoined process constitutes in that case the Ornstein-Uhlenbeck process. Independently of those methods, which model the noise as a stochastic, random process, one can introduce some deterministic system possessing a required autocorrelation function. Value of the noise at a given time is then determined by the evolution of dynamical equations of motion. In this way Shimizu  solved both ordinary Langevin equation and GLE, representing the noise by a chaotic map. Similarly, the Sinai billiard has been used to model a noise with long-time covariance in the Langevin equation . Certainly, the first two moments do not determine the noise uniquely and the choice of a model involves additional assumptions, especially for non-Gaussian and not exponentially correlated processes. The form of the noise must be decided according to physical requirements of a concrete application. Nevertheless, some important quantities, like the autocorrelation function of the Brownian particle velocity (5), apparently depend only on the noise covariance.

However, for some stochastic processes description of those quantities provided by the equations collected in the Introduction does not agree with the simulation results. Solving the GLE to obtain the Brownian particle velocity requires the value of the noise $`F(t)`$, determined by the adjoined process, at a given time. It has been demonstrated recently  that this requirement modifies probability distributions – the adjoined process looks differently when inserted into the equation. Consequences of that change for the Monte Carlo simulation results may be important. In particular, one can expect a violation of the FDT which manifests itself in an improper asymptotic behaviour of the velocity variance $`v^2(t)_S`$. Determining of that quantity can indicate whether the expected equilibrium state is reached and the equipartition energy rule holds.

The Brownian particle velocity is to be determined from the stochastic integral (2) in which step-wise, constant values of $`F(t)`$, $`F_k`$, follow from the length of subsequent time intervals $`s_k`$:

$$v(t)=m^1\left[\underset{k=1}{\overset{n}{}}F_k_{t_{k1}}^{t_k}R(t\tau )𝑑\tau +F_{n+1}_{t_n}^tR(t\tau )𝑑\tau \right],$$
(25)
where $`t_kt_{k1}=s_k`$ and $`t_0=0`$. Sampling of intervals $`s_k`$ continues as long as the time $`t`$ is reached: $`_1^ns_k<t`$ and $`_1^{n+1}s_kt`$, where $`n`$ is an arbitrary integer. The interval length distribution $`P(s)`$ is a natural quantity of interest. The last, $`n+1`$, interval corresponds to the time $`t`$ . It is clear that the distribution of lengths of that interval, the ”effective” interval distribution $`\widehat{P}(s,t)`$, cannot be identical with $`P(s)`$; a simple consideration reveals e.g. the enhanced probability of choosing longer intervals. Generally, that modified distribution can depend on $`t`$. One can express it in terms of the cumulative distribution function $`\mathrm{\Phi }(s,t)`$ :

$$\widehat{P}(s,t)=\frac{}{s}\mathrm{\Phi }(s,t),$$
(26)
where

$`\mathrm{\Phi }(s,t)=\{\begin{array}{cc}_{ts}^tS(x)𝑑x_{tx}^sP(\xi )𝑑\xi \hfill & \text{for }0st\hfill \\ _0^tS(x)𝑑x_{tx}^sP(\xi )𝑑\xi +_t^sP(\xi )𝑑\xi \hfill & \text{for }s>t.\hfill \end{array}`$ (27)
The form of auxiliary function $`S(x)`$ follows from the normalization condition

$$_0^tS(x)𝑑x_{tx}^{\mathrm{}}P(\xi )𝑑\xi +_t^{\mathrm{}}P(\xi )𝑑\xi =1.$$
(28)
For the Kubo-Anderson process, the modification of the interval distribution $`P(s)`$, exponential in that case, is of minor importance because $`P_{KP}(F)`$ is independent of $`P(s)`$ and the interval lengths do not influence process values. Consequently, results of the simulations agree with general predictions implied by the FDT. Other forms of noise covariance require taking into account the modified distribution $`\widehat{P}(s,t)`$. The case of stretched exponential covariance provides a simple but non-trivial example. It involves also the Poissonian distribution of jumping times.

### A Stretched exponential noise covariance

We assume the noise covariance in the following form:

$$C_F(t)=2mT/\alpha ^2\mathrm{exp}(\alpha \sqrt{t}).$$
(29)
The Eqs.(2) and (25) express the solution of GLE in terms of the resolvent $`R(t)`$. The Laplace transform of that function, $`\stackrel{~}{R}(s)`$, is given by the Eq.(3) and kernel has the form:

$$\stackrel{~}{K}(s)=\frac{\alpha ^2}{2}\left(\frac{1}{s}\frac{\sqrt{\pi }\alpha }{2s\sqrt{s}}\mathrm{exp}(\alpha ^2/(4s))(1\text{erf}(\frac{\alpha }{2\sqrt{s}}))\right)$$
(30)
where erf$`(x)`$ denotes the error function. To obtain the resolvent $`R(t)`$ we need to evaluate the inverse Laplace transform from $`\stackrel{~}{R}(s)`$: $`R(t)=1/2\pi i_{i\mathrm{}+\sigma }^{+i\mathrm{}+\sigma }\stackrel{~}{R}(z)\text{e}^{tz}𝑑z`$. The integrand possesses two conjugate simple poles and a cut along the negative real axis. Evaluation of the contour integral produces the following result

$$R(t)=\text{e}^{at}(c_1\mathrm{sin}bt+c_2\mathrm{cos}bt)\frac{4}{\sqrt{\pi }}_0^{\mathrm{}}\frac{x^2\mathrm{exp}[x^2\alpha ^2t/(4x^2)]dx}{[(2x^2+\alpha ^2/(4x^2))\mathrm{exp}(x^2)2\sqrt{\pi }x^3\text{erfi}(x)]^2+4\pi x^6};$$
(31)
the imaginary error function erfi $`(x)i`$ erf $`(ix)`$ can easily be calculated by the following expansion:

$`\text{erfi}(x)={\displaystyle \frac{2}{\sqrt{\pi }}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{x^{2n+1}}{n!(2n+1)}}.`$ (32)
The constants $`a`$ and $`b`$ denote the real and imaginary parts of the pole of $`\stackrel{~}{R}(z)`$, respectively: $`z_0=a|b|i`$; they have to be evaluated numerically. $`c_1`$ and $`c_2`$ can be found by the standard residues analysis. For $`\alpha =1`$ the constants are the following: $`a=0.207094`$, $`b=0.440963`$, $`c_1=0.127752`$, and $`c_2=0.593952`$ . Fig.1 presents the function $`R(t)`$ for $`\alpha =1`$ and $`\alpha =2`$.

We wish to perform the Monte Carlo simulation using the noise defined by the process (14). According to (17), the interval distribution is exponential: $`P(s)=\beta \mathrm{exp}(\beta s)`$, where $`\beta =\alpha ^2/4`$. We expect that taking into account of the modified form of the distribution may be important for the simulation results because $`m`$ and $`s`$ are connected. That distribution can easily be found in this case. From the Eq.(28) we obtain $`S(x)=\beta `$; finally we get:

$`\widehat{P}(s,t)=\{\begin{array}{cc}\beta ^2s\mathrm{exp}(\beta s)\hfill & \text{for }0st\hfill \\ \beta (1+\beta t)\mathrm{exp}(\beta s)\hfill & \text{for }s>t.\hfill \end{array}`$ (33)
The function (33) is presented in Fig.2. The distribution is discontinues. It depends on $`t`$ but this dependence dwindles exponentially with time; the left-hand branch ($`st`$) is time-independent. Therefore, asymptotically the process becomes stationary. Nevertheless, $`\widehat{P}(s,t)`$ possesses the mean value twice of that for $`P(s)`$  and simulation results must reflect that. Indeed, the velocity variance obtained from the Eq.(25), shown in Fig.3, stabilizes at a lower value then that predicted by the equipartition energy rule ($`T/m`$). It is so because long intervals correspond to small values of the noise amplitude, according to the Eq.(16). For short times, in turn, the result of the simulation agrees with the general prediction (4), also shown in the Fig.3, because then the branch $`s>t`$ dominates the distribution (33) and the dependence on $`t`$ is weak.

It is possible to construct some KP which does not change when inserted into the GLE and which produces the equilibrium state in agreement with the FDT. For that purpose we single out some subset of kangaroo processes, a restricted KP (RKP), defined in the following way. We choose subsequent intervals $`s_k`$ in the step-wise evolution of KP, according to the distribution $`P(s)`$, and assume that $`t`$ corresponds to $`n+1`$ interval, i.e. $`S_ns_1+s_2+\mathrm{}+s_n<t`$ and $`S_{n+1}>t`$. Let $`S_tS_{n+1}t>0`$. We call some KP ”restricted” if $`S_td`$ for a given $`d`$; $`n`$ is an arbitrary integer: $`n(0,\mathrm{})`$. The probability distribution of the last interval lengths we denote by $`P^{}(s,t;d)`$. Obviously, $`P^{}(s,t;\mathrm{})=\widehat{P}(s,t)`$. On the other hand, in the limit $`d0`$ the last interval lengths obey the original, time-independent distribution $`P(s)`$ but only for $`st`$ because longer intervals are excluded by construction. Therefore the distribution $`P(s)`$ can be recovered at large times if those intervals are negligible. We get then the following theorem: If the probability that intervals in a sequence $`s_k`$ are larger than $`t`$ asymptotically vanishes, then

$$\underset{t\mathrm{}}{lim}\underset{d0}{lim}P^{}(s,t;d)=P(s).$$
(34)
For the distribution (33) the required probability vanishes with time and the theorem can be applied. In practice it can be done easily by choosing some small $`d`$ and sampling intervals from the distribution $`P(s)`$, in the same way as before, as long as the time $`t`$ is reached. Then all sequences of intervals for which $`S_t>d`$ are rejected. Fig.3 presents the result of such calculation for $`d=0.01`$. At short times, the velocity variance differs substantially from the other results shown in the Figure because the branch $`s>t`$ is then essential but asymptotically it approaches the value $`T/m`$, in accordance with the equipartition energy rule.

### B Algebraic noise covariance

Finally, we consider a power-law form of the covariance:

$$C_F(t)t^\gamma (0<\gamma <3).$$
(35)
The KP we apply to model the noise is defined by Eq.(20); we implement the simplest case $`\alpha =0`$. Then the amplitude distribution is a constant (except very large $`|F|`$): $`P_{KP}(F)=\sqrt{\gamma ϵ^\gamma /3}/2`$ where $`ϵ`$ is the smallest interval length. The interval distribution follows from Eq.(22):

$$P(s)=\frac{\gamma }{3}ϵ^{\gamma /3}s^{1\gamma /3}\theta (sϵ).$$
(36)
The resolvent $`R(t)`$ for the noise with covariance (35) can be evaluated by means of similar methods as for the stretched exponential covariance. Results can be found in Ref. for $`\gamma =3/2`$ and in Refs. for $`\gamma =1`$. Now we want to calculate the modified distribution $`\widehat{P}(s,t)`$. First, we have to solve the Eq.(28) which assumes the form of Abel’s integral equation

$$_0^tS(x)(tx)^{\gamma /3}𝑑x+t^{\gamma /3}=ϵ^{\gamma /3}.$$
(37)
The solution reads

$$S(x)=\frac{ϵ^{\gamma /3}}{\mathrm{\Gamma }(1\gamma /3)\mathrm{\Gamma }(\gamma /3)}x^{\gamma /31}\delta (x).$$
(38)
After evaluation integrals, we obtain from Eqs.(26) and (27) the expression for the required distribution:

$`\widehat{P}(s,t)=\{\begin{array}{cc}{\displaystyle \frac{s^{\gamma /31}}{\mathrm{\Gamma }(1\gamma /3)\mathrm{\Gamma }(\gamma /3)}}\left[t^{\gamma /3}(ts)^{\gamma /3}\right]\hfill & \text{for }ϵst\hfill \\ & \\ \left[{\displaystyle \frac{t^{\gamma /3}}{\mathrm{\Gamma }(1\gamma /3)\mathrm{\Gamma }(\gamma /3)}}+{\displaystyle \frac{\gamma ϵ^{\gamma /3}}{3}}\right]s^{\gamma /31}\hfill & \text{for }s>t.\hfill \end{array}`$ (39)
The distribution $`\widehat{P}(s,t)`$ for $`\gamma =1`$ is presented in Fig.4. The picture is markedly different from that obtained for the exponential case (Fig.2); the right branch, corresponding to the intervals $`s>t`$, does not vanish with time but gets larger comparing to the left branch. The entire distribution shifts with time towards large intervals because the average interval length is infinite.

Therefore the effective distribution $`\widehat{P}(s,t)`$ differs substantially from the $`P(s)`$, and the stochastic process generated by it must possess different properties. First, let us recalculate the covariance that, in general, can depend on an initial time $`t_0`$: $`\widehat{C}(t,t_0)=F(t_0)F(t_0+t)_S`$, where the process $`F(t)`$ is to be determined by the simulation. Technically that means that for a given $`t_0`$, one produces a sequence of intervals to reach the time $`t_0+t`$. Then one evaluates corresponding values of the process $`F(t)`$ using Eq.(21). Then the process is governed by the distribution $`\widehat{P}(s,t)`$. The expression for the covariance follows from the Eq.(7):

$$\widehat{C}(t,t_0)=_ϵ^{\mathrm{}}s^{2\gamma /3}\mathrm{exp}(t/s)\widehat{P}(s,t_0)𝑑s.$$
(40)
Evaluation of the integral gives the following result:

$`\widehat{C}(t,t_0)={\displaystyle \frac{3ϵ^{\gamma /3}\gamma ^{1/3}}{\mathrm{\Gamma }(1\gamma /3)\mathrm{\Gamma }(\gamma /3)}}[t_0^{\gamma /3}t^\gamma \overline{\gamma }(\gamma ,t/ϵ)`$ (41)
$`t_0^{1/2\gamma /6}t^{(1\gamma )/2}\mathrm{exp}(t/2t_0)\mathrm{\Gamma }(1+\gamma /3)W_{\gamma /61/2,\gamma /2}(t/t_0)],`$ (43)
where $`\overline{\gamma }(a,x)`$ denotes the incomplete gamma function and $`W_{\alpha ,\beta }(x)`$ stands for the Whittaker function . Certainly, the above result is different from our starting covariance (35); the most striking feature of the function $`\widehat{C}(t,t_0)`$ is the dependence on $`t_0`$ which does not diminish with $`t`$. The variance of the process, $`\widehat{\sigma }^2(t_0)`$, can be found by inserting $`t=0`$ into the Eq.(41). Let us consider two examples. The case $`\gamma =1`$ has been discussed in Ref.; the final expression for the variance is the following:

$$\widehat{\sigma }^2(t_0)=\frac{ϵ^{1/3}}{\mathrm{\Gamma }(1/3)\mathrm{\Gamma }(2/3)}\left[3\mathrm{ln}3/2+\pi \sqrt{3}/6+\mathrm{ln}(t_0/ϵ)\right]t_0^{2/3}(t_0ϵ).$$
(44)
Algebraically correlated stochastic processes for $`\gamma =3/2`$ are especially important. They have been extensively studied in connection with the Brownian motion in a viscous fluid . In this case the variance of the process reads

$$\widehat{\sigma }^2(t_0)=(\frac{2}{3})^{1/3}\left(\frac{2}{\pi ϵ}t_0^{1/2}+t_0^{3/2}\right).$$
(45)
Therefore, in contrast to the original variance (calculated with the distribution $`P(s)`$) $`\sigma ^2=\gamma ^1ϵ^\gamma `$, the effective variance $`\widehat{\sigma }^2`$ is time-dependent and tends to zero. That behaviour is a direct consequence of nonstationarity, i.e. of the time-dependence of the distribution $`\widehat{P}(s,t)`$. The decline of $`\widehat{\sigma }^2(t_0)`$ means that the effective temperature of the system drops to zero when we insert the process into the stochastic integral (25) as a model of the noise. Consequently, the Brownian particle velocity variance also must dwindle with time. Indeed, a direct Monte Carlo simulation confirms this conclusion, as it has been demonstrated in Ref. for $`\gamma =1`$.

The RKP can be constructed also for algebraic correlations. However, the theorem (34) cannot be applied because of the strong time-dependence of the distribution $`\widehat{P}(s,t)`$. The probability that the interval length is larger then $`t`$ does not decline with time: $`\widehat{P}(s>t,t)=_t^{\mathrm{}}\widehat{P}(s,t)𝑑s=3/[\gamma \mathrm{\Gamma }(1\gamma /3)\mathrm{\Gamma }(\gamma /3)]=`$const.

## IV Summary and discussion

The kangaroo processes represent a broad class of random functions characterized by various forms of the covariance. Therefore, they provide an opportunity to model physical stochastic processes possessing an arbitrary covariance and, in addition, a quite general amplitude distribution. The KP is step-wise – the value of the process changes according to some jumping frequency which, in turn, depends on that value. Some physical phenomena exhibit a similar, step-wise behaviour and the KP is a natural process to model them. An important quantity is the distribution of intervals of constant process value $`P(s)`$, uniquely connected to the amplitude distribution. In this paper, we have discussed two forms of that distribution: the exponential and the algebraic ones. We have demonstrated how one can generate algebraically correlated processes using the KP with some algebraic $`P(s)`$. The exponential form, in turn, is suitable to represent both exponential and stretched exponential correlations.

The GLE has been solved using KP as a model of the noise. The problem has been considered as a juxtaposition of two random processes: of velocity of the Brownian particle, described by the GLE, and of the adjoined KP. In the framework of that approach, the force $`F(t)`$ in the stochastic integral (2) is determined by looking for a value of the KP, independently evolved, at a given time. Such procedure changes probability distributions of the KP and Monte Carlo simulated solutions of the GLE are not in agreement with results predicted by general analysis, founded on the FDT. Results obtained from effective probability distributions, among which the interval distribution $`\widehat{P}(s,t)`$ is the most important, does not correspond to the equilibrium state consistent with the equipartition energy rule. For algebraically correlated processes, even nonstationarity effects emerge. Are those results involving effective distributions a necessary consequence of modeling of the noise by means of adjoined random process in the form of KP? If the stochastic force we want to insert into the stochastic integral (2) represents some independent physical process, the modified probability distribution (26) has to be taken into account. In such case we must expect an apparent violation of the FDT, despite proper definition of the kernel. Reversely, any information about properties of the noise, extracted from GLE solutions, always refers to the effective appearance of that process in the GLE.

On the other hand, for some cases there is a possibility to construct the model in such a way to avoid any modification of the distributions and to preserve consistency with the FDT. For that purpose, one can use some specific version of the ordinary KP – the RKP. The idea is very simple: if some interval in the step-wise evolution of the KP ends exactly at a point corresponding to the required time, nothing has to be modified. We can imagine the KP as a ”clock” with a variable frequency given by the distribution $`P(s)`$. In that picture, applying of the RKP with $`d=0`$ means a synchronization of that clock in respect to the physical time in the GLE. An important limitation of the synchronization procedure consists in the fact that interval lengths of the RKP are always finite, not larger than the time $`t`$, and $`P(s)`$ usually possesses infinite tails. If, however, those tails decline sufficiently fast, intervals larger then $`t`$ become negligible. It has been demonstrated that the exponential interval distribution possesses this property and a Monte Carlo algorithm utilizing the RKP can easily be constructed – simulation results indeed correspond to the equilibrium state predicted by the FDT. The KP in this form is especially suitable for physical applications. We note, however, that the RKP with $`d=0`$ is not completely independent of the GLE: the synchronization introduces a coupling. The case of stretched exponential covariance is only the simplest non-trivial example of application of KP with the Poissonian interval lengths distribution. A straightforward generalization, allowing for the other power-law dependences $`m(s)`$, produces KP’s with covariances given by the Bessel functions K$`{}_{\nu }{}^{}(\sqrt{t})`$.

One cannot expect that every shape of the covariance function may be modeled by some sufficiently steep form of $`P(s)`$ and, therefore, the RKP is always a proper tool. Processes possessing covariances with long tails are characterized by long intervals (long free paths). Indeed, in Sec.II we have indicated a strong limitation of admissible shapes of $`P(s)`$. The algebraic tails of $`P(s)`$ are essential and very long intervals given by the effective distribution $`\widehat{P}(s,t)`$ are not negligible for large times; the distribution itself remains time-dependent. For that reason, the RKP which consist in cut off of long intervals, cannot work as a model of algebraic covariances. In the other words: due to divergence of moments of both distributions, $`P(s)`$ and $`\widehat{P}(s,t)`$, the branch corresponding to the intervals $`s>t`$ is important for large $`t`$ and the synchronization cannot be achieved.

Necessity of taking into account the modified form of probability distributions is not restricted to the GLE but relates to any stochastic equation, e.g. the ordinary Langevin equation, if the random force is modeled by the adjoined KP. Monte Carlo simulations can be useful for some generalizations of the diffusion equation, in particular for the Burgers equation . That nonlinear equation, possessing a broad spectrum of applications in the fluid dynamics, is characterized by long range noise correlations both in space and time . Also that noise can possibly be modeled by the KP.

Acknowledgements

The work was partly supported by KBN Grant No. 2 P03 B 07218.

Figure captions

FIG. 1. The resolvent $`R(t)`$ (31) for the stretched exponential shape of noise covariance as a function of time.

FIG. 2. The time evolution of the effective interval distribution $`\widehat{P}(s,t)`$ (33) corresponding to the exponential form of the original distribution $`P(s)`$ with $`\beta =1`$.

FIG. 3. The velocity variance obtained from the Monte Carlo simulation of GLE solutions (25) for stretched exponential form of noise covariance. The noise has been modeled by the KP (solid line) and the RKP with $`d=0.01`$, using theorem (34) (dashed line). 1000 trajectories have been calculated for either case. The variance calculated from Eq.(4) is also presented (dots). The temperature $`T=1`$, the particle mass $`m=1`$, and the parameter $`\alpha =1`$.

FIG. 4. The time evolution of the effective interval distribution $`\widehat{P}(s,t)`$ (39) corresponding to the original distribution $`P(s)`$ in the form (36) with $`\gamma =1`$. The minimal interval length $`ϵ=0.01`$.


text:
# References

Relating Friedmann equation to Cardy formula in universes with cosmological constant

Bin Wanga,b,111e-mail:binwang@fma.if.usp.br, Elcio Abdallaa,222e-mail:eabdalla@fma.if.usp.br and Ru-Keng Suc,333e-mail:rksu@fudan.ac.cn

a Instituto De Fisica, Universidade De Sao Paulo, C.P.66.318, CEP 05315-970,

Sao Paulo, Brazil

b Department of Physics, Shanghai Teachers’ University, P. R. China

c CCAST (World Lab), P.O.Box 8730, Beijing, P. R. China

and Department of Physics, Fudan University, Shanghai 200433, P. R. China

## Abstract

A relation between the Friedmann equation and the Cardy formula has been found for de Sitter closed and Anti de Sitter flat universes. For the remaining (Anti) de Sitter universes the arguments fail, and we speculate whether the general philosophy of holography can be satisfied in such contents.

PACS number(s): 04.70.Dy, 98.80.Cq

Twenty years ago, Bekenstein argued that for any isolated physical system of energy $`E`$ and size $`R`$, the usual thermodynamic entropy is bounded by $`SS_B=2\pi RE`$ . By choosing $`R`$ to be the particle horizon, he gave a prescription for a cosmological extension of the bound . In view of the example of black hole entropy, an influential holographic principle was put forward recently, which suggests that the maximal entropy is bounded by the area of the spacelike surface enclosing a certain region of space . For systems of limited gravity, Bekenstein’s bound implies the holographic bound. The extension of the holographic bound to cosmological settings was first addressed by Fischler and Susskind (FS). They have shown that for flat and open Friedmann-Lemaitre-Robertson-Walker(FLRW) universes the area of the particle horizon should bound the entropy on the backward-looking light cone. However violation of FS bound was found for closed FLRW universes. Various different modifications of the FS version of the holographic principle have been raised subsequently \[5-11\]. In addition to the study of holography in homogeneous cosmologies, attempts to generalize the holographic entropy bound to a generic realistic inhomogeneous cosmological setting were carried out in .

Despite different versions of the holographic entropy bounds constructed in cosmology, the microscopic understanding of these entropy bounds is still lacking. Light on this problem was first shedded in  by showing that in the FLRW flat universe the horizon area can be calculated by state counting. The problem was also discussed in an interesting recent paper by Verlinde . He revealed that when a universe-size black hole can be formed, the holographic entropy bound is satisfied and there appears a deep and fundamental connection between the holographic principle, the entropy formula for the conformal field theory (CFT) and the Friedmann equations for a radiation dominated closed universe. This finding is remarkable because it not only relates the entropy bound to the Cardy formula showing the statistical meaning of the bound, but also relates the Friedmann equation describing the bulk to the Cardy formula on the boundary and unifies the Bekenstein bound  and Hubble bound  in a cosmological context. The implicit quantum corrections to Cardy formula has also been given in . Verlinde’s generalization of Cardy formula was subsequently challenged by weak-coupling, high temperature CFT calculations . Extending the causal entropy bound (CEB) to arbitrary dimensions and checking it against CFT calculations, Brustein et al  claimed that CEB can pass the CFT test and evade the criticism in . They also argued that for a large class of models including high temperature weakly and strongly coupled CFTs with AdS duals, CEB is equivalently to a purely holographic entropy bound proposed in . A very recent study showed that even for free CFTs in dimensions $`D=4,6`$, there are specific cases where Cardy formula can still hold , which supports Verlinde’s result.

It is of interest to generalize Verlinde’s discussion to a broader class of universes including a cosmological constant and investigate whether his result is universally true. We will suppose that a de Sitter or an Anti-de Sitter (AdS) universe is occupied by a universe-size black hole. For the AdS universe occupied by a black hole of the universe size, according to the AdS/CFT duality conjecture , the system is associated to a strongly coupled CFT residing on the conformal boundary. For the de Sitter spacetime, the close relation between entropy associated with cosmological de Sitter horizon and CFT has been revealed . Recent studies proved that de Sitter spacetime can be embedded in the AdS spacetime and presented the nature of strongly coupled CFT in de Sitter specetime as well . In this paper we will try to build up the relation between the Friedmann equation and entropy bounds and present an intriguing resemblance of Cardy formula in de Sitter and AdS universes.

A. De Sitter universes.

First we will consider universes with a positive cosmological constant. The Friedmann equation is given by

$$H^2=\frac{8\pi G}{3}\frac{E}{V}+\frac{\mathrm{\Lambda }}{3}\frac{k}{R^2}$$
(1)
where $`H=\dot{R}/R`$ is the Hubble parameter, $`E/V`$ represents the energy density, $`\mathrm{\Lambda }`$ the cosmological constant. $`k=1,1`$ or $`0`$ corresponds to closed, open or flat cosmological models, respectively. We will concentrate our attention on the closed model in the following, which expands at first until it reaches a maximal radius, and subsequently recollapses. Gravity with a cosmological constant has been studied since long time (see ). The general situation, concerning stability and general properties of theory is such that they cannot be excluded (see introduction of ). Anywhere inside the event horizon, de Sitter space is stable.

In , we have shown from a Geroch process that the Bekenstein bound does not change the form if the background spacetime has a cosmological constant. Thus in the present context, namely that of a closed de Sitter universe with radius $`R`$ and total energy $`E`$, the appropriate Bekenstein bound is still

$$S<S_B$$
(2)
where the Bekenstein entropy is $`S_B=2\pi ER`$.

The Bekenstein bound is only appropriate for systems with limited self-gravity satisfying $`HR<1`$. In a strongly self-gravitating universe with $`HR>1`$, the possible formation of a black hole has to be considered and the entropy bound has to be modified. Using the idea proposed in , the total entropy of the strongly gravitating system is bounded by the Hubble bound $`S_H=n_HS^H`$, where $`n_H`$ is the number of cosmological horizons within a given comoving volume divided by a volume of a single horizon $`n_H=V/|H|^3`$; $`S^H`$ is the entropy within a given horizon $`{\displaystyle \frac{|H|^2}{4G}}`$. The appropriately normalized Hubble bound for $`HR>1`$ takes the form

$$S_H=\frac{HV}{2G}.$$
(3)
The holographic principle is based upon the idea that the maximal entropy of a volume $`V`$ is given by the largest black hole that fits inside $`V`$ .

A black hole in de Sitter space is of the form

$$ds^2=f(r)dt^2+f^1(r)dr^2+r^2d\mathrm{\Omega }_2^2,$$
(4)
where $`f(r)=1{\displaystyle \frac{2MG}{r}}{\displaystyle \frac{r^2}{r_0^2}}`$, and $`r_0=\sqrt{3/\mathrm{\Lambda }}`$. There are two positive roots of the cubic equation $`f(r)=0`$ corresponding to black hole horizon $`r_+`$ and cosmological horizon $`r_c`$. As the mass parameter $`M`$ increases, the black hole radius $`r_+`$ increases and the cosmological horizon $`r_c`$ decreases monotonically. They become equal for maximal value of $`M`$, $`r_+=r_c=\sqrt{1/\mathrm{\Lambda }}`$, which is the biggest black hole that can be formed in de Sitter space.

Following directly from the Friedmann equation (1) for closed universe, we find when the universe goes from the weakly to strongly self-gravitating phase, the energy sufficient to form a black hole of the size of the universe, $`r_+=R=\sqrt{1/\mathrm{\Lambda }}`$, is

$$E_{BH}=\frac{5V}{8\pi GR^2}$$
(5)
and the holographic Bekenstein-Hawking entropy of the black hole with universe-size reads

$$S_{BH}=\frac{5V}{4GR}.$$
(6)
With Eqs(2,3,6) at hand, we can rewrite the Friedmann equation (1) in closed universe in the form

$$S_H^2=\frac{4}{75}(5S_BS_{BH}2S_{BH}^2).$$
(7)
Writing $`S_H`$ in terms of the energy $`E`$, the radius $`R`$ and the Bekenstein-Hawking energy $`E_{BH}`$, Eq(7) becomes

$$S_H=\frac{2\pi }{5\sqrt{6}}\sqrt{8E_{BH}R(5ER2E_{BH}R)}.$$
(8)
After making the identifications $`L_0=5RE,{\displaystyle \frac{c}{6}}=8RE_{BH}`$, Eq(8) can be changed to

$$S_H=\frac{2\pi }{5\sqrt{6}}\sqrt{\frac{c}{6}(L_0\frac{c}{24})}.$$
(9)
This is exactly the Cardy formula except for the difference in the numerical pre-factor. Inside the event horizon every term makes sense .

Therefore at the turning point $`HR=1`$, when the universe develops from a weakly to strongly gravitating system, there is a possibility of forming a largest black hole within the de Sitter closed universe and the correspondence between the Friedmann equation and the Cardy formula holds at this moment. Eq(9) unifies the Bekenstein bound and Hubble bound in the de Sitter cosmological context. Along the evolution of the closed universe it would be no problem to satisfy both Bekenstein bound for weak gravity regime and Hubble bound for strong gravity regime if (9) holds.

The matching of the Friedmann equation to Cardy formula cannot be realized in open and flat de Sitter universes, because those universes always expand and self-gravity of the system is always weak. Only Bekenstein entropy bound can be satisfied in those context. This result agrees to that in  where they found that the dual theory does not hold in weakly coupled CFT’s with AdS duals.

B. Anti-De Sitter universes.

Now we start to study the universes with negative cosmological constant. Usually, cosmologists believe that closed universes collapse, whereas open and flat universes expand forever. But the situation is not quite so simple. If there is a negative cosmological constant, the universe collapses independent of whether it is closed, open or flat. The Friedmann equation in AdS universes is

$$H^2=\frac{8\pi G}{3}\frac{E}{V}\frac{\mathrm{\Lambda }}{3}\frac{k}{R^2}$$
(10)
where $`H`$ the Hubble constant, $`E/V`$ denotes the energy density, $`\mathrm{\Lambda }`$ is the value of the negative cosmological constant. $`k=1,1,0`$ corresponds to closed, open or flat universes, respectively.

From  we learnt that the Bekenstein bound still holds as expressed in (2) in AdS universes when the gravitational self-energy is limited ($`HR<1`$). When the gravitational self-energy becomes strong ($`HR>1`$), the Bekenstein entropy bound breaks down. We need to introduce the Hubble entropy bound Eq(3) in the spirit of  in a strongly self-gravitating universe.

In the AdS space, the black hole has the metric (4), where $`f(r)=1{\displaystyle \frac{2MG}{r}}+{\displaystyle \frac{r^2}{r_0^2}}`$ and $`r_0=\sqrt{3/\mathrm{\Lambda }}`$ is the AdS radius. For a large AdS black hole ($`r_0r_+<2MG`$ ) we find from $`f(r)=0`$ that the black hole radius is

$$r_+=(6MG/\mathrm{\Lambda })^{1/3}1/(6GM\mathrm{\Lambda }^2)^{1/3}.$$
(11)
The relation between the cosmological constant $`\mathrm{\Lambda }`$ and black hole horizon $`r_+`$ reads

$$\mathrm{\Lambda }=6GM/r_+^33/r_+^2.$$
(12)
For the flat AdS universe $`(k=0)`$, we suppose the universe is filled with the universe-size AdS black hole ($`R=r_+`$). From (10) we have $`HR=1`$ if we take $`E=M,V=4\pi R^3/3`$ and (12). This is exactly the turning point between the weakly and strongly self-gravitating system. According to , a Cardy formula can be deduced here to unify the Bekenstein bound and Hubble bound at this turning point. However we cannot directly get the expression of the energy to form a black hole as that obtained in , or else in the de Sitter case above, as obtained from the Friedmann equation (10).

Following the idea introduced in  by Veneziano, we can write the scale of causal connection instead of the Hubble radius $`H^1`$, that is,

$$H^1R\frac{dt}{R}=R_0^R\frac{dR}{R\dot{R}}d_H.$$
(13)
Using (10) and considering the flat AdS universe is occupied by the universe-size AdS hole ($`R=r_+)`$, we get

$$d_H=R^{2/3}(2GE)^{1/2}(1R/2GE)^{1/6}.$$
(14)
Substituting (14) into the Hubble bound (3) with $`Hd_H`$, we have

$$S_H^2=\frac{8\pi ^2ER^3}{9G}\frac{4\pi ^2R^4}{27G^2}.$$
(15)
Since the holographic Bekenstein-Hawking entropy of the universe-size AdS black hole is $`S_{BH}={\displaystyle \frac{A}{4G}}={\displaystyle \frac{\pi R^2}{G}}`$ and the Bekenstein entropy $`S_B=2\pi ER`$, (15) can be rewritten as

$$S_H^2=\frac{4}{9}S_{BH}(S_B\frac{1}{3}S_{BH}).$$
(16)
Using the energy $`E`$ and the Bekenstein-Hawking energy to form the universe-size AdS hole as given by $`E_{BH}=R/(2G)`$ to replace $`S_B`$ and $`S_{BH}`$, (16) becomes

$$S_H=\frac{2\pi }{3\sqrt{3}}\sqrt{4E_{BH}R(3ERE_{BH}R)}.$$
(17)
If one takes the Virasoro operator as being $`L_0=3ER`$ and the central charge as $`c/6=4E_{BH}R`$, we get

$$S_H=\frac{2\pi }{3\sqrt{3}}\sqrt{c(L_0c/24)/6},$$
(18)
which is in striking resemblance with the Cardy formula in CFT.

The result of relating the Friedmann equation to the Cardy formula cannot be naively extended to AdS closed and open universes. If one supposes that there forms a universe-size AdS hole satisfying eqs(11,12), one can learn directly from (10) that $`H=0`$ and $`HR=\sqrt{2}`$ for $`k=1`$ and $`k=1`$ AdS universes respectively. This corresponds to say that if closed and open AdS universes are occupied by universe-size AdS black holes, self-gravity of the system will always be limited or very strong for closed or open AdS universe respectively. It is impossible to unify the Bekenstein bound and Hubble bound in these AdS universes. On the other hand, if one supposes that a turning point $`HR=1`$ exists for closed and open AdS universes, (10) will tell us that for a closed AdS universe $`R=(6GE/\mathrm{\Lambda })^{1/3}2/(6GE\mathrm{\Lambda }^2)^{1/3}`$, while for the open AdS case $`R=(6GE/\mathrm{\Lambda })^{1/3}`$, which is smaller or bigger than the AdS black hole radius expressed in (11), respectively. This means that at the turning point $`HR=1`$, neither the closed AdS universe nor the open AdS universe can accommodate a universe-size AdS black hole in it. The general philosophy of the holography which needs the largest black hole to fit inside the space to describe holography cannot be satisfied at the turning point $`HR=1`$ of closed and open AdS universes. The fact that it is not possible either to obtain a turning point between weak and strong self gravity, or to form an AdS black hole with the size of the universe implies that there is no connection between the Friedmann equation and the Cardy formula in closed or open AdS cosmologies.

In summary, we have investigated the relationship between Friedmann equation and Cardy formula in de Sitter and AdS universes. We found that at the turning point, when the universe evolves from limited self-gravity to strongly self-gravity system, relation between Friedmann equation and entropy bounds matches strikingly the Cardy formula in de Sitter closed, AdS flat universes. Our result generalized that obtained in closed FLRW universes without cosmological constant . This correspondence further supports holography, since the Friedmann equation describing the bulk can be related to Cardy formula on the boundary directly. The Cardy formula obtained unifies the Bekenstein bound and Hubble bound in de Sitter and AdS cosmological models. It is worth noting that we did not specify the equation of state of matter in our discussions, thus the result derived here is independent of the matter state. The verification of the validity of the generalized Cardy formula from coupled CFT is needed to be carried out in the future.

For de Sitter open or flat universes and AdS closed or open universes, the correspondence between Friedmann equation and Cardy formula has not been found. This is not so surprising if we notice that the largest universe-size black hole cannot be formed in those universes. The general philosophy of the holographic principle cannot be satisfied in those context. The unification of Bekenstein bound and Hubble bound in those cases does not look possible.

ACKNOWLEDGEMENT: This work was partically supported by Fundac$`\stackrel{~}{a}`$o de Amparo $`\stackrel{`}{a}`$ Pesquisa do Estado de S$`\stackrel{~}{a}`$o Paulo (FAPESP) and Conselho Nacional de Desenvolvimento Cient$`\stackrel{´}{i}`$fico e Tecnol$`\stackrel{´}{o}`$gico (CNPQ). B. Wang would also like to acknowledge the support given by Shanghai Science and Technology Commission as well as NNSF, China under contract No. 10005004. R. K. Su’s work was supported by NNSF of China.


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# Do LINER 2 galaxies harbour low-luminosity Active Galactic Nuclei?

## 1 Introduction

The widespread nature of the low-ionization nuclear emission-line region (LINER) phenomenon (Heckman 1980) has recently been underlined by Ho, Filippenko & Sargent (1997, hereafter HFS), who find that galaxies containing LINERs comprise $`33`$% of the local bright galaxy population, outnumbering low-luminosity Seyfert nuclei by a ratio of 3:1. The excitation mechanisms giving rise to the characteristic optical spectra of LINERS remain the subject of considerable debate. Plausible models include photoionization by a non-stellar continuum source, namely a low-luminosity active galactic nucleus (LLAGN), collisional ionization by fast shocks (Heckman 1980) and photo-ionization by the UV radiation generated by clusters of hot, young stars (Terlevich & Melnick 1985, Shields 1992).

The detection by HFS of broad ($``$ few thousand km s-1) permitted lines in the optical spectra of $`20\%`$ of LINERs points firmly to the presence of a LLAGN in a subset of the population. This also prompted HFS to introduce a “type 1” and “type 2” classification for LINERS, paralleling the established nomenclature for Seyfert galaxies. In light of the fact that many nearby galaxies appear to contain a central supermassive black hole (see Lawrence 1999 for a review), it is a reasonable conjecture that the majority of LINERs (i.e., all type 1 plus a significant fraction of type 2 systems) may be powered by a LLAGN. Such a conclusion has consequences for a range of astrophysical issues. It would, for example, imply that LINERs constitute the low-luminosity end of the local AGN population with ramifications for the evolution of the AGN luminosity function and the history of supermassive black hole formation in galaxies.

X-ray observations can provide important clues as to the physical processes responsible for LINERs. Ideally, with good spatial resolution, extended nebulosity can be resolved to reveal the presence (or absence) of a compact X-ray source identifiable as the LINER nucleus. With moderate spectral resolution a non-thermal AGN-like spectrum is then readily distinguished from a thermal (hot gas) spectrum. Even when the spatial resolution fails to separate all the components, spectral modelling may allow the various contributors to the composite spectrum to be distinguished. Furthermore, since X-ray observations can be used to detect a LLAGN which is inconspicuous in the optical band (either due to its low contrast against the stellar backdrop or the effects of nuclear obscuration), X-ray measurements provide an effective way of testing the hypothesis that the majority of LINER 2’s are accretion-powered systems.

In the present paper we focus our attention on a small sample of nearby galaxies classified by HFS as having either a pure LINER 2 optical spectrum or a composite LINER 2/HII spectrum. HFS refer to the latter as transition LINERs. For all the sources in our sample, X-ray spectral information is available from ASCA and high spatial resolution X-ray imaging from ROSAT .

## 2 The LINER 2 sample

The LINER 2 galaxies studied in this paper were selected primarily on the basis of the availability of appropiate ASCA and ROSAT High Resolution Imager (HRI) datasets. As a first step, the positions of the 133 galaxies classified as LINER 2 (L2) or Transition 2 (T2) objects by HFS were cross-correlated with the pointing positions of the ASCA observations comprising the ASCAPUBLIC database available at the Leicester Database and Archive Service (LEDAS)111We also include a proprietary observation of NGC 3627 in our sample.. This lead to a preliminary list of 31 L2/T2 galaxies. This sample was further reduced by eliminating all the galaxies that were not the target of the ASCA observations. Also at this stage elliptical and lenticular galaxies were excluded from the sample, due to concern that X-ray emission associated with a hot ISM component in these galaxies might confuse the search for nuclear X-ray activity. Discarding the only galaxy of the 8 remaining galaxies that has not been observed with the ROSAT HRI instrument, results in a small homogeneous sample of 7 early-type spiral galaxies. Basic details of these seven galaxies, taken from HFS, are given in Table 1. Also the specific ASCA and ROSAT HRI datasets used in the present analysis are listed in Table 2. Information on the LINER nucleus and the X-ray properties of each galaxy is summarised in the Appendix.

## 3 The ROSAT HRI observations

The ROSAT HRI observations have been used to examine the X-ray morphology of each of the galaxies in our sample. The HRI measurements cover a soft (0.1 – 2.4 keV) energy range and lack the sensitivity to highly obscured ($`N_H`$$`>10^{22.5}\mathrm{cm}^2`$) sources afforded by the harder (0.6 – 8 keV) effective bandpass of ASCA . However, the former has a massive advantage over the latter in terms of spatial resolution with a point spread function FWHM of $`5^{\prime \prime }`$ compared to $`90^{\prime \prime }`$. Although some previous galaxy studies (e.g. Ptak et al. 1997; Terashima et al. 2000a) have attempted to utilise the imaging capabilities of ASCA , the relatively low count rates combined with the inherent poor spatial resolution dissuades us from adopting this approach in the present study. Here we focus solely on the spatial information available from the ROSAT HRI observations.

We have analysed the deepest ROSAT HRI observation available for each galaxy (see Table 2). The spatial analysis was performed in two stages. Firstly, the raw HRI images were smoothed using a Gaussian mask with FWHM of 15′′, and the corresponding X-ray contour maps were overlaid onto Digitised Palomar Sky Survey images as shown in Figure 1. Secondly, a discrete source search was undertaken using the PSS (Point Source Search) algorithm, as described in Roberts & Warwick (2000). All the X-ray sources having a statistical significance of $`5\sigma `$ or greater lying within the D25 isophotal ellipse of each galaxy were recorded.

Insert Figure 1 here.

The most striking feature of the images in Figure 1 is that the X-ray emission coincident with the each galactic disk appears to peak at the position of the nucleus of the galaxy. This result is verified by the PSS, which detects a point-like source within $`30^{\prime \prime }`$ of the optical nuclear position in every image. These apparently ubiquitous nuclear X-ray sources are, without exception, the most luminous point-like X-ray source associated with each galaxy. The observed HRI count rate of the point-like nuclear component, $`C_{nuc}`$, and the corresponding (Galactic absorption-corrected) X-ray luminosity, LX, is given in Table 3. Here we derive X-ray luminosity (in the 0.1–2.4 keV band) using the same spectral assumptions as employed by Roberts & Warwick (2000).

Table 3 also lists the fraction, $`f_{nuc}`$, of the counts measured in the HRI image within a radius of 4 of the nucleus, which are attributable to the point-like nuclear X-ray source. (A radius of 4 was chosen to match the source extraction region used in the ASCA analysis.) Clearly $`f_{nuc}`$ is an indicator of how dominant the nuclear X-ray source is in comparison to the other contributors (both extended and point-like) to the central X-ray emission from each galaxy. For the majority of the sources the nuclear point component represents a substantial fraction of the total central X-ray emission, with NGC 3627 at $`15\%`$ having the lowest fractional nuclear contribution.

To the best of our knowledge the ROSAT HRI observations of NGC 3627 and NGC 7217 are previously unpublished. NGC 3627 is particularly interesting since its nuclear emission is relatively weak (c.f. Table 3) with the bulk of the central soft X-ray emission originating in an irregular diffuse component with an angular scale of $`3^{}`$. The northern tip of this extended component overlaps with the position of the recent supernovae SN1989B. Two extra-nuclear point-sources are detected (to the east of nucleus) with X-ray luminosities (corrected for Galactic absorption) of $`4.5`$ and $`9\times 10^{38}\mathrm{erg}\mathrm{s}^1`$ respectively. These may be two further examples of “super-luminous objects”, a heterogeneous class of very luminous non-nuclear X-ray sources which have been observed in a number of nearby galaxies (Roberts & Warwick 2000). NGC 3627 is listed as an AGN candidate by Filho, Barthel & Ho (2000) on the basis of their VLA observations. This together with the ambiguous T2/S2 spectral classification assigned by HFS might be explained if NGC 3627 hosts a Seyfert 2-like nucleus, which is heavy absorbed along the line of sight. In this scenario the observed X-ray luminosity could arise as nuclear continuum flux which is electron scattered into the line of sight by highly photoionized gas extending above (and below) the obscuring matter.

## 4 The ASCA observations

The details of the ASCA SIS and GIS datasets used in the present analysis are given in Table 2. Bright-2 mode data were available for all the sources with the exception of NGC 3628 for which only Bright mode data were available. The data were analysed using standard procedures and data-screening criteria. Images from each ASCA instrument were examined and raw spectra and light curves extracted, using a circular aperture of radius 4 centred on the source position. Complementary off-source (i.e. background) information was also obtained for each dataset, and subtracted in the spectral fitting process. The net source count rates were in the range $`0.0090.85\mathrm{count}\mathrm{s}^1`$ for the SIS and $`0.0060.55\mathrm{count}\mathrm{s}^1`$ for the GIS. In each case the analysis concentrated on the temporal and spectral properties of the target galaxy.

In the case of the temporal analysis, the data from each ASCA telescope were first background subtracted and then binned on a timescale of a quarter of an ASCA orbit (1440 seconds). The resulting light curves showed no evidence for significant variations on any sampled timescale. In the case of NGC 4569 two separate observations were available but again no significant variations were apparent between the two datasets.

The response matrices and ancillary response files for the spectral investigation of the SIS data were created using the standard ASCA FTOOLS. The most recent standard response matrices and ancillary response files were used for the GIS instrument analysis. The observation-averaged and background-subtracted spectral data were binned to a minimum of 20 counts per spectral channel over the range 0.6 - 10 keV for the SIS and 0.8 - 10 keV for the GIS instruments.

The spectral modelling was carried out using the XSPEC V10.0 software package. Data from all four ASCA instruments were fit simultaneously but with the relative model normalisation allowed to vary freely. The quoted errors on the derived best-fitting model are based on a $`\mathrm{\Delta }\chi ^2=2.71`$ criterion, that is at a 90 per cent confidence level for one interesting parameter.

The data for each source were initially fit with a model comprising a power-law continuum of photon spectral index, $`\mathrm{\Gamma }`$, with low-energy absorption arising in a line-of-sight hydrogen column density, $`N_H`$. In terms of the minimum $`\chi ^2`$, this simple model provided quite a reasonable description of observed spectra for four of the sources (NGC 3627, NGC 3628, NGC 4321, NGC 7217) with the measured values of $`\mathrm{\Gamma }`$ ranging from 1.4 – 2.3 and low values of column density ($`N_H`$$`<2\times 10^{21}`$), consistent with the Galactic value in three of the four sources.

Ptak et al. (1999) have shown that the observed X-ray spectra of low-luminosity galactic nuclei, whether driven by accretion or starburst processes, can often be fitted by a “standard spectral model”. This model consists of soft X-ray emission attributed to a Raymond-Smith plasma ($`T_{RS}<10^7`$ K), which contributes mostly below $`2`$ keV, plus a harder emission component which can be modelled either as a power-law ($`\mathrm{\Gamma }1.7`$) or a thermal bremsstrahlung ($`kT5`$ keV) continuum. The soft Raymond-Smith component generally shows little evidence for absorption over and above the line-of-sight Galactic column density whereas the hard component often exhibits some additional intrinsic column density (typically $`N_{H,int}10^{22}\mathrm{cm}^2`$). In addition the abundances inferred for the Raymond-Smith plasma are generally significantly sub-solar, although this may be more indicative of a complex multi-temperature plasma than a true under-representation of elements such as iron and oxygen.

Given the relatively low count rates, and hence restricted signal-to-noise, of the X-ray spectra for sources in our current sample, we have applied some additional restrictions in our usage of the above “standard spectral model”. Thus the Raymond-Smith component is assumed (i) to be subject only to absorption by the line of sight Galactic column density, (ii) to have temperature $`kT_{RS}`$ in a restricted range of 0.6–0.9 keV (corresponding to the peak in the temperature distribution measured by Ptak et al. 1999, see their Fig.4) and (iii) to have a metal abundance fixed at 0.1 times the solar value. Table 4 details the results from the fitting of this standard spectral model. This standard model provides an excellent match to the observed spectra and in all cases bar one, it provides a very significant improvement in the minimum $`\chi ^2`$ in compared to the simple absorbed power-law model (i.e. $`\mathrm{\Delta }\chi ^2`$ in Table 4). Table 4 also lists the observed 0.5-10 keV X-ray luminosity for each source (corrected for Galactic absorption). Fig. 2 shows the ASCA count rate spectra and the corresponding best fitting model.

As a final step we have attempted to fit all the sources with an iron Kα line. This feature is seen in several LLAGN, though it is a matter of debate whether it is indicative of X-ray reprocessing in matter surrounding an active nucleus, as is the case in more luminous AGN (see Terashima et al. 2000b, and references therein). Given the restricted signal to noise we first add a narrow Gaussian line component to the best-fitting model at a fixed energy. Table 5 summarises the limits on the line equivalent width of lines placed at energies of 6.4 keV (corresponding to low ionization states for iron) and 6.7 keV (helium-like iron). When we then set the line energy as a free parameter in the range 6.4-6.96 keV, there were Fe Kα line detections in only two sources (NGC 4736 and NGC 7217). However, both detections were marginal, most particularly in the case of NGC 4736 (see Table 5)

## 5 Discussion

Our objective in focussing this analysis on a relatively homogeneous, albeit small, sample of early type spiral galaxies has been to investigate whether there are any properties that the sample galaxies have in common, which may be linked to their LINER 2 classification. In principle, if such a link could be established this might provide some clue as to whether LINER 2 characteristics are derived from the presence of a LLAGN or by some alternative shared mechanism.

### 5.1 Comparing ROSAT HRI and ASCA observations

As noted previously, the ROSAT HRI images reveal the presence of a point-like X-ray source coincident with the optical nucleus in all seven galaxies. The inferred soft X-ray luminosities of these “nuclear” X-ray sources (hereafter NXS) ranges from $`1.045\times 10^{39}\mathrm{erg}\mathrm{s}^1`$ (Table 3). In most of the galaxies the NXS contributes $`50\%`$ or more of the central galactic soft X-ray emission. Though the presence of a dominant NXS indicates a strong soft X-ray emission peak coincident with the nucleus it is not, in isolation, unambiguous evidence for a LLAGN. The $`5^{\prime \prime }`$ spatial resolution of the HRI translates to a linear scale of 100–500 pc for the sample galaxies, which covers the inner bulge component of each galaxy and will encompass any nuclear and/or circumnuclear starburst regions in addition to any putative active nucleus. Studies of normal spiral and starburst galaxies have demonstrated that X-ray luminosities of up to $`10^{40}\mathrm{erg}\mathrm{s}^1`$ can be generated through the summed emission of the underlying galactic X-ray source populations (high and low mass X-ray binaries, recent supernovae and supernova remnants) and energetic diffuse processes (Fabbiano 1989). For most of our sample this can provide an alternative explanation for the observed nuclear X-ray emission. Clearly further constraints are required based on either the temporal or spectral properties of the NXS revealed by the ROSAT observations.

The X-ray spectra measured by ASCA for this set of galaxies show remarkable similarities as evidenced by the fact that our “standard”, thermal plus absorbed power-law, spectral model provides a good fit in all seven cases. Fig. 2 illustrates the relative contributions of the thermal and power-law components to the observed count rate spectra (as derived from the spectral fitting). Interestingly, the cross-over between the two spectral components, for this set of sources, occurs within a very narrow energy range, namely 0.9–1.5 keV. Since the spectral model implies that the measured flux in the 0.5–1 keV band (corrected for Galactic absorption) is largely attributable to thermal emission, whereas that in the 2–5 keV band is attributable to the power-law component, it follows that the ratio $`F_X(0.51)/F_X(25)`$ provides a measure of the relative strength of the two components. This ratio is tabulated in Table 6 for each galaxy. Excluding NGC 3628 and NGC 4594, for which there is good existing evidence for the presence of a LLAGN or, alternately in the case of NGC 3628, an ultra-luminous binary dominant in the X-ray regime (see the notes in the Appendix), the five remaining sources have a mean value for this ratio of 0.66 with a standard deviation of only 0.10. This commonality of spectral form argues strongly that the 0.5–5 keV X-ray flux derives from the same emission process (or a linked set of processes) in these five galaxies. This is a rather powerful argument against the LLAGN hypothesis since there is no obvious reason why the soft thermal emission should be so closely correlated with the level of the hard power-law continuum emanating from a LLAGN. In terms of the above spectral ratio, the X-ray spectra of NGC 3628 and NGC 4594 are, respectively, factors of 3.7 and 1.7 harder than the average for the other five galaxies; it is plausible that this is due to the contribution of an underlying LLAGN in these two galaxies.

It is notable that when $`F_X(0.51)/F_X(25)`$ is derived for the classic starburst galaxy NGC 253, based upon the ASCA data fits of Ptak et al. (1999), an identical value of 0.66 is obtained. Recent analysis of the XMM-Newton PV observation of this galaxy (Pietsch et al. 2001) has shown its X-ray emission to be dominated by thermal (i.e. stellar) processes, with no evidence at all for a LLAGN component. It appears, then, that the $`F_X(0.51)/F_X(25)`$ of $`0.66`$ is readily explained by stellar processes alone. We note that this result cannot be corroborated by analysis of the other classic starburst galaxy, M82, since on some occasions the X-ray emission of this galaxy is dominated by a single, variable, luminous X-ray source (Matsumoto et al. 2001).

The ASCA measurements sample a relatively large area of each galaxy (a $`4^{}`$ radius region centred on the nucleus) with a harder spectral response than that of the ROSAT HRI. As a result it is not straightforward to relate the ASCA spectral measurements to the properties of the NXS identified in the ROSAT images. One approach is to assume that the absorbed power-law emission originates solely in the NXS. Using appropriate HRI response files in XSPEC, we have derived the expected ROSAT HRI count rate for the power-law component based on the spectral parameters and normalisations obtained from the ASCA measurements. In all cases the predicted count rate is less than that actually observed from the NXS. Variability might, in principle, give rise to some disparity between the ASCA and ROSAT measurements, but only in the case of NGC 3628 is there explicit evidence for such behaviour (see the notes in the Appendix). This bias towards the under-prediction of the NXS flux is perhaps explained if at least some of the thermal emission modelled in ASCA also originates from the compact nuclear source.

An alternative viewpoint would be to suggest that the hard power-law emission does not originate solely in the nucleus. This would certainly appear to be consistent with the results of Terashima et al.(2000a), who report that the hard X-ray emission associated with several nearby LINER 2 nuclei is extended on scales of several kpc. In this case, the soft X-ray NXS could be almost entirely dominated by the thermal component. This, again, supports the assertion that the LINER 2 nuclei need not harbour LLAGN. Unfortunately further quantitative analysis of the two scenarios outlined above cannot be justified given the mis-match of the ASCA and ROSAT HRI bandpasses. For example, ROSAT PSPC and HRI measurements indicate the presence of a very soft thermal ($`0.1`$ keV) component in NGC 4736 which is not evident in the ASCA spectra (Roberts, Warwick & Ohashi 1999). Clearly much more definitive analysis will be possible with observations combining good spectral and excellent spatial resolution, such as those from CHANDRA .

### 5.2 Luminosity ratio diagnostics

The ratio of the X-ray luminosity to the luminosity in other wavebands can be a very useful diagnostic of the underlying emission processes occurring within a galaxy. It has long been suspected that the hard component present in the X-ray spectra of normal (i.e. non-active) early-type galaxies is the signature of a ubiquitous population of low-mass X-ray binaries (LMXBs), and that the X-ray luminosity of this component is well correlated with the blue luminosity of the galaxy (e.g. Canizares et al. 1987; Matsushita et al. 1994). Iyomoto et al. (1998) have recently used this relationship to demonstrate that LLAGN are probably present in the elliptical galaxies NGC 3065 and NGC 4203, by showing that the ratio of the 2–10 keV X-ray luminosity contained in a hard power-law component, to the galactic blue luminosity, is two orders of magnitude greater for these galaxies than in normal ellipticals (c.f. Fig. 5 of Iyomoto et al. 1998). The same test can be applied to the present LINER 2 sample using the blue luminosity of their galaxy bulges. The ratio $`L_{X(210,\mathrm{PL})}/L_{B,bulge}`$ (hereafter $`L_X/L_B`$) is listed in Table 6. It shows remarkably little scatter throughout the sample, especially when we consider that the inherent range in the bulge blue luminosity is $`1.660\times 10^9L_{}`$, i.e. a factor of $`40`$. For the early-type galaxies in Iyomoto et al., typically log $`L_X/L_B4.1`$. Similarly Irwin & Bregman (1999) obtain a value log $`L_X/L_B=4.26`$ for the bulge component of M31. The implication is that the LINER 2s studied here have an observed X-ray luminosity which is a factor 4–10 higher than the predicted LMXB contribution. The excess X-ray emission may be directly attributable to the presence of a LLAGN, and indeed the log $`L_X/L_B`$ values in Table 6 are similar to those found for bona fide LLAGN in spiral galaxies (Iyomoto et al. 1998). However, given their later morphological type in comparison to the galaxies studied by Iyomoto et al. (1998), an equally plausible explanation is that our LINER 2 sample have nuclei hosting a more energetic (and perhaps younger) X-ray binary population. The absence of rapid (or, in fact, any) temporal variations in the hard X-ray emission from our sample is consistent with the hard flux originating in an unresolved X-ray binary population.

If the dominant contribution to the X-ray luminosity in our LINER 2 sample is attributable to processes associated with an underlying young stellar population, then we might expect to see the X-ray luminosity associated with the hot gas component scale with other measures of star-formation activity. Terashima et al. (2000a) test for this by comparing the intrinsic 0.5–4 keV X-ray luminosity of the hot thermal component in spectra of several LINER 2 galaxies with the far-infrared luminosity of the host galaxy, i.e. by examining the ratio $`L_{X(0.54,\mathrm{RS})}/L_{FIR}`$ (hereafter $`L_X/L_{FIR}`$). Known starburst galaxies have log $`L_X/L_{FIR}4\pm 1`$ and, in terms of this ratio, Terashima et al. (2000a) find that their LINER 2 galaxies have somewhat similar characteristics. The same comment also applies to the present sample (see Table 6, where we used $`L_{FIR}`$ values published in HFS). The exception to this result is NGC 4594 which has a notably higher X-ray to FIR ratio. This anomaly may be due to the presence of a hot ISM associated with the dominant massive bulge component in NGC 4594. We can conclude that, aside from NGC 4594, the X-ray luminosity residing in the thermal component is at a level consistent with a starburst origin. Furthermore, the constancy of spectral form noted in the previous section would imply that the hard power-law component also has a starburst connection and that this is the origin of the apparent excess of hard flux noted above.

Terashima et al. (2000a) also discussed the H$`\alpha `$ ionising photon budget for low luminosity Seyfert galaxies and for LINERS. Specifically they investigate whether the underlying UV to X-ray continuum can produce the observed H$`\alpha `$ flux, or whether additional ionising sources are required. Following a number of assumptions, they conclude that log $`L_X/L_{H\alpha }1.4`$ is required to explain the H$`\alpha `$ luminosity solely in terms of photoionization from a LLAGN. The sample of LINER 2s considered by Terashima et al.(2000a) all have log $`L_X/L_{H\alpha }0.6`$ implying either the primary ionisation source is not a LLAGN or that the line of sight to the LLAGN is heavy obscured in X-rays and possibly Compton thick. Derived values for the $`L_X/L_{H\alpha }`$ ratio for the present sample of LINER 2s are given in Table 6 (where $`L_X=L_{X(210,\mathrm{PL})}`$ and $`L_{H\alpha }`$ is taken from HFS). In the case of NGC 3628, the hard X-ray to H$`\alpha `$ luminosity ratio far exceeds the H$`\alpha `$ ionisation requirement, consistent with presence of a LLAGN. At the other extreme NGC 4569 and NGC 7217 would appear to be under-luminous in X-rays in relation to their observed H$`\alpha `$ flux. The four remaining galaxies in our sample have log $`L_X/L_{H\alpha }=11.5`$, a somewhat indeterminate level in terms of identifying the presence or absence of a LLAGN.

## 6 Conclusion

There is rather mixed evidence concerning the presence of a LLAGN in the seven LINER 2 galaxies which comprise the present sample. NGC 3628 is a highly variable X-ray source (Dahlem, Heckman & Fabbiano 1995), has an X-ray spectrum that is dominated by a hard component and has a high $`L_X/L_{H\alpha }`$ ratio, which may possibly originate in a LLAGN, though it is also possible that its X-ray emission is dominated by an ultra-luminous X-ray binary system. NGC 4594 also shows some anomalous X-ray properties but displays the best observational evidence for a LLAGN, which is provided by the recent discovery of broad wings on its nuclear emission lines (Kormendy et al. 1996) plus the incontrovertible case for a $`10^9\mathrm{M}_{}`$ black hole in this galaxy (Kormendy 1988). At the other extreme, both NGC 4569 and NGC 7217 appear to be LINER 2 systems driven predominantly by stellar processes, one manifestation of which is their low $`L_X/L_{H\alpha }`$ ratio. For the three remaining sources, NGC 3627, NGC 4321 and NGC 4736 there is some evidence favouring the presence of a LLAGN (e.g. the radio source associated with the nucleus of NGC 3627; Filho, Barthel & Ho 2000) but this is far from overwhelming. However, the similarity in spectral form (when the two reasonably well established accretion-driven systems are excluded) with the predominantly stellar driven systems (including NGC 253), noted in section 5.1, tips the argument against the presence of a dominant LLAGN in these three LINER 2 nuclei.

The study of this small sample of LINER 2s has clearly advanced the case for heterogeneity in the processes underlying the LINER 2 phenomenon. However, much more definitive analysis is required and indeed will be possible with X-ray measurements which combine good spatial resolution, reasonable spectral resolution and, ideally, better temporal sampling. The search for LLAGN in nearby galaxies of all types is, of course, a high priority for both the CHANDRA and XMM-NEWTON missions.

ACKNOWLEDGMENTS

NJS and TPR gratefully acknowledge financial support from PPARC. The archival X-ray data used in this work were all obtained from the Leicester Database and Archive Service (LEDAS) at the Department of Physics & Astronomy, University of Leicester. The Digitised Sky Survey was produced at the Space Telescope Science Institute, under US government grant NAG W-2166 from the original National Geographic–Palomar Sky Survey plates. We thank the anonymous referee for suggestions that have led to the improvement of this paper.

## Appendix A Notes on the sample galaxies

### A.1 NGC 3627

NGC 3627 (M 66) is an interacting galaxy in the Leo triplet. HFS classify it as T2/S2 type, indicating some ambiguity in its optical emission-line ratios leading to doubt as to whether the nucleus is a LINER/H II composite or Seyfert 2-like (with the former being the most probable option). Filho, Barthel & Ho (2000) report the presence of a variable, flat spectrum radio source in the nucleus of NGC 3627 consistent the presence of a LLAGN.

NGC 3627 was detected with a count rate of $`0.1\mathrm{count}\mathrm{s}^1`$ in the ROSAT All-Sky Survey, but the only previously reported observation is from a ROSAT PSPC image of NGC 3628, where NGC 3627 is 36 off-axis (Dahlem et al 1996). The strong off-axis degradation of the instrument point spread function prevented any useful spatial analysis, but spectral analysis was possible. The data were reasonably well fitted by a combined thermal plasma and power-law continuum model ($`kT=0.34\pm 0.69`$ keV, $`\mathrm{\Gamma }=2.0\pm 0.59`$ respectively) with no evidence for absorption above the Galactic line-of-sight value. The inferred 0.1 – 2.0 keV luminosity was $`5\times 10^{39}\mathrm{erg}\mathrm{s}^1`$ for an assumed distance of 6.6 Mpc.

### A.2 NGC 3628

NGC 3628 is an edge-on galaxy, also in the Leo Triplet, that shows clear morphological distortions (e.g. in H I ; Haynes et al. 1979) due to its interaction with the other Leo Triplet galaxies. Although the nucleus is obscured by a prominent dust lane, there is evidence for a nuclear starburst, though it may be intrinsically less active than in the prototypical starburst galaxies NGC 253 and M 82 (see Dahlem et al. 1996 and references therein).

The presence of the nuclear starburst has made NGC 3628 a popular target for X-ray observations. EINSTEIN observations of the galaxy detected two point X-ray sources, one of which was coincident with the nucleus (Bregman & Glassgold 1982), together with an X-ray bright outflow aligned along the minor axis of the galaxy (Fabbiano, Heckman & Keel 1990). The presence of the latter was confirmed by ROSAT PSPC observations (Dahlem et al. 1996). The nuclear source has shown a remarkable level of variability, with its flux changing by factors of up to $`20`$ between observations. This establishes the domination of a single source which may be either a LLAGN or luminous X-ray binary (Dahlem, Heckman & Fabbiano 1995). If it is a luminous binary, then its luminosity is such that it is probably an example of the so-called ultra-luminous X-ray source phenomena (ULX; Makishima et al. 2000) situated close to the dynamical centre of the galaxy, as is seen in many nearby galaxies (Colbert & Mushotzky 1999). Spectral studies of NGC 3628 using ASCA have shown the nuclear source to have a very flat spectral shape, with simple powerlaw fits giving a spectral index $`\mathrm{\Gamma }1.2`$ (Yaqoob et al. 1995). More complicated models (including one or more thermal plasma components and a heavily-absorbed power-law continuum) have also been successfully fitted to the ASCA and ROSAT PSPC data (Dahlem, Weaver & Heckman 1998; Ptak et al. 1999).

### A.3 NGC 4321

A remarkable feature of the well-known grand design spiral NGC 4321 (M 100) is the number of recent supernovae in the galaxy, numbering 4 in the last 100 years. The EINSTEIN observatory targeted the most recent, SN1979C, two years after its appearance, but it did not detected the SN in X-rays (Palumbo et al. 1981). Instead, EINSTEIN saw a bright nuclear source and a second source in the northern spiral arm. Immler, Pietsch & Aschenbach (1998) report the results of a ROSAT HRI observation of NGC 4321 which detects several point sources within the D25 ellipse of the galaxy, including the bright nuclear source (which has a luminosity of LX$`6\times 10^{39}\mathrm{erg}\mathrm{s}^1`$) and SN 1979C (at a luminosity of LX$`=1\times 10^{39}\mathrm{erg}\mathrm{s}^1`$), 16 years after its initial outburst. NGC 4321 has not been studied spectroscopically in X-rays to date.

### A.4 NGC 4569

NGC 4569 (M 90) is in the Virgo cluster. It has a very bright nucleus, probably the result of a recent star formation episode (Stauffer, Kenney & Young 1996). Optical and IUE studies (Keel 1996) have demonstrated that the nucleus is the host to a young star cluster, dominated optically by A-type supergiants. HST UV imaging showed the nucleus to be a bright, point-like, UV source (Maoz et al. 1995), although more recent observations indicate that the UV source is clearly extended (Barth et al. 1998). UV spectroscopy reveals that the dominant continuum source is a cluster of massive stars and that there is no evidence in the UV for a LLAGN (Maoz et al. 1998). Narrow-band (\[O III\]$`\lambda 5007`$ and H$`\alpha +`$ \[N II\]) HST optical imaging on the other hand, shows the nucleus to be bright and unresolved on a sub-arcsecond scale (Pogge et al. 2000).

A ROSAT PSPC observation reveals extended X-ray emission in the bulge and disk of NGC 4569, with the emission peaking at the nucleus (Junkes & Hensler 1996). The HRI observation, however, shows a luminous, unresolved point source coincident with the nucleus (Colbert & Mushotzky 1999; Roberts & Warwick 2000). ASCA observations of NGC 4569 confirm that the X-ray emission is extended on scales of several kpc in both the soft (0.5 - 2 keV) and hard (2 - 7 keV) ASCA bands (Terashima et al. 2000a). The ASCA spectra are best described by a Raymond-Smith plus power-law (or thermal bremsstrahlung) model, with parameters $`kT0.67`$ and $`\mathrm{\Gamma }2.2`$ respectively; an additional column density of $`1.7\times 10^{21}\mathrm{atoms}\mathrm{cm}^2`$ applies to the second component. Terashima et al. (2000a) postulate that there is no evidence for the presence of an AGN in NGC 4569; the soft component could originate in star formation, whereas the hard component could easily be the sum of a discrete (non-AGN) source contribution. In combination with the other measurements summarised above, Terashima et al. (2000a) conclude that the LINER spectrum of NGC 4569 is the probably the result of the presence of hot stars in its nucleus.

### A.5 NGC 4594

The famous galaxy NGC 4594 (M 104, the Sombrero) was one of the earliest galaxies to show evidence for the possible presence of a super-massive (up to $`10^9M_{}`$) black hole in its nucleus (Kormendy 1988). It was classified by HFS as having a LINER 2 nucleus, and there is an abundance of evidence to suggest that it is powered by a LLAGN. Most convincingly, the high-resolution HST spectrum of NGC 4594 shows broad wings on the nuclear emission lines (Kormendy et al. 1996).Examination of the ionization budget for the optical lines highlights a deficit of near-UV ionizing photons which points to a non-stellar component in the nucleus (Maoz et al. 1998), as does the FIR-radio ratio when compared to Wolf-Rayet galaxies (Ji et al. 2000). Intriguingly, the SED of the nucleus does not show evidence for a “big blue bump” as seen in more luminous AGN, although this may be an implicit characteristic of the LLAGN class (Ho 1999).

The X-ray emission of NGC 4594 has been very well studied. EINSTEIN showed an extended X-ray source to be centred on the nucleus of the galaxy (Fabbiano, Kim & Trinchieri 1992). Fabbiano & Juda (1997) investigated a ROSAT HRI observation, finding that the emission broke down into three components: a bright, point-like nuclear source with LX$`3.5\times 10^{40}\mathrm{erg}\mathrm{s}^1`$ (0.1 - 2.4 keV), clumpy disk emission and unresolved bulge component. They concluded that if the nuclear emission is due to accretion onto a super-massive black hole, then it must be severely sub-Eddington. ASCA spectroscopy was investigated by Nicholson et al. (1998); the best fit to the combined ASCA and ROSAT PSPC data is a power-law continuum with $`\mathrm{\Gamma }1.6`$ and $`N_H`$ slightly above the Galactic value. However, if a putative soft X-ray cut-off is masked by the extended thermal emission component then the absorption on the power-law component could rise to $`3\times 10^{21}\mathrm{atoms}\mathrm{cm}^2`$. Nicholson et al. also look at HST UV spectra, and find the properties of NGC 4594 are consistent with the presence of a LLAGN. Ptak et al. (1999) also fit a 2-component model to the ASCA and PSPC data, with similar results except that they find more intrinsic absorption on the powerlaw ($`10^{22}\mathrm{atoms}\mathrm{cm}^2`$).

### A.6 NGC 4736

NGC 4736 (M 94) hosts the closest example of a LINER 2 nucleus, and so is amongst the best studied. There is conflicting evidence as to whether the LINER 2 in NGC 4736 is powered by a LLAGN. Larkin et al. (1998) conducted a near-infrared spectroscopic survey of LINER galaxies and found NGC 4736 to have the largest \[Fe II\]/Pa$`\beta `$ ratio in their sample, indicating that its excitation was dominated by stellar processes. Both the H$`\alpha `$ luminosity (Taniguchi et al. 1996) and FIR emission (Smith et al. 1991; Smith et al. 1994) may also be explained solely by stellar emission. On the other hand, Turner & Ho (1994) detect a strong non-thermal radio continuum source at the position of the nucleus. Maoz et al. (1995) image the nucleus in UV using the HST , and detect two bright point sources in the nuclear region and possible bow shocks, leading to the conjecture that two objects are in the final stages of merging in the nucleus. One or both of these sources may be very compact star clusters, but they may also be super-massive black holes, one of which comes from a merged, nucleated satellite galaxy (as postulated in Taniguchi & Wada 1996).

Cui et al. (1997) studied a ROSAT PSPC observation of NGC 4736 which revealed a bright, nuclear X-ray source surrounded by an extended region of soft ($`kT0.3`$ keV) thermal gas. The PSPC data was re-analysed, along with two ROSAT HRI observations and an ASCA observation of the galaxy, by Roberts, Warwick & Ohashi (1999). They found the X-ray spectrum to be dominated by a Seyfert-like power-law continuum with slope $`\mathrm{\Gamma }1.7`$, with little intrinsic absorption. Below 2 keV two thermal emission components were required with $`kT`$ in the range 0.1 - 0.6 keV. The possible detection of an Fe K$`\alpha `$ feature at 6.8 keV was also reported. The compact nuclear source was found to have a luminosity of $`6\times 10^{39}\mathrm{erg}\mathrm{s}^1`$ (0.5 - 10 keV) and thus may be a near-quiescent AGN. However, the alternative hypothesis that the hard component originates entirely in X-ray binaries could not be ruled out.

### A.7 NGC 7217

NGC 7217 is one of the most spheroid-dominated spiral galaxies known, containing a series of ring structures (Buta et al. 1995). Most notable of these is a central dust ring, $`17^{\prime \prime }`$ in diameter, around a dust-free nucleus. No UV emission was detected from the nucleus by Barth et al. (1998). The NIR spectroscopic survey of Larkin et al. (1998) found the nucleus to have a high \[Fe II\]/Pa$`\beta `$ ratio, and therefore to be dominated by stellar processes, a conclusion which is backed up by the FIR-radio relation of Ji et al. (2000).This galaxy has not been previously studied in X-rays.