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# The nature of X-ray selected EROs

## 1 Introduction

The recent launch of the XMM-Newton and Chandra observatories has produced considerable interest in the nature of the faint extragalactic X-ray population. In particular, the X-ray background at $`210`$ keV energies has been almost completely resolved for the first time by these facilities. Synthesis models for the hard X-ray background, which require a large population of heavily obscured AGN (e.g. Setti & Woltjer 1989), predict that about 85 per cent of the accretion power in the Universe is absorbed (Fabian & Iwasawa 1999). This absorbed energy is expected to be re-emitted in the infrared–millimetre waveband.

One of the most interesting discoveries from the previous, Rosat, era was that a small number of faint X-ray sources were identified with extremely red optical/infrared counterparts (Newsam et al. 1997; Lehmann et al. 2001). Extremely red objects (EROs) were discovered more than a decade ago (Elston, Rieke & Rieke 1988) but their connection with the broad extragalactic population is only just becoming clear. It is thought that the population is bimodal; EROs are either (1) elliptical galaxies at high-redshift ($`z1`$), their red colours being produced by an evolved stellar population, or (2) they are starburst galaxies at high-redshift ($`z>1`$) and their red colours are produced by the suppression of UV light from young stars by dust. However, there is growing evidence that the population of EROs might be more diverse than originally thought with several sources showing evidence of AGN activity (Smith et al. 2001; Pierre et al. 2001; Afonso et al. 2001). In a recent study, the X-ray colours of EROs in the Chandra Deep Field North suggest that 9 out of 13 of them have X-ray emission from obscured AGN (Alexander et al. 2002). The other $`4`$ are likely to be a mixture of low-luminosity AGNs, normal ellipticals and starbursts.

The first deep survey made with XMM-Newton was a 100 ks observation of the Lockman Hole (Hasinger et al. 2001). Follow-up observations revealed a population of EROs. Most of these EROs have high X-ray-to-optical flux ratios indicating the presence of an obscured AGN (Mainieri et al. 2002). The large collecting area of XMM-Newton makes it possible to examine their X-ray spectra on a case by case basis, providing an excellent opportunity to determine the origin of their X-ray emission, and thereby investigate the role of buried AGN in these objects. To elucidate the connection between the X-ray and global properties of EROs we here report on radio, millimetre, submillimetre and optical/near-infrared observations of five objects selected from the 100 ks XMM-Newton observation of the Lockman Hole.

Throughout this paper we define spectral index, $`\alpha `$, as $`S_\nu \nu ^\alpha `$ where $`S_\nu `$ is the flux density at frequency $`\nu `$. We assume $`H_0=50`$ km s-1 Mpc-1, and $`q_0=0.5`$ throughout unless otherwise stated.

## 2 Sample

Our sample comprises five out of six of the reddest sources (those satisfying $`RK^{}>6`$) in the 100 ks XMM-Newton observation of the Lockman Hole (Hasinger et al. 2001). Due to telescope time constraints, the other source was not observed in the submillimetre band and, likewise, lacks good quality imaging data in the near-infrared. For clarity it is not discussed in this paper. In Table 1 we give the names and coordinates of the sources; three of them were detected in the Rosat Deep Survey although they were not spectroscopically identified (Hasinger et al. 1998; Lehmann et al. 2001). However, ero5 now has a measured redshift of $`z=1.45`$ from the detection of narrow H$`\alpha `$ in a $`K`$-band spectrum and narrow \[O III\]$`\lambda 5007`$ in a $`H`$-band spectrum, both taken at the Subaru telescope (PIs: Masayuki Akiyama, Patrick Henry). In addition, ero1, the hardest source in the Rosat sample has a photometric redshift of $`z2.7`$, although redshifts as low as $`1.5`$ are statistically acceptable (Lehmann et al. 2001). However, photometric redshifts should be treated with caution given that an AGN might contribute to the optical/near-infrared light (see Sections 4.2 and 5).

In the part of the XMM-Newton Lockman field that has been imaged in the $`K`$ band there are 151 objects that satisfy $`RK^{}>6`$ and $`K20`$. Of these 6 (4 per cent) have been detected as X-ray sources.

## 3 Observations

### 3.1 X-ray observations

The Lockman Hole was observed five times by the XMM-Newton EPIC cameras during April and May 2000, as described in Hasinger et al. (2001). The data presented here are the same as those used by Hasinger et al. (2001) but we have reprocessed the data with the XMM-Newton Science Analysis System (SAS) version 5.3, using the latest calibration data. The events were transformed to a common astrometric frame by cross-correlating the source positions derived from each of the observations with the optical counterpart positions from the previous Rosat HRI survey (Lehmann et al. 2001).

Images and exposure maps were formed for each observation in four energy bands: $`0.20.5`$ keV, $`0.52.0`$ keV, $`2.05.0`$ keV and $`5.012.0`$ keV; photons with energies close to those of the strong instrumental emission lines (Lumb et al. 2002) were excluded from the images. Background maps for each observation and each energy band were created by maximum-likelihood fitting of uniform vignetted and unvignetted components to the images after sources had been excised. Images, exposure maps and background maps from the different observations were then combined. The images in the four energy bands were simultaneously searched for sources using the SAS tasks EBOXDETECT and EMLDETECT. To optimize the background determination we performed several iterations of source detection and background fitting. Count rates were converted to fluxes assuming a power law spectrum with $`\alpha =0.7`$.

For spectral analysis we obtained source counts from circles of between 13 arcsec and 30 arcsec radius centred on the source positions given in Table 2. The sizes of the source circles were determined primarily by the need to avoid contamination by other nearby sources. Background counts were obtained from annular regions of diameter 2 arcmin around the source positions; sources with more than 40 counts were excised from the background regions. For the MOS spectra, single, double and triple event patterns were used, while in the PN spectra single and double events were used. Events with nominal energy $`<0.2`$ keV were excluded because the EPIC responses are uncertain at such low energies. We further excluded events with nominal energy $`<0.4`$ keV in PN because of the increased noise levels when double events are selected in this energy range. Response matrices for each source were produced using the SAS tasks RMFGEN and ARFGEN. Photons from channels contaminated by the strong instrumental fluorescent emission lines (Al K in MOS and Cu K in PN) were excluded from both source and background spectra. Spectra from the five observations and three EPIC cameras were combined by summing the counts from channels with the same nominal energy range. Background spectra were summed in the same fashion. The response matrices were combined by averaging the effective areas of the individual response matrices for each channel and each energy range. The procedure is described in detail in Page, Davis & Salvi (2003). The resultant spectra were grouped to a minimum of 20 counts per bin before spectral fitting.

### 3.2 Near-infrared/optical observations

We used the near-infrared camera UFTI on the $`3.8`$-m United Kingdom InfraRed Telescope (UKIRT) to make images at $`J`$ and $`K`$ (and $`H`$ for ero5 only; $`H=19.30\pm 0.15`$ mag) on 2001 February 17 and 2001 March $`1216`$. UFTI is a $`1024\times 1024`$ InSb imager with 0.091 arcsec pixels. Data were taken in periods of good atmospheric transparency and with seeing of $`0.41.1`$ arcsec. We used a $`3\times 3`$ grid of dithered positions for each image, allowing the construction of a sky frame for flatfielding. Integration times are given in Table 3. Calibration was obtained by observing a selection of UKIRT faint standards (Hawarden et al. 2001) on each night.

The data were analysed with the ORAC-DR data reduction pipeline which automates the dark subtraction, flat-fielding, resampling and despiking steps. The resulting mosaics were coadded as required with the STARLINK CCDPACK tasks ccdalign and makemos. We obtained secure identifications by calibrating the data astrometrically using bright stars in the images. Magnitudes, calculated in 2 arcsec diameter apertures, are given in Table 3 along with $`RK`$ and $`JK`$ colours.

### 3.3 Millimetre and submillimetre observations

Submillimetre observations were made at the James Clerk Maxwell Telescope (JCMT) on the 2001 January $`2224`$. We used SCUBA in photometry mode (see Holland et al. 1999) to make sensitive continuum observations in the 850- and 450-$`\mu `$m atmospheric passbands. The measured beam sizes at these wavelengths are approximately $`14.5`$ and $`8.0`$ arcsec respectively. The adopted chop throw was 45 arcsec in azimuth. Atmospheric transparency and stability were in the top quartile of conditions experienced on Mauna Kea; the zenith opacity was monitored with skydips yielding values of $`0.180.19`$ and $`0.80.9`$ at 850 and 450 $`\mu `$m respectively. Telescope pointing accuracy was checked on the nearby blazar $`1044+719`$ at $`2545`$ min intervals. Local pointing offsets were in all cases better than $`2`$ arcsec.

Data reduction was performed in the standard manner using the STARLINK package surf (Jenness & Lightfoot 1998), and flux calibration was made with respect to the JCMT primary calibrator, Mars. Calibration uncertainties are estimated to be $`510`$ per cent at 850 $`\mu `$m and $`1520`$ per cent at 450 $`\mu `$m. The resulting rms noise limits on our coadded photometric observations give noise equivalent flux densities of $`80`$ and $`800`$ mJy.Hz-1/2 at 850 and 450 $`\mu `$m respectively, entirely consistent with both predicted and previously measured values in similar weather conditions. Submillimetre flux densities are given in Table 4

One source, ero5, was observed at the IRAM 30-m telescope during March 2001 with the MPifR 37-channel bolometer array operating at 1.25 mm. The integration time was 3314 secs with the array operating in ON/OFF mode. The observing and data reduction strategy is analogous to that used with SCUBA at the JCMT.

### 3.4 Radio observations

The Lockman field was mapped with the National Radio Astronomy Observatory’s (NRAO) Very Large Array (VLA).

At 1.4 GHz, interference and the presence of bright sources in the primary beam meant that we had to use the spectral-line correlator mode, recording data every 5 s in 3.25 MHz channels, 28 in total, including left-circular and right-circular polarizations. 3C 84 and 3C 286 were used for flux calibration. The phase/amplitude calibrator, 1035+564, was observed every hour. A total of 75 h of integration was obtained — 70 h in A configuration; 5 h in B configuration. The lengthy data reduction procedure is described in detail by Ivison et al. (2002). The resulting map has a noise level of $`45`$$`\mu `$Jy beam-1 with 1.4 arcsec resolution.

At 4.9 GHz, data were taken in the standard continuum correlator mode in C configuration, with a total bandwidth of 100 MHz, and reduced according to the standard aips recipes. The resulting map has a noise level of $`13`$$`\mu `$Jy beam-1 with 5 arcsec resolution.

Radio source positions measured at 1.4 GHz, together with flux densities and upper limits, are given in Table 4.

## 4 Results

### 4.1 X-ray properties

The X-ray fluxes of the EROs, derived from multi-band source detection and parameterization are listed in Table 2. It is immediately clear that ero3 is much softer than the other EROs: it is the only source detected below 0.5 keV but it is the weakest source at energies higher than 2 keV. As expected, this difference is borne out by spectral fitting.

Initially, each of the ERO spectra were fitted with a power law model, absorbed only by the Galactic column in the direction of the Lockman Hole ($`6\times 10^{19}`$ cm-2; Lockman et al. 1986). The results of these fits (and those discussed below) are given in Table 5 and are shown graphically in Fig. 1. The power law model is an extremely poor fit to ero1 and ero2, and the fitted power law indices for ero1, ero2 and ero4 are much harder than the spectra of typical unobscured AGN. The power law fits to ero1, ero2 and ero4 also result in strong residuals which are characteristic of photoelectric absorption: an excess of counts above 1 keV, and a deficit of counts below 1 keV. We have therefore re-fitted the spectra using an absorbed power law model, with the redshift and column density of the absorbing medium as free parameters; Galactic absorption was included as before. This results in much better fits to the spectra of ero1, ero2, ero4 and ero5. In all four cases the improvement in $`\chi ^2/\nu `$ (here $`\nu `$ is the number of data points minus the number of free parameters) is significant at $`>99`$ per cent according to the F-test, and the intrinsic power-law spectral indices are now consistent with those found in normal AGN. The derived column densities shown in Fig. 2 depend heavily on redshift, but probably lie somewhere between $`10^{22}`$ and $`10^{24}`$ cm-2. Finally, to see if the X-ray emission could have a thermal origin, we have attempted to fit the spectra using a Mekal optically-thin thermal plasma model with Galactic absorption. We assumed Solar abundances for the plasma but its redshift was a free parameter in the fits. This model is a poor fit regardless of redshift for ero1, ero2 and ero4, and for ero5 it is a poorer fit than the absorbed power law model. For ero3, however, it is a slightly better fit than an absorbed or unabsorbed power law. The acceptable range of temperatures and redshifts for this source are shown in Fig. 3. For each ERO, the best-fit model is overplotted on the observed spectrum in Fig. 1.

### 4.2 Radio to near-infrared properties

In this section we use our multicolour photometric and imaging data to investigate the nature of our five X-ray selected EROs.

Since an old stellar population will show a break in the 4000 Å region whereas a dusty starburst (or dusty AGN) will have a smoother and shallower overall spectrum it has been proposed that the two populations will fall in different regions of, for example, a $`RK`$ vs $`JK`$ diagram (Pozzetti & Mannucci 2000). The first indications are that this is indeed the case, with known elliptical and starbursting EROs falling in the regions predicted by these spectral synthesis models (Pozzetti & Mannucci 2000). In addition, it has been shown that EROs detected in a very deep radio map (where the radio flux is assumed to be connected with star formation – see below) have redder $`JK`$ colours on average than those that were not detected (Smail et al. 2002). In the same study, spectral synthesis models fitted to broad-band photometric data showed that those sources best-fitted by dusty starburst models tended to have redder $`JK`$ colours than those fitted by an evolved stellar population (Smail et al. 2002). In Fig. 4 we use our optical and near-infrared photometry to produce a $`RK`$ vs $`JK`$ colour-colour diagram. Three of the five sources have clear-cut classifications according to this diagnostic tool; ero5 is a dusty ‘starburst’ source, while ero3 and ero4 are ‘ellipticals’. In addition, ero1 may also be dusty but ero2 falls on the boundary between the two classifications.

Small $`K`$-band images centred on the EROs are presented in Fig. 5. The images are not deep enough to allow profile fitting but we were able to extract half-light radii ($`r_{\mathrm{hl}}`$) by comparing the EROs with stars in their respective images, i.e. we determined the full width half maximum of the ERO and the best star in the frame, deconvolved them assuming Gaussian sources and then translated the results into half-light radii. The results are presented in Table 3, and we plot $`r_{\mathrm{hl}}`$ versus $`K`$ magnitude in Fig. 6 together with models taken from Roche et al. (2002). These models are based on the size-luminosity relations of local spheroidal (E/S0) and spiral (disk) galaxies combined with passive luminosity evolution. The results for ero3 and ero4 agree with those found above from their photometric colours; they are consistent with passively evolving elliptical or spiral galaxies, ero4 with a $`z=1`$ E/S0 and ero3 with either a $`z=2`$ E/S0 or a $`z=1`$ disk. Inspection of the images shown in Fig. 5 shows that ero3 might have an elongated morphology typical of an inclined spiral galaxy, although its size and morphology might alternatively be ascribed to an ongoing merger. The other three EROs are inconsistent with all of the models - this is particularly the case for ero5 which is indistinguishable from the stars on its image. As a comparison, Hubble Space Telescope imaging data (Smith et al. 2002) show that only 3 of 62 $`K`$-band selected EROs with $`RK>5.3`$ (1/27 with $`RK>6.0`$) have sizes smaller than 0.16 arcsec (that of ero2). Similarly, ero1, ero2 and ero5 are smaller than practically all of the 32 $`K19.5`$ EROs selected from $`R`$\- and $`K`$-band imaging data by Roche et al. (2002).

If any of the X-ray selected EROs are luminous, heavily dust reddened starbursts they will show signatures of star formation in other wavebands. In particular, we expect them to have strong emission in the submillimetre band from warm dust heated by young stars, and synchrotron radiation in the radio band resulting from supernovae. If, instead, the sources are red because they have a redshifted, evolved stellar population, they will not show these characteristics. This simple picture, however, is complicated by the presence of an AGN which can produce synchrotron radiation at radio wavelengths, and at submillimetre wavelengths can heat circumnuclear dust. Of the five sources only one, ero5, is detected at 850 $`\mu `$m with SCUBA (Table 4). Three of them (ero1, ero4 and ero5) are detected at one or both radio frequencies (Table 4). All three of the radio detected sources are unresolved at the 1.4 arcsec resolution of the 1.4-GHz VLA map (Table 4).

We discuss ero5 in detail in Appendix A where we conclude that it is probably a radio-quiet AGN and that the submillimetre emission is from warm dust. We can investigate the heating source of the dust by comparing the bolometric luminosity emitted by the AGN ($`L_{AGN}`$) to that emitted in the far-infrared ($`L_{FIR}`$). Assuming an intrinsic X-ray spectral index of $`1`$ and using the absorbed power law fit reported in Section 4.1, the flux emitted in the $`0.52`$ keV band, corrected for absorption is $`3.0_{1.3}^{+1.7}\times 10^{15}`$ erg s-1. If 3 per cent of the AGN luminosity is emitted in the $`0.52`$ keV band (Elvis et al. 1994) then log$`(L_{AGN})=11.55_{0.25}^{+0.19}L_{}`$ at $`z=1.45`$. We assume further that ero5 has the same far-infrared spectrum as Mrk 231, an X-ray absorbed AGN in the local Universe with log$`(L_{FIR})=12.59L_{}`$ (see Page et al. 2001 and references therein). If observed at $`z=1.45`$ Mrk 231 would have an 850 $`\mu `$m flux density of 1.9 mJy. Scaling with ero5 we derive log($`L_{FIR})=12.95\pm 0.10L_{}`$, large enough to classify ero5 is an ultraluminous infrared galaxy or ULIRG. The ratio $`L_{FIR}/L_{AGN}=25_{15}^{+13}`$ suggests that the far-infrared luminosity of ero5 is powered by star formation, in which case the star-formation rate (SFR) can be calculated from SFR(Myr$`{}_{}{}^{1})=L_{FIR}/5.8\times 10^9`$ (Kennicutt 1998) giving SFR$`1500`$ Myr-1.

The other two sources detected at radio wavelengths are fainter than ero5 by factors of $`20`$ (ero1) and $`45`$ (ero4) at 1.4 GHz, and are thus also unlikely to be radio-loud given their similar optical/near-infrared magnitudes. Their radio emission could, however, be associated with strong star formation and/or weak AGN activity. Taking advantage of the opposite (and strong in the submillimetre case) K-corrections in the two bands, a number of studies have used the radio to submillimetre spectral index as a redshift indicator (e.g., Carilli & Yun 1999; Dunne, Clements & Eales 2000). Assuming a $`2\sigma `$ upper limit of 2.8 mJy, ero1 has a spectral index $`\alpha _{1.4}^{350}<0.58`$ leading to rough redshift constraints $`z<1.5`$ and $`z<1.0`$ respectively from the two studies cited above. Similarly, ero4 has $`\alpha _{1.4}^{350}<0.83`$ leading to $`z<3.5`$ and $`z<2.2`$ respectively, and consistent with that deduced from Fig. 6. However, if the AGN contributes to the radio emission then higher redshifts (up to $`z=6`$ or so) are possible. We can put a rough limit on their SFRs by assuming that all of the radio emission has a starburst origin and that they are at $`z=1`$. Then, SFR(Myr$`{}_{}{}^{1})=5.9\pm 1.8\times 10^{22}L_{1.4\mathrm{GHz}}`$ where $`L_{1.4\mathrm{GHz}}`$ is the 1.4-GHz luminosity in units of W Hz-1 (Yun, Reddy & Condon 2001). The calculated SFRs are $`340`$ and $`90`$ Myr-1 for ero1 and ero4 respectively.

Two sources, ero2 and ero3, are undetected in both the radio and submillimetre bands. Their radio detection limits give SFRs of $`<80`$ and $`<50`$ Myr-1 respectively at $`z=1`$.

## 5 Discussion

The results from the previous section and the proposed source classifications discussed below are summarized in Table 6.

Our X-ray spectral analysis shows that ero1, ero2, ero4 and ero5 almost certainly contain absorbed AGN. The optical/near-infrared colours suggest that absorbed AGN occur in both types of ERO: dust-reddened starbursts (e.g. ero5), and EROs that are dominated by an old stellar population (e.g. ero4). The $`K`$-band half-light radius of ero4, as well as the optical/near-infrared colours, are consistent with an early type galaxy at $`z1`$ assuming passive luminosity evolution; this suggests that the AGN in this source contributes very little to its optical/near-infrared light.

In contrast to ero4, the two ‘dusty starburst’ EROs and the source with an ambiguous colour classification (ero2) are unusually compact in the $`K`$-band images, suggesting that their near-infrared emission includes a significant contribution from the absorbed AGN. The column densities measured in the X-ray ($`<10^{23}\mathrm{cm}^2`$ for $`z1`$) do not preclude such a possibility. Indeed, the dust-reddened optical/near-infrared colours of AGN are indistinguishable from the colours of young, massive stellar populations, and therefore it is possible that these three sources were selected as EROs because they contain dust obscured AGN rather than dusty star formation. This potential AGN contribution means that the optical/near-infrared colours alone are not sufficient to determine the nature of the host galaxies in these three objects. However, the submillimetre detection of ero5 suggests that this source is a dusty starburst galaxy. In Section 4.2 we argue that it is a ULIRG forming stars at a rate of $`10001500`$ Myr-1. The detection of radio emission from ero1 suggests that this source is also a dusty, star-forming galaxy. However, the lack of any detectable radio or submillimetre emission from ero2 suggests that like ero4, it could be an absorbed AGN hosted by a quiescent, early type galaxy.

It is thus apparent that absorbed AGN are found in both types of ERO: elliptical galaxies at $`z1`$ and high-redshift dusty starbursts. EROs such as ero2 and ero4, which correspond to the first type, have properties that are consistent with a normal galaxy containing an AGN which is viewed through an obscuring torus, as expected from AGN unified schemes (Antonucci 1993), and hypothesized in large numbers to explain the X-ray background (e.g. Comastri et al. 1995). In these cases, the dust is located close to the AGN itself, and may be hot. At least two hard X-ray sources discovered by Chandra have been shown to exhibit these properties (Wilman, Fabian & Gandhi 2000; see also Deane & Trentham 2001). EROs such as ero1 and ero5, which correspond to the second type, appear to be undergoing vigorous star formation. In these sources some obscuration of the AGN could be due to warm dust and gas which is associated with the star-forming regions, rather than an obscuring torus. Such sources may be AGN at an earlier evolutionary phase than the unobscured AGN population (e.g. Fabian 1999). Whatever the host galaxy, if the AGN makes a significant contribution to the $`K`$-band flux the position of the source on the colour-colour diagram could be shifted relative to position of the host galaxy, and we caution against applying photometric redshift techniques to Compton-thin AGN (e.g. Crawford et al. 2002).

If we assume that the $`512`$ keV flux density is little affected by absorption then the AGN are characteristic of those found at the break of the X-ray luminosity function ($`L`$) to within a factor of $`5`$. For example, ero5 at $`z=1.45`$ has an intrinsic luminosity, $`L_X10^{44.1}`$ erg s-1, while ero1 at $`z=3`$ would have $`L_X10^{45.2}`$ erg s-1 compared to $`L`$ $`(z=2)10^{44.5}`$ erg s-1 (Page et al. 1997). This result implies that four out of five of our EROs contain absorbed AGN with equivalent luminosities to those that make up the bulk of the unobscured component of the extragalactic X-ray background.

The only ERO in our sample that does not appear to have a significant contribution from an AGN is ero3. If it does contain an AGN, then the X-ray spectral fitting suggests that it cannot be absorbed by a significant amount of material. Its diffuse, extended near-infrared morphology, however, shows that such an unabsorbed AGN must be weak, because it makes a negligible contribution to the $`K`$-band light. Alternative sources of the X-ray emission are powerful starburst activity or halo emission from a massive elliptical galaxy in a deep gravitational potential. The former case is unlikely for a number of reasons. Firstly, ero3 was undetected in both the submillimetre and radio bands showing that star formation is not occurring on a massive scale; the limit derived from the deep radio map is SFR $`<50`$ Myr-1 at $`z=1`$. Secondly, its X-ray flux corresponds to a luminosity $`L_X10^{43.5}`$ erg s-1 ($`z=1`$) or $`L_X10^{44.1}`$ erg s-1 ($`z=2`$). This luminosity is too large for almost any conceivable starburst; the brightest X-ray starburst known is NGC 3256 with $`L_X=10^{42.4}`$ erg s-1 (Moran, Lehnert & Helfand 1999), more than an order of magnitude less luminous than ero3. The temperature that we obtain from the fit to the X–ray spectrum ($``$ 1–3 keV, see Fig. 3) and the luminosity are, however, within the range of values found for cD galaxies locally (O’Sullivan, Forbed & Ponman 2001, Matsushita 2001). This is consistent with the optical/IR colour and size results discussed above and suggests that ERO3 is likely to be the dominant galaxy of a cluster.

These results are in good agreement with those deduced from the Chandra Deep Field North Survey (Alexander et al. 2002). They claim that X-ray selected EROs that were detected in the hard band are absorbed AGN (9 out of 13 sources), while the 4 sources detected only in the soft band have X-ray emission from less energetic processes. In particular, a stacking analysis of those EROs with $`I<24.1`$ that were not individually detected resulted in a statistical detection in the soft band. They argue that this result is consistent with that expected if the majority of these sources are typical elliptical galaxies. X-ray spectral fitting shows convincingly that 4/5 of our sources are absorbed AGN, and that the other source is likely to be an elliptical galaxy, albeit a very luminous example.

Although our sample is small, two of the absorbed AGN are likely to contain substantial quantities of warm dust. We speculate that the other absorbed AGN might contain only hot circumnuclear dust. These properties are in keeping with the predictions of models for the X-ray background (Fabian & Iwasawa 1999). This result might also suggest that EROs detected as counterparts to faint submillimetre galaxies (e.g. Smail et al. 1999) have a reasonable chance of being associated with AGN, although we have already noted that only $`4`$ per cent of EROs in the Lockman Hole sample are X-ray sources (Section 2). Similarly, Alexander et al. (2002) find that only $`14_7^{+11}`$ per cent of the $`K20.1`$ ERO population are obscured AGN to the depth of their survey. Another study (Smail et al. 2002) suggests that this number could be as low as 2 per cent although their X-ray data are not as deep as those presented by Alexander et al. (2002). A recent comparison between faint XMM-Newton sources and submillimetre galaxies selected from the bright end of the number counts showed an overlap of 4 out of 16, with only one of these sources identified as both an X-ray source and an ERO (Ivison et al. 2002). However, these limits only constrain the fraction of EROs which contain Compton-thin AGN. It will require considerably deeper X-ray observations to detect a population of Compton-thick EROs with X-ray luminosities similar to, or lower than, the 5 EROs studied in this paper.

## 6 Conclusions

1. We present multifrequency follow-up observations and analysis for 5 out of 6 EROs identified in the 100 ks XMM-Newton observation of the Lockman Hole. They have enough counts in the X-ray band to allow spectral fitting. Four of them are best-fitted by an absorbed power law model with redshift dependent column densities of $`10^{22}10^{24}`$ cm-2. They are most probably Compton thin, obscured AGN. The fifth source has a best fit thermal spectrum and might be a massive elliptical galaxy with X-ray emission associated with its halo.
2. The EROs have optical/near-infrared colours consistent with dusty sources or normal elliptical galaxies. $`K`$-band imaging data show that those sources with elliptical colours have sizes predicted for elliptical galaxies at $`1<z<2`$. The other three sources are smaller than the model predictions; it is likely that in these cases the host galaxy is dominated by light from the AGN, consistent with them being Compton-thin AGN.
3. The dust content of the EROs is investigated with sensitive observations in the submillimetre and radio bands. Of the two AGN with dusty colours, one of them is detected at 850 $`\mu `$m which we interpret as emission from warm dust heated by young stars. The other is detected at 1.4 and 4.9 GHz suggesting that it also is a galaxy undergoing a burst of star formation, albeit at a less spectacular rate. Of the two sources with elliptical-like colours, one of them (that with the best-fit thermal X-ray spectrum) is undetected in the submillimetre and radio bands. The other is a faint radio source – this radio emission might be attributable to the AGN. We argue that the fifth source, an AGN with an ambiguous colour classification, has relatively little warm dust, and that the nucleus makes a significant contribution to the $`K`$-band light.
4. We suggest that the AGN with non-dusty colours might contain hot dust that provides viewing angle dependent obscuration (e.g. a circumnuclear torus), while the dusty AGN might be obscured by warm dust and gas associated with starburst activity. The latter might be in an earlier evolutionary phase than the AGN hosted by quiescent, early type galaxies.
5. The EROs that host AGN have luminosities within a factor of 5 of those found at the break of the unabsorbed X-ray luminosity function, i.e. they have luminosities equivalent to AGN that make up the bulk of the unobscured X-ray background.

## ACKNOWLEDGMENTS

The James Clerk Maxwell Telescope is operated by the Joint Astronomy Centre in Hilo, Hawaii on behalf of the parent organizations PPARC in the United Kingdom, the National Research Council of Canada and The Netherlands Organization for Scientific Research. The United Kingdom Infrared Telescope is operated by the Joint Astronomy Centre on behalf of PPARC. Based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and the USA (NASA). NRAO is operated by Associated Universities Inc., under a cooperative agreement with the National Science Foundation. J.A.S. acknowledges support from PPARC. I.R.S. acknowledges support from the Royal Society and the Leverhulme Trust.

## Appendix A What is ero5?

The spectral energy distribution of ero5 is plotted in Fig. 7 where we also show those of the ULIRG ERO J164502+4626.4 otherwise known as HR 10 (Dey et al. 1999) and the dusty quasar ISO J1324$``$2016 (Pierre et al. 2001), both of which are EROs. The comparison sources, both at $`z1.5`$, are plotted in the observed frame, and have not been shifted in flux level. The mid-infrared data are from ISOCAM observations of the Lockman Hole which show that ero5 is one of the brightest $`15\mu `$m sources in the X-ray detected sub-sample (Fadda et al. 2002). There is a striking similarity between ero5 and HR 10 in the millimetre and near-infrared optical regime but ero5 is at least an order of magnitude brighter at radio wavelengths where it is more similar to ISO J1324$``$2016. The ISOCAM data have large uncertainties but nevertheless there is reasonably good evidence that the AGN have rising spectra between the $`K`$-band and the mid-infrared whereas the starburst-like HR 10 shows the opposite behaviour.

The millimetre–submillimetre spectral index of $`>2.4`$ practically rules out a self-absorbed synchrotron origin for the submillimetre radiation unless the source varied in between the observations which we consider to be unlikely. Although the spectrum is just consistent with that expected for a homogeneous synchrotron source in the optically thick regime (maximum slope of 2.5) such sources have never been observed with turnovers in the far-infrared (see e.g. discussion in Hughes et al. 1993). The most likely interpretation is thus that the submillimetre flux is due to thermal emission from dust.

The radio emission from ero5 is likely to include a large contribution from the AGN. The spectral index between the radio and submillimetre bands is $`\alpha _{1.4}^{350}=0.07`$ which would place the source at $`z<0.3`$ if the radio emission is attributed to star formation alone (e.g. Carilli & Yun 1999; Dunne, Clements & Eales 2000). Turning this argument around, and assuming that all of the submillimetre emission is from dusty star formation, the predicted 1.4 GHz flux density in the observer’s frame is approximately $`30300\mu `$Jy at $`z=1.45`$. This result implies that most of the $`3`$ mJy emitted at 1.4 GHz is from processes other than star formation.

Could the source be radio-loud? Our 1.4-GHz radio image constrains the source size to be $`<0.5`$ arcsec. At $`z=1.45`$ the projected size must thus be smaller than about 8.6 kpc (or about 12.1 kpc if $`q_0=0`$) if it is to remain unresolved in our radio images. The data presented by Blundell, Rawlings & Willott (1999) show that classical double radio sources have linear sizes ranging from several thousands of kpc to less than one kpc so our size constraints are consistent with a radio galaxy or mis-aligned quasar. Another diagnostic for radio-loudness is the two-point spectral index ($`\alpha _{ro}`$) measured in the rest frame between 4.86 GHz and the $`R`$-band, where radio-loud sources have indices $`<0.35`$ (Zamorani et al. 1981). We can K-correct the radio data using the observed spectral index between 4.86 and 1.4 GHz of $`0.81\pm 0.06`$, and the observed $`K`$-band flux corresponds approximately to the rest frame $`R`$-band flux. The calculated index is $`\alpha _{ro}=0.39`$ which falls just into the radio-loud regime. However, only 0.5 mags of extinction would be required at $`K`$ to place the source on the other side of the divide. Given that ero5 is extremely dusty we consider this very likely to be the case, and so it is most probably radio-quiet according to this diagnostic. We note that the observed radio flux density and radio spectral index are consistent with those found for radio quiet quasars (Barvainis, Lonsdale & Antonucci 1996). The emission is probably optically thin synchrotron radiation.


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# Primordial Black Holes as Dark Matter: The Power Spectrum and Evaporation of Early Structures

## 1 Introduction

The nature of Cold Dark Matter (CDM) is one of the most important and profound mysteries in modern cosmology. One of the clues towards solving this mystery is the fact that Big Bag Nucleosynthesis (BBN) paradigm (e.g., Burles et al. 2001) predicts a much lower density for the baryonic matter (by a factor of $`510`$) than almost all the measurements of the CDM density in the last decade (see Bahcall et al. 1999 for a review). Black holes are an alternative to the most popular candidate for the dark matter: massive, non-baryonic, elementary particles (see Khalil & Munoz 2002 for a recent review). If Primordial Black Holes(PBHs), formed in the early universe, they could become the dominant form of dark matter.

There are variety of mechanisms proposed for PBH formation: during inflationary reheating (Garcia-Bellido & Linde 1998), from a blue spectrum of primordial density fluctuations (Carr & Lidsey 1993) or during a phase transition in the early universe (e.g., Rubin et al. 2000). The typical mass of PBHs at the formation time can be as large the mass contained in the Hubble volume, $`M_H`$, down to around $`10^4M_H`$ (Hawke & Stewart 2002). Carr & Hawking (1974) show that there is no physical self-similar growth mode for the PBHs in a radiation gas, and so there will be no significant accretion after PBH formation. However, Bean & Magueijo (2002) speculate that the accretion of quintessence (i.e., a scalar field) into the PBHs could lead to the scaling of the PBH mass with $`M_H`$.

In this letter, we consider PBHs with $`10\mathrm{M}_{}<M_{_{\mathrm{PBH}}}<\mathrm{\hspace{0.17em}10}^6\mathrm{M}_{}`$ as the constituents of CDM. The dynamical constraints on such objects has been thoroughly reviewed and discussed by Carr & Sakellariadou (1999). They show that the strongest upper limit on the mass of such compact objects in the galactic halo is $`10^4\mathrm{M}_{}`$ which comes from two independent methods:(1) the rate of globular cluster disruptions and,(2) the mass of the galactic nucleus, accumulated due to dynamical friction. However, the globular cluster disruption limit depends on the completely unknown initial number of globular clusters, while the galactic nucleus limit ignores black hole ejection through gravitational slingshot which may prevent mass accumulation at the center (Xu & Ostriker 1994). Therefore we will take a more conservative value of $`10^6\mathrm{M}_{}`$ as our upper limit. On the lower end, the non-detection of long duration lensing events by the MACHO microlensing experiment excludes the mass range $`0.330\mathrm{M}_{}`$ for the halo objects (Alcock et al. 2001). This letter studies the impact of these PBHs on the large scale structure of the universe, and specifically the signatures of discreteness in CDM. In Sec. 2 we study the impact of the Poisson noise due to the discreteness of PBHs on the linear power spectrum. Sec. 3 compares the numerical simulations with this linear power spectrum with the observational data of the Ly-$`\alpha `$ forest power spectrum. This puts an upper limit on the mass of PBHs. In Sec. 4 we discuss the effect of evaporation of early structures, which puts a lower cutoff on the mass function of the PBH haloes. Finally, Sec. 5 concludes the paper.

## 2 The Linear Spectrum

In the following analysis we assume that PBHs form as the result of a phase transition at some temperature $`T_c`$, in the radiation dominated era. Furthermore, we will assume that there is no substantial accretion following their formation era and all of their masses are around $`M_{_{\mathrm{PBH}}}`$. This assumption can be generalized to an extended accretion scenario where $`T_c`$ marks the end of accretion period (Magueijo and Bean 2002). The black hole density follows

$$\rho _{_{\mathrm{PBH}}}=M_{_{\mathrm{PBH}}}n_{0,_{\mathrm{PBH}}}(1+\delta _p)\left(\frac{T}{T_c}\right)^3.$$
(1)
where $`n_{0,_{\mathrm{PBH}}}`$ is the number density of PBHs, $`\delta _p`$ is the fluctuation is the number of PBHs due to Poisson noise, and the $`T/T_c`$ factor describes the dilution in PBH density due to cosmic expansion. Since the PBHs are not correlated on acausal distances, one expects that on scales larger than the Hubble radius

$$P_p=<|\delta _p(k)|^2>=n_{0,_{\mathrm{PBH}}}^1.$$
(2)
For linear perturbations, on large scales, Eq.(1) leads to

$$\delta _{_{\mathrm{PBH}}}=\delta _p+\frac{3}{4}\delta _r,$$
(3)
where the $`\delta _{_{\mathrm{PBH}}}`$,$`\delta _p`$ and $`\delta _r`$ are the relative overdensities of PBHs, Poisson fluctuations and radiation, respectively. Since $`\delta _p`$ in Eq.(1)is observable and constant, one would conclude that the quantity

$$S\delta _{_{\mathrm{PBH}}}\frac{3}{4}\delta _r=\delta _p$$
(4)
is gauge-invariant and conserved. Indeed this is the entropy per PBH, which should remain constant as long as the universe expands adiabatically (e.g. see Mukhanov et al. 1992). The associated perturbations, generated in this way are isocurvature(or entropy) perturbations, as the curvature at large scales is not (immediately) affected by the formation of compact objects at small scale.

As we are assuming that PBHs are the present day Cold Dark Matter (CDM), the overdensity of CDM is given by

$$\delta _{_{\mathrm{CDM}}}(k)=T_{ad}(k)\delta _{i,ad}(k)+T_{iso}(k)S(k),$$
(5)
where $`T_{ad}(k)`$ and $`T_{iso}(k)`$ are the transfer functions for adiabatic and isocurvature perturbations respectively. For the following analysis we will use the analytical fits quoted in Bardeen et al. 1986 to the transfer functions. Eq. (5) leads to the following power spectrum

$$P_{_{\mathrm{CDM}}}(k)=T_{ad}^2(k)P_{i,ad}(k)+T_{iso}^2(k)P_p.$$
(6)
In this expression,$`P_{i,ad}(k)=Ak^n`$ with $`n1`$ is the adiabatic power spectrum which is produced through inflation (or an alternative method of generating scale-invariant adiabatic perturbations), while $`P_p`$ is given in Eq.(2).

One can easily see that the isocurvature term on the RHS of Eq.(2) contributes a constant to the power spectrum as both $`P_p`$ and

$$T_{iso}(k)=\frac{3}{2}(1+z_{eq})\mathrm{for}ka_{eq}H_{eq}$$
(7)
are independent of $`k`$ (e.g. Peacock 1998). Note that this is the simple linear growth due to gravitational clustering which is the same for adiabatic fluctuation. Since the power spectrum of adiabatic fluctuations decays as $`k^3`$ at small scales, one expects to see the signature of this Poisson noise at large $`k`$’s. Combining Eqs. (2),(6) and (7) gives the power offset

$`\mathrm{\Delta }P_{_{\mathrm{CDM}}}`$ $``$ $`{\displaystyle \frac{9M_{_{\mathrm{PBH}}}(1+z_{eq})^2}{4\rho _{_{\mathrm{CDM}}}}}`$ (8)
$`=`$ $`4.63\left({\displaystyle \frac{M_{_{\mathrm{PBH}}}}{10^3M_{}}}\right)(\mathrm{\Omega }_{_{\mathrm{CDM}}}h^5)(h^1\mathrm{Mpc})^3`$
which is also a lower bound on the matter linear power spectrum.

Fig.(1) shows the linear power spectrum for different masses of the PBHs. We see the Poisson plateau (Eq. 8) at large k’s which drops with decreasing mass. The impact of this plateau on the Ly-$`\alpha `$ forest power spectrum is discussed in the next section.

## 3 Simulations of Ly-$`\alpha `$ forest

The lines in Fig. (2) show the predicted change in the power spectrum of the Ly-$`\alpha `$ forest transmitted flux, $`P_F(k)`$, as $`M_{_{\mathrm{PBH}}}`$ is varied. The points with error bars are $`P_F(k)`$ measured by Croft et al. (2002) using their fiducial sample ($`\overline{z}=2.72`$). The predictions were made using the large set of numerical simulations and the interpolation code described in McDonald et al. (2003). We have not yet performed fully hydrodynamic simulations using PBH power spectra, so our result is based entirely on hydro-PM simulations (e.g., Gnedin & Hui 1998; McDonald, Miralda-Escudé, & Cen 2002; McDonald 2003). The curves we show are smooth because the power spectra computed from the simulations have been compressed into the parameters of an analytic fitting formula. The background cosmological model used in Fig. (2) is assumed to be flat with a cosmological constant, $`\mathrm{\Omega }_{_{\mathrm{CDM}}}=0.26`$, $`\mathrm{\Omega }_b=0.04`$, $`h=0.72`$, and $`n=0.9`$ (this value of $`n`$ is close to the best fit found by Croft et al. 2002 for our model). The Ly-$`\alpha `$ forest model assumed in the simulation is controlled by 3 parameters: the mean transmitted flux fraction in the forest, $`\overline{F}`$, and the parameters, $`T_{1.4}`$ and $`\gamma 1`$, of a power-law temperature-density relation for the gas in the IGM, $`T=T_{1.4}(\mathrm{\Delta }/1.4)^{\gamma 1}`$, where $`\mathrm{\Delta }`$ is the density of the gas in units of the mean density (see McDonald 2003 for a demonstration of the effects of these parameters on the flux power spectrum). The allowed range of each of these parameters has been constrained by independent observations. We use the measurement $`\overline{F}=0.746\pm 0.018`$ from McDonald et al. (2000) and the measurements $`T_{1.4}=20500\pm 2600`$ K and $`\gamma 1=0.4\pm 0.2`$ from McDonald et al. (2001). To obtain these values at $`z=2.72`$, we interpolated between the redshift bins used by McDonald et al. (2000, 2001). We subtracted 50% of the potential continuum fitting bias they discuss from $`\overline{F}`$, and add the same number in quadrature to their error on $`\overline{F}`$. We add 2000 K in quadrature to the error bars on $`T_{1.4}`$ to help absorb any systematic errors. To produce Fig. (2), we fixed these Ly-$`\alpha `$ forest parameters to their measured values, and fixed the normalization of the initially adiabatic component of the linear power spectrum, $`\sigma _8^{}`$, to the value that gives the best fit when $`M_{_{\mathrm{PBH}}}=0`$. It is not surprising to see that the Ly-$`\alpha `$ forest power increases dramatically as the white noise power from the PBHs becomes significant on the observed scales.

Fig. (2) is not sufficient to place constraints on $`M_{_{\mathrm{PBH}}}`$ because we have not varied any of the other parameters to see if the predicted power can be adjusted to match the observations. To obtain an upper limit on the PBH mass we compute $`\chi ^2(M_{_{\mathrm{PBH}}})`$, minimizing over the amplitude of the linear power and the three Ly-$`\alpha `$ forest parameters, subject to the observational constraints described above on $`\overline{F}`$, $`T_{1.4}`$, and $`\gamma 1`$. We follow Croft et al. (2002) in using only $`P_F(k)`$ points with $`k<0.04`$ s/km. Defining an upper limit by $`\chi ^2(M_{_{\mathrm{PBH}}})\chi ^2(0)=4`$, we find $`M_{_{\mathrm{PBH}}}<17000\mathrm{M}_{}`$. Fig. (3) shows how this limit is obtained. The temperature-density relation parameters play no role, but $`\overline{F}`$ is important. As $`M_{_{\mathrm{PBH}}}`$ increases, the best fit value of $`\overline{F}`$ also increases until this trend is halted by the external constraint on $`\overline{F}`$. The effect of the increase in $`\overline{F}`$ is to reduce $`P_F(k)`$ (McDonald 2003), counteracting the increase in power due to $`M_{_{\mathrm{PBH}}}`$. Finally, the unconstrained parameter $`\sigma _8^{}`$ also increases with $`M_{_{\mathrm{PBH}}}`$, further decreasing the power on small scales while increasing $`P_F(k)`$ on large scales (see McDonald 2003; this freedom to adjust the tilt of $`P_F(k)`$ is significant – with $`\sigma _8^{}`$ fixed we find $`M_{_{\mathrm{PBH}}}<5800\mathrm{M}_{}`$).

Fig. (3) may at first appear unconvincing to the reader unfamiliar with the Ly-$`\alpha `$ forest; however, the result is ultimately simple to understand. In Fig. (1) we see that the white noise power begins to dominate on the scales to which the Ly-$`\alpha `$ forest is sensitive when $`M_{_{\mathrm{PBH}}}10000M_{}`$ (note that 1 comoving Mpc/h = 108 km/s at $`z=2.72`$ in our model). As $`M_{_{\mathrm{PBH}}}`$ increases there is simply too much power on the scale of the Ly-$`\alpha `$ forest to produce the observed level of fluctuations. Increasing $`\overline{F}`$ can cancel some of the effect but the size of the increase is limited because $`\overline{F}`$ is directly observable.

A factor of $`2`$ relaxation in the upper bound seems unlikely but not inconceivable. For example, if we arbitrarily increase the error bar on $`\overline{F}`$ to $`\pm 0.03`$, the limit we derive is $`M_{_{\mathrm{PBH}}}<41000M_{}`$. The limit is $`M_{_{\mathrm{PBH}}}<37000M_{}`$ if we arbitrarily decrease the predicted $`P_F(k)`$ by 10% for all models. The assumed value of $`n`$ has no effect on the result (we obtain $`M_{_{\mathrm{PBH}}}<18000M_{}`$ using $`n=1`$). Finally, we remind the reader that the Ly-$`\alpha `$ forest only constrains the power spectrum in km/s units at $`z=2.72`$. Equation (8) and our assumed cosmological model were used to compute $`M_{_{\mathrm{PBH}}}`$.

## 4 Early Structures and Relaxation Effects

So, apart from the Poisson noise, is there any difference between the gravitational clustering of the conventional CDM (WIMP particles) and PBHs? The answer is yes. The collisional relaxation time for a gravitational system is of the order of the number of particles, times the dynamical time of the system. Therefore, one expects the relaxation related effects, e.g. evaporation and core collapse, to happen faster for systems with smaller number of particles. As the structures form bottom-up in a hierarchical structure formation scenario (and even more so in the presence of PBHs as the spectrum is bluer), and the dynamical time for cosmological haloes is of the order of the age of the universe, such effects may be important only for the first structures, that form right after the recombination era, which have the smallest number of PBHs.

Let us make a simple estimate of how evaporation of early structures sets a lower limit on the mass of virialized objects. The evaporation time of an isolated cluster can be estimated using

$$t_{evap}300t_{rel}300\left[\frac{0.14N}{\mathrm{ln}(0.14N)}\right]\sqrt{\frac{r_h^3}{GM}},$$
(9)
(see Binney & Tremaine 1987), where the subscripts, ”$`evap`$” and ”$`rel`$” refer to the characteristic times, subsequently associated with the evaporation and relaxation of the structure, while $`N`$ and $`r_h`$ are the number of particles and the median radius, respectively. To relate $`r_h`$ to the formation time, for simplicity, we consider a truncated singular isothermal sphere which within the spherical collapse model (e.g., Afshordi & Cen 2002) yields

$$r_h\frac{2GM}{15\sigma _v^2}(2GM)^{1/3}\left(\frac{t_f}{27\pi }\right)^{2/3},$$
(10)
where $`t_f`$ is the formation time of the object. Combining this with Eq.(9) gives

$$t_{evap}\left[\frac{0.7N}{\mathrm{ln}(0.14N)}\right]t_f.$$
(11)
The next assumption is that the approximate formation time of the structure is when the variance of fluctuations at the mass scale of the structure $`\sigma (M)`$ is around the critical overdensity in the spherical collapse model, $`\delta _c`$ (Gunn & Gott 1972),

$$\sigma (M)|_{_{\mathrm{form}}}\delta _c1.67.$$
(12)
Based on the calculations of Sec. 2, $`\sigma (M)`$, which is dominated by the Poisson noise at the small scales, is given by

$$\sigma ^2(M)\frac{M_{_{\mathrm{PBH}}}}{M}\left[\frac{3}{2}\left(\frac{1+z_{eq}}{1+z}\right)\right]^2,$$
(13)
neglecting a late time cosmological constant which is not important at the formation time of the early structures. Now, combining Eqs.(11-13) with

$$\frac{t}{t_f}\mathrm{\Omega }_m^{0.2}\left(\frac{1+z_f}{1+z}\right)^{3/2},$$
(14)
for a flat universe, gives the minimum mass for the structure not to evaporate

$`M_{\mathrm{min}}`$ $`=`$ $`N_{\mathrm{min}}M_{_{\mathrm{PBH}}}`$ (15)
$``$ $`M_{_{\mathrm{PBH}}}\left[{\displaystyle \frac{3(1+z_{eq})}{2\delta _c(1+z)}}\right]^{6/7}\left[{\displaystyle \frac{\mathrm{\Omega }_m^{0.2}\mathrm{ln}(0.14N_{\mathrm{min}})}{0.7}}\right]^{4/7}`$
$``$ $`3\times 10^3M_{_{\mathrm{PBH}}}(1+z)^1\left({\displaystyle \frac{\mathrm{\Omega }_m}{0.3}}\right)\left({\displaystyle \frac{h}{0.7}}\right)^{12/7},`$
and consequently, the structures with $`M<M_{\mathrm{min}}`$ should evaporate by redshift $`z`$.

This calculation may be an underestimate of $`M_{\mathrm{min}}`$ since Eq.(9) is valid for an isolated object and ignores tidal effects. In general, tidal stripping can decrease $`t_{evap}`$ significantly (by a factor of 5-10). However, accretion, on the other hand, can slow down the net mass loss rate of the structure and hence has a reverse effect. In reality, the exact lower limit will probably depend on the environment of the structures.

## 5 Conclusions

We have studied the possibility of having CDM in the form of PBHs (or any other massive compact object) and its impact on the large scale structure of the universe. We see that the simple Poisson noise, enhanced by gravitational clustering in the matter dominated era, leads to a plateau in the power spectrum at large wave numbers (see Fig. 1). Comparison of numerical simulations of Ly-$`\alpha `$ forest with the current observational data rules out the PBH masses larger than $`\mathrm{few}\times 10^4\mathrm{M}_{}`$. The discrete nature of the PBHs can also lead to the evaporation of small (early) structures. A simple estimate shows that this puts a lower limit of about $`10^3M_{_{\mathrm{PBH}}}`$ on the mass of small structures.

PM thanks Nick Gnedin for the hydro-PM code. Also, NA and DNS are grateful to J.P.Ostriker for critical and illuminating discussions. The Ly-$`\alpha `$ forest simulations were performed at the National Center for Supercomputing Applications.


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# Hitchin systems on ll-curves

## 1 Introduction

Recall (see, for example \[T1\] and \[T2\]) that the Deligne-Mumford compactification $`\overline{_g}`$ of the moduli space $`_g`$ of smooth curves of genus $`g`$ containes a finite configuration of points $`𝒫\overline{_g}`$ corresponding to the large limit curves and enumerated by 3-valent graphs. Given a 3-valent graph $`\mathrm{\Gamma }`$, we write:

* $`V(\mathrm{\Gamma })=\{v_i\}`$ for the set of its vertices;
* $`E(\mathrm{\Gamma })=\{e\}`$ for the set of its edges;
* $`\stackrel{}{E}(\mathrm{\Gamma })=\{\stackrel{}{e}\}`$ for the set of all orientation choices for all the edges;
* $`v_s(\stackrel{}{e})`$, $`v_t(\stackrel{}{e})`$ for the source and target vertices of an oriented edge $`\stackrel{}{e}\stackrel{}{E}`$;
* $`S(v)E(\mathrm{\Gamma })`$ for the star of a vertex $`vV(\mathrm{\Gamma })`$, i. e. for the set of all (non oriented) edges incident to $`v`$;

Topologically, each 3-valent graph $`\mathrm{\Gamma }`$ is equivalent to some 3-dimensional handlebody $`H_\mathrm{\Gamma }`$ whose boundary $`H_\mathrm{\Gamma }=\mathrm{\Sigma }_\mathrm{\Gamma }`$ is a smooth compact Riemann surface obtained from $`\mathrm{\Gamma }`$ by pumping its edges to tubes and vertices to trinions, that is 2-spheres with 3 holes. It is easy to see that the cardinalities $`|E(\mathrm{\Gamma })|=3g3`$, $`|V(\mathrm{\Gamma })|=2g2`$, where $`g`$ is the genus of $`\mathrm{\Sigma }_\mathrm{\Gamma }`$. By the construction, $`\mathrm{\Sigma }_\mathrm{\Gamma }`$ is equipped with a trinion decomposition, i. e. it is sliced into ‘pairs of pants’ obtained by cutting some meridian $`C_e`$ out of each tube $`eE(\mathrm{\Gamma })`$. Contracting these $`3g3`$ meridians to points, we obtain a connected reducible algebraic curve $`P_\mathrm{\Gamma }`$ glued from $`2g2`$ Riemann spheres $`P_v=^1`$, $`vV(\mathrm{\Gamma })`$, along triples of points $`(p_{e_1},p_{e_2},p_{e_3})P_v`$ corresponding to the edges of the star $`S(v)=\{e_1,e_2,e_3\}`$. This reducible algebraic curve $`P_\mathrm{\Gamma }`$ is Deligne - Mumford stable and has the arithmetical genus $`g`$.

The restriction of the canonical sheaf $`𝒪(K_\mathrm{\Gamma })`$ to each component $`P_v`$ coincides with the sheaf of meromorphic differentials $`\omega `$ with simple poles at $`(p_{e_1},p_{e_2},p_{e_3})P_v`$:

$$𝒪_{P_\mathrm{\Gamma }}(K_\mathrm{\Gamma })|_{P_v}=𝒪_{P_v}(K_{P_v}+p_{e_1}+p_{e_2}+p_{e_3})=𝒪_{P_v}(1).$$

Thus, a global holomorphic section $`sH^0(P_\mathrm{\Gamma },𝒪(K_\mathrm{\Gamma }))`$ is a collection of meromorphic differentials $`\{\omega _v\}`$ on $`P_v`$ whose residues at the poles satisfy the following compatibility relations:

$$\begin{array}{c}\mathrm{res}_{p_e}\omega _{v_s(e)}+\mathrm{res}_{p_e}\omega _{v_t(e)}=0,eE(\mathrm{\Gamma })\\ \underset{eS(v)}{}\mathrm{res}_{p_e}\omega (v)=0,vV(\mathrm{\Gamma })\end{array}$$
(1.1)
These linear constraints lead to the right value for $`dimH^0(P_\mathrm{\Gamma },𝒪(K_\mathrm{\Gamma }))=g`$, the dimension of the space of global holomorphic differentials. This agrees with the Deligne - Mumford prediction that the vector bundle $`\pi :V_1\overline{_g}`$, whose fiber at a smooth $`C_g`$ is $`H^0(C,𝒪(K_C))`$, can be continued into each ll-curve point as a vector bundle of rank $`g`$. However, the properties of the complete canonical linear system $`|K_\mathrm{\Gamma }|`$ depend on the topology of $`\mathrm{\Gamma }`$ (more precisely, on the thickness of the graph, see \[A\]).

The double canonical system $`|2K_\mathrm{\Gamma }|`$ of an ll-curve is much more regular. Namely, a holomorphic quadratic differential $`\mathrm{\Omega }H^0(P_\mathrm{\Gamma },𝒪(2K_\mathrm{\Gamma })`$ is given by a collection of meromorphic quadratic differentials $`\{\mathrm{\Omega }_v\}`$ on the components $`P_v`$ such that their bi-residues satisfy the following condition:

$$\mathrm{bi}\mathrm{res}_{p_e}\omega _{v_1}=\mathrm{bi}\mathrm{res}_{p_e}\omega _{v_2},e=(v_1,v_2)E(\mathrm{\Gamma })$$
(1.2)
(see \[T4\],\[T5\]). The system of nodes $`\{p_e\}P_\mathrm{\Gamma }`$, $`eE(\mathrm{\Gamma })`$, gives an identification

$$H^0(P_\mathrm{\Gamma },𝒪(2K_\mathrm{\Gamma }))^{}=^{E(\mathrm{\Gamma })}$$
(1.3)
under which the basic linear form $`H_e`$, which corresponds to $`eE(\mathrm{\Gamma })`$, takes quadratic differential $`\mathrm{\Omega }`$ to $`H_e(\mathrm{\Omega })=\mathrm{bi}\mathrm{res}_{p_e}\mathrm{\Omega }`$. So, the moduli space $`\overline{_g}`$ has a smooth orbifold structure at each ll-point $`P_\mathrm{\Gamma }\overline{_g}`$ and the fiber of the tangent bundle $`T_{P_\mathrm{\Gamma }}\overline{_g}`$ at $`P_\mathrm{\Gamma }`$ equals

$$T_{P_\mathrm{\Gamma }}\overline{_g}=H^0(P_\mathrm{\Gamma },𝒪_{P_\mathrm{\Gamma }}(2K_{P_\mathrm{\Gamma }})^{}=^{E(\mathrm{\Gamma })}$$
(1.4)
Moreover, each basic tangent direction $`H_e`$, $`eE(\mathrm{\Gamma })`$, can be integrated to some rational curve $`𝒞_{e\mathrm{\Gamma }}=\psi _{e\mathrm{\Gamma }}(^1)\overline{_g}`$ (see (3.1) – (3.12) in \[T2\]).

So, the Deligne - Mumford compactification $`\overline{_g}`$ contains the configuration of points $`𝒫=\{P_\mathrm{\Gamma }\}`$ parameterized by 3-valent graphs $`\mathrm{\Gamma }`$ of genus $`g`$ and the configuration of rational curves111we consider $`𝒞=𝒞_{e\mathrm{\Gamma }}`$ as one reducible curve $`𝒞=\underset{e\mathrm{\Gamma }}{}𝒞_{e\mathrm{\Gamma }}`$ corresponding to flags $`e\mathrm{\Gamma }`$ in such a way that three flags from the same nest (see (2.17), (2.20) in \[T2\]) lead to the same curve $`𝒞_{e\mathrm{\Gamma }}`$. In the previous paper \[T2\] we described the complex gauge theory on ll-curves $`𝒫\overline{_g}`$. Here we investigate the Hitchin systems on ll-curves.

## 2 Framed vector bundles on ll-curves

We write $`^{\mathrm{ss}}(P_\mathrm{\Gamma })`$ for the moduli space of topologically trivial semistable holomorphic vector bundles of rank 2 on $`P_\mathrm{\Gamma }`$. By the definition, $`^{\mathrm{ss}}(P_\mathrm{\Gamma })`$ parameterizes rank 2 vector bundles $`E`$ that have no positive line sub bundles $`LE`$ and are restricted to trivial holomorphic vector bundles $`E|_{P_v}`$ over each sphere $`P_v`$, $`vV(\mathrm{\Gamma })`$. Any topologically trivial rank 2 vector bundle $`E`$ on $`P_\mathrm{\Gamma }`$ can be framed by fixing some trivialization

$$E|_{P_v}=P_v\times ^2=P_v\times V_0$$

over each component of $`P_vP_\mathrm{\Gamma }`$ (here $`V_0`$ is some fixed 2-dimensional vector space). We write $`(P_\mathrm{\Gamma })`$ for the space of framed topologically trivial vector bundles on $`P_\mathrm{\Gamma }`$. The framing forgetful map

$$f:(\mathrm{\Gamma })^{\mathrm{ss}}(P_\mathrm{\Gamma })$$
(2.1)
gives a principal bundle with the ‘complex gauge’ group

$$\text{Map}(V(\mathrm{\Gamma }),\text{SL}(2,)),$$
(2.2)
where $`\text{SL}(2,)=\text{SL}(V_0)`$ consists of linear automorphisms of $`V_0`$ with determinant 1.

Each framing of $`E`$ can be considered as a function

$$a:\stackrel{}{E}(\mathrm{\Gamma })\text{SL}(2,)\text{ }\text{such that }a(\stackrel{}{e})=a(\stackrel{}{e})^1$$
(2.3)
where $`\stackrel{}{e}`$, $`\stackrel{}{e}`$ are two opposite orientation choices for edge $`eE(\mathrm{\Gamma })`$. In these terms, complex gauge transformation $`g\text{Map}(V(\mathrm{\Gamma }),\text{SL}(2,))`$ acts on a framing $`a`$ by the formula

$$g(a)(\stackrel{}{e})=g(v_s)a(\stackrel{}{e})g(v_t)^1.$$
(2.4)
Factorizing (2.1) through this action, we get

$$^{\mathrm{ss}}(P_\mathrm{\Gamma })=(\mathrm{\Gamma })/\text{Map}(V(\mathrm{\Gamma }),\text{SL}(2,)).$$
(2.5)
At the same time, (2.3) and (2.4) show that a function $`a`$ from (2.3) is nothing but a flat $`\text{SL}(2,)`$-connection on the graph $`\mathrm{\Gamma }`$. Moreover, the reframing group (2.2) is really the complex gauge group acting on these connections. Thus, the quotient (2.5) coincides with the space of the gauge orbits of flat connections, which, in its own turn, is the same as the space $`𝔢𝔭(\pi _1(\mathrm{\Gamma }),\text{SL}(2,))`$, of equivalence classes of representations of the fundamental group $`\pi _1(\mathrm{\Gamma })`$. In other words,

$$^{\mathrm{ss}}(P_\mathrm{\Gamma })=𝔢𝔭(\pi _1(\mathrm{\Gamma }),\text{SL}(2,)).$$
(2.6)
Let us write $`F_g`$ for the free group with $`g`$ generators. Then there is an isomorphism of fundamental groups

$$\pi _1(\mathrm{\Gamma })=\pi _1(H_\mathrm{\Gamma })=F_g$$

where $`H_\mathrm{\Gamma }`$ is the handlebody whose boundary $`H_\mathrm{\Gamma }=\mathrm{\Sigma }_\mathrm{\Gamma }`$ is the pumped graph. So, the space of representation classes (2.6) is described as the factor of the direct product of $`g`$ copies of $`\text{SL}(2,)`$ through diagonal action of $`\text{SL}(2,)`$ by conjugations:

$$𝔢𝔭(\pi _1(\mathrm{\Gamma }),\text{SL}(2,))=(\text{SL}(2,))^g/\mathrm{ad}_{\mathrm{diag}}\text{SL}(2,)$$
(2.7)
The right hand side here is called the Schottki space of genus $`g`$ and denoted by $`S_g`$. So, $`^{\mathrm{ss}}(P_\mathrm{\Gamma })=S_g`$.

On the other side, we have the canonical surjection

$$r:\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma })\pi _1(H_\mathrm{\Gamma })=\pi _1(\mathrm{\Gamma }).$$
(2.8)
Let us choose some standard presentation

$$\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma })=a_1,\mathrm{},a_g,b_1,\mathrm{},b_g|\underset{i=1}{\overset{g}{}}[a_i,b_i]=1$$
(2.9)
such that

$`\mathrm{ker}(r)`$ $`=a_1,\mathrm{},a_gF_g`$ (2.10)
$`\pi _1(\mathrm{\Gamma })=\pi _1(H_\mathrm{\Gamma })`$ $`=r(b_1),\mathrm{},r(b_g)F_g`$
Then there are two Schottki subspaces $`S_g^a,S_g^b𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }),\text{SL}(2,))`$ associated with the presentation (2.9):

$`S_g^a`$ $`=\{\varrho 𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }),\text{SL}(2,))|\varrho (a_i)=1\text{ }\text{for}\text{ }1ig\}`$ (2.11)
$`S_g^b`$ $`=\{\varrho 𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }),\text{SL}(2,))|\varrho (b_i)=1\text{ }\text{for}\text{ }1ig\}`$
Further, each oriented edge $`\stackrel{}{e}\stackrel{}{E}(\mathrm{\Gamma })`$ gives a homotopy class of oriented 1-cycle $`\stackrel{}{C}_e`$ presented by some (oriented) meridian rounding about the tube corresponding to this edge. Joining these meridians with some fixed base point $`pP_{v_0}\mathrm{\Sigma }_\mathrm{\Gamma }`$, which lives on the pumped vertex $`v_0V(\mathrm{\Gamma })`$ say, we get elements $`[C_\stackrel{}{e}]`$ of the pointed fundamental group $`\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma })_p`$. These $`3g3`$ cycles $`[C_\stackrel{}{e}]`$ obviously lay in the kernel $`\mathrm{ker}(r)`$ of the projection (2.8).

Let us realize $`\pi _1(\mathrm{\Gamma })_{v_0}`$ as the group of oriented cycles $`(\stackrel{}{e}_1,\mathrm{},\stackrel{}{e}_d)`$, $`v_t(\stackrel{}{e}_i)=v_s(\stackrel{}{e}_{i+1})`$ based at $`v_0=v_s(\stackrel{}{e}_1)=v_t(\stackrel{}{e}_d)`$. Then there is a map

$$\mathrm{Int}:\pi _1(\mathrm{\Gamma })_{v_0}\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma })_p$$

defined as $`\mathrm{Int}(\stackrel{}{e}_1,\mathrm{},\stackrel{}{e}_d)\stackrel{\mathrm{def}}{=}[C_{\stackrel{}{e}_1}][C_{\stackrel{}{e}_2}]\mathrm{}[C_{\stackrel{}{e}_d}]`$. Clearly, $`\mathrm{Int}(\pi _1(\mathrm{\Gamma }))=\mathrm{ker}(r)`$ and the exact triple of fundamental groups:

$$1\pi _1(\mathrm{\Gamma })\stackrel{\mathrm{Int}}{}\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma })\stackrel{r}{}\pi _1(\mathrm{\Gamma })1.$$

induces a chain of maps between the corresponding spaces of equivalence classes of $`\text{SL}(2,)`$-representations:

$$𝔢𝔭(\pi _1(\mathrm{\Gamma }))\stackrel{r^{}}{}𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }))\stackrel{\mathrm{Int}^{}}{}𝔢𝔭(\pi _1(\mathrm{\Gamma }))$$
(2.12)
which is ‘exact’ in the sense that each composition $`r^{}\mathrm{Int}^{}`$ is the constant map into the identity. The middle space $`𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }),\text{SL}(2,))`$ in (2.12) parameterizes topologically trivial flat holomorphic bundles on $`P_\mathrm{\Gamma }`$, that is the pairs $`(E,h)`$, where $`E^{\mathrm{ss}}(P_\mathrm{\Gamma })`$ and $`h`$ is a holomorphic flat $`\text{SL}(2,)`$-connection on $`E`$ (see formula (4.16) and Proposition 4.1 from \[T2\]). Moreover, the following identification list can be checked at once:

###### Proposition 2.1

1. The coincidence $`𝔢𝔭(\pi _1(\mathrm{\Gamma }))=^{\mathrm{ss}}(P_\mathrm{\Gamma })`$ described in (2.6) identifies the second map of (2.12) : $`𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }))\stackrel{\mathrm{Int}^{}}{}𝔢𝔭(\pi _1(\mathrm{\Gamma }))`$ with the forgetful map

$$𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }))\stackrel{f}{}^{\mathrm{ss}}(P_\mathrm{\Gamma }),$$
(2.13)
which takes $`(E,h)E`$. In particular, the fibers of $`f=\mathrm{Int}^{}`$ have the structure of affine spaces associated with the vector spaces of Higgs fields (see for example \[T4\], \[T5\]).
2. The first map of (2.12) : $`^{\mathrm{ss}}(P_\mathrm{\Gamma })=𝔢𝔭(\pi _1(\mathrm{\Gamma }))\stackrel{r^{}}{}𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }))`$ gives a section for the affine bundle (2.13). So, each fiber of $`f=\mathrm{Int}^{}`$ is naturally identified with the vector space of the Higgs fields on the corresponding vector bundle $`E`$.

There is quite simple geometrical reason for why $`𝔢𝔭(\pi _1(\mathrm{\Sigma }_\mathrm{\Gamma }))^{\mathrm{ss}}(P_\mathrm{\Gamma })`$ has a vector bundle structure: the boundary $`\overline{^{\mathrm{ss}}(P_\mathrm{\Gamma })}^{\mathrm{ss}}(P_\mathrm{\Gamma })`$ of the compactifified moduli space contains an effective theta divisor (see \[T1\]); so, the obstruction for lifting of affine structure to vector one vanishes over $`^{\mathrm{ss}}(P_\mathrm{\Gamma })`$.

## 3 Framed Higgs fields and spectral curves

Let us write $`\stackrel{~}{E}_a`$ for a framed vector bundle obtained from $`E`$ by a framing function $`a`$ as in (2.3). Then a Higgs field $`\varphi :\stackrel{~}{E}_a\stackrel{~}{E}_aK_\mathrm{\Gamma }`$ on $`\stackrel{~}{E}_a`$ is given by a collection of traceless $`2\times 2`$-matrices $`\omega (v)|`$, $`vV(\mathrm{\Gamma })`$, whose entries $`\omega _{ij}(v)`$ are meromorphic differentials on $`P_v`$ with poles at $`p_{e_1}`$, $`p_{e_2}`$, $`p_{e_3}`$, $`\{e_1,e_2,e_3\}=S(v)`$. Their residue matrices $`\mathrm{res}_{p_e}(\omega (v))=\mathrm{res}_{p_e}\omega _{ij}(v)`$ satisfy the relations:

$$\begin{array}{c}\mathrm{res}_{p_e}\omega (v_s(\stackrel{}{e}))+a(\stackrel{}{e})\mathrm{res}_{p_e}\omega (v_t(\stackrel{}{e}))a(\stackrel{}{e})^1=0,\stackrel{}{e}\stackrel{}{E}(\mathrm{\Gamma })\\ \underset{eS(v)}{}\mathrm{res}_{p_e}\omega (v)=0,vV(\mathrm{\Gamma }).\end{array}$$
(3.1)
These constraints are gauge invariant222with respect to the complex reframing group $`\text{Map}(V(\mathrm{\Gamma }),\text{SL}(2,))`$ from (2.2) and linear in the Higgs fields. In particular, the dimension of the space of Higgs fields equals $`3g3`$.

Now, following the Hitchin program (see \[H\]) and sending a Higgs field

$$\varphi :\stackrel{~}{E}_a\stackrel{~}{E}_aK_\mathrm{\Gamma }$$
(3.2)
to the corresponding quadratic differential333note that the constrains (3.1) automatically imply the constrains (1.2) $`det\omega (v)=\omega _{11}^2(v)\omega _{12}(v)\omega _{21}(v)`$, we get a map

$$\pi :H^0(P_\mathrm{\Gamma },\mathrm{ad}\stackrel{~}{E}_aK_\mathrm{\Gamma })H^0(P_\mathrm{\Gamma },𝒪_{P_\mathrm{\Gamma }}(2K_\mathrm{\Gamma }))$$
(3.3)
The restriction of the projective line bundle $`(E)`$ onto each $`P_v`$ is the quadric $`(E)|_{P_v}=_1\times P_v`$, which admits two projections

$$_1\stackrel{p_f}{}(E)|_{P_v}\stackrel{p_v}{}P_v.$$

We write $`H=p_f^{}𝒪__1(1)`$ for the Grothendieck generator such that $`R^0p_{v}^{}{}_{}{}^{}H=E|_{P_v}`$. Then any Higgs field (3.2) is obtained as the direct image $`R^0p_{v}^{}{}_{}{}^{}`$ of some homomorphism

$$\mathrm{\Phi }:HHp_v^{}𝒪_{P_v}(1).$$

Since $`\varphi `$ is traceless, its restriction $`\varphi _p:(E_p)(E_p)`$ onto a fiber over $`pP_v`$ is either a linear automorphism $`(E_p)\stackrel{}{}(E_p)`$, which has two distinct fixed points $`p_1,p_2(E_p)`$, or a degenerated map $`\varphi _p`$, which contracts $`(E_p)`$ to one point $`p_0(E_p)`$. Thus, we get a ramified double covering

$$w:\stackrel{~}{P}_vP_v$$
(3.4)
which depends on and encodes the initial Higgs field $`\varphi `$.

Let us suppose for simplicity that for each component $`P_v`$, $`vV(\mathrm{\Gamma })`$, the quadratic differential $`det\omega (v)`$ has two distinct zero points $`z_1(v),z_2(v)P_v\{p_{e_1},p_{e_1},p_{e_1}\}`$, where $`\{e_1,e_2,e_3\}=S(v)`$. Then the ramification divisor of the double covering (3.4) is

$$(det\omega (v))_0=z_1(v)+z_2(v)P_v$$
(3.5)
and the intersection number $`\stackrel{~}{P}_vp_v^1(p_e)=2`$ on the quadric $`_1\times P_v`$.

###### Definition 3.1

The pair $`(\stackrel{~}{P}_v,L_\varphi )`$, where $`L_\varphi =H|_{\stackrel{~}{P}_v}\mathrm{Pic}\stackrel{~}{P}_v`$, is called a spectral data of the Higgs field (3.2).

The Higgs field $`\varphi `$ is reconstructed from its spectral data as follows. Twisting the standard adjoint sequence of sheaves

$$0𝒪(\stackrel{~}{P}_v)𝒪𝒪_{\stackrel{~}{P}_v}0$$

on the quadric $`_1\times P_v`$ by the Grothendieck line bundle $`H`$, we get an exact triple

$$0𝒪(\stackrel{~}{P}_v)HH𝒪_{\stackrel{~}{P}_v}(H)0.$$
(3.6)
Restricting the first term to the fiber, we get

$$𝒪(\stackrel{~}{P}_v)(H)|_{(E_p)}=𝒪__1(2)𝒪__1(1)=𝒪__1(1).$$

Hence, applying $`Rf_{v}^{}{}_{}{}^{}`$ to (3.6), we get an isomorphism

$$0ER^0f_{v}^{}{}_{}{}^{}(𝒪_{\stackrel{~}{P}_v}(H))0$$

which coincides with (3.2).

Now let us switch on the gluing procedure prescribed by the framing data $`a:\stackrel{}{E}(\mathrm{\Gamma })\text{SL}(2,)`$ to combine the spectral curves $`\stackrel{~}{P}_v`$ together. Consider each $`\stackrel{~}{P}_v`$ as projective line equipped with an involution $`i_v:\stackrel{~}{P}_v\stackrel{~}{P}_v`$ such that $`\stackrel{~}{P}_v\stackrel{w}{}P_v=\stackrel{~}{P}_v/i_v`$ is the double covering (3.4). Then the ramification points (3.5) become the fixed points of $`i_v`$ and 3 picked points $`p_{e_i}P_v`$ turn to 6 points $`p_{e_i}^\pm \stackrel{~}{P}_v`$ forming a triple of $`i_v`$-conjugated pairs. Gluing $`\stackrel{~}{P}_{v_1}`$ with $`\stackrel{~}{P}_{v_2}`$ in 2 points $`p_e^\pm `$ for each $`e=(v_1,v_2)S(v_1)S(v_2)E(\mathrm{\Gamma })`$ and all $`v_1,v_2V(\mathrm{\Gamma })`$, we get a reducible curve $`\stackrel{~}{P}_\mathrm{\Gamma }(\varphi )`$ of arithmetical genus $`4g3`$ with the involution

$$i_\varphi :\stackrel{~}{P}_\mathrm{\Gamma }(\varphi )\stackrel{~}{P}_\mathrm{\Gamma }(\varphi )$$

such that the quotient $`\stackrel{~}{P}_\mathrm{\Gamma }(\varphi )/i_\varphi =P_\mathrm{\Gamma }`$ is the original ll-curve we have started with. Under this procedure, the local line bundles $`L_\varphi `$ on $`\stackrel{~}{P}_v`$ are glued to the global line bundle

$$L_\varphi \mathrm{Pic}\stackrel{~}{P}_\mathrm{\Gamma }(\varphi ),$$

which restricts onto each $`\stackrel{~}{P}_v`$ as $`L_\varphi |_{\stackrel{~}{P}_v}=𝒪_{\stackrel{~}{P}_v}(1)`$.

Now, using the geometric interpretation of the Hitchin systems via Prym varieties developed in \[T4\], \[T5\] one can easily prove the following

###### Proposition 3.1

The initial Higgs field (3.2) on $`P_\mathrm{\Gamma }`$ is uniquely recovered from the triple $`(\stackrel{~}{P}_\mathrm{\Gamma }(\varphi ),i_\varphi ,L_\varphi )`$;

and the fiber of the Hitchin map (3.3):

$$\pi :H^0(P_\mathrm{\Gamma },\mathrm{ad}\stackrel{~}{E}_aK_\mathrm{\Gamma })H^0(P_\mathrm{\Gamma },𝒪_{P_\mathrm{\Gamma }}(2K_\mathrm{\Gamma }))$$

over a regular quadratic differential $`\mathrm{\Omega }H^0(P_\mathrm{\Gamma },𝒪_{P_\mathrm{\Gamma }}(2K_\mathrm{\Gamma }))`$ coincides with the Prym variety:

$$\pi ^1(\mathrm{\Omega })=\mathrm{Prym}_w=\mathrm{Pic}_{1,\mathrm{},1}(\stackrel{~}{P}_\mathrm{\Gamma }(\varphi )/w^{}(\mathrm{Pic}(P_\mathrm{\Gamma })).$$

Andrey Tyurin died in Bonn at 27th of October going by bus to the Institute. The death was instantaneous and unexpected. The text looked unfinished but it was decided that really it contains the result and the argument to prove it; one just needs to remember two classical papers listed below and combine these ones with \[T1\]. Thus it should be strongly recommended to use these sources for understanding of the present text, just slightly edited by Alexei Gorodentsev and Nikolai Tyurin.