Systematic exploration of the neutrino factory parameter space including errors and correlations

We discuss in a systematic way the extraction of neutrino masses, mixing angles and leptonic CP violation at neutrino factories. Compared to previous studies we put a special emphasis on improved statistical methods and on the multidimensional nature of the combined fits of the nu (e) --> nu (mu), <(<nu>)over bar>(e) --> <(<nu>)over bar>(mu) appearance and nu (mu) --> nu (mu), <(<nu>)over bar>(mu) --> <(<nu>)over bar>(mu) disappearance channels. Uncertainties of all involved parameters and statistical errors are included. We find previously ignored correlations in the multidimensional parameter space, leading to modifications in the physics reach, which amount in some cases to one order of magnitude. Including proper statistical errors we determine for all parameters the improved sensitivity limits for various baselines, beam energies, neutrino fluxes and detector masses. Our results al-low a comparison of the physics potential for different choices of baseline and beam energy with regard to all involved parameters. In addition we discuss in more detail the problem of parameter degeneracies in measurements of delta (CP). (C) 2001 Elsevier Science B.V. All rights reserved.