We present the first \geq 3.5 \sigma ( conservative ) or \geq 5.8 \sigma ( sum of lines significance ) detection of two Warm-Hot Intergalactic Medium ( WHIM ) filaments at z > 0 , which we find along the line of sight to the blazar Mkn 421 .
These systems are detected through highly ionized resonant metal absorption in high quality Chandra -ACIS and -HRC Low Energy Transmission Grating ( LETG ) spectra of Mkn 421 , obtained following our two Target of Opportunity requests during two outburst phases ( F _ { 0.5 - 2 keV } = 40 and 60 mCrab ; 1 Crab = 2 \times 10 ^ { -8 } erg s ^ { -1 } cm ^ { -2 } ) .

Columns of He-like oxygen and H-like nitrogen can be detected in the coadded LETG spectrum of Mkn 421 down to a sensitivity of N _ { OVII } \geq 8 \times 10 ^ { 14 } cm ^ { -2 } and N _ { NVII } \geq 10 ^ { 15 } cm ^ { -2 } respectively , at a significance \geq 3 \sigma .
The two intervening WHIM systems that we detect , have OVII and NVII columns of N _ { OVII } = ( 1.0 \pm 0.3 ) \times 10 ^ { 15 } cm ^ { -2 } N _ { NVII } = ( 0.8 \pm 0.4 ) \times 10 ^ { 15 } cm ^ { -2 } , and N _ { OVII } = ( 0.7 \pm 0.3 ) \times 10 ^ { 15 } cm ^ { -2 } , N _ { NVII } = ( 1.4 \pm 0.5 ) \times 10 ^ { 15 } cm ^ { -2 } respectively .
We identify the closest of these two systems with an intervening WHIM filament at cz = 3300 \pm 300 km s ^ { -1 } .
The second system , instead , at cz = 8090 \pm 300 km s ^ { -1 } , is identified with an intervening WHIM filament located \sim 13 Mpc from the Blazar .
The filament at cz = 3300 \pm 300 lies { { } _ { < } \atop { } ^ { \sim } } 5 Mpc from a known HI Ly \alpha system at cz = ( 3046 \pm 12 ) km s ^ { -1 } ( Shull et al. , 1996 ) whose 3 \sigma maximal HI kinetic temperature , as derived from the observed line FWHM , is T \leq 1.2 \times 10 ^ { 5 } K. This temperature is inconsistent with the temperature measured for the X-ray filament , so if the systems are related a multiphase WHIM is required .

Combining UV and FUV upper limits on the HI Ly \alpha and the OVI _ { 2 s \rightarrow 2 p } transitions , with our measurements in the X-rays , we show that , for both filaments , equilibrium collisional ionization ( with residual photoionization by both the diffuse UV and X-ray background , and the beamed emission of Mkn 421 along our line of sight ) provides acceptable solutions .
These solutions define ranges of temperatures , metallicity ratios and equivalent H column densities , which are in good agreement with the predictions of hydrodynamical simulations for the formation of large scale structures in the Universe .

From the detected number of WHIM filaments along this line of sight we can estimate the number of OVII filaments per unit redshift with columns larger than 7 \times 10 ^ { 14 } cm ^ { -2 } , d \mathcal { N } _ { OVII } / dz ( N _ { OVII } \geq 7 \times 10 ^ { 14 } ) = 67 ^ { +88 } _ { -43 } , consistent , within the large 1 \sigma errors , with the hydrodynamical simulation predictions of d \mathcal { N } _ { OVII } / dz ( N _ { OVII } \geq 7 \times 10 ^ { 14 } ) = 30 .
Finally , we measure a cosmological mass density of X-ray WHIM filaments \Omega _ { b } = 0.027 ^ { +0.038 } _ { -0.019 } \times 10 ^ { [ O / H ] _ { -1 } } , consistent with both model predictions and the estimated number of ’ missing ’ baryons at low redshift .