Chandra detection of the first X-ray forest along the line of sight to Markarian 421

We present the first >= 3.5 (conservative) or >= 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 Mrk 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 Mrk 421, obtained following our two Target of Opportunity requests during two outburst phases (F0.5-2 keV = 40 and 60 mcrab; 1 crab 2; 10(-8) ergs s(-1) cm(-2)). Columns of He-like oxygen and H-like nitrogen can be detected in the co-added LETG spectrum of Mrk 421 down to a sensitivity of N-O VII >= 8 x 10(14) cm(-2) and N-N (VII) >= 10(15) cm(-2), respectively, at a significance >= 3 sigma. The two intervening WHIM systems that we detect have O (VII) and N (VII) columns of N-O (VII) (1.0 +/- 0.3)x10(15) cm(-2), N-N (VII) = (0.8 +/- 0.4) x 10(15) cm(-2) and N-O (VII) ( 0.7 +/- 0.3) x 10(15) cm(-2), N-N (VII) (1.4 +/- 0.5) x 10(15) cm(-2), respectively. We identify the closest of these two systems with an intervening WHIM filament at cz 3300 +/- 300 km s(-1). The second system, instead, at cz 8090 +/- 300 km s(-1), is identified with an intervening WHIM filament located similar to 13 Mpc from the blazar. The filament at cz 3300 +/- 300 lies <= 5 Mpc from a known H (I) Ly alpha system at cz 3046 +/- 12 km s(-1) (Shull and coworkers) whose 3 sigma maximal H (I) kinetic temperature, as derived from the observed line FWHM, is T <= 1.2 x 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 far-ultraviolet (FUV) upper limits on the H (I) Ly alpha and the O (VI2s -> 2p) 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 Mrk 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 O (VII) filaments per unit redshift with columns larger than 7 x 10(14) cm(-2), dN(OVII)/dz(NOVII >= 7 x 10(14)) 67(-43)(+88), consistent, within the large 1 sigma errors, with the hydrodynamical simulation predictions of dN (O VII) / dz(N-O VII >= 7 x 10(14)) = 30. Finally, we measure a cosmological mass density of X-ray WHIM filaments Omega(b) = 0.027(-0.019)(+0.038) x 10([O/H]-1), consistent with both model predictions and the estimated number of "missing" baryons at low redshift.