History of Cosmic Rays
There are entire books written about the discovery of cosmic rays. These are adventure books telling stories about physicists climbing mountains, going underwater and flying hot-air balloons!
The Discovery of Cosmic Rays
The first indication of the existence of ionizing radiation (currently known as Cosmic Rays) can be tracked back to 1785 when Charles-Augustin de Coulomb (yes, the same guy of the Coulombs) verified that electroscopes can spontaneously discharged by the air, and not by a defective insulation.

But what is an electroscope? An electroscope was an old physical instrument dedicated to measure the electric charge of a body. The gold-leaf version consisted in a vertical rod with two thin gold leafs attached to the bottom end. The rod and the leafs were inside a vessel or glass bottle to protect from air, and eventually generate vacuum. The upper end is attached to a disk outside the bottle and it there where we can charge the electroscope by contact, or electrostatic induction. When the disk was touched with a charge object, the two gold leafs will separate in a v-shape way.

Once an electroscope is charged if it is not grounded, the two gold leaves should remain separated. However, what Coulomb saw was that the electroscope will discharge, even if the instrument was placed in a very isolated environment. In 1879 William Crookes measured that the speed of discharge was decreased when the pressure un the bottle was reduced, in other words, he verified that the source of discharge was some short of ionization happening directly in the air.
A few decades later, in 1896 and 1898, radioactivity started be discovered, and it was verified that the discharge of an electroscope promptly discharge int he presence of a radioactive material. So, the source of air ionization was assumed to be the radioactivity from the Earth crusts.
In 1912, already more than 100 years ago, Victor Hess finalized a series of hot-air balloon flights that led to the discovery of Cosmic Rays (CRs). Hess, equipped with a electroscope, measured verified that the ionization of the atmosphere air increased as a function of the altitude. The origin of this ionization must be some short of radiation and since it increased as he got further away from the Earth's surface, the origin had to be extra-terrestrial. Thanks to this discovery, Victor Hess, is usually considered the discoverer of cosmic rays, and for that he won the Nobel Price in 1936. However it would be completely unfair to grant all the merit to Victor Hess, before him many physicists rode ballon flights, climbed the eiffle tower and went in deep mines to understand the origin of this air ionization. Theodore Wulf, Karl Bergwitz and Domenic Pacini among others, founded a branch of particle physics that dominated the field for the next 40 years untul the advent of particle accelerators in the early 50's.
Nature of Cosmic Rays: A Historical View
At the beginning (and in a way also today) CRs where very mysterious. From their origin to the exact nature of this radiation, there where tons of speculations. One particular source of debate was the nature of this radiation. During the 1920s Bruno Rossi and Robert Millikan had a vivacious discussion about the nature of cosmic rays. Millikan proposed that cosmic rays where ultra-gamma rays created in the hydrogen fusion in the stars, or in his words the "birth cries of atoms" in our Galaxy. In 1928 and 1929, Wolter Bothe and Werner Kolhörster used the Geiger-Muller detector to show that cosmic rays were actually charged particles. In 1933, Rossi (and independently Arthur Compton), showed that the cosmic-ray intensity was greater from the West than from the East which led to the conclusion that not only cosmic rays where charge particles, they were mostly positively charge particles invalidating Millikan's gamma-ray (or Millikan-rays as the US press started to call them) theory. It is famous the anecdote in which after a lecture of Rossi about "The Problems of the Penetrating Radiation" he recalled:
Millikan clearly resented having his beloved theory torn to pieces by a mere youth, so much that moment on he refused to recognize my existence.
A hundred years after, we know that indeed, Rossi was right. Cosmic rays are mostly protons and other charge nuclei. The nuclei abundance is such that follows the chemical composition of our Solar System which probably indicates that they have a stellar origin. The exact sources of cosmic rays, however, remain a mystery.
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