  Using the Rossi X-ray Timing Explorer we have measured lags of the 9 to 33
keV photons relative to the 2 to 9 keV photons in the timing noise between 0.01
and 100 Hz in the accreting neutron stars 4U 0614+091 and 4U 1705-44. We
performed similar measurements on the accreting black hole candidates Cyg X-1
and GX 339-4 as a comparison. During the observations these sources were all in
low (hard) states. We find phase lags of between 0.03 and 0.2 radians in all
these sources, with a variation in frequency much less than expected for a lag
constant in time. We also measure a coherence consistent with unity in all
sources. As already noted for the black hole candidates, these data are
inconsistent with simple Comptonization models invoking a constant time delay.
Comptonization in a non-uniform medium can perhaps explain the lags. However,
the magnitudes of the lags imply that the hot electron gas extends to more than
1000 Schwarzschild radii. This may constitute an energy problem. We argue that
while a large hot cloud is possible for black holes which may hide some of
their accretion energy in advection, such a distribution may not be possible
neutron stars where all the accretion energy is eventually released at the
neutron star surface. This casts doubt on the Comptonization model, though the
energy problem may be resolved for example by a wind from the inner disk.
