Future generation of gravitational wave detectors will have the sensitivity to detect gravitational wave events at redshifts far beyond any detectable electromagnetic sources. We show that if the observed event rate is greater than one event per year at redshifts z ≥ 40, then the probability distribution of primordial density fluctuations must be significantly non-Gaussian or the events originate from primordial black holes. The nature of the excess events can be determined from the redshift distribution of the merger rate.PACS numbers: 95.35.+d, 04.30.Db, 04.30.?w The discovery of gravitational waves from merging pairs of massive black holes [1][2][3][4] has opened a new window to the astrophysics of black holes, their formation, and cosmic evolution. Black holes of stellar masses have been observed with LIGO [1-4] and supermassive black holes in galaxies are expected to be detected by LISA over the next couple of decades [5][6][7]. The sensitivity of the next generation of ground-based gravitational wave detectors is expected to improve by at least an order of magnitude [8], thus allowing the detection of merging black holes events out to the highest redshifts, potentially exceeding the reach of electromagnetic observations which respond to amplitude squared and not amplitude.The expected rates of black hole mergers has been calculated based on the number and properties of the few events discovered to-date (see, e.g. [9][10][11]). The rate depends on a multitude of factors: black holes must be formed and they must find a way to get close enough so that gravitational waves can take-over as the dominant energy loss mechanism. The redshift distribution encodes information about the origin of black hole pairs. If black holes originate from massive stellar progenitors then the redshift distribution should relate to the formation, accretion, and cooling of gas in galaxies. If on the other hand the black holes are primordial [12][13][14][15][16], then the redshirt distribution will extend to earlier cosmic times due to primordial binaries [17].A key difference between these two scenarios is that in the case of a baryonic origin, black holes must form out of cold gas, which accreted into a dark matter gravitational potential well, and then cooled to form black hole progenitors. This path follows the abundance of appropriate potential wells.In this letter we calculate the maximum redshift of ex- * Electronic address: koushiappas@brown.edu † Electronic address: loeb@cfa.harvard.edu pected black hole merger events that have baryonic origin in the standard cosmological model. That is, the black holes are formed in galaxies as opposed to primordial black holes, or black holes that are formed in nonstandard cosmological scenarios, e.g., cosmologies with a significant non-Gaussianity in the primordial density fluctuations of the dark matter.The significance of this calculation is two-fold: first, it defines a maximum redshift over which baryonic structures can form, and second any detection above the derived bound will si...