500 research outputs found
Radiation-Induced "Zero-Resistance State" and the Photon Assisted Transport
We demonstrate that the radiation induced "zero-resistance state" observed in
a two-dimensional electron gas is a result of the non-trivial structure of the
density of states of the systems and the photon assisted transport. A toy model
of a structureless quantum tunneling junction where the system has oscillatory
density of states catches most of the important features of the experiments. We
present a generalized Kubo-Greenwood conductivity formula for the photon
assisted transport in a general system, and show essentially the same nature of
the transport anomaly in a uniform system.Comment: 4 pages, 3 figures. Please send comment to [email protected]. This
version added a paragraph to discuss the implication of negative conductanc
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Ruin and Deficit Under Claim Arrivals with the Order Statistics Property
We consider an insurance risk model with extended flexibility,
under which claims arrive according to a point process with an order
statistics (OS) property, their amounts may have any joint distri-
bution and the premium income is accumulated following any non-
decreasing, possibly discontinuous real valued function. We generalize the definition of an OS point process, assuming it is generated by an arbitrary cdf allowing jump discontinuities, which corresponds to an arbitrary (possibly discontinuous) claim arrival cumulative intensity function. The latter feature is appealing for insurance applications since it allows to consider clusters of claims arriving instantaneously. Under these general assumptions, a closed form expression for the joint distribution of the time to ruin and the deficit at ruin is derived, which remarkably involves classical Appell polynomials. Corollaries of our main result generalize previous non-ruin formulas e.g., those obtained by Ignatov and Kaishev (2000, 2004, 2006) and Lef`evre and Loisel (2009) for the case of stationary Poisson claim arrivals and by Lef`evre and Picard (2011, 2014), for OS claim arrivals
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Operational risk and insurance: a ruin probabilistic reserving approach
A new methodology for financial and insurance operational risk capital estimation is proposed. It is based on using the finite time probability of (non-)ruin as an operational risk measure, within a general risk model. It allows for inhomogeneous operational loss frequency (dependent inter-arrival times) and dependent loss severities which may have any joint discrete or continuous distribution. Under the proposed methodology, operational risk capital assessment is viewed not as a one off exercise, performed at some moment of time, but as dynamic reserving, following a certain risk capital accumulation function. The latter describes the accumulation of risk capital with time and may be any nondecreasing, mpositive real function hHtL. Under these reasonably general assumptions, the probability of mnon-ruin is explicitly expressed using closed form expressions, derived by Ignatov and Kaishev (2000, 2004, 2007) and Ignatov, Kaishev and Krachunov (2001) and by setting it to a high enough preassigned mvalue, say 0.99, it is possible to obtain not just a value for the capital charge but a (dynamic) risk capital accumulation strategy, hHtL. In view of its generality, the proposed methodology is capable of accommodating any (heavy tailed) mdistributions, such as the Generalized Pareto Distribution, the Lognormal distribution the g-and-h mdistribution and the GB2 distribution. Applying this methodology on numerical examples, we demonstrate that dependence in the loss severities may have a dramatic effect on the estimated risk capital. In addition, we show also that one and the same high enough survival probability may be achieved by mdifferent risk capital accumulation strategies one of which may possibly be preferable to accumulating capital just linearly, as has been assumed by Embrechts et al. (2004). The proposed methodology takes into account also the effect of insurance on operational losses, in which case it is proposed to take the probability of joint survival of the financial institution and the insurance provider as a joint operational risk measure. The risk capital allocation strategy is then obtained in such a way that the probability of joint survival is equal to a preassigned high enough value, say 99.9
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Ruin and deficit at ruin under an extended order statistics risk process
We consider an insurance risk model with extended flexibility, under which claims arrive according to a point process with an order statistics (OS) property, their amounts may have any joint distribution and the premium income is accumulated following any nondecreasing, possibly discontinuous real valued function. We generalize the definition of an OS point process, assuming it is generated by an arbitrary cdf, allowing jump discontinuities which corresponds to an arbitrary (possibly discontinuous) claim arrival cumulative intensity function. The latter feature is appealing for insurance applications since it allows to consider clusters of claims arriving instantaneously. Under these general assumptions, a closed form expression for the joint distribution of the time to ruin and the deficit at ruin is derived, which remarkably involves classical Appell polynomials. Corollaries of our main result generalize previous non-ruin formulas e.g., those obtained by Ignatov and Kaishev (2000, 2004, 2006) and Lef`evre and Loisel (2009) for the case of stationary Poisson claim arrivals and by Lef`evre and Picard (2011, 2014), for OS claim arrivals
Fractional and unquantized dc voltage generation in THz-driven semiconductor superlattices
We consider the spontaneous creation of a dc voltage across a strongly
coupled semiconductor superlattice subjected to THz radiation. We show that the
dc voltage may be approximately proportional either to an integer or to a half-
integer multiple of the frequency of the applied ac field, depending on the
ratio of the characteristic scattering rates of conducting electrons. For the
case of an ac field frequency less than the characteristic scattering rates, we
demonstrate the generation of an unquantized dc voltage.Comment: 6 pages, 3 figures, RevTEX, EPSF. Revised version v3: corrected typo
Interaction between dust grains near a conducting wall
The effect of the conducting electrode on the interaction of dust grains in a
an ion flow is discussed. It is shown that two grains levitating above the
electrode at the same height may attract one another. This results in the
instability of a dust layer in a plasma sheath.Comment: 9 pages. 3 figures. Submitted to Plasma Physics Report
Superlattice with hot electron injection: an approach to a Bloch oscillator
A semiconductor superlattice with hot electron injection into the miniband is
considered. The injection changes the stationary distribution function and
results in a qualitative change of the frequency behaviour of the differential
conductivity. In the regime with Bloch oscillating electrons and injection into
the upper part of the miniband the region of negative differential conductivity
is shifted from low frequencies to higher frequencies. We find that the dc
differential conductivity can be made positive and thus the domain instability
can be suppressed. At the same time the high-frequency differential
conductivity is negative above the Bloch frequency. This opens a new way to
make a Bloch oscillator operating at THz frequencies.Comment: RevTeX, 8 pages, 2 figures, to be published in Phys. Rev. B, 15
Januar 200
Structure and Biochemical Study of Nanocomposite Bioconstruction for Restoration of Bone-cartilaginous Defects
Porous and strong nanocomposite bioconstructions were formed by laser evaporation of an aqueous dispersion of carbon nanotubes in a protein matrix. The homogeneous dispersion was exposed to laser irradiation to create solid constructions. Continuous laser radiation with a wavelength of 970 nm and a power of 5-7 W was used. The porosity of nanocomposite bioconstructions was studied by the method of lowtemperature nitrogen porosimetry and X-ray microtomography, the tensile strength and relative elongation of bioconstructions were evaluated, and their biocompatibility was tested in vitro. It was found that with an increase of the carbon nanotube’s concentration, a slight decrease in strength (3-15 %), a decrease in the pore size (20- 40 %), and an increase in the degree of deformation (10-12 %) were observed. At the same time, the mechanical parameters of the bioconstructions met the requirements for the materials for the restoration of bone-cartilaginous defects. Using optical microscopy and the MTT-test, proliferative activity and structural features of bone tissue cells on the surface of nanocomposite bioconstructions were evaluated. Studies have shown no toxic or inhibitory effect on cells. The results of the studies can talk about the advantage of nanocomposite bioconstructions using as an implant material for improving the growth of biological cells and regenerating damaged biotissues.
Keywords: Nanocomposites, laser radiation, mechanical properties, porosity, X-ray microtomography, biocompatibilit
Impact of hydrocarbon drilling mud on mud motor elastomers at different temperatures
The paper describes the experimental research of hydrocarbon drilling mud impact on engineering parameters of mud motor elastomer samples. It is believed to be urgent due to an increase in using mud motors in oil and gas well construction now, and the issue of intense exploitation is currently topical. The test results of elastomer IRP- 1226 dependent on the temperature are shown in the paper. It is proved that the hydrocarbon drilling muds have a significant impact on wearing of mud motors elastomers under the condition of a temperature increase
Spontaneous DC Current Generation in a Resistively Shunted Semiconductor Superlattice Driven by a TeraHertz Field
We study a resistively shunted semiconductor superlattice subject to a
high-frequency electric field. Using a balance equation approach that
incorporates the influence of the electric circuit, we determine numerically a
range of amplitude and frequency of the ac field for which a dc bias and
current are generated spontaneously and show that this region is likely
accessible to current experiments. Our simulations reveal that the Bloch
frequency corresponding to the spontaneous dc bias is approximately an integer
multiple of the ac field frequency.Comment: 8 pages, Revtex, 3 Postscript figure
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