Recent progress in random metric theory and its applications to conditional risk measures

The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures. This paper includes eight sections. Section 1 is a longer introduction, which gives a brief introduction to random metric theory, risk measures and conditional risk measures. Section 2 gives the central framework in random metric theory, topological structures, important examples, the notions of a random conjugate space and the Hahn-Banach theorems for random linear functionals. Section 3 gives several important representation theorems for random conjugate spaces. Section 4 gives characterizations for a complete random normed module to be random reflexive. Section 5 gives hyperplane separation theorems currently available in random locally convex modules. Section 6 gives the theory of random duality with respect to the locally $L^{0}-$convex topology and in particular a characterization for a locally $L^{0}-$convex module to be $L^{0}-$pre$-$barreled. Section 7 gives some basic results on $L^{0}-$convex analysis together with some applications to conditional risk measures. Finally, Section 8 is devoted to extensions of conditional convex risk measures, which shows that every representable $L^{\infty}-$type of conditional convex risk measure and every continuous $L^{p}-$type of convex conditional risk measure ($1\leq p<+\infty$) can be extended to an $L^{\infty}_{\cal F}({\cal E})-$type of $\sigma_{\epsilon,\lambda}(L^{\infty}_{\cal F}({\cal E}), L^{1}_{\cal F}({\cal E}))-$lower semicontinuous conditional convex risk measure and an $L^{p}_{\cal F}({\cal E})-$type of ${\cal T}_{\epsilon,\lambda}-$continuous conditional convex risk measure ($1\leq p<+\infty$), respectively.Comment: 37 page

Global Hilbert Expansion for the Vlasov-Poisson-Boltzmann System

We study the Hilbert expansion for small Knudsen number $\varepsilon$ for the Vlasov-Boltzmann-Poisson system for an electron gas. The zeroth order term takes the form of local Maxwellian: $ F_{0}(t,x,v)=\frac{\rho_{0}(t,x)}{(2\pi \theta_{0}(t,x))^{3/2}} e^{-|v-u_{0}(t,x)|^{2}/2\theta_{0}(t,x)},\text{\ }\theta_{0}(t,x)=K\rho_{0}^{2/3}(t,x).$Our main result states that if the Hilbert expansion is valid at$t=0$for well-prepared small initial data with irrotational velocity$u_0$, then it is valid for$0\leq t\leq \varepsilon ^{-{1/2}\frac{2k-3}{2k-2}},$where$\rho_{0}(t,x)$and$ u_{0}(t,x)$satisfy the Euler-Poisson system for monatomic gas$\gamma=5/3$

The Schrodinger-like Equation for a Nonrelativistic Electron in a Photon Field of Arbitrary Intensity

The ordinary Schrodinger equation with minimal coupling for a nonrelativistic electron interacting with a single-mode photon field is not satisfied by the nonrelativistic limit of the exact solutions to the corresponding Dirac equation. A Schrodinger-like equation valid for arbitrary photon intensity is derived from the Dirac equation without the weak-field assumption. The "eigenvalue" in the new equation is an operator in a Cartan subalgebra. An approximation consistent with the nonrelativistic energy level derived from its relativistic value replaces the "eigenvalue" operator by an ordinary number, recovering the ordinary Schrodinger eigenvalue equation used in the formal scattering formalism. The Schrodinger-like equation for the multimode case is also presented.Comment: Tex file, 13 pages, no figur

Intrinsic spin Hall effect in platinum metal

Spin Hall effect in metallic Pt is studied with first-principles relativistic band calculations. It is found that intrinsic spin Hall conductivity (SHC) is as large as $\sim 2000 (\hbar/e)(\Omega {\rm cm})^{-1}$ at low temperature, and decreases down to $\sim 200 (\hbar/e)(\Omega {\rm cm})^{-1}$ at room temperature. It is due to the resonant contribution from the spin-orbit splitting of the doubly degenerated $d$-bands at high-symmetry $L$ and $X$ points near the Fermi level. By modeling these near degeneracies by effective Hamiltonian, we show that SHC has a peak near the Fermi energy and that the vertex correction due to impurity scattering vanishes. We therefore argue that the large spin Hall effect observed experimentally in platinum is of intrinsic nature.Comment: Accepted for publication in Phys. Rev. Let

Fast synchrotron X-ray tomographic quantification of dendrite evolution during the solidification of Mg-Sn alloys

The evolution of dendritic microstructures during the solidification of a Mg-15 wt%Sn alloy was investigated in situ via fast synchrotron X-ray microtomography. To enable these in situ observations a novel encapsulation method was developed and integrated into a fast, pink beam, imaging beamline at Diamond Light Source. The dendritic growth was quantified with time using: solid volume fraction, tip velocity, interface specific surface area, and surface curvature. The influence of cooling rate upon these quantities and primary phase nucleation was investigated. The primary dendrites grew with an 18-branch, 6-fold symmetry structure, accompanied by coarsening. The coarsening process was assessed by the specific surface area and was compared with the existing models. These results provide the first quantification of dendritic growth during the solidification of Mg alloys, confirming existing analytic models and providing experimental data to inform and validate more complex numeric models