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

Two novel nonlinear companding schemes with iterative receiver to reduce PAPR in multi-carrier modulation systems

Companding transform is an efficient and simple method to reduce the Peak-to-Average Power Ratio (PAPR) for Multi-Carrier Modulation (MCM) systems. But if the MCM signal is only simply operated by inverse companding transform at the receiver, the resultant spectrum may exhibit severe in-band and out-of-band radiation of the distortion components, and considerable peak regrowth by excessive channel noises etc. In order to prevent these problems from occurring, in this paper, two novel nonlinear companding schemes with a iterative receiver are proposed to reduce the PAPR. By transforming the amplitude or power of the original MCM signals into uniform distributed signals, the novel schemes can effectively reduce PAPR for different modulation formats and sub-carrier sizes. Despite moderate complexity increasing at the receiver, but it is especially suitable to be combined with iterative channel estimation. Computer simulation results show that the proposed schemes can offer good system performances without any bandwidth expansion

Spin singlet pairing in the superconducting state of NaxCoO2\cdot1.3H2O: evidence from a ^{59}Co Knight shift in a single crystal

We report a ^{59}Co Knight shift measurement in a single crystal of the cobalt oxide superconductor Na_{x}CoO_2\cdot1.3H_2O (T_c=4.25 K). We find that the shift due to the spin susceptibility, K^s, is substantially large and anisotropic, with the spin shift along the a-axis K^s_a being two times that along the c-axis K^s_c. The shift decreases with decreasing temperature (T) down to T\sim100 K, then becomes a constant until superconductivity sets in. Both K^s_a and K^s_c decrease below T_c. Our results indicate unambiguously that the electron pairing in the superconducting state is in the spin singlet form.Comment: 4 pages, 5 figure

Observation of an in-plane magnetic-field-driven phase transition in a quantum Hall system with SU(4) symmetry

In condensed matter physics, the study of electronic states with SU(N) symmetry has attracted considerable and growing attention in recent years, as systems with such a symmetry can often have a spontaneous symmetry-breaking effect giving rise to a novel ground state. For example, pseudospin quantum Hall ferromagnet of broken SU(2) symmetry has been realized by bringing two Landau levels close to degeneracy in a bilayer quantum Hall system. In the past several years, the exploration of collective states in other multi-component quantum Hall systems has emerged. Here we show the conventional pseudospin quantum Hall ferromagnetic states with broken SU(2) symmetry collapsed rapidly into an unexpected state with broken SU(4) symmetry, by in-plane magnetic field in a two-subband GaAs/AlGaAs two-dimensional electron system at filling factor around $\nu=4$. Within a narrow tilting range angle of 0.5 degrees, the activation energy increases as much as 12 K. While the origin of this puzzling observation remains to be exploited, we discuss the possibility of a long-sought pairing state of electrons with a four-fold degeneracy.Comment: 13 pages, 4 figure

Co-Clustering Network-Constrained Trajectory Data

Recently, clustering moving object trajectories kept gaining interest from both the data mining and machine learning communities. This problem, however, was studied mainly and extensively in the setting where moving objects can move freely on the euclidean space. In this paper, we study the problem of clustering trajectories of vehicles whose movement is restricted by the underlying road network. We model relations between these trajectories and road segments as a bipartite graph and we try to cluster its vertices. We demonstrate our approaches on synthetic data and show how it could be useful in inferring knowledge about the flow dynamics and the behavior of the drivers using the road network

Boost-invariant mean field approximation and the nuclear Landau-Zener effect

We investigate the relation between time-dependent Hartree-Fock (TDHF) states and the adiabatic eigenstates by constructing a boost-invariant single-particle Hamiltonian. The method is numerically realized within a full three-dimensional TDHF which includes all the terms of the Skyrme energy functional and without any symmetry restrictions. The study of a free translational motion of a nucleus demonstrates the validity of the concept of boost-invariant and adiabatic TDHF states. The interpretation is further corroborated by the test case of fusion of $^{16}{\textrm O}$+$^{16}{\textrm O}$. As a first application, we present a study of the nuclear Landau-Zener effect on a collision of $^{4}{\textrm {He}}$+$^{16}{\textrm O}$.Comment: 8 pages, 3 figure

Decay and Continuity of Boltzmann Equation in Bounded Domains

Boundaries occur naturally in kinetic equations and boundary effects are crucial for dynamics of dilute gases governed by the Boltzmann equation. We develop a mathematical theory to study the time decay and continuity of Boltzmann solutions for four basic types of boundary conditions: inflow, bounce-back reflection, specular reflection, and diffuse reflection. We establish exponential decay in $L^{\infty}$ norm for hard potentials for general classes of smooth domains near an absolute Maxwellian. Moreover, in convex domains, we also establish continuity for these Boltzmann solutions away from the grazing set of the velocity at the boundary. Our contribution is based on a new $L^{2}$ decay theory and its interplay with delicate $$ decay analysis for the linearized Boltzmann equation, in the presence of many repeated interactions with the boundary.Comment: 89 pages