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# Bounds for covariances and variances of truncated random variables

## 1 Introduction

Truncation is known to be a basic tool of probability; see, for example, . Chow and Teicher also identify two ways of truncating a random variable $`X`$: (a) $`Y:=\mathrm{min}(c,\mathrm{max}(X,a))`$ (b) $`Y^{}:=X1_{\{aXc\}}`$ for $`a`$ and $`c`$ constants such that $`\mathrm{}a<c\mathrm{}`$. In this section, we first give two situations where truncated random variables arise while analyzing models. Then, we summarize the known results about the bounds of variances and covariances of such truncated random variables.

Let $`\{D_n\}_1^N,N\mathrm{}`$ be a discrete time $`Z^+`$ valued process with $`D_n`$ being the demand for an item in period $`n`$. Let $`I_0`$ be the initial inventory and and for $`n1`$, let $`I_n`$ be the inventory at the end of the period $`n`$. Let $`y_n`$ be the inventory on hand at the beginning of the period $`n`$, being possibly supplemented by ordering some quantity. The excess inventory in each period is charged a holding cost of $`h`$ per unit time per item. There is a penalty cost of $`p`$ for each item of demand that is not met; such portions of demand are back-ordered, i.e., met in subsequent periods when items are available. The unit purchase price of item is $`c`$. Then, $`c_n`$ the total cost in period $`n`$, involves truncated random variables:

$$c_n=c(y_nI_{n1})+h\mathrm{max}(D_ny_n,0)+p\mathrm{max}(y_nD_n,0)$$

The planning horizon $`N`$ could be finite or infinite and optimal policies that minimize different costs like total expected discounted cost or long run average cost are sought. A related model is to assume that unfulfilled orders are not back-ordered but are lost. Then the amount supplied can be represented as a truncated random variable. Work in the area of finding the optimal policies in such situations is largely initiated by Scarf  and Iglehart ; these and many of the later developments are summarized in handbooks like  and books like .

Our second example is from queueing models: Let $`A_n`$ be the time between the arrival times of customers $`n`$ and $`n+1`$ to a single server queue, and $`S_n`$ be the service time of customer $`n`$, $`n1`$ If customers are served according to first-come-first-serve discipline, (i.e., in the order of their arrival), then waiting time of $`n^{th}`$ customer $`W_n`$, which is the time between $`n^{th}`$ customer’s arrival and departure after service, is related by Lindley’s recursion : $`W_{n+1}=\mathrm{max}(W_n+S_nA_n,0)`$ with $`W_0=0`$. If $`\{A_n\}_{n1}`$ and $`\{S_n\}_{n1}`$ are independent i.i.d. sequences, one can find the asymptotic behaviour of the queue by analyzing the associated random walk ; see also, Asmussen , Wolff , etc., for details and related work.

Chow and Studden  (using the notation given in the beginning), note that for finite reals, $`a`$ and $`c`$, $`\text{var}\left(Y\right)\text{var}\left(X\right)`$ while no comparable relationship exits between $`\text{var}\left(Y^{}\right)`$ and $`\text{var}\left(X\right)`$. In fact, they show, among other things, that

$$E[(YE[Y|𝒢])^2|𝒢]E[(XE[X|𝒢])^2|𝒢]\text{ a.s.}$$

where, now $`Y:=\mathrm{max}(a,\mathrm{min}(X,b))`$, $`𝒢`$ is a sub $`\sigma `$-field and $`a`$ and $`b`$ are random variables that are $`𝒢`$ measurable, and $`X,Y`$ are integrable.

Consider an example: Let $`\mathrm{\Omega }=\{\omega _1,\omega _2,\omega _3\}`$ with $`P(\omega _1)=\frac{1}{2}`$ and $`P(\omega _2)=P(\omega _3)=\frac{1}{4}`$. Let $`X`$ be a random variable on $`\mathrm{\Omega }`$ such that $`X(\omega _1)=0`$ and $`X(\omega _2)=X(\omega _3)=1`$; $`X_2(\omega _1)=2,X_2(\omega _2)=0`$ and $`X_2(\omega _3)=1`$; and $`X_1=2`$ on $`\mathrm{\Omega }`$. Let $`X(X_1,X_2):=\mathrm{min}(X_2,\mathrm{max}(X,X_1))`$. We have $`\text{var}\left(X\right)=\frac{1}{4}`$ and $`\text{var}\left(X(X_1,X_2)\right)=\frac{11}{16}`$, so that the variance of $`X(X_1,X_2)`$ is greater than the variance of $`X`$. We give a sharp bound for variances of these type of random variables; it turns out that this bound also bounds variances of other truncated random variables obtained from $`X,X_1`$ and $`X_2`$.

Let $`X_1`$ and $`X_2`$ be two random variables and let $`Y:=\mathrm{min}(X_1,X_2)`$ and $`Z:=\mathrm{max}(X_1,X_2)`$. One can view these $`Y`$ and $`Z`$ as order statistics of $`X_1`$ and $`X_2`$. In the context of finding estimators for dependent random variables, Papadatos  has shown that $`\text{cov}(Y,Z)\text{cov}(X_1,X_2)`$ if $`X_1`$ and $`X_2`$ have same law and are possibly dependent. We show that this result is also true even if distributions of $`X_1`$ and $`X_2`$ are different and also characterize the cases when this bound is sharp. We use this result later to have upper bounds for variances of truncated random variables.

## 2 A lower bound for covariances

Recall that for random variables $`X_1`$ and $`X_2`$ we define $`Y:=\mathrm{min}(X_1,X_2)`$ and $`Z:=\mathrm{max}(X_1,X_2)`$.

###### Theorem 1

If $`\text{var}\left(X_i\right)<\mathrm{},i=1,2`$, then

$$\text{cov}(Y,Z)\text{cov}(X_1,X_2)$$
(1)
with equality iff either $`X_1X_2a.s.`$ or $`X_2X_1a.s.`$

Proof: Since both $`\{\mathrm{min}(X_1,X_2)\}^2`$ and $`\{\mathrm{max}(X_1,X_2)\}^2`$ are upper bounded by $`X_1^2+X_2^2`$ pointwise, both $`Y`$ and $`Z`$ have finite second moments.

Next, we have, pointwise,

$$Y+Z=X_1+X_2$$
(2)
$$YZ=X_1X_2$$
(3)
Then,

$`\text{cov}(Y,Z)\text{cov}(X_1,X_2)`$ $`=`$ $`E[YZ]E[Y]E[Z]E[X_1X_2]+E[X_1]E[X_2]`$ (4)
$`=`$ $`E[X_1]E[X_2]E[Y]E[Z]`$
from (3), since $`E[X_1X_2]<\mathrm{}`$. Since $`E[Y]E[X_1]`$ is finite, we can add and subtract it to (4) to have,

$`\text{cov}(Y,Z)\text{cov}(X_1,X_2)`$ $`=`$ $`E[X_1]E[X_2]E[Y]E[Z]E[X_1]E[Y]`$ (5)
$`+E[X_1]E[Y]`$
$`=`$ $`E[X_1]\{E[X_2]E[Y]\}E[Y]\{E[Z]E[X_1]\}`$
$`=`$ $`(E[X_1]E[Y])(E[X_2]E[Y])`$
because $`E[Z]E[X_1]=E[X_2]E[Y]`$ from (2). As $`X_iY,i=1,2`$, both the terms on the RHS of (5) are positive and thus (1) follows.

Next, equality exits in (1) iff at least one term of (5) is zero. If $`X_1X_2`$  a.s. ($`X_2X_1`$  a.s.) then $`Y=X_2`$ ($`Y=X_1`$) and hence equality holds. On the other hand, if $`E[X_1]E[Y]=0`$, i.e., $`(X_1Y)𝑑P=0`$, then $`X_1=Y`$  a.s. as $`X_1Y`$, so that $`X_2X_1`$. Similarly, if $`E[X_2]E[Y]=0`$, then $`X_1X_2a.s`$. $`\mathrm{}`$

###### Remark 1

From this, it follows that $`Y`$ and $`Z`$ are positively correlated if $`X_1`$ and $`X_2`$ are so; in particular if $`X_1`$ and $`X_2`$ are independent, then $`Y`$ and $`Z`$ are positively correlated.

## 3 Bounds for variances

We now consider the relationship between variances of random variables and those obtained by truncating them.

###### Theorem 2

$`\text{var}\left(Y\right)+\text{var}\left(Z\right)\text{var}\left(X_1\right)+\text{var}\left(X_2\right)`$ This is valid even if $`\text{var}\left(X_i\right),i=1,2`$ is infinite for some $`i=1,2`$.

Proof: Case (i) Suppose $`\text{var}\left(X_i\right)<\mathrm{},i=1,2`$. Then from (2)

$$\text{var}\left(Y\right)+\text{var}\left(Z\right)+2(\text{cov}(Y,Z)\text{cov}(X_1,X_2))=\text{var}\left(X_1\right)+\text{var}\left(X_2\right)$$
(6)
From Theorem (1), $`\text{cov}(Y,Z)\text{cov}(X_1,X_2)`$ is positive and hence, the result follows.
Case (ii) If variance of some $`X_i`$’s, $`i=1,2`$ is not finite, then variances of $`Y`$ and $`Z`$ could be infinite and in that sense the inequality holds. Note LHS is well defined. $`\mathrm{}`$

We now characterize the cases when equality holds in the above. From (6) and Theorem 1 above, we have,

###### Theorem 3

Suppose variance of $`X_i,i=1,2`$ is finite. Then,

$$\text{var}\left(Y\right)+\text{var}\left(Z\right)=\text{var}\left(X_1\right)+\text{var}\left(X_2\right)$$
(7)
iff either $`X_1X_2`$ a.s. or $`X_2X_1`$ a.s.

###### Remark 2

If $`X_1X_2`$ a.s. or $`X_2X_1`$ a.s. then, (7) holds. However, if (7) holds, in general, it does not follow that either $`X_1X_2`$ a.s. or $`X_2X_1`$ a.s. Consider $`X`$ with $`P(X=i)=\frac{1}{2ci^3},i=\mathrm{},3,2,2,3,\mathrm{}`$ where $`c=_{i2}\frac{1}{i^3}`$. $`X`$ does not have finite variance. If $`X_2=d`$, for a real number $`d`$, then $`Y`$ and $`Z`$ also does not have finite variance. (7) holds in the sense that both sides of it are infinite but we do not have $`Xd`$ a.s. or $`dX`$ a.s.

We would like to find conditions when variance of the truncated random variable equals sum of variances of the random variables involved.

###### Corollary 1

Suppose variance of $`X_i,i=1,2`$, is finite. Then

$$\text{var}\left(Y\right)=\text{var}\left(X_1\right)+\text{var}\left(X_2\right)$$
(8)
iff $`Z`$ is a constant a.s., say $`c`$, and either

$$cX_1\text{ a.s,}\text{ or }cX_2\text{ a.s.}$$
(9)
Proof: If (8) holds, then using Theorem 2 we have $`\text{var}\left(Z\right)=0`$, i.e., $`Z`$ is a constant a.s., say $`c`$. From Theorem 3 we have $`X_2X_1`$ a.s., so that $`X_2=c`$, a.s., or $`X_1X_2`$ a.s. so that $`X_1=c`$ a.s.
Given (9), (8) holds (even if one $`X_i,i=1,2`$ does not have finite variance). $`\mathrm{}`$

###### Remark 3

So, if (8) holds, then it will hold only either as $`\text{var}\left(Y\right)=\text{var}\left(X_1\right)`$ or $`\text{var}\left(Y\right)=\text{var}\left(X_2\right)`$. Similarly, we can characterize the situation where $`\text{var}\left(Z\right)`$ $`=\text{var}\left(X_1\right)+\text{var}\left(X_2\right)`$.

Write $`X(X_1,X_2):=\mathrm{min}(X_2,\mathrm{max}(X,X_1))`$ for truncating a random variable $`X`$ by $`X_2`$ from above and by $`X_1`$ from below. Using Theorem 2, we have,

###### Corollary 2

If $`X`$, $`X_1`$ and $`X_2`$ have finite second moments, then

$$\text{var}\left(X(X_1,X_2)\right)\text{var}\left(X_2\right)+\text{var}\left(X_1\right)+\text{var}\left(X\right)$$
(10)
As in Theorem 3, we would like to find conditions when there could be an equality in this bound.

###### Theorem 4

Suppose $`X`$, $`X_1`$ and $`X_2`$ have finite variances.

$$\text{var}\left(X(X_1,X_2)\right)=\text{var}\left(X_2\right)+\text{var}\left(X_1\right)+\text{var}\left(X\right)$$
(11)
iff, for some constants $`c_1`$ and $`c_2`$, one of the following sets of conditions hold:

$$\begin{array}{cc}(1)& c_2=X_2XX_1=c_1\text{ a.s.}\hfill \\ (2)& c_2=XX_1=c_1\text{ and }c_2=XX_2\text{ a.s.}\hfill \\ (3)& c_2=X_2X_1X=c_1\text{ a.s.}\hfill \\ (4)& c_2=X_1X=c_1\text{ and }c_2=X_1X_2\text{ a.s.}\hfill \end{array}$$
(12)
Proof: We will use Corollary 1 in the following. Equation (11) holds, iff

$`\begin{array}{cccc}\text{var}\left(X(X_1,X_2)\right)\hfill & & & \\ =\text{var}\left(X_2\right)+\text{var}\left(\mathrm{max}(X,X_1)\right)\hfill & \text{iff}& \text{var}\left(\mathrm{min}(X,X_1)\right)=0& \hfill \text{(I)}\\ & & \text{i.e. }\mathrm{min}(X,X_1)=c_1\text{ a.s.}& \\ & \text{and}& XX_1=c_1\text{ a.s.}& \hfill \text{(a)}\\ & & \text{or}& \\ & & X_1X=c_1\text{ a.s.}& \hfill \text{(b)}\\ & & & \\ =\text{var}\left(\mathrm{min}(X_2,\mathrm{max}(X,X_1))\right)\hfill & \text{iff}& \mathrm{max}(X_2,\mathrm{max}(X,X_1))=c_2\text{ a.s.}& \hfill \text{(II)}\\ & \text{and}& c_2=X_2\mathrm{max}(X,X_1)\text{ a.s.}& \hfill \text{(c)}\\ & & \text{or}& \\ & & X_2\mathrm{max}(X,X_1)=c_2\text{ a.s.}& \hfill \text{(d)}\end{array}`$ (24)
Subsuming the and in conditions (I) and (II) to the or of conditions (a,b) and (c,d) respectively, we get the four conditions (1,2,3 and 4) mentioned in the statement of the theorem.
If (12) holds, then (11) follows (even if some variances are not finite). $`\mathrm{}`$

###### Remark 4

Conditions (1) and (3) are ‘symmetric’ w.r.t. roles of $`X`$ and $`X_1`$; so are the other two, the reason being $`\mathrm{max}(X,X_1)`$ in the definition of $`X(X_1,X_2)`$ is symmetric about its arguments.

Finally, let $`s_2>s_1`$ where $`s_1`$ and $`s_2`$ are constants and consider $`Y_1:=\mathrm{min}(X,s_1)`$ and $`Y_2:=\mathrm{min}(X,s_2)`$. Since $`Y_1=\mathrm{min}(Y_2,s_1)`$, we have $`\text{var}\left(Y_1\right)\text{var}\left(Y_2\right)`$. Thus $`Y()`$ is a non-decreasing function of $`s`$. Similarly, $`Z(s):=\mathrm{max}(X,s)`$ is a non-increasing function of $`s`$; see also .

## Acknowledgments

We thank Prof. Narayan Rangaraj of IITB for discussions on some inventory models that lead to this work. We also thank Prof. Vivek Borkar of TIFR for useful comments.


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# An observation on the relation between the fine structure constant and the Gibbs phenomenon in Fourier analysis

## 1 Introduction

The fine structure constant $`\alpha `$ is the most important dimensionless universal physical constant. Since it is dimensionless and universal, it is very interesting to know whether it can be expressed by a simple expression of universal mathematical constants. This may help understanding the nature.

As is known, the definition of fine structure constant $`\alpha `$ is

$$\alpha ^1=\frac{2cϵ_0h}{e^2}=\frac{2h}{c\mu _0e^2}$$
(1)
where $`c`$ is the speed of light in vacuum, $`\mu _0`$ and $`ϵ_0=1/c^2\mu _0`$ are the permeability and permittivity of vacuum respectively, $`e`$ is the elementary charge and $`h`$ is the Planck constant.

Here we propose

$$\alpha _z^1=\frac{1}{\sqrt{2}}\left(\frac{3\pi }{2}\right)^3_0^\pi \frac{\mathrm{sin}x}{x}\text{d}x137.03598260.$$
(2)
This value coincides with the value

$$\alpha ^1=137.03599976\pm 0.00000050$$
(3)
given by the 1998 CODATA recommended values of the fundamental physical constants  up to relative accuracy $`1.26\times 10^7`$.

In the expression (2), the integral $`\text{Si}(\pi )={\displaystyle _0^\pi }{\displaystyle \frac{\mathrm{sin}x}{x}}\text{d}x`$ is related to a universal mathematical constant — the overshoot of the Gibbs phenomenon in Fourier analysis, which is the same to all the jump discontinuities of all piecewisely smooth functions. The expression $`\alpha _z^1/\text{Si}(\pi )=(3\pi /2)^3/\sqrt{2}`$ is so simple that it seems that there may be physical essence behind the relation $`\alpha _z\alpha `$, although it is not known presently.

In the next section, the universality of the constant $`\text{Si}(\pi )`$ in Fourier analysis is reviewed briefly. Then, the value $`\alpha _z`$ is compared with the values of $`\alpha `$ given by experiments and physical theories, which were used to determine $`\alpha `$ for the 1998 CODATA recommended values of the fundamental physical constants. At last, some discussions are presented.

## 2 A brief review of the Gibbs phenomenon

The Gibbs phenomenon is a universal phenomenon at all the jump discontinuities for Fourier series or Fourier transformations. First, let us look at a simple example. Let $`f(x)`$ be a square wave of period $`2\pi `$ with $`f(x)=1`$ for $`0<x<\pi `$ and $`f(x)=1`$ for $`\pi <x<0`$. Let $`s_n`$ be the partial sum of its Fourier series, i.e.

$$s_n(x)=\frac{4}{\pi }\underset{k=1}{\overset{n}{}}\frac{\mathrm{sin}(2k1)x}{2k1}.$$
(4)
Then when $`n\mathrm{}`$, there are overshoots and undershoots in the graph of $`s_n`$ (Fig. 1).

The limit of the amplitude of $`s_n`$ near $`0`$ as $`n\mathrm{}`$ is $`2C__G`$, which is $`C__G`$ times the jump of $`f(x)`$ at $`0`$. Here

$$C__G=\frac{2}{\pi }\text{Si}(\pi )=\frac{2}{\pi }_0^\pi \frac{\mathrm{sin}x}{x}\text{d}x1.17897974447217.$$
(5)
This is the famous Gibbs phenomenon , which was discovered more than a century ago.

The Gibbs phenomenon appears not only in the square wave, but also at all jump discontinuities generally. For the Fourier series of any piecewisely smooth period function $`f(x)`$, the limit of the amplitude of the partial sum at a jump discontinuity $`x_0`$ of $`f(x)`$ equals to $`C__G`$ times the jump of $`f(x)`$ at that point. That is, for the partial sum $`s_n(x)`$,

$$\underset{\delta 0^+}{lim}\underset{n\mathrm{}}{lim}\underset{|xx_0|\delta }{\text{osc}}s_n(x)=C__G\underset{\delta 0^+}{lim}\underset{|xx_0|\delta }{\text{osc}}\underset{n\mathrm{}}{lim}s_n(x)$$

where osc refers to the difference of the maximum and the minimum of a function. This fact is also true for the Fourier transformation of a non-periodic function, if the function is absolutely integrable and piecewisely smooth . In all cases, the constant $`C__G`$ is the same.

## 3 Comparison with experimental values

In Fig. 2, $`\alpha _z^1`$ given by (2) was compared with the values of $`\alpha ^1`$ given by the experimental data together with various physical theories. Each line segment in the figure represents a datum in Table XV of . That table was used to determine the value $`\alpha `$ for the 1998 CODATA recommended values of the fundamental physical constants. For each value $`x`$ with uncertainty $`\sigma `$, the line segment extends from $`x\sigma `$ to $`x+\sigma `$ in Fig. 2. The identifications to the right of the line segments are the same as those in Table XV of . The vertical line marked $`\alpha _z^1`$ represents the value given by (2) and that marked $`\alpha ^1`$ represents the value given by the 1998 CODATA recommended values of the fundamental physical constants.

## 4 Discussions

There are other theoretical values of $`\alpha `$, such as those given by the string theory . For example, the simplest expression is $`\alpha ^1=\varphi ^{10\varphi ^3}=137.7880938`$ where $`\varphi =(\sqrt{5}1)/2`$ is the golden mean. More accurate values with accuracy $`3\times 10^7`$ were also given by a complicated expansion . Although the expression $`\alpha _z^1`$ in this paper is simply an observation, it is much simpler than the other theoretical results with similar accuracy.

There is a small possibility that $`\alpha _z^1\alpha ^1`$ is simply an accidental coincidence. Actually it is not difficult to construct complicated relations of $`2,3,\pi `$ etc. to approximate $`\alpha ^1`$ because any real number can be approximated by a rational number to any accuracy. For example, $`2^{19/6}3^{157/24}\pi ^{1/16}=137.0360046`$. (There is also a number $`2^{19/4}3^{7/4}5^{1/4}\pi ^{11/4}=137.036082`$ given by Wyler .) However, the probability is very small to get accidentally a simple relation like $`\alpha _z^1/\text{Si}(\pi )=(3\pi /2)^3/\sqrt{2}`$ in this paper. The internal relation between $`\alpha _z`$ and the fine structure constant is to be revealed.


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# Field-Driven Hysteretic and Reversible Resistive Switch at the Ag-Pr0.7Ca0.3MnO3 Interface

## Abstract

The hysteretic and reversible polarity-dependent resistive switch driven by electric pulses is studied in both Ag/Pr0.7Ca0.3MnO3/YBa2Cu3O7 sandwiches and single-layer Pr0.7Ca0.3MnO3 strips. The data demonstrate that the switch takes place at the Ag-Pr0.7Ca0.3MnO3 interface. A model, which describes the data well, is proposed. We further suggest that electrochemical diffusion is the cause for the switch.

Pr0.7Ca0.3MnO3 (PCMO) has attracted extensive interest recently. Below 150 K, its free energies corresponding to the paramagnetic, the charge-ordered, and the ferromagnetic states differ only slightly. Therefore, a slight external disturbance, e.g. magnetic field, light, isotope mass, pressure, or electric field, may lead to a large resistivity ($`\rho `$) change, but only at low temperatures.asa

Therefore, it is interesting to note the report of Liu et al.liu  that the two-lead resistance, $`R`$, of a PCMO layer sandwiched between an Ag top-electrode and a YBa2Cu3O7 (YBCO) or a Pt bottom-electrode can be drastically and repeatably alternated at room temperature by applying electric pulses with different polarities.note  This $`R`$-switch may thus offer potential device applications, e.g. nonvolatile memory. Similar $`R`$-changes in single-layer PCMO films with the four-lead configuration were also reported. The $`R`$-switch has therefore been attributed to bulk properties of PCMO, in terms of the alignment of the presumed ferromagnetic clusters by the electric field.liu  The interpretation, if confirmed, presents a major challenge to the physics of manganites and, possibly, to the basic law of parity conservation. The reported $`R`$-change of $`\mathrm{\Delta }R3000`$ $`\mathrm{\Omega }`$ across a 600 nm thick PCMO film represents a $`\rho `$-increase of $`\mathrm{\Delta }\rho 10^5`$ $`\mathrm{\Omega }`$ cm, and suggests a novel state with a $`\rho `$(297 K) far greater than the $`\rho `$(297 K) $`<<10^1`$ $`\mathrm{\Omega }`$ cm ever reported in PCMO. According to the commonly accepted polaron model, $`\rho `$(297 K) of manganites is controlled by the polaron mobility and should be ultimately restricted by the hopping barrier ($`10^1`$ eV $`k_BT`$ at 297 K) associated with the Jahn-Teller distortion, which is only a few eV.sal  The experimental $`\rho `$(297 K) is only $`10^2`$ to $`10^0`$ $`\mathrm{\Omega }`$ cm in (LayPr1-y)1-xCaxMnO3 for $`0.2x0.5`$ and $`0y0.7`$,tom  and $`10^4`$ $`\mathrm{\Omega }`$ cm even in extreme cases, such as Nd0.7Ba0.3MnO3 and LaMnO3.coe  A $`\rho `$(297 K) of $`10^5`$ $`\mathrm{\Omega }`$ cm or higher would suggest a new insulating state never observed before and challenge the polaron model commonly accepted. In a more general sense, this polarity-dependent $`\rho `$ in a uniform material reported, if proven, represents a violation of the law of parity conservation in the electromagnetic field. It may occur without parity violation only if the sample is asymmetric due to either an inhomogeneity in the thickness direction or poling by electric pulses (“training”); neither bears any obvious relation to the alignment model proposed.liu  The present study is motivated by our attempt to elucidate the mechanism responsible for, and the nature of, the $`R`$-switch. Our data demonstrate that the switch occurs at the Ag-PCMO interface, possibly via an electrochemical process. The observation not only resolves the parity-violation puzzle but also provides insight into optimization for possible applications.

PCMO films were synthesized by ac sputtering at 760 C under a 140 mtorr Ar:O2 = 2:3 mixture atmosphere. YBCO films were synthesized by conventional pulsed laser deposition on LaAlO3 (LAO) substrates. The structure was determined by X-ray diffraction (XRD) using a Rigaku DMAX-IIIB diffractometer. Both highly $`c`$-oriented and epitaxial PCMO films have been obtained and tested, with similar results. High voltage pulses were produced by a DEI PVX-4150 pulse generator. The resistivity was measured after applying the electric pulses by feeding a dc current from a Keithley 2400 current source and reading the corresponding voltages using a HP34401A multimeter through a Keithley 705 scanner. Both the $`\rho `$(297 K) $``$ 0.3 $`\mathrm{\Omega }`$ cm and the $`H`$-induced metal-insulator transition around 120 K above 1 T observed before pulsing show that the PCMO films so prepared are typical of those previously examined.sin

The Ag/(500 nm PCMO)/(500 nm YBCO) sandwich similar to that used by Liu et al.liu  was first examined. Ag pads of 0.8 mm diam were deposited on the tops of both PCMO and YBCO (inset, Fig. 3). It should be noted that the two-lead $`R`$ varies greatly from pad to pad even before pulsing, in agreement with a previous report.liu  Additional three-lead measurements suggest that neither the YBCO layer nor the Ag-YBCO interface contributes significantly to $`R`$. Pulses of 30 V and 200 ns were applied between pads $`A`$ and $`C`$ (inset, Fig. 3). The pulse current density across both the interfaces and the PCMO layer was typically $`30`$ A/cm2, a range adopted to cover the threshold estimated from previous data.liu ; note  A measurement current was applied after each pulse to determine the two terminal $`R`$’s. A possible thermoelectric effect on $`R`$ was eliminated by switching the polarity of the measuring current. The two-lead $`R`$ observed exhibits the same polarity-dependent switch previously reported.liu

To determine whether the apparent parity-violation is associated with the electric poling, we simultaneously determined the voltages $`V_{AC}`$ and $`V_{BC}`$ across electrodes $`A`$$`C`$ and $`B`$$`C`$, respectively, with both the pulses and the measuring dc current $`I_{AB}=1`$ $`\mu `$A passing through $`A`$$`B`$. This configuration represents two serially connected sandwiches since the PCMO resistance between $`A`$ and $`B`$ is $`10^7`$ times higher than that perpendicular to the film. Both $`V_{AC}/I_{AB}`$ and $`V_{BC}/I_{AB}`$ are therefore expected to vary in the same fashion by pulsing if the pulse has generated a change in the bulk of the PCMO film, as the two sandwiches experience the same poling history. However, we found that $`R_{AC}`$ increases while $`R_{BC}`$ decreases (Fig. 3), depending on the polarity of the electrode. The apparent parity violation and the associated switches, therefore, cannot be attributed to the poling.

To explore the issue further, a single-layer 3 mm wide and 500 nm thick PCMO strip was measured in a multi-lead configuration with a 0.18 mm distance between the adjacent $`0.32\times 3`$ mm2 Ag pads (inset, Fig. 3a). A train of 20 pulses of 150 V and 200 ns with a given polarity was applied between electrodes 3 and 4 at a specific time. The estimated current densities through the two pads and through the PCMO strip are 40 and $`10^4`$ A/cm2, respectively. Both are higher than the switching threshold $``$ 10–20 A/cm2 estimated from both our data and the data of Ref. liu, .liu ; note  After the electric pulses were applied, the transport elements $`V_{lk}/I_{mn}`$ were measured, where $`V_{lk}`$ is the voltage between electrodes ($`l`$,$`k`$); and $`I_{mn}=1`$ $`\mu `$A is the measuring current through electrodes ($`m`$,$`n`$) with $`l`$, $`k`$, $`m`$, and $`n`$ = 1–6. Indeed, pulse-induced polarity-dependent switches were detected, as shown in Figs. 3a–b. The data demonstrate that the PCMO resistivity cannot be the dominant factor. First, the change of $`V_{34}`$/$`I_{34}`$ (i.e. the two-lead resistance across the pulse path) with the pulses is only 10%, which limits the possible change of PCMO $`\rho `$(297 K) to below 0.1 $`\mathrm{\Omega }`$ cm (Fig. 3a). Such a change will only modify the $`V_{BC}/I_{AB}`$ in Fig. 3 by $`5\times 10^4`$ $`\mathrm{\Omega }`$, a million times lower than the 30 k$`\mathrm{\Omega }`$ observed. Second, a similar switch was also observed in $`V_{45}/I_{34}`$, the contact resistance beneath pad 4 (Fig. 3a and its inset). Therefore, contributions from the PCMO $`\rho `$(297 K), as the difference between the two-lead $`R`$ and the contact resistance, should only be $`(V_{34}V_{45})/I_{34}<10`$ $`\mathrm{\Omega }`$ and within our experimental resolution.

However, a simple contact resistance model contradicts the observed switches in the conventional “four-lead resistance,” i.e. $`V_{34}/I_{16}`$, in addition to the interface resistances of $`V_{23}`$/$`I_{16}`$ and $`V_{45}`$/$`I_{16}`$. We attribute the contradiction to the non-zero size of the Ag pads: the large PCMO resistance may have forced the measuring current to detour through the Ag pads. A simplified resistive equivalent circuit for the Ag pads and the PCMO resistance underneath the pads is given in the inset of Fig. 3, where, for example, $`R_{2A}`$ and $`R_{2B}`$ are the effective interface resistances to PCMO on the left and right sides of pad 2, respectively; $`R_{2C}`$ is the the resistance for the PCMO section between these two effective contact points; and $`R_{2D}`$ is the PCMO resistance between pads 2 and 3. Changes of $`R_{2A}/R_{2B}`$, therefore, naturally lead to the change of $`V_{34}/I_{16}`$. A procedure was thus developed to simultaneously calculate all measured $`V_{lk}/I_{mn}`$ by assuming that only $`R_{3B}`$ and $`R_{4A}`$, i.e. the contact resistances along the pulse path, are affected by the pulses, and that all other contact resistances, which are not crucial to the data-fit, are equal and independent of the experimental sequence number $`SN`$ (inset, Fig. 3). The seven $`SN`$-independent parameters and the two $`SN`$-dependent parameters, therefore, can be uniquely deduced based on the 12 $`SN`$-dependent $`V_{lk}/I_{mn}`$ observed. The deduced $`R_{3B}`$ and $`R_{4A}`$ are shown in Fig. 3. The calculated $`V_{34}`$/$`I_{34}`$, $`V_{45}/I_{34}`$, $`V_{34}/I_{16}`$, and $`V_{45}/I_{16}`$, as a few samples of the 12 $`V_{lk}/I_{mn}`$, are shown in Figs. 3a–b as solid lines. The agreement is good with only two variables of $`R_{3B}`$ and $`R_{4A}`$. Additional calculations further demonstrate that the additional contribution from PCMO $`\rho `$(297 K) should be less than a few percent of the resistance changes observed.

Very recently,tsu  we examined the pulse-induced resistive switch in several PCMO ceramic/single-crystal samples with either Ag films or Ag epoxy contacts as electrodes. Similar switches were observed. Both the two-lead resistance and the contact resistance are typically switched from $`10^2`$ to $`10^3`$ $`\mathrm{\Omega }`$, similar to the data discussed above, although the measured four-lead resistance $``$ 1–10 $`\mathrm{\Omega }`$ is negligibly small and cannot account for the larger two-lead resistance switch observed. This is in perfect agreement with the proposition that the field-induced $`R`$-switch does not occur in the bulk of PCMO but at the interface between the electrode and the PCMO.

The electric field across the interface will be on the order of $`10^7`$ V/cm based on the voltage drops in the sandwiches and an assumed interface-thickness of 10 nm. This field is on about the same order as that expected for field-driven ion-diffusions. The relatively slow dynamics (Fig. 3), which can be improved by applying higher voltages, suggests electrochemistry, e.g oxygen diffusion or interfacial material change, as a route to the hysteretic and polarity-dependent $`R`$-switch observed.

In summary, the electric pulse-induced polarity-dependent hysteretic and reversible $`R`$-switch is observed in both the Ag/PCMO/YBCO sandwich and the single-layer PCMO configurations. Detailed studies show that the large $`R`$-change does not take place in the PCMO film but at the Ag/PCMO interface. A model based on interfaces is proposed to account successfully for the polarity-dependent $`R`$-switch. We further propose that a field-induced electrochemical surface reaction appears to be the driving mechanism for the switch.

###### Acknowledgements.

We thank R. L. Meng for the YBCO films. The work in Houston is supported in part by NSF Grant No. DMR-9804325, the T. L. L. Temple Foundation, the John J. and Rebecca Moores Endowment, and the State of Texas through the Texas Center for Superconductivity at the University of Houston; and at Lawrence Berkeley Laboratory by the Director, Office of Science, Office of Basic Energy Sciences, Division of Materials Sciences and Engineering of the U.S. Department of Energy under Contract No. DE-AC03-76SF00098.


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# Dynamics of strong-field photoionization in two dimensions for short-range binding potentials

## 1 Introduction

The problem of ultrastrong-field photoionization has been the subject of studies in quantum optics for the last fifteen years (for a recent review see Ref. ). Because of enormous technical difficulties most of *ab initio* calculations were performed for one dimensional models. It is well known that if the electric field amplitude $`\epsilon _0`$ grows in the region of a few atomic units (for a typical frequency $`\omega =1`$ a.u. and a binding potential supporting an initial state of energy of order of 1 a.u.), the ionization rate need not grow monotonically with the field and the population can be regarded as trapped in a Kramers-Henneberger (KH) well . At a field amplitude of about 10 a.u. almost no probability leaks from the neighborhood of the nucleus. Unfortunately, one-dimensional models fail to represent important features of real systems; in particular they can imitate only an interaction with a linearly polarized field in the dipole approximation. Thus investigating magnetic interactions or light polarization effects requires a generalization to models with more spatial dimensions . Investigations performed in two dimensions for long-range binding potentials predict in particular that the stabilization at field intensities higher than 10 a.u. is destroyed by a nondipole kinetic effect the so-called magnetic drift of the packet as a whole away from the region of the nucleus.

The aim of this paper is to study photodetachment in superintense fields (such that the Schrödinger equation is still valid) in two dimensions in the situation which has not yet been investigated in a few so far existing papers ; in comparison with other papers the long-range atomic potential is replaced by a short-range potential well (rectangular). The details of the dynamics in our case include some special effects, an interpretation of which is necessary for a complete understanding of the process.

A new element in comparison with earlier papers  is that the well potential (especially if it has deep eigenstates), due to its steep edges, causes tearing of the oscillating wave packet into fragments, even in such strong laser field intensities as 15 \- 20 a.u. Because of the wavepacket tearing, the classical model does not allow to satisfactorily interpret all numerical results. In particular satellite wavepacket’s fragments detached at different times and being of a significant size can be rescattered in their oscillatory motion and interfere, with the details of the process depending on the shape of the laser pulse, in particular on the position of the classical packet’s turning points. The phase dependence of the dynamics is also discussed.

## 2 The binding potential and the shape of the pulse

There are two types of model atomic potentials commonly used in the studies on the interaction of atomic systems with superstrong fields in one-dimension: a soft core Coulomb potential proposed by Su, Javanainen and Eberly in a series of papers  and a short-range potential of a negative ion, modeled, e.g., by a rectangular well. The main difference is that the former potential is smooth and supports an infinite number of discrete states while the latter one has two points of discontinuity and a few bound states. In the latter case the packet has less chances to remain a connected structure (i.e. it is more exposed to tearing) and cannot be dynamically stabilized, i.e. trapped in the series of the Rydberg states.

While two-dimensional studies on the strong-field stabilization of models with a soft core potential have already been reported (see , ), in this paper we concentrate on special effects due to a potential well, which we assume to be radial, i.e. we take

$$V(\stackrel{}{r})=V_0\theta (ar),$$
(1)
where $`r=\sqrt{x^2+y^2}`$. The width $`a`$ and the depth $`V_0`$ of the well are chosen so that there is only a single (initial) bound state.

The choice of the pulse shape is also very important for the dynamics of the ionization process. The stabilization is possible only if the pulse does not lead to a fast drift of the electron, i.e. the classical trajectory of the electron in the absence of the binding potential remains close to the nucleus. The results presented below are obtained for rectangular cosinusoidal pulses which satisfy this condition. For a pulse propagating along the $`y`$ axis and with $`x`$ polarization we thus take the field amplitude $`\stackrel{}{\epsilon }(y,t)=\widehat{x}\epsilon _0\mathrm{cos}(ky\omega t)`$ or the vector potential $`\stackrel{}{A}(y,t)=\widehat{x}\frac{\epsilon _0}{\omega }\mathrm{sin}(ky\omega t)`$. The continuous pulses often adopted in other papers (e.g. those with trapezoid envelope) may imply complicated switch-on effects, especially if no dipole approximation is made. For example they may give raise to a field component which is not an electromagnetic wave. Moreover, calculating the vector potential by a time integral of the electric field introduces ambiguities reflecting various possible experimental realizations. We have checked that the effect we describe below appears also in a modified version for a trapezoid envelope.

The cosine pulse with any initial phase has an important feature in contradistinction to other pulses usually assumed in this context, namely the turning points are shifted asymmetrically with respect to the potential well, with one of them located at the well, i.e. at the initial position of the wave packet. If $`\epsilon (t)=\epsilon _0\mathrm{cos}(\omega t)`$, the electron free of the binding potential would, in one dimension, oscillate in the range $`(2\epsilon _0/\omega ^2,0)`$, which means that the right turning point occurs at the well.

Strong field ionization is very often described in terms of the Kramers-Henneberger (KH) well. In Kramer s frame an unbounded electron stays at rest and experiences the interaction of the oscillating nucleus. The KH potential well is just this interaction averaged over the oscillation period or, in other words, the zero-th term of the Fourier series of the interaction. In the initial stage of ionization the electron’s wavepacket spreads out until it has reached the size of the KH well. Further changes of the packet’s shape as well as its slow drift may be explained as due to higher terms of the Fourier expansion.

For the cosinusoidal pulse the electron is initially located close to one of the two minima of the KH well, in contradistinction to the case of other pulses studied in this context, for which its initial position occurs in the middle.

In the present work we will demonstrate how the results of one-dimensional computations must be completed and developed in the case of two spatial dimensions. In particular the Kramers frame and the corresponding KH well are now introduced as if there were no movement in the direction perpendicular to the electric field $`\stackrel{}{\epsilon }(\stackrel{}{r},t)=\widehat{x}\epsilon _0\mathrm{cos}(ky\omega t)`$: the transformation accounts for the electron movement $`X(t)=\frac{\epsilon _0}{\omega ^2}(1\mathrm{cos}(\omega t))`$, while its slow drift in the $`x`$ direction and/or its throwing away of small parts in both directions are due to the higher terms of the Fourier expansion. The evolution in the $`y`$ direction includes also magnetic effects seen as throwing away of small pieces rather than a drift of the packet as a whole. This new aspect of the two-dimensional ionization process has not been observed in other works on strong-field ionization because they were dealing with soft-core binding potentials, in contradistinction to short-range potentials considered in this paper.

The KH well has the form

$$V_{KH}(x,y;\epsilon _0)=\frac{1}{T}_t^{t+T}V(xX(\tau ),y)𝑑\tau ,$$
(2)
where $`T=2\pi /\omega `$. The analytical form of the above KH well is

$$V_{KH}(x,y;\epsilon _0)=\frac{V_0}{\pi }\mathrm{\Theta }(r^2y^2)(\mathrm{arcsin}(\alpha _+)\mathrm{arcsin}(\alpha _{})),$$
(3)
where

$$\alpha _\pm =\{\begin{array}{cc}1,\hfill & x<\pm \sqrt{a^2y^2}\hfill \\ 1\pm \frac{\omega ^2}{\epsilon _0}(\sqrt{a^2y^2}x)\hfill & \\ 1,\hfill & x>2\pm \sqrt{a^2y^2}\hfill \end{array}.$$
(4)
The KH potential for $`\epsilon _0=15`$ a.u., $`\omega =1`$ a.u. and for the radial well (Eq. (2) with $`a=1`$ a.u., $`V_0=2`$ a.u., a single bound state) and its two eigenstates are shown in Fig. 1.

## 3 Quantum numerical results of ab initio simulations and classical predictions

Because we want to include nondipole effects we write the atom-field interaction in the velocity gauge. The vector potential $`\widehat{x}A(ky\omega t)`$ is polarized along *x* axis and the Hamiltonian reads

$$\widehat{H}(\stackrel{}{r},t)=\frac{(\widehat{p}+\widehat{x}A(ky\omega t))^2}{2}+V(\stackrel{}{r}),$$
(5)
where the radial potential is given by Eq. (2).

We have solved this equation both with and without the dipole approximation using *the alternating direction implicit* method (ADI) , which allows one to use tridiagonal sets of equations which can be solved easily and fast. The main difficulty in the two-dimensional calculation is not the number of operations to be performed by a processor but rather a large memory necessary to store the results. The size of the accessible memory sets a limit to the size of the spatial grid used in the calculation. We performed our calculation on the $`2048\times 2048`$ grid with the step $`\mathrm{\Delta }x`$ close to 0.1 a.u. The space range is from $`100`$ a.u. to $`+100`$ a.u. in both directions.

As mentioned above the particular form of the vector potential was

$$\stackrel{}{A}(y,t)=\widehat{x}\frac{\epsilon _0}{\omega }\mathrm{sin}(ky\omega t),$$
(6)
with $`\omega =1`$ a.u. and $`\epsilon _0`$ equal to 15 and 20 a.u. Larger values of the vector potential amplitude require a relativistic approach.

At the beginning of each cycle the left minimum of the KH well occurs close to the packet’s initial position in the well; in fact Eq. (3) yields a shift of the maximum of the wavepacket trapped by the KH well with respect to the initial wavepacket’s maximum by about 1 a.u. The latter is localized in the KH well’s left half and is almost equally divided between the two discrete states. The energy difference between the KH eigenstates is small, so we do not observe any beats, which would occur in a much longer time scale than that considered here. The shift of the minima of the two wells is reflected on the dynamics of the initial state population (see Fig. 2). The splitting of each peak can be explained by the fact that the maximum of the trapped packet passes by the original well twice at the beginning of each period, with small velocities of opposite signs. This can be treated as an evidence of applicability of KH approach in this range of parameters.

The rest of the initial wavepacket, i.e. the part which has not been trapped in the KH well as well as the part initially trapped but later released due to higher terms of the Fourier expansion, is thrown away in the form of concentric rings (see Fig. 3) which oscillate as a whole along the *x* axis in the rhythm of the field. In the dipole approximation neither turn of the $`y`$ axis is distinguished but if no dipole approximation is made most of probability will drift towards the positive direction of the *y* axis due to the magnetic force, according to the classical considerations presented below. The additional structures visible in Fig. 3 will be discussed later.

The vector potential given by Eq. (6) corresponds to the electric and magnetic fields:

$`\stackrel{}{E}(y,t)=\widehat{x}E(y,t)=\widehat{x}\epsilon _0\mathrm{cos}(ky\omega t),`$ (7)
$`\stackrel{}{B}(y,t)=\widehat{z}B(y,t)=\widehat{z}B_0\mathrm{cos}(ky\omega t),`$ $`\mathrm{where}`$ $`\stackrel{}{k}=\widehat{y}k=\widehat{y}{\displaystyle \frac{y}{c}}.`$ (8)
Then the Lorentz force is

$$\stackrel{}{F}=(\stackrel{}{E}+\stackrel{}{v}\times \stackrel{}{B})=[Ev_yB,v_xB,0]$$
(9)
One can write the classical equations of motion for an electron in the electromagnetic field

$$\{\begin{array}{cc}\ddot{x}(t)=\epsilon _0(1\frac{\dot{y}(t)}{c})\mathrm{cos}(ky(t)\omega t),\hfill & \\ \ddot{y}(t)=\frac{\epsilon _0}{c}\dot{x}(t)\mathrm{cos}(ky(t)\omega t),\hfill & \end{array}$$
(10)
which can be easily solved numerically. The solution of these equations is presented in Fig. 4. The upper plot shows fast oscillations with the frequency $`\omega `$ and the same amplitude as for the corresponding one-dimensional solution in the dipole approximation. The lower plot shows the magnetic drift and the oscillations of the frequency $`2\omega `$. The velocity of this drift is proportional to the square of electric field amplitude $`\epsilon _0`$. The results can be easily understood if we simplify equations (10) neglecting the magnetic component of the Lorentz force in the *x* direction and neglecting at this stage the *y* dependence of the field. So we can write the simplified equations of motion

$$\{\begin{array}{cc}\ddot{x}(t)=\epsilon _0\mathrm{cos}(\omega t),\dot{x}(t)=\frac{\epsilon _0}{\omega }\mathrm{sin}(\omega t),\hfill & \\ \ddot{y}(t)=\frac{\epsilon _0}{c}\dot{x}(t)\mathrm{cos}(\omega t)=\frac{\epsilon _0^2}{2\omega c}\mathrm{sin}(2\omega t),\hfill & \end{array}$$
(11)
with the electron initially resting at $`x=y=0`$.

This approximation corresponds to the series expansion of vector potential $`A_0\mathrm{sin}(ky\omega t)`$ around $`\omega t`$ and leaving only the lowest term. The magnetic drift is directed towards the positive values of *y*, with oscillations of frequency $`2\omega `$ imposed on it. The average velocity in the *y* direction is proportional to the square of the field amplitude.

## 4 Wavepacket tearing and its consequences

The *ab initio* solutions of the Schrödinger equation with the Hamiltonian (5) and the laser field defined by (6) demonstrate that the mean values of the operators $`x`$ and $`y`$ (see Fig. 5) look very similar to the classical predictions (Fig. 4), as could be expected from the Ehrenfest theorem.

The wavefunctions (see Figs 3, 6 and 7) look quite different from those shown in Refs  and , because here a deep potential well is used instead of a soft-core atom. In spite of the strength of the laser field, the wave function does not behave typically for the over-the barrier (OTB) ionization regime, in which the packet behaves essentially as a connected structure. Parts of the packet are thrown away in the form of two sets of elliptic rings with centers corresponding to the positions of both minima of the KH well. Those oval structures carry a significant portion of the probability of finding the electron. In the dipole approximation a new ring appears once a period (Fig. 7). If no dipole approximation is made, the rings appear twice a period with each second ring being due only to the magnetic force oscillating with the doubled frequency (cf. Eq. (11)) - see the inset of Fig. 6. The torn-off structures are thrown preferably towards positive $`y`$ due to the magnetic interaction. A comparison of the heights of the main peak in Figs 6 and 7 shows that making the dipole approximation leads to a significant underestimation of the ionization rate.

In Fig. 5, similarly as in Fig. 4, we can see fast oscillations in the *x* direction in the upper plot and the magnetic drift in the *y* direction in lower one. A slow drift, similar to that obtained in , is also visible at the graph of $`x`$.

## 5 Rescattering of the liberated parts of the wavepacket

For the cosine rectangular pulse the wavepacket oscillates from 0 to $`2\epsilon _0/\omega ^2`$ along the *x*-axis like in the OTB regime. It is well known that an irreversible ionization of the packet in the form consisting in throwing away pieces of the packet can occur only if both the electric field and the binding potential are present and the packet has a small velocity when passing by the well. Those conditions are satisfied during a significant part of each cycle if the phase of the field is chosen so that the pulse is cosinusoidal. Then one of the wavepacket’s turning points is located at the well so once a cycle an electron has the possibility to be liberated. In the case of a sine pulse with a trapezoid envelope (not shown here) there is no opportunity for any packet tearing in such strong laser fields until the wavepacket is wide enough to cover the range of classical oscillations (i.e. the width of KH well). In this case rings appear a few cycles later then in the case of cosine pulse.

As described above, for a cosine pulse at the end of each cycle, when the packet is stopping above the well, a part of the packet is thrown away from the well and forms a ring around the main part of the packet. Thus the wavefunction takes the shape of rings around the main maximum, oscillating as a whole in the $`x`$ direction. After a few periods the first oval structure reaches a radius of order of $`2\epsilon _0/\omega ^2`$, so there is some probability of finding the electron at the well at the moment at which the classical turning point occurs at $`2\epsilon _0/\omega ^2`$, i.e. after an odd multiple of half a cycle. Tearing this secondary cloud causes a creation of a second family of rings, which are centered at the distance $`2\epsilon _0/\omega ^2`$ from the center of the first family of rings and obviously carry a smaller portion of the probability.

The most interesting effect is an interference of both families of the rings giving rise to an additional structure between two turning points and to a complicated shape of the wavefunction at larger $`x`$ (see Fig. 3 (the wavefunction after $`10T`$ computed in dipole approximation) and Figs 6 and 7). This interference effect has no magnetic character and occurs similarly both in the general case and in the dipole approximation.

This new type of rescattering can be even easier understood using the KH model. In the Kramers frame, i.e. in the frame oscillating like an unbound electron, the two wavepacket’s turning points correspond to the two turning points of moving potential and, after time averaging, approximately to the minima of the KH well (for cosine pulse: $`x=0`$ and $`x=+2\epsilon _0/\omega ^2`$). Because for the field magnitude used in this paper the KH well has two states with close energies (see Fig. 1) the electron is located in such a superposition of those states that only the left minimum is significantly populated. The higher terms of the Fourier expansion, characterized by large frequencies but rather small amplitudes, cause an ionization of the trapped wavepacket in a way typical of the multiphoton regime: fragments of the wavepacket are torn off and sent in all directions. It is how the first, main family of the rings in Figs 3 is formed. The torn-off pieces, being of a considerable size, are scattered on the other minimum of the KH well, which results in a formation of the second family of rings, centered about $`2\epsilon _0/\omega ^2`$. Both families of the rings can interfere. In particular this is visible for the parts moving along the *x*-axis: a pattern structure is built after a few cycles between the two minima of the KH well.

In the case of a sine pulse with a trapezoid envelope the mechanism of tearing is similar as described above. An important difference is that it takes a few cycles for the packet to become broad enough so that it reaches the minima of the KH well and can be ionized by higher terms of the Fourier expansion. After that period the packet is rescattered on both minima of the KH well. Both families of rings appear simultaneously.

Our observations in two dimension allowed us to complete the interpretation of one dimensional results: a very similar interference structure in the form of numerous subpeaks between the classical turning points can also be seen in the results of one-dimensional computations (see Fig. 8). The effect is significantly reduced if the well is made more shallow or if it is replaced by a soft-core potential.

## 6 Conclusions

We have presented a detailed dynamical picture of two-dimensional photodetachment in very strong fields in the parameters range not explored before. Due to the rapidly varying binding potential, for some model pulses one can observe tearing smaller pieces off the main packet. The latter pieces can themselves be torn into fragments, giving rise to new spatial structures of the wavepacket, possibly interfering with the old ones. We have demonstrated those elements of the dynamics that are due to the binding potential being short-range. The behavior of the packet described above is to be contrasted with the packet’s dynamics in the case of a smooth binding potential, in which a connected structure is trapped in KH well and possibly push out by the magnetic force.


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# Operator semi-selfdecomposable measures and related nested subclasses of measures on vector spaces

## 1 Introduction

Let $`E`$ be a complete separable metric topological vector space. Let $`𝒫(E)`$ be the space of all regular Borel probability measures on $`E`$. We endow $`𝒫(E)`$ with the weak topology, a net $`(\mu _i)`$ in $`𝒫(E)`$ converges weakly to $`\mu `$ if $`\mu _i(f)\mu (f)`$ for all bounded continuous functions on $`E`$. Then $`𝒫(E)`$ with convolution is a complete separable metric topological semigroup. For $`\mu ,\lambda 𝒫(E)`$, $`\mu \lambda `$ denotes the convolution product of $`\mu `$ and $`\lambda `$.

A triangular system $`\{\lambda _{n,j}n1,1jk_n\}`$ of probability measures on $`E`$ is said to be infinitesimal if

$$\underset{n\mathrm{}}{lim}\underset{j}{sup}\lambda _{n,j}(EU)=0$$

for each open neighborhood $`U`$ of $`0`$. We say that a triangular system $`(\lambda _{n,j})`$ converges to $`\lambda `$ if $`_{j=1}^{k_n}\lambda _{n,j}\lambda `$.

A probability measure $`\mu `$ on $`E`$ is called infinitely divisible if for each $`n1`$, there exists a $`\mu _n𝒫(E)`$ such that

$$\mu _n^n=\mu .$$

Let $`I(E)`$ be the set of all infinitely divisible measures in $`𝒫(E)`$.

A continuous convolution semigroup (c.c.s.), $`(\mu _t)`$ of probability measures on $`E`$ is a continuous semigroup homomorphism $`t\mu _t`$ from $`[0,\mathrm{})`$ into $`𝒫(E)`$.

A probability measure $`\mu `$ on $`E`$ is called embeddable if there exists a c.c.s. $`(\mu _t)`$ such that $`\mu _1=\mu `$. It is easy to see that embeddable measures are infinitely divisible. We will see that the converse is true if $`E`$ is strongly root compact. We recall that $`E`$ is said to be strongly root compact if for every compact set $`CE`$ there exists a compact set $`C_0E`$ such that for every $`n`$ all finite sequences $`\{x_1,x_2,\mathrm{},x_n\}`$, $`x_n=0`$, satisfying the condition

$$(C+x_i+C+x_j)(C+x_{i+j})\mathrm{}$$

for $`i+jn`$, $`i,j=1,2,\mathrm{},n`$ are contained in $`C_0`$ (see  and  for details on root compactness).

Let $`(E)`$ be the space of all invertible continuous linear operators on $`E`$: it may be noted that any $`T(E)`$ has continuous inverse (see 2.11 and 2.12 of ). For $`T(E)`$ and $`\mu 𝒫(E)`$, $`T(\mu )`$ is defined by $`T(\mu )(B)=\mu (T^1(B))`$ for all Borel subsets $`B`$ of $`E`$. A linear operator $`T`$ in $`(E)`$ is called contraction if $`T^n(x)0`$ for all $`xE`$.

We equip $`(E)`$ with strong operator topology, that is, a net $`(T_\alpha )`$ in $`(E)`$ converges (in the strong operator topology) to $`T`$ or $`T_\alpha T`$ if $`T_\alpha (x)T(x)`$ for all $`xE`$. It may be noted that $`(E)`$ equipped with strong topology and $`𝒫(E)`$ with weak topology, the map $`\mathrm{\Psi }:(E)\times 𝒫(E)𝒫(E)`$ defined by $`\mathrm{\Psi }(T,\lambda )=T(\lambda )`$ is sequentially continuous.

###### Definition 1

We say that a $`\mu 𝒫(E)`$ is $`T`$-semi-selfdecomposable for a contraction $`T(E)`$ if there exists a sequence $`(\nu _i)`$ of probability measures on $`E`$ and an increasing sequence $`N(n)\mathrm{}`$ and a sequence $`(T_n)`$ from $`(E)`$ such that $`(\nu _{n,i})`$ is a infinitesimal triangular system with $`\nu _{n,i}x_n\mu `$ where $`\nu _{n,i}=T_n(\nu _i)`$ for $`1iN(n)`$, $`(x_n)`$ is a sequence in $`E`$ and $`T_{n+1}T_n^1T`$.

This notion is a natural extension of stable and semi-stable measures. The classical situation is studied in , for measures on finite-dimensional vector spaces this notion was considered in  and  and in  such measures on locally compact abelian groups was considered with emphasis on totally disconnected groups.

###### Definition 2

We call a measure $`\mu 𝒫(E)`$ $`T`$-decomposable for a $`T(E)`$ if $`T(\mu )`$ is a factor of $`\mu `$, that is, $`\mu =T(\mu )\nu `$ for a $`\nu 𝒫(E)`$ (such a $`\nu `$ is called corresponding co-factor) and in addition if $`T^n(\mu )\delta _0`$, $`\mu `$ is called strongly $`T`$-decomposable.

The notion of $`T`$-decomposable measures on infinite-dimensional cases, mainly the Banach space situation was studied in ,  and .

In this article we consider $`T`$-semi-selfdecomposable measures and prove that a probability measure $`\mu `$ is $`T`$-semi-selfdecomposable if and only if $`\mu `$ is (strongly) $`T`$-decomposable with an unique infinitely divisible co-factor.

We next introduce subclasses of $`𝒫(E)`$ and $`I(E)`$ and study their basic properties that are similar to results in section 2 of  (see also  and ) where the results are proved for measures on finite-dimensional vector spaces.

A one-parameter subgroup $`(T_t)`$ of $`(E)`$ is a continuous homomorphism $`tT_t`$ from $`(0,\mathrm{})`$ into $`(E)`$. Let $`_+`$ be the set of all one-parameter subgroups $`(T_t)`$ such that $`T_t(x)0`$ as $`t0`$ for all $`xE`$.

###### Definition 3

Let $`0<b<1`$, $`(T_t)_+`$ and $`H𝒫(E)`$. A measure $`\mu 𝒫(E)`$ is said to be in the class $`\stackrel{~}{K}(H,b,(T_t))`$ if there exist a sequence of $`(\mu _n)`$ in $`H`$, a sequence $`(a_n)`$ of positive numbers and a subsequence $`(k_n)`$ of integers such that

$$\frac{a_n}{a_{n+1}}b\mathrm{and}T_{\frac{1}{a_n}}(\mu _1\mu _2\mathrm{}\mu _{k_n})x_n\mu $$

for some sequence $`(x_n)`$ in $`E`$ and in addition if the system $`\{T_{\frac{1}{a_n}}(\mu _i)1ik_n\}`$ is infinitesimal, we say that $`\mu K(H,b,(T_t))`$.

It follows from the definition that $`K(H,b,(T_t))\stackrel{~}{K}(H,b,(T_t))`$. The class $`\stackrel{~}{K}`$ is studied in  and the class $`K`$ is studied in  for measures on finite-dimensional vector spaces.

We now introduce other nested subclasses.

###### Definition 4

For $`0<b<1`$ and $`(T_t)_+`$, we define

$$L_0(b,(T_t))=K(𝒫(E),b,(T_t)),$$

$$L_m(b,(T_t))=K(L_{m1}(b,(T_t)),b,(T_t)),m=1,2,\mathrm{},$$

and

$$L_{\mathrm{}}(b,(T_t))=_{m=1}^{\mathrm{}}L_m(b,(T_t)).$$

Similarly we define $`\stackrel{~}{L}_m(b,(T_t))`$ using $`\stackrel{~}{K}`$ instead of $`K`$.

###### Definition 5

For $`(T_t)_+`$ and $`H𝒫(E)`$, we define

$$K(H,[0,1],(T_t))=_{b[0,1]\{0,1\}}K(H,b,(T_t))$$

and

$$L_0([0,1],(T_t))=K(𝒫(E),[0,1],(T_t))$$

and we define inductively for $`1m<\mathrm{}`$,

$$L_m([0,1],(T_t))=K(L_{m1}([0,1],(T_t)),[0,1],(T_t)),$$

$$L_{\mathrm{}}([0,1],(T_t))=L_m([0,1],(T_t)).$$

Similarly define $`\stackrel{~}{L}_m([0,1],(T_t))`$ using $`\stackrel{~}{K}`$ instead of $`K`$ for all $`0m\mathrm{}`$.

###### Definition 6

A $`\mu 𝒫(E)`$ is called operator selfdecomposable with respect to $`(T_t)^+`$ if there exist a sequence $`(\mu _n)`$ in $`𝒫(E)`$, a sequence $`(x_n)`$ in $`E`$ and $`b_n>0`$ such that the triangular system $`\{T_{\frac{1}{b_n}}(\mu _i)1in\}`$ is infinitesimal and

$$T_{\frac{1}{b_n}}(\underset{j=1}{\overset{n}{}}\mu _j)x_n\mu .$$

The class of operator selfdecomposable measures was studied in  for measures on finite-dimensional vector spaces and in , , ,  and  this class was considered for measures on Banach spaces. Here we prove the equivalence of operator selfdecomposable measures with other subclasses in Definition 5.

We wish to remark that the operator selfdecomposable measures are also known as Lévy’s measures and the standard definition of such measures given by K. Urbanik  is different from the one given here. In  and , the authors considered the group of invertible operators with norm topology and in particular, the semigroup $`(T_t)`$ is supposed to have bounded generator. In  and , the authors considered the group $`(tI)`$ of operators. Thus, when $`E`$ is a Banach space, Theorem 5 (to be proved in Section 4) and the main result in  and  show that our notion is more general than the one given in  and  provided the measure is not supported on a proper hyperplane. We also wish to mention the work of Riddhi Shah  which further generalizes the notion of self-decomposability for non-commutative groups.

## 2 Preliminaries

We first prove a technical lemma. On complete separable metric groups, it is known that point-wise contracting automorphisms are uniformly contracting on compact sets (see ). Using an elementary argument we extend the result to

###### Lemma 1

Let $`T`$ be a contracting operator in $`(E)`$. Suppose $`\mathrm{\Gamma }`$ is a relatively compact subset of $`𝒫(E)`$. Then $`T^n(\lambda )\delta _0`$ uniformly for all $`\lambda \mathrm{\Gamma }`$.

###### Proof

Let $`U`$ be a neighborhood of $`0`$ in $`E`$ and $`ϵ>0`$. Since $`\mathrm{\Gamma }`$ is relatively compact, there exists a compact set $`K`$ such that $`\lambda (EK)<ϵ`$ for all $`\lambda \mathrm{\Gamma }`$. By Lemma 1 of , there exists a $`N`$ such that $`T^n(K)U`$ for all $`nN`$. Now for $`nN`$, $`T^n(\lambda )(EU)\lambda (EK)<ϵ`$ for all $`\lambda \mathrm{\Gamma }`$. Thus, $`T^n(\lambda )\delta _0`$ uniformly for all $`\lambda `$ in $`\mathrm{\Gamma }`$.

The proof of the following embeddability result is more or less identical to the proofs following W. Böge as in .

###### Proposition 1

Let $`E`$ be strongly root compact and $`\mu 𝒫(E)`$. Suppose $`(\mu _n)`$ is a sequence in $`𝒫(E)`$ such that $`\mu _n^{k_n}\mu `$ as $`k_n\mathrm{}`$. Then $`\mu `$ is embeddable in a c.c.s. $`(\mu _t)`$.

The linear dual $`E^{}`$ of $`E`$ is the space of all continuous linear functionals on $`E`$. The following result may be seen as the generalized central limit theorem on $`E`$ (see Chapter 2 of ).

###### Theorem 1

Let $`\mu 𝒫(E)`$. Suppose $`E`$ is strongly root compact and the linear dual of $`E`$ separates points of $`E`$. Then the following are equivalent:

1. there exists an infinitesimal triangular system $`\{\mu _{n,i}1ik_n\}`$ and a sequence $`(x_n)`$ in $`E`$ such that $`_i\mu _{n,i}x_n\mu `$;
2. $`\mu `$ is infinitely divisible;
3. $`\mu `$ is embeddable in a c.c.s. $`(\mu _t)`$.

###### Remark 1

Any complete locally convex space with a countable base is a complete separable metric space which is strongly root compact (see ) with separating dual. Also the spaces $`L^p(\mathrm{\Omega },\mathrm{\Sigma },\lambda )`$ for any measure space $`(\mathrm{\Omega },\mathrm{\Sigma },\lambda )`$ and for $`0<p<1`$ are complete separable metric spaces with separating dual. It may also be proved using the arguments in  that the spaces $`L^p(\mathrm{\Omega },\mathrm{\Sigma },\lambda )`$ are strongly root compact but are not locally convex.

###### Proof

We first show that (1) implies (2) by applying Hungarian semigroup theory of Rusza and Szekely (see ). Suppose $`\mu `$ is a limit of an infinitesimal triangular system. Since $`E`$ is a complete separable metric abelian group, $`𝒫(E)`$ is a stable Hungarian semigroup (see ). We now claim that for any $`\lambda \delta _x`$, there exists a map $`f:F(\lambda )[0,\mathrm{})`$ such that $`f(\lambda _1\lambda _2)=f(\lambda _1)+f(\lambda _2)`$ if $`\lambda _1,\lambda _2,\lambda _1\lambda _2F(\lambda )`$ where $`F(\lambda )`$ is the set of factors of $`\lambda `$. Let $`\lambda `$ be a non-degenerate probability measure on $`E`$. Then since the linear dual of $`E`$ separates points of $`E`$, there exists a continuous linear functional $`\varphi `$ such that $`\varphi (\lambda \stackrel{ˇ}{\lambda })\delta _0`$. Then there exists a real number $`r`$ such that

$$0<\mathrm{exp}(ir\varphi (x))𝑑\lambda \stackrel{ˇ}{\lambda }(x)<1$$

and hence

$$0<\mathrm{exp}(ir\varphi (x))𝑑\lambda _1\stackrel{ˇ}{\lambda }_1(x)$$

for any $`\lambda _1F(\lambda )`$. Let $`f:F(\lambda )[0,\mathrm{})`$ be defined by

$$f(\lambda _1)=\mathrm{log}(\mathrm{exp}(ir\varphi (x))𝑑\lambda _1\stackrel{ˇ}{\lambda }_1(x))$$

for any $`\lambda _1F(\lambda )`$. This shows that $`𝒫(E)`$ is a stable normable Hungarian semigroup. By Theorem 26.9 of  and since any element of $`E`$ is infinitely divisible, $`\mu `$ is infinitely divisible.

Proposition 1 shows that (2) implies (3). We now prove (3) implies (1). Suppose $`\mu `$ is embeddable in a c.c.s. $`(\mu _t)`$. Then for $`n1`$ and $`1in`$, let $`\mu _{n,i}=\mu _{\frac{1}{n}}`$. Then $`_i\mu _{n,i}=\mu `$ for all $`n1`$. We also have $`\mu _{\frac{1}{n}}\delta _0`$. Thus, $`\mu `$ is a limit of an infinitesimal triangular system.

###### Remark 2

1. Under the assumptions of Theorem 1, embedding c.c.s. is uniquely determined which may be seen as follows: Let $`(\mu _t)`$ and $`(\lambda _t)`$ be two continuous convolution semigroups such that $`\mu _1=\lambda _1`$. Since embedding c.c.s. is unique on $``$, for any $`fE^{}`$, $`f(\lambda _t)=f(\mu _t)`$ for all $`0t<\mathrm{}`$ and hence $`\lambda _t=\mu _t`$ for any $`0<t<\mathrm{}`$.
2. Since any point measure $`\delta _x`$ is infinitely divisible, hence limit of an infinitesimal triangular array, condition (1) of Theorem 1 is equivalent to

1. there exists an infinitesimal triangular system $`\{\mu _{n,i}1ik_n\}`$ such that $`_i\mu _{n,i}\mu `$ (without shift term).

## 3 $`T`$-semi-selfdecomposable measures

In this section we characterize $`T`$-semi-selfdecomposable measures on vector spaces. We first prove the following:

###### Proposition 2

Let $`\mu `$ be a probability measure on a complete separable metric vector space $`E`$. Let $`T`$ be a contracting operator in $`(E)`$ such that $`\mu =T(\mu )\nu `$. Suppose $`\nu `$ is embeddable in a c.c.s $`(\nu _t)`$. Then there exists a sequence $`(\gamma _i)`$ in $`𝒫(E)`$ and an increasing sequence $`(N(n))`$ of integers such that $`N(n)\mathrm{}`$ and the triangular system $`\{T^n(\gamma _i)1iN(n),n\}`$ is infinitesimal and converges to $`\mu `$.

###### Proof

Since $`\nu `$ is embeddable in a c.c.s. $`(\nu (t))`$, let $`\nu _n=\nu (\frac{1}{n})`$ for all $`n1`$. Let $`N(n)=n^2`$. Then for each $`n1`$ and $`1iN(n)`$ define

$$\gamma _i=T^k\nu _{N(k)N(k1)}$$

if $`N(k1)<iN(k)`$. The assumuption $`\mu =T(\mu )\nu `$ implies $`\mu =T^n(\mu )_{k=0}^{n1}T^k(\nu )`$ for any $`n1`$. Then

$$\begin{array}{ccc}\hfill T^n(\gamma _1\mathrm{}\gamma _{N(n)})& =& T^n(_{k=1}^n_{i=N(k1)+1}^{N(k)}\gamma _i)\hfill \\ & =& T^n(_{k=1}^nT^k\nu )\hfill \\ & & \mu \hfill \end{array}$$

because $`T^n(\mu )\delta _0`$. We now claim that the triangular system $`(T^n\gamma _i)`$ is infinitesimal. Let $`\mathrm{\Gamma }=\{\nu (t)0t1\}`$. Then $`\mathrm{\Gamma }`$ is relatively compact. Since $`T`$ is contracting, by Lemma 1 $`T^n(\lambda )\delta _0`$ uniformly for all $`\lambda \mathrm{\Gamma }`$. Let $`U`$ be a neighborhood of $`0`$ in $`E`$ and $`ϵ>0`$ be given. Then there exists a $`N_0`$ such that $`T^n(\lambda )(EU)<ϵ`$ for all $`nN_0`$ and all $`\lambda \mathrm{\Gamma }`$. Now for $`k[\frac{n}{2}]`$ and $`n2N_0`$, we have $`nkN_0`$ and hence

$$\begin{array}{ccc}\hfill T^n\gamma _i(EU)& =& T^{nk}\nu _{N(k)N(k1)}(EU)\hfill \\ & <& ϵ\hfill \end{array}$$

for all $`n2N_0`$ and all $`k[\frac{n}{2}]`$. Since $`(\nu (t))`$ is a c.c.s. we have $`\nu _n\delta _0`$. Since $`T`$ is contracting, there exists a neighborhood $`V`$ of $`0`$ such that $`VT^n(U)`$ for all $`n1`$. For $`ϵ>0`$, there exists a $`M_0`$ such that

$$\nu _n(EV)<ϵ$$

for all $`nM_0`$. Since $`N(n)N(n1)\mathrm{}`$, there exists a $`N_1`$ such that $`N(n)N(n1)>M_0`$ for all $`nN_1`$. Now, for $`n2N_1`$ and $`k[\frac{n}{2}]`$ we have $`N(k)N(k1)>M_0`$. Then we get that

$$\nu _{N(k)N(k1)}(EV)<ϵ$$

for all $`k[\frac{n}{2}]`$ and $`n2N_1`$. This implies that

$$\begin{array}{ccc}\hfill T^n\gamma _i(EU)& =& T^{nk}\nu _{N(k)N(k1)}(EU)\hfill \\ & & \nu _{N(K)N(k1)}(EV)\hfill \\ & <& ϵ\hfill \end{array}$$

for all $`k[\frac{n}{2}]`$ and $`n2N_1`$. Thus, $`T^n\gamma _i\delta _0`$ uniformly for all $`\gamma _i`$, that is, for every neighborhood $`U`$ of $`0`$ there exists $`N>0`$ such that $`T^n(\gamma _i)(EU)<ϵ`$ for all $`nN`$ and for all $`i1`$. Thus, $`(T^n(\nu _i))`$ is an infinitesimal triangular system converging to $`\mu `$.

We now characterize $`T`$-semi-selfdecomposable measures on $`E`$ (see ,  and section 3, Theorem 1 of ).

###### Theorem 2

Let $`E`$ be a complete separable metric vector space which is strongly root compact and the linear dual $`E^{}`$ of $`E`$ separates points of $`E`$. Let $`\mu `$ be a probability measure on $`E`$. Let $`T`$ be a contraction on $`E`$. Then the following are equivalent:

1. $`\mu `$ is $`T`$-semi-selfdecomposable;
2. $`\mu `$ is (strongly) $`T`$-decomposable with an infinitely divisible co-factor.

In this case, the co-factors are uniquely determined.

###### Proof

Let

$$\lambda _n=T_n(\nu _1\mathrm{}\nu _{N(n)})x_n,$$

$$\rho _n=T_n(\nu _1\mathrm{}\nu _{N(n1)})x_{n1}$$

and

$$\sigma _n=T_n(\nu _{N(n1)+1}\mathrm{}\nu _{N(n)})x_nx_{n1}^1$$

for all $`n1`$. Since $`\lambda _n\mu `$, $`\rho _nT(\mu )`$ and hence $`\lambda _n=\rho _n\sigma _n`$ implies that $`(\sigma _n)`$ is relatively compact. Thus, for any limit point $`\nu `$ of $`(\sigma _n)`$, we have $`\mu =T(\mu )\nu `$. Since $`\nu `$ is the limit of a infinitesimal triangular system, by Theorem 1, $`\nu `$ is also infinitely divisible. Since $`T`$ is contracting, any $`T`$-decomposable measure is obviously strongly $`T`$-decomposable, hence $`\mu `$ is strongly $`T`$-decomposable. Now for the uniqueness, let $`\nu ^{}𝒫(E)`$ be such that $`\mu =T(\mu )\nu ^{}`$. By Theorem 1 $`\mu `$ is infinitely divisible, hence $`T(\mu )`$ is also infinitely divisible. Now for any $`fE^{}`$, the characteristic function of $`f(T(\mu ))`$ does not vanish and hence $`f(\nu )=f(\nu ^{})`$. Thus, $`f(\nu )=f(\nu ^{})`$ for any $`fE^{}`$. This implies that $`\nu =\nu ^{}`$.

Conversely, suppose $`\mu `$ is $`T`$-decomposable with an infinitely divisible co-factor, say $`\nu `$. Then by Theorem 1 $`\nu `$ is embeddable in a c.c.s. $`(\nu (t))`$. Now the result follows from Proposition 2.

## 4 Nested subclasses of $`𝒫(E)`$ and $`I(E)`$

In this section we assume that $`E`$ is a strongly root compact complete separable metric vector space and the linear dual of $`E`$ separates points of $`E`$ and we prove basic properties of the various subclasses defined in the introduction and their connection with operator selfdecomposable measures. We start with the following notions.

###### Definition 7

A subset $`H𝒫(E)`$ is said to be $`(T_t)`$-completely closed if $`H`$ is a closed subsemigroup of $`𝒫(E)`$ and $`T_a\mu \delta _xH`$ whenever $`a>0`$, $`xE`$ and $`\mu H`$. When $`HI(E)`$, we say that $`H`$ is $`(T_t)`$-completely closed in the strong sense if $`H`$ is $`(T_t)`$-completely closed and $`\mu `$ in $`H`$ is embeddable in an one-parameter subgroup in $`H`$.

It is easy to see that $`I(E)`$ is $`(T_t)`$-completely closed in the strong sense. We first consider the classes $`K`$ and $`\stackrel{~}{K}`$.

###### Theorem 3

Let $`H𝒫(E)`$ and $`(T_t)_+`$. Then we have the following:

1. $`K(H,b,(T_t))I(E)`$;
2. Suppose $`H`$ is $`(T_t)`$-completely closed. If $`\mu K(H,b,(T_t))`$, then $`\mu `$ is (strongly) $`T_b`$-decomposable with a unique co-factor $`\mu _bHI(E)`$;
3. Suppose $`H`$ is $`(T_t)`$-completely closed in the strong sense, then the converse of (2) is also true and $`K(H,b,(T_t))`$ is also $`(T_t)`$-completely closed in the strong sense.

###### Proof

It follows from Theorem 1 that $`K(H,b,(T_t))I(E)`$. We next observe that if $`\frac{a_n}{a_{n+1}}b`$, then $`T_{\frac{1}{a_{n+1}}}(T_{\frac{1}{a_n}})^1T_b`$. Then statement (2) and the first part of statement (3) follow from Theorem 2 and the second part of statement (3) can be easily verified.

In a similar way we may prove

###### Theorem 4

Let $`H𝒫(E)`$ and $`(T_t)_+`$. Suppose $`H`$ is $`(T_t)`$-completely closed. Then we have the following.

1. $`\stackrel{~}{K}(H,b,(T_t))`$ is also $`(T_t)`$-completely closed;
2. $`\mu \stackrel{~}{K}(H,b,(T_t))`$ if and only if $`\mu `$ is (strongly) $`T_b`$-decomposable with a (not necessarily unique) co-factor $`\mu _bH`$.

It follows from Theorem 1 that $`(L_m(b,(T_t)))`$ are decreasing subclasses of $`I(E)`$. We next consider the nested subclasses $`(L_m)`$ and $`(\stackrel{~}{L}_m)`$.

###### Proposition 3

For $`0m\mathrm{}`$, we have the following:

1. $`\mu L_m(b,(T_t))`$ if and only if $`\mu `$ is (strongly) $`T_b`$-decomposable with a unique co-factor $`\rho L_{m1}(b,(T_t))`$ where $`L_1`$ and $`L_\mathrm{}1`$ are understood as $`I(E)`$ and $`L_{\mathrm{}}`$. Also, $`L_m(b,(T_t))`$ is $`(T_t)`$-completely closed in the strong sense;
2. $`\mu \stackrel{~}{L}_m(b,(T_t))`$ if and only if $`\mu `$ is (strongly) $`T_b`$-decomposable with a (not necessarily unique) co-factor $`\rho _m\stackrel{~}{L}_{m1}(b,(T_t))`$ where $`\stackrel{~}{L}_1`$ and $`\stackrel{~}{L}_\mathrm{}1`$ are understood as $`𝒫(E)`$ and $`\stackrel{~}{L}_{\mathrm{}}`$. Also, $`\stackrel{~}{L}_m(b,(T_t))`$ is $`(T_t)`$-completely closed.

###### Proof

It may be easily seen that the first statement follows from Theorem 3 and since $`I(E)`$ is $`(T_t)`$-completely closed in the strong sense.

Now for the second part, since $`𝒫(E)`$ is completely closed, the second part for $`m=0`$, follows from Theorem 4. Now the second part follows by induction on $`m`$ for $`1m<\mathrm{}`$. For $`m=\mathrm{}`$, if $`\mu \stackrel{~}{L}_{\mathrm{}}(b,(T_t))`$, then for each $`m<\mathrm{}`$, there exists a $`\rho _m\stackrel{~}{L}_m(b,(T_t))`$ such that $`\mu =T_b(\mu )\rho _m`$. This shows that $`(\rho _m)`$ is relatively compact. There exists a subsequence $`(k_m)`$ such that $`\rho _{k_m}\rho `$. This implies that $`\mu =T_b(\mu )\rho `$. Also, since $`\stackrel{~}{L}_m(b,(T_t))\stackrel{~}{L}_n(b,(T_t))`$ if $`nm`$, we get that $`\rho \stackrel{~}{L}_m(b,(T_t))`$ for all $`m1`$. Thus, proving the second part.

Note that in view of Proposition 3, for $`0<b<1`$ and $`(T_t)_+`$, $`\mu L_0(b,(T_t))`$ if and only if $`\mu `$ is $`T_b`$-semi-selfdecomposable in the sense of Definition 1.

We next state another technical lemma which may be proved using Appendix 2 in  arguing as in Lemma 1.

###### Lemma 2

Let $`(T_t)_+`$ and $`\mathrm{\Gamma }`$ be a relatively compact subset of $`𝒫(E)`$. Then as $`t0`$, $`T_t(\lambda )0`$ uniformly for all $`\lambda \mathrm{\Gamma }`$, that is for given $`ϵ>0`$ and a neighborhood $`U`$ of $`0`$ there exists a $`s>0`$ such that $`T_t(\lambda )(EU)<ϵ`$ for all $`t<s`$ and all $`\lambda \mathrm{\Gamma }`$.

We now obtain the equivalence between operator selfdecomposable measures and other subclasses defined in the introduction (Definition 6).

###### Theorem 5

Let $`(T_t)_+`$ and $`\mu 𝒫(E)`$. Then the following are equivalent:

1. $`\mu `$ is operator selfdecomposable with respect to $`(T_t)`$;
2. $`\mu L_0([0,1],(T_t))`$;
3. $`\mu \stackrel{~}{L}_0([0,1],(T_t))`$.

###### Proof

It is easy to see that (2) implies (3). We now prove (1) implies (2). Suppose $`\mu `$ is operator selfdecomposable. If $`\mu =\delta _x`$ for some $`xE`$, then (1) implies (2). So, we assume $`\mu \delta _x`$ for any $`xE`$. Let $`(b_n)`$ be a sequence of positive reals and $`(\mu _n)`$ be a sequence of probability measures on $`E`$ such that $`\{T_{\frac{1}{b_n}}(\mu _i)n1,1in\}`$ is a infinitesimal triangular system and $`T_{\frac{1}{b_n}}(\mu _1\mu _2\mathrm{}\mu _n)x_n\mu `$ for some sequence $`(x_n)`$ in $`E`$.

We first claim that $`b_n\mathrm{}`$ and $`\frac{b_n}{b_{n+1}}1`$. Suppose $`b_n\to ̸\mathrm{}`$. Then there exists a subseqeunce $`(b_{m(n)})`$ of $`(b_n)`$ such that $`b_{m(n)}b<\mathrm{}`$. Since $`\{T_{\frac{1}{b_n}}(\mu _i)n1,1in\}`$ is infinitesimal, $`T_{\frac{1}{b_n}}(\mu _i)\delta _0`$ for all $`i1`$. This implies that $`T_{\frac{1}{b}}(\mu _i)=\delta _0`$ for all $`i1`$. Since $`T_{\frac{1}{b}}`$ is invertible, $`\mu _i=\delta _0`$ for all $`i1`$. This shows that $`\mu `$ itself is a dirac measure which is a contradiction. Thus, $`b_n\mathrm{}`$. For any $`\nu 𝒫(E)`$, let $`\stackrel{ˇ}{\nu }𝒫(E)`$ be defined by $`\stackrel{ˇ}{\nu }(B)=\nu (B)`$ for any Borel subset $`B`$ of $`E`$. Now let $`\mu ^{}=\mu \stackrel{ˇ}{\mu }`$ and $`\mu _n^{}=\mu _n\stackrel{ˇ}{\mu }_n`$ for any $`n1`$. Then $`T_{\frac{1}{b_n}}(\mu _1^{}\mu _2^{}\mathrm{}\mu _n^{})\mu ^{}`$. Since $`T_{\frac{1}{b_n}}(\mu _n)\delta _0`$, we have $`T_{\frac{1}{b_{n+1}}}(\mu _1^{}\mu _2^{}\mathrm{}\mu _n^{})\mu ^{}`$. For any $`n1`$, let $`\rho _n=T_{\frac{1}{b_n}}(\mu _1^{}\mu _2^{}\mathrm{}\mu _n^{})`$. Then $`T_{\frac{b_n}{b_{n+1}}}(\rho _n)\mu ^{}`$. Suppose $`(\frac{b_n}{b_{n+1}})`$ is not bounded, then there exists a subsequence $`k(n)`$ such that $`\frac{b_{k(n)}}{b_{k(n)+1}}\mathrm{}`$. Let $`a_n=\frac{b_{k(n)}}{b_{k(n)+1}}`$. Then by Lemma 2, $`T_{\frac{1}{a_n}}(T_{\frac{b_m}{b_{m+1}}}(\rho _m))\delta _0`$ uniformly for all $`m1`$. Let $`U`$ be a neighbourhood of $`0`$ and $`ϵ>0`$. Then there exists a $`N`$ such that $`T_{\frac{1}{a_n}}(T_{\frac{b_m}{b_{m+1}}}(\rho _m))(U)>1ϵ`$ for all $`nN`$ and all $`m1`$. Now for $`nN`$, $`T_{\frac{b_{k(n)+1}}{b_{k(n)}}}T_{\frac{b_{k(n)}}{b_{k(n)+1}}}(\rho _{k(n)})(U)>1ϵ`$. This implies that $`\rho _{k(n)}(U)>1ϵ`$ for all $`nN`$, that is, $`\rho _{k(n)}\delta _0`$ but $`\rho _n\mu ^{}`$. Thus, $`\mu ^{}=\delta _0`$ and hence $`\mu `$ is a dirac measure which is a contradiction. Thus, $`(\frac{b_n}{b_{n+1}})`$ is bounded. Suppose $`b`$ is a limit point of $`(\frac{b_n}{b_{n+1}})`$. Then since $`T_{\frac{b_n}{b_{n+1}}}(\rho _n)\mu ^{}`$ and $`\rho _n\mu ^{}`$, we have $`T_b(\mu ^{})=\mu ^{}`$. If $`b1`$, then $`\mu ^{}=T_b^n(\mu ^{})\delta _0`$ or $`\mu ^{}=T_b^n(\mu ^{})\delta _0`$ and therefore $`\mu `$ is a dirac measure. This is a contradiction and hence $`b=1`$. Thus, $`\frac{b_n}{b_{n+1}}1`$.

Now for any $`0<b<1`$, there exist sequences $`(m_k)`$ and $`(n_k)`$ such that $`m_k<n_k`$ such that $`\frac{b_{m_k}}{b_{n_k}}b`$. Now for each $`k1`$, we have

$$T_{\frac{1}{b_{n_k}}}T_{b_{m_k}}T_{\frac{1}{b_{m_k}}}(\mu _1\mathrm{}\mu _{m_k})x_{m_k}T_{\frac{1}{b_{n_k}}}(\mu _{m_k+1}\mathrm{}\mu _{n_k})x_{n_k}x_{m_k}^1\mu $$

and hence

$$\mu =T_b(\mu )\rho $$

where $`\rho `$ is a limit point of $`T_{\frac{1}{b_{n_k}}}(\mu _{m_k+1}\mathrm{}\mu _{n_k})x_{n_k}x_{m_k}^1`$. This shows that $`\rho `$ is infinitely divisible (by Theorem 1 ).

We now prove (3) implies (1). Suppose $`\mu \stackrel{~}{L}([0,1],(T_t))`$. Now for each $`n1`$, let $`a_n=\frac{n}{n+1}`$. Then there exists a $`\mu _n𝒫(E)`$ such that $`\mu =T_{a_n}(\mu )\mu _n`$. Let $`b_n=\frac{1}{n}`$ and $`\nu _n=T_{n+1}(\mu _n)`$. Then $`T_{n+1}(\mu )=T_{n+1}T_{a_n}(\mu )\nu _n=T_n(\mu )\nu _n`$ for all $`n1`$. This implies that

$$\begin{array}{ccc}\hfill T_{b_n}(\nu _1\nu _2\mathrm{}\nu _n)T_{b_n}(\mu )& =& T_{b_n}(\mu \nu _1\mathrm{}\nu _n)\hfill \\ & =& T_{b_n}(T_2(\mu )\nu _2\mathrm{}\nu _n)\hfill \\ & =& T_{b_n}(T_{n+1}(\mu ))\hfill \\ & =& T_{\frac{1}{a_n}}(\mu )\hfill \end{array}$$

for all $`n1`$. Since $`\frac{n+1}{n}1`$ and $`b_n0`$, we get that $`T_{b_n}(\nu _1\nu _2\mathrm{}\nu _n)\mu `$. We now prove that $`\{T_{b_n}(\nu _j)1jn,n1\}`$ is an infinitesimal triangular system. Now, for $`1jn`$, $`T_{b_n}(\nu _j)=T_{\frac{j+1}{n}}(\mu _j)`$. For $`1j\sqrt{n}`$, $`\frac{j+1}{n}0`$. Also, Since $`\mu =T_{a_n}(\mu )\mu _n`$ and $`a_n1`$, we get that $`\mu _n\delta _0`$. Thus, by Lemma 2, for $`ϵ>0`$ and for a neighborhood $`U`$ of $`0`$, there exists a $`M_1`$ such that $`T_{b_n}(\nu _j)(EU)<ϵ`$ for all $`nM_1`$ and all $`j\sqrt{n}`$. Now for all $`1jn`$, $`\frac{j+1}{n}2`$. Since $`\{T_t(x)0<t2\}`$ is relatively compact, by uniform boundedness principle, $`\{T_t0<t2\}`$ is equicontinuous. Let $`U`$ be any neighborhood of $`0`$ and $`ϵ>0`$. Let $`V`$ be a neighborhood of $`0`$ such that $`T_t(V)U`$ for all $`0<t2`$. Since $`\mu _n\delta _0`$, there exists a $`M_2`$ such that $`\mu _n(EV)<ϵ`$ for all $`nM_2`$. This implies that $`T_t(\mu _n(EU))\mu _n(EV)<ϵ`$ for all $`nM_2`$ and for all $`0<t2`$. Thus, for $`nM_2^2`$ and $`\sqrt{n}jn`$, $`T_{b_n}(\nu _j)(EU)T_{\frac{j+1}{n}}(\mu _j)(EU)<ϵ`$. This shows that $`T_{b_n}(\nu _j)\delta _0`$ uniformly for all $`1jn`$, that is $`\{T_{b_n}(\nu _j)\}`$ is an infinitesimal triangular system.

###### Remark 3

In the finite-dimensional situation, Theorem 5 was stated as Proposition 2.5 in  and the proof was refered to Theorem 2.1 and Corollary 2.4 of  where the result was proved for the one-parameter group $`(tI)`$ of homothetical operators and to Theorem 3.3.5 of  where the result was proved for full measures. In view of this the proof of Proposition 2.5 in  is not correct. Thus, Theorem 5 corrects the proof of Proposition 2.5 of  and extends it to any complete separable vector space.

The following results can be proved as in Theorem 2.2 of  and we omit the details.

###### Theorem 6

Let $`E`$, $`\mu `$ and $`(T_t)`$ be as in Theorem 5. Then for $`0m\mathrm{}`$,

1. $`L_m([0,1],(T_t))=_{b(0,1)}L_m(b,(T_t))`$;
2. $`\stackrel{~}{L}_m([0,1],(T_t))=_{b(0,1)}\stackrel{~}{L}_m(b,(T_t))`$;
3. $`L_m([0,1],(T_t))=\stackrel{~}{L}_m([0,1],(T_t))`$.

###### Acknowledgement

I would like to thank the referee for his suggestions in improving the text.

C. Robinson Edward Raja,
Indian Statistical Institute,
Statistics and Mathematics Unit,
8th Mile Mysore Road,
R. V. College Post,
Bangalore - 560 059.
India.

creraja@isibang.ac.in


text:
# Naked singularity formation for higher dimensional inhomogeneous dust collapse

## I Introduction

The Cosmic Censorship Conjecture (CCC) states that the space-time singularity produced by gravitational collapse must be covered by the horizon. The CCC is yet one of the unresolved problem in General Relativity. In fact the conjecture has not yet any precise mathematical proof. However the singularity theorems as such do not state anything about the visibility of the singularity to an outside observer. Several models related to the gravitational collapse of matter has so far been constructed where one encounters a naked singularity \[3-8\].

It is known that the Tolman-Bondi metric admits both naked and covered singularities depending upon the choice of initial data and that there is a smooth transition from one phase to the other. Moreover, according to the strong version of the CCC, such singularities are not even locally naked, i.e., no non-spacelike curve can emerge from such singularities (see  for reviews of the CCC). Consequently, examples that appear to violate the CCC are important and they are an important tools to study this important issue.

It is our purpose here to show that the occurrence of a strong curvature naked singularity is not confined to self-similar space-times or null dust only by pointing out a wide class of Tolman-Bondi models which are non-self-similar in general where such a singularity forms. In Sec.II, we review 5D Tolman-Bondi solutions in non-marginally bound case and in Sec.III, we discuss the nature and existence of central shell focusing naked singularity. Finally in Sec.IV, we show that gravitational collapse of 5D space-times gives rise to naked singularities which are gravitationally strong.

## II Five dimensional Tolman-Bondi solution

The five dimensional Tolman-Bondi metric in co-moving co-ordinates is given by

$$ds^2=e^\nu dt^2e^\lambda dr^2R^2d\mathrm{\Omega }_3^2$$
(1)
where $`\nu ,\lambda ,R`$ are functions of the radial co-ordinate $`r`$ and time $`t`$ and $`d\mathrm{\Omega }_3^2`$ represents the metric on the $`3`$-sphere. Since we assume the matter in the form of dust, the motion of particles will be geodesic allowing us to write $`e^\nu =1`$. Using comoving co-ordinates one can in view of the field equations , arrive at the following relations in 5 dimensional space-time

$$e^\lambda =\frac{R^2}{1+f(r)}$$
(2)
and

$$\dot{R}^2=f(r)+\frac{F(r)}{R^2},$$
(3)
where, $`f(r)`$ and $`F(r)`$ are arbitrary functions of radial co-ordinate $`r`$ alone with the restriction $`1+f(r)>0`$ for obvious reasons. The functions $`F(r)`$ and $`f(r)`$ in fact refer to the mass function and the binding energy function respectively.

The energy density $`\rho (t,r)`$ is therefore given by

$$\rho (t,r)=\frac{3F^{}(r)}{2R^3R^{}}$$
(4)
As we are concerned with the gravitational collapse dust we require $`\dot{R}(t,r)<0`$ and without loss of generality we rescale $`R`$ such that

$$R(0,r)=r$$
(5)
Integrating eq.(3) and using the relation (5), we have the solution

$$R^2=r^2+ft^22t\sqrt{F+fr^2}$$
(6)
The central singularity occurs at $`r=0`$, the corresponding time being $`t=0`$. We denote by $`\rho (r)`$ the initial density:

$$\rho (r)\rho (0,r)=\frac{3F^{}}{2r^3}F(r)=\frac{2}{3}\rho (r)r^3𝑑r$$
(7)
In 4D case, the mass function $`F(r)`$ involves the integral $`\rho (r)r^2𝑑r`$ . It can be seen from eq.(4) that the density diverges faster in 5D as compared to 4D. Thus given a regular initial surface, the time for the occurrence of the central shell focusing singularity for the collapse developing from that surface is reduced as compared to the 4D case. The reason for this stems from the form of the mass function in eq.(7). In a ball of radius 0 to $`r`$, for any given initial density profile $`\rho (r)`$, the total mass contained in the ball is greater than in the corresponding 4D case. Hence there is relatively more mass-energy collapsing in the space-time as assumed overall positivity of mass-energy (energy condition).

## III Existence and nature of naked singularity

In the context of Tolman-Bondi space-times, shell crossing singularities are defined by $`R^{}=0,R>0`$ and they can be naked. It has been shown  that shell crossing singularities are gravitationally weak and hence such singularities can not be considered seriously in the context of the CCC. On the other hand, central shell focusing singularities (characterized by $`r=0`$ and $`R=0`$)are also naked and gravitationally strong as well. Thus, unlike shell crossing singularities, shell focusing singularities do not admit any metric extension through them. Here we wish to investigate a similar situation in our 5D space-time. Christodoulou  pointed out in the 4D case that the non-central singularities are not naked. Hence we shall confine our discussion to the central shell focusing singularity.

Now $`t=t_s(r)`$ is the instant of shell focusing singularity occurring at $`r`$ i.e., $`R(t_s(r),r)=0`$. So eq.(6) yields to

$$t_s(r)=\frac{\sqrt{fr^2+F}\sqrt{F}}{f}$$
(8)
Let us assume

$`\begin{array}{cccc}F(r)=r^2\lambda (r)\hfill & & & \\ & & & \\ \alpha =\alpha (r)=\frac{rf^{}}{f}\hfill & & & \\ & & & \\ \beta =\beta (r)=\frac{rF^{}}{F}\hfill & & & \\ & & & \\ R(t,r)=rP(t,r)\hfill & & & \end{array}\}`$ (16)
So using equations (3), (6) and (9), we have the following expressions

$$R^{}=\frac{1}{2P}\left[2+\alpha \left(P^21+\frac{2t}{r}\sqrt{f+\lambda }\right)\frac{t}{r}\frac{(\lambda \beta +f\alpha +2f)}{\sqrt{f+\lambda }}\right]$$
(17)
and

$$\dot{R}^{}=\frac{1}{2r\sqrt{\lambda +fP^2}}\left[\frac{\lambda }{P^3}\left\{2+\alpha \left(P^21+\frac{2t}{r}\sqrt{f+\lambda }\right)\frac{t}{r}\frac{(\lambda \beta +f\alpha +2f)}{\sqrt{f+\lambda }}\right\}Pf\alpha \frac{\lambda \beta }{P}\right]$$
(18)
When $`\lambda (r)=`$ constant and $`f(r)=`$ constant, then space-time becomes self-similar. Now we restrict ourselves to functions $`f(r)`$ and $`\lambda (r)`$ which are analytic at $`r=0`$, such that $`\lambda (0)>0`$ and this implies that $`t_s(0)=0`$. It follows that the point $`r=0,t=0`$ corresponds to the central singularity on the hypersurface $`t=0`$. From eq.(4) it is seen that the density at the centre $`(r=0)`$ behaves with time as $`\rho =\frac{3}{2t^2}`$. This means that the density is finite at any time $`t`$, but becomes singular at $`t=0`$.

We wish to investigate if the singularity, when the central shell collapses to the centre $`r=0`$, is naked .The singularity is naked if and only if there exists a null geodesic that emanates from the singularity. Let $`K^a=\frac{dx^a}{d\mu }`$ be the tangent vector to the radial null geodesic, where $`\mu `$ is the affine parameter. Then we derive the following equations:

$$\frac{dK^t}{d\mu }+\frac{\dot{R}^{}}{\sqrt{1+f}}K^rK^t=0$$
(19)
$$\frac{dt}{dr}=\frac{K^t}{K^r}=\frac{R^{}}{\sqrt{1+f(r)}}$$
(20)
Now we introduce a new variable $`X=\frac{t}{r}`$, then the function $`P(t,r)=P(X,r)`$ is given, with the help of (6) and (8), by

$$[f(X\mathrm{\Theta })\sqrt{\lambda }]^2=\lambda +fP^2$$
(21)
where we have put $`t_s(r)=r\mathrm{\Theta }(r)`$ with

$$P^2=1+fX^22X\sqrt{f+\lambda }$$
(22)
The nature of the singularity (a naked singularity or a black hole) can be characterized by the existence of radial null geodesics emerging from the singularity. The singularity is at least locally naked if there exist such geodesics and if no such geodesics exist it is a black hole. If the singularity is naked, then there exists a real and positive value of $`X_0`$ as a solution to the equation

$`\begin{array}{c}X_0=\end{array}\begin{array}{c}lim\frac{t}{r}\\ t0r0\end{array}\begin{array}{c}=lim\frac{dt}{dr}\\ t0r0\end{array}\begin{array}{c}=lim\frac{R^{}}{\sqrt{1+f}}\\ t0r0\end{array}`$ (31)
Define $`\lambda _0=\lambda (0),\alpha _0=\alpha (0),f_0=f(0),\mathrm{\Theta }_0=\mathrm{\Theta }(0)`$ and $`Q=Q(X)=P(X,0)`$, so equations (14) and (15) reduces to

$$[f_0(X\mathrm{\Theta }_0)\sqrt{\lambda _0}]^2=\lambda _0+f_0Q^2$$
(32)
and

$$Q^2=1+f_0X^22X\sqrt{f_0+\lambda _0}$$
(33)
Now from eq.(9) it is to be seen that $`\beta (0)=2`$. We would denote $`Q_0=Q(X_0)`$, the equation (16) simplifies to

$$G(X_0)=0$$
(34)
where

$$G(X)=\frac{1}{2Q}\left[2+\alpha _0\left(Q^21+2X\sqrt{f_0+\lambda _0}\right)\frac{(2\lambda _0+f_0\alpha _0+2f_0)}{\sqrt{f_0+\lambda _0}}X2XQ\sqrt{1+f_0}\right]$$
(35)
If the equation $`G(X)=0`$ has a real positive root, the singularity could be naked. If no real positive root is found the singularity $`t=0,r=0`$ is obviously black hole.

From equation (13), we have

$$\frac{dX}{dr}=\frac{G(X)}{r\sqrt{1+f_0}}+\frac{Y(X,r)}{r}$$
(36)
where $`Y(X,r)`$ is function of $`X`$ and $`r`$ such that at $`r=0,Y(X,0)=0`$. Since $`X_0`$ is a root of $`G(X)=0`$ (see, eq.(19)), so we can express $`G(X)`$ in the following form

$$G(X)=q_0\sqrt{1+f_0}(XX_0)+O(XX_0)^2$$
(37)
where

$$q_0=\frac{1}{Q_0\sqrt{1+f_0}}\left[f_0\alpha _0X_0\frac{(2\lambda _0+f_0\alpha _0+2f_0)}{2\sqrt{f_0+\lambda _0}}\right]+(\sqrt{f_0+\lambda _0}f_0X_0)\frac{X_0}{Q_0^2}1$$

Substituting (22) in (21) we have

$$\frac{dX}{dr}(XX_0)\frac{q_0}{r}=\frac{H}{r}$$
(38)
where $`H=H(X,r)=Y(X,r)+O(XX_0)`$ such that $`H(X_0,0)=0`$.

Integrating (23) we have

$$XX_0=Cr^{q_0}+r^{q_0}Hr^{q_01}𝑑r$$
(39)
where $`C`$ is the constant of integration which labels different geodesics. From eq.(24) it can be shown that $`XX_0`$ as $`r0`$ for $`q_0>`$ or $`<0`$. Therefore the single null geodesic described by $`C=0`$ always terminates at the singularity $`t=0,r=0`$ with $`X=X_0`$. For $`q_0>0`$ there are infinitely many integral curves (characterized by the different values of $`C`$) terminate at the singularity. But for $`q_0<0`$ there is only one singular geodesic (characterized by $`C=0`$) terminates at the singularity.

From (8) we have

$$\mathrm{\Theta }_0=\frac{1}{f_0}(\sqrt{f_0+\lambda _0}\sqrt{\lambda _0})$$
(40)
Using (17) to (20) and (25) we have the algebraic equation for $`X_0`$,

$$aX_0^4+bX_0^3+cX_0^2+dX_0+4=0$$
(41)
where

$$a=f_0\{f_0(\alpha _0^24)4\},$$

$$b=8(1+f_0)\sqrt{f_0+\lambda _0}\frac{2\alpha _0f_0(2f_0+\alpha _0f_0+2\lambda _0)}{\sqrt{f_0+\lambda _0}},$$

$$c=4(1+f_0)+4\alpha _0f_0+\frac{(2f_0+\alpha _0f_0+2\lambda _0)^2}{f_0+\lambda _0},$$

$$d=\frac{4(2f_0+\alpha _0f_0+2\lambda _0)}{\sqrt{f_0+\lambda _0}}$$

This algebraic equation gives us information about the behavior of the tangent near the singularity. In fact, the central shell focusing singularity is at least locally naked if the above eq.(26) has at least one positive root. The tangents to the escaping geodesics near the singularity are determined by the roots of the equation. The smallest root (say, $`X_0^s`$) of $`X_0`$ is called the Cauchy horizon of the space-time as it indicates the earliest ray escaping from the singularity. Thus no solution is possible in the region $`X_0<X_0^s`$. Further, for non existence of any positive root, it is not possible to have any future directed radial null geodesic emanating from the singularity i.e., the singularity is fully covered by trapped surface and we have only black hole solution.

We shall now discuss the nature of the roots of the fourth degree equation in $`X_0`$. We note that if $`a<0`$ then equation (26) has at least one positive and at least one negative root provided $`\alpha _0^2<4\left(1+\frac{1}{f_0}\right)`$. For example, if we choose $`f_0=1,\lambda _0=.1`$ and $`\alpha _0=3`$ then $`X_0=.354393`$ will correspond to Cauchy horizon. If we choose $`a=0`$ then the algebraic equation reduces to a cubic equation which has at least one positive root provided $`f_0>0`$. However, for $`1<f_0<0`$ (note that we must have $`1+f_0>0`$, see eq.(2)) at least one positive root is possible if $`f_0`$ is close to zero, otherwise, for $`f_0`$ close to $`1`$ we may or may not have positive real root. The table shows the numerical results for different choices of the parameters. Therefore, we conclude that it is possible to have a naked singularity for various values of parameters $`f_0`$, $`\lambda _0`$ and $`\alpha _0`$ as shown in the table.

TABLE: Roots of equation (26) for various values of the parameters $`f_0,\lambda _0`$ and $`\alpha _0`$.

| $`f_0`$ | $`\lambda _0`$ | $`\alpha _0`$ |  |  | Roots ($`X_0`$) |
| --- | --- | --- | --- | --- | --- |
| $``$.003 | .034 | .2 |  |  | 4.32936, 1.16321 |
| $``$.1 | .11 | .2 |  |  | 1.72737, 1.48602 |
| $``$.1 | .11 | .5 |  |  | $``$ |
| $``$.5 | .51 | .001 |  |  | $``$ |
| 1 | .1 | 3 |  |  | 10.3982, 1.48206, .354393 |
| 3 | .001 | .1 |  |  | .557735, .481183 |
| 9 | .001 | 1 |  |  | .329341 |
| 9 | .01 | 5 |  |  | .093828 |

## IV Strength of naked singularity

Finally we need to determine curvature strength of the naked singularity which is an important aspect of a singularity . There has been attempt to relate the strength of a singularity to its stability . A singularity is gravitationally strong or simply strong if it destroys by crushing or stretching any objects that fall into it and weak if no object that falls into the singularity is destroyed in this way. Clarke and Krolak  have shown that a sufficient condition for strong curvature singularity defined by Tipler  is that for at least one non-spacelike geodesic with affine parameter $`\mu `$, in the limiting approach to the singularity, we must have

$$\begin{array}{c}lim\\ \mu 0\end{array}\begin{array}{c}\mu ^2\psi =\end{array}\begin{array}{c}lim\\ \mu 0\end{array}\begin{array}{c}\mu ^2R_{ab}K^aK^b>0\end{array}$$
(42)
where $`R_{ab}`$ is the Ricci tensor. Our purpose here is to investigate the above condition along future directed radial null geodesics that emanates from the naked singularity. Now equation (27) can be expressed as

$$\begin{array}{c}lim\\ \mu 0\end{array}\begin{array}{c}\mu ^2\psi =\end{array}\begin{array}{c}lim\\ \mu 0\end{array}\begin{array}{c}\frac{3F^{}}{2rPR^{}}\left(\frac{\mu K^t}{R}\right)^2\end{array}$$
(43)
Using L’Hospital’s rule and using equations (10) and (11), the equation (28) can be written as

$$\begin{array}{c}lim\\ \mu 0\end{array}\begin{array}{c}\mu ^2\psi =\end{array}\frac{12\lambda _0Q_0X_0(\lambda _0+f_0Q_0^2)\sqrt{1+f_0}}{\left[2\lambda _0X_0\sqrt{1+f_0}2\lambda _0Q_0f_0\alpha _0Q_0^3\right]^2}>0$$
(44)
Thus along radial null geodesics coming out of a singularity $`\begin{array}{c}lim\\ \mu 0\end{array}\begin{array}{c}\mu ^2\psi \end{array}`$ is finite and hence the strong curvature condition is satisfied.

## V Concluding Remarks

In this paper, the 5D Tolman-Bondi space-time have been studied for the formation of naked singularities in spherical dust collapse in non-marginally bound case ($`f0`$). The nature of the singularity depends on the value of the curvature parameter $`f`$ at $`r=0`$ (i.e. $`f_0`$). In fact for $`f_0>0`$ or $`f_0<0`$ (but close to zero) the singularity may be naked but it depends also on the choice of the other two parameters involved. The strong curvature condition for naked singularity is satisfied for this 5D inhomogeneous dust collapse. The natural questions that arise how the extra dimension influence the formation of a naked singularity and what is the role of the curvature parameter in classifying the singularity. These questions will be addressed in a subsequent paper. For future work, it will be interesting to study the exact restrictions for formation of naked singularity on the parameters involved and their physical implications.

Acknowledgement:

The authors are thankful to the members of Relativity and Cosmology Research Centre, Department of Physics, Jadavpur University for helpful discussion. One of the authors (U.D) is thankful to CSIR (Govt. of India) for awarding a Junior Research Fellowship.

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