Time gating of heralded single photons for atomic memories

We demonstrate a method for time gating the standard heralded continuous- wave (cw) spontaneous parametric down-converted (SPDC) single photon source by using pulsed pumping of the optical parametric oscillator (OPO) below threshold. The narrow bandwidth, high purity, high spectral brightness and the pseudo-deterministic character make the source highly suitable for light-atom interfaces with atomic memories.Comment: Accepted for publication in Optics Letter

A model for J/ψJ/\psi - kaon cross section

We calculate the cross section for the dissociation of $J/\psi$ by kaons within the framework of a meson exchange model. We find that, depending on the values of the coupling constants used, the cross section can vary from 5 mb to 30 mb at $\sqrt{s}\sim5$ GeV.Comment: 4 pages, 3 eps figure

Stepwise Thinking in Strategic Games with Incomplete Information

This paper proposes a general incomplete information framework for studying behavior in strategic games with stepwise (viz. `level-k' or `cognitive hierarchy') thinking, which has been found to describe strategic behavior well in experiments involving players' initial responses to games. It is shown that there exist coherent stepwise beliefs, implied by step types, that have the potential to encode all relevant information. In the structure of stepwise beliefs, players are unaware of opponents doing at least as much thinking as themselves. As a result, there exists a Bayesian Nash equilibrium strategy profile in which any player at some step fixes the best responses of opponents at lower steps and then best responds herself.game theory; interactive epistemology; unawareness; Bayesian Nash equilibrium; bounded rationality; level-k; cognitive hierarchy

Local polynomial Whittle estimation of perturbed fractional processes

We propose a semiparametric local polynomial Whittle with noise estimator of the memory parameter in long memory time series perturbed by a noise term which may be serially correlated. The estimator approximates the log-spectrum of the short-memory component of the signal as well as that of the perturbation by two separate polynomials. Including these polynomials we obtain a reduction in the order of magnitude of the bias, but also inflate the asymptotic variance of the long memory estimator by a multiplicative constant. We show that the estimator is consistent for d in (0,1), asymptotically normal for d in (0,3/4), and if the spectral density is sufficiently smooth near frequency zero, the rate of convergence can become arbitrarily close to the parametric rate, sqrt(n). A Monte Carlo study reveals that the proposed estimator performs well in the presence of a serially correlated perturbation term. Furthermore, an empirical investigation of the 30 DJIA stocks shows that this estimator indicates stronger persistence in volatility than the standard local Whittle (with noise) estimator.Bias reduction, local Whittle, long memory, perturbed fractional process, semiparametric estimation, stochastic volatility

High purity bright single photon source

Using cavity-enhanced non-degenerate parametric downconversion, we have built a frequency tunable source of heralded single photons with a narrow bandwidth of 8 MHz, making it compatible with atomic quantum memories. The photon state is 70% pure single photon as characterized by a tomographic measurement and reconstruction of the quantum state, revealing a clearly negative Wigner function. Furthermore, it has a spectral brightness of ~1,500 photons/s per MHz bandwidth, making it one of the brightest single photon sources available. We also investigate the correlation function of the down-converted fields using a combination of two very distinct detection methods; photon counting and homodyne measurement.Comment: 9 pages, 4 figures; minor changes, added referenc

A vector autoregressive model for electricity prices subject to long memory and regime switching

A regime dependent VAR model is suggested that allows long memory (fractional integration) in each of the observed regime states as well as the possibility of fractional cointegration. The model is motivated by the dynamics of electricity prices where the transmission of power is subject to occasional congestion periods. For a system of bilateral prices non-congestion means that electricity prices are identical whereas congestion makes prices depart. Hence, the joint price dynamics implies switching between a univariate price process under non-congestion and a bivariate price process under congestion. At the same time, it is an empirical regularity that electricity prices tend to show a high degree of long memory, and thus that prices may be fractionally cointegrated. Analysis of Nord Pool data shows that even though the prices are identical under non-congestion, the prices are not, in general, fractionally cointegrated in the congestion state. Hence, in most cases price convergence is a property following from regime switching rather than a conventional error correction mechanism. Finally, the suggested model is shown to deliver forecasts that are more precise compared to competing models.Cointegration, electricity prices, fractional integration, long memory, regime switching