Multi-mode photonic crystal fibers for VCSEL based data transmission

Quasi error-free 10 Gbit/s data transmission is demonstrated over a novel type of 50 micron core diameter photonic crystal fiber with as much as 100 m length. Combined with 850$ nm VCSEL sources, this fiber is an attractive alternative to graded-index multi-mode fibers for datacom applications. A comparison to numerical simulations suggests that the high bit-rate may be partly explained by inter-modal diffusion.Comment: Accepted for Optics Expres

The Design of Random Surfaces with Specified Scattering Properties: Surfaces that Suppress Leakage

We present a method for generating a one-dimensional random metal surface of finite length L that suppresses leakage, i.e. the roughness-induced conversion of a surface plasmon polariton propagating on it into volume electromagnetic waves in the vacuum above the surface. Perturbative and numerical simulation calculations carried out for surfaces generated in this way show that they indeed suppress leakage.Comment: Revtex 6 pages (including 4 figures

Low-loss photonic crystal fibers for transmission systems and their dispersion properties

We report on a single-mode photonic crystal fiber with attenuation and effective area at 1550 nm of 0.48 dB/km and 130 square-micron, respectively. This is, to our knowledge, the lowest loss reported for a PCF not made from VAD prepared silica and at the same time the largest effective area for a low-loss (< 1 dB/km) PCF. We briefly discuss the future applications of PCFs for data transmission and show for the first time, both numerically and experimentally, how the group velocity dispersion is related to the mode field diameterComment: 5 pages including 3 figures + 1 table. Accepted for Opt. Expres

Photonic crystal fiber with a hybrid honeycomb cladding

We consider an air-silica honeycomb lattice and demonstrate a new approach to the formation of a core defect. Typically, a high or low-index core is formed by adding a high-index region or an additional air-hole (or other low-index material) to the lattice, but here we discuss how a core defect can be formed by manipulating the cladding region rather than the core region itself. Germanium-doping of the honeycomb lattice has recently been suggested for the formation of a photonic band-gap guiding silica-core and here we experimentally demonstrate how an index-guiding silica-core can be formed by fluorine-doping of the honeycomb lattice.Comment: 5 pages including 3 figures. Accepted for Optics Expres

Fear and its implications for stock markets

The value of stocks, indices and other assets, are examples of stochastic processes with unpredictable dynamics. In this paper, we discuss asymmetries in short term price movements that can not be associated with a long term positive trend. These empirical asymmetries predict that stock index drops are more common on a relatively short time scale than the corresponding raises. We present several empirical examples of such asymmetries. Furthermore, a simple model featuring occasional short periods of synchronized dropping prices for all stocks constituting the index is introduced with the aim of explaining these facts. The collective negative price movements are imagined triggered by external factors in our society, as well as internal to the economy, that create fear of the future among investors. This is parameterized by a ``fear factor'' defining the frequency of synchronized events. It is demonstrated that such a simple fear factor model can reproduce several empirical facts concerning index asymmetries. It is also pointed out that in its simplest form, the model has certain shortcomings.Comment: 5 pages, 5 figures. Submitted to the Proceedings of Applications of Physics in Financial Analysis 5, Turin 200

Synchronization Model for Stock Market Asymmetry

The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for the individual stocks composing that index. To explain this, we introduce a market model consisting of randomly fluctuating stocks that occasionally synchronize their short term draw-downs. These synchronous events are parameterized by a ``fear factor'', that reflects the occurrence of dramatic external events which affect the financial market.Comment: 4 pages, 4 figure

A multiscale view on inverse statistics and gain/loss asymmetry in financial time series

Researchers have studied the first passage time of financial time series and observed that the smallest time interval needed for a stock index to move a given distance is typically shorter for negative than for positive price movements. The same is not observed for the index constituents, the individual stocks. We use the discrete wavelet transform to illustrate that this is a long rather than short time scale phenomenon -- if enough low frequency content of the price process is removed, the asymmetry disappears. We also propose a new model, which explain the asymmetry by prolonged, correlated down movements of individual stocks

Random Surfaces that Suppress Single Scattering

We present a method for generating numerically a one-dimensional random surface, defined by the equation x_3 = \zx, that suppresses single-scattering processes in the scattering of light from it within a specified range of scattering angles. Rigorous numerical calculations of the scattering of light from surfaces generated by this approach show that the single-scattering contribution to the mean scattered intensity is indeed suppressed within that range of angles.Comment: 3 pagers (Latex), 3 figure

Distinguishing fractional and white noise in one and two dimensions

We discuss the link between uncorrelated noise and Hurst exponent for one and two-dimensional interfaces. We show that long range correlations cannot be observed using one-dimensional cuts through two-dimensional self-affine surfaces whose height distributions are characterized by a Hurst exponent lower than -1/2. In this domain, fractional and white noise are not distinguishable. A method analysing the correlations in two dimensions is necessary. For Hurst exponents larger than -1/2, a crossover regime leads to a systematic over estimate of the Hurst exponent.Comment: 3 pages RevTeX, 4 Postscript figure

The Scattering of Electromagnetic Waves from Two-Dimensional Randomly Rough Penetrable Surfaces

An accurate and efficient numerical simulation approach to electromagnetic wave scattering from two-dimensional, randomly rough, penetrable surfaces is presented. The use of the M\"uller equations and an impedance boundary condition for a two-dimensional rough surface yields a pair of coupled two-dimensional integral equations for the sources on the surface in terms of which the scattered field is expressed through the Franz formulas. By this approach, we calculate the full angular intensity distribution of the scattered field that is due to a finite incident beam of $p$-polarized light. We specifically check the energy conservation (unitarity) of our simulations (for the non-absorbing case). Only after a detailed numerical treatment of {\em both} diagonal and close-to-diagonal matrix elements is the unitarity condition found to be well-satisfied for the non-absorbing case (${\mathcal U}>0.995$), a result that testifies to the accuracy of our approach.Comment: Revtex, 4 pages, 2 figure