Generating a Schr\"odinger-cat-like state via a coherent superposition of photonic operations

We propose an optical scheme to generate a superposition of coherent states with enhanced size adopting an interferometric setting at the single-photon level currently available in the laboratory. Our scheme employs a nondegenerate optical parametric amplifier together with two beam splitters so that the detection of single photons at the output conditionally implements the desired superposition of second-order photonic operations. We analyze our proposed scheme by considering realistic on-off photodetectors with nonideal efficiency in heralding the success of conditional events. A high-quality performance of our scheme is demonstrated in view of various criteria such as quantum fidelity, mean output energy, and measure of quantum interference

Transition times in the Landau-Zener model

This paper presents analytic formulas for various transition times in the Landau-Zener model. Considerable differences are found between the transition times in the diabatic and adiabatic bases, and between the jump time (the time for which the transition probability rises to the region of its asymptotic value) and the relaxation time (the characteristic damping time of the oscillations which appear in the transition probability after the crossing). These transition times have been calculated by using the exact values of the transition probabilities and their derivatives at the crossing point and approximations to the time evolutions of the transition probabilities in the diabatic basis, derived earlier \protect{[}N. V. Vitanov and B. M. Garraway, Phys. Rev. A {\bf 53}, 4288 (1996)\protect{]}, and similar results in the adiabatic basis, derived in the present paper.Comment: 7 pages, two-column revtex style, 5 figures, to appear in Phys. Rev. A (Feb 1999

Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term

In this study, I investigate the necessary condition for the consistency of the maximum likelihood estimator (MLE) of spatial models with a spatial moving average process in the disturbance term. I show that the MLE of spatial autoregressive and spatial moving average parameters is generally inconsistent when heteroskedasticity is not considered in the estimation. I also show that the MLE of parameters of exogenous variables is inconsistent and determine its asymptotic bias. I provide simulation results to evaluate the performance of the MLE. The simulation results indicate that the MLE imposes a substantial amount of bias on both autoregressive and moving average parameters

Exchange Rate Linkages between the ASEAN Currencies, the US Dollar and the Chinese RMB

This paper investigates whether the RMB is in the process of replacing the US dollar as the anchor currency in nine ASEAN countries, and also the linkages between the ASEAN currencies and a regional currency unit. A long-memory (fractional integration) model allowing for endogenously determined structural breaks is estimated for these purposes (Gil-Alana, 2008). The results suggest that the ASEAN currencies are much more interlinked than previously thought, whether or not breaks are taken into account, which provides support for a regional currency index as an anchor. Moreover, incorporating a break shows that the linkages between these currencies and the RMB and the US dollar respectively are equally important, and in fact in recent years the former have become stronger than the latter. Therefore including the RMB in the regional index should be considered

The EMBI in Latin America: Fractional Integration, Non-Linearities and Breaks

This paper analyses the main statistical properties of the Emerging Market Bond Index (EMBI), namely long-range dependence or persistence, non-linearities, and structural breaks, in four Latin American countries (Argentina, Brazil, Mexico, Venezuela). For this purpose it uses a fractional integration framework and both parametric and semi-parametric methods. The evidence based on the former is sensitive to the specification for the error terms, whilst the results from the latter are more conclusive in ruling out mean reversion. Further, non-linearities do not appear to be present. Both recursive and rolling window methods identify a number of breaks. Overall, the evidence of long-range dependence as well as breaks suggests that active policies might be necessary for achieving financial and economic stability in these countries