Riemann zeros, prime numbers and fractal potentials

Using two distinct inversion techniques, the local one-dimensional potentials for the Riemann zeros and prime number sequence are reconstructed. We establish that both inversion techniques, when applied to the same set of levels, lead to the same fractal potential. This provides numerical evidence that the potential obtained by inversion of a set of energy levels is unique in one-dimension. We also investigate the fractal properties of the reconstructed potentials and estimate the fractal dimensions to be $D=1.5$ for the Riemann zeros and $D = 1.8$ for the prime numbers. This result is somewhat surprising since the nearest-neighbour spacings of the Riemann zeros are known to be chaotically distributed whereas the primes obey almost poisson-like statistics. Our findings show that the fractal dimension is dependent on both the level-statistics and spectral rigidity, $\Delta_3$, of the energy levels.Comment: Five postscript figures included in the text. To appear in Phys. Rev.

Transportation cost-information inequalities and applications to random dynamical systems and diffusions

We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences. Applications to random dynamical systems and diffusions are studied.Comment: Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/00911790400000053

Financial contagion: Evolutionary optimisation of a multinational agent-based model

Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during a crisis are referred to as financial contagion. We simulate crisis transmission in the context of a model of market participants adopting various strategies; this allows testing for financial contagion under alternative scenarios. Using a minority game approach, we develop an agent-based multinational model and investigate the reasons for contagion. Although the phenomenon has been extensively investigated in the financial literature, it has not been studied through computational intelligence techniques. Our simulations shed light on parameter values and characteristics which can be exploited to detect contagion at an earlier stage, hence recognising financial crises with the potential to destabilise cross-market linkages. In the real world, such information would be extremely valuable in developing appropriate risk management strategies

A mixed-game agent-based model of financial contagion

Over the past two decades, financial market crises with similar features have occurred in different regions of the world. Unstable cross-market linkages during financial crises are referred to as financial contagion. We simulate the transmission of financial crises in the context of a model of market participants adopting various strategies; this allows testing for financial contagion under alternative scenarios. Using a minority game approach, we develop an agent-based multinational model and investigate the reasons for contagion. Although contagion has been extensively investigated in the financial literature, it has not been studied yet through computational intelligence techniques. Our simulations shed light on parameter values and characteristics which can be exploited to detect contagion at an earlier stage, hence recognising financial crises with the potential to destabilise cross-market linkages. In the real world, such information would be extremely valuable to develop appropriate risk management strategies

Photonic band structure of ZnO photonic crystal slab laser

We recently reported on the first realization of ultraviolet photonic crystal laser based on zinc oxide [Appl. Phys. Lett. {\bf 85}, 3657 (2004)]. Here we present the details of structural design and its optimization. We develop a computational super-cell technique, that allows a straightforward calculation of the photonic band structure of ZnO photonic crystal slab on sapphire substrate. We find that despite of small index contrast between the substrate and the photonic layer, the low order eigenmodes have predominantly transverse-electric (TE) or transverse-magnetic (TM) polarization. Because emission from ZnO thin film shows strong TE preference, we are able to limit our consideration to TE bands, spectrum of which can possess a complete photonic band gap with an appropriate choice of structure parameters. We demonstrate that the geometry of the system may be optimized so that a sizable band gap is achieved.Comment: 8 pages, 7 figure