Coherent beam combining and phase noise measurements of ytterbium fiber amplifiers

Phase noise characterization of a 10-W Yb fiber amplifier is presented, and we demonstrate phase locking of two fiber amplifiers with near-perfect fringe contrast at power levels of as much as 10 W per fiber. Coherent beam combining is maintained during the turn-on transient as well as in thermal steady-state operation.     

Numerical calculation of cutoff frequencies of optical fibers by a variational technique

A numerical method for calculating cutoff frequencies of modes of weakly guiding optical fibers is described. Starting from a properly constructed field representation, the method follows a variational approach to obtain an eigenvalue problem for the cutoff frequencies which can be easily solved by a standard numerical routine. The field representation uses an expansion in terms of the Laguerre–Gauss functions in the fiber core and limiting form for small arguments of modified Bessel functions in the fiber cladding. Fibers with power-law refractive index profiles and fibers with a profile showing a dip on the axis are analyzed. Results obtained for modes of arbitrary order (both azimuthal and radial) show that our method is very efficient and accurate.     

Characterizing abrupt changes in the stock prices using a wavelet decomposition method

Abrupt changes in the stock prices, either upwards or downwards, are usually preceded by an oscillatory behavior with frequencies that tend to increase as the moment of transition becomes closer. The wavelet decomposition methods may be useful for analysis of this oscillations with varying frequencies, because they provide simultaneous information on the frequency (scale) and localization in time (translation). However, in order to use the wavelet decomposition, certain requirements have to be satisfied, so that the linear and cyclic trends are eliminated by standard least squares techniques. The coefficients obtained by the wavelet decomposition can be represented in a graphical form. A threshold can then be established to characterize the likelihood of a short-time abrupt change in the stock prices. Actual data from the São Paulo Stock Exchange (Bolsa de Valores de São Paulo) were used in this work to illustrate the proposed method.     

Spin 3/2 Field Equation: Separation and Solution in a Class of Lema?tre–Tolman–Bondi Cosmologies

The spin 3/2 field equation is studied in the general Lema?tre–Tolman–Bondi (LTB) space-time. The equation is separated by variable separation. The angular dependence factors out at the level of the general LTB metric. Due to spherical symmetry the separated angular equations coincide with those, previously integrated, relative to the Robertson–Walker and Schwarzschild metric. Separation of time and radial dependence is possible within a class of LTB cosmological models for which the physical radius is a product of a time and a radial function, the last one being further selected by the consistency condition of the radial equations. The separated time dependence, that can be integrated by series, results essentially unique. Instead the radial dependence can be reduced to two independent second order ordinary differential equations that still depend on an arbitrary radial function that is an integration function of the cosmological model. The generalization of the scheme to arbitrary spin field equation is suggested.     

Extreme statistics in Raman fiber amplifiers: From analytical description to experiments

In this work, we investigate the emergence of rare and intense events during the Raman fiber amplification of a continuous wave. We highlight how dispersive properties and pump depletion can strongly influence the statistical properties of the amplified signal and its optical spectrum. Under certain conditions, the probability density functions of the amplified signal are calculated analytically and compared with the results of the numerical simulations. The conclusions are qualitatively validated by experiments carried out at telecommunication wavelengths.     

Using permutations to detect dependence between time series

In this paper, we propose an independence test between two time series which is based on permutations. The proposed test can be carried out by means of different common statistics such as Pearson’s chi-square or the likelihood ratio. We also point out why an exact test is necessary. Simulated and real data (return exchange rates between several currencies) reveal the capacity of this test to detect linear and nonlinear dependences.