arXiv research

Study of line congruences for Appell's rank-4 hypergeometric functions.

In the genus one case, we make explicit some constructions of Veech on flat surfaces and generalize some geometric results of Thurston about moduli spaces of flat spheres as well as some equivalent ones but of an analytico-cohomological nature of Deligne-Mostow, which concern the monodromy of Appell-Lauricella hypergeo…

Study spherical Fourier transform on hypergeometric type harmonic manifolds.

We give a new proof of the rearrangement lemma that works for all dimensions and all heat coefficients in the study of modular geometry on noncommutative tori. The building blocks of the spectral functions are landed in a hypergeometric family knowns as Lauricella functions of type $D$. We investigate the differential …

We show that all the currently known non-arithmetic lattices in ${\rm PU}(2,1)$ are monodromy groups of higher hypergeometric functions.

We extend projectively equivariant quantization and symbol calculus to symbols of pseudo-differential operators. An explicit expression in terms of hypergeometric functions with noncommutative arguments is given. Some examples are worked out, one of them yielding a quantum length element on $S^3$.

We first show that hypergeometric functions appear naturally as spectral functions when applying pseudo-differential calculus to decipher heat kernel asymptotic in the situation where the symbol algebra is noncommutative. Such observation leads to a unified (works for arbitrary dimension) method of computing the modula…

Paper proves BGW tau-function can be represented as Q-polynomials.

A new class of harmonic Hadamard manifolds, those spaces called of hypergeometric type, is defined in terms of Gauss hypergeometric equations. Spherical Fourier transform defined on a harmonic Hadamard manifold of hypergeometric type admits an inversion formula. A characterization of harmonic Hadamard manifold being of…

We present a global representation for surfaces in 3-dimensional hyperbolic space with constant mean curvature 1 (CMC-1 surfaces) in terms of holomorphic spinors. This is a modification of Bryant's representation. It is used to derive explicit formulas in hypergeometric functions for CMC-1 surfaces of genus 0 with thre…

The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these relations and the computation of the connexion obtained by moving one hyperplane of th…

Estimates unknown population sizes using the hypergeometric distribution.

Harmonic manifolds of hypergeometric type have entropy bounds related to real hyperbolic spaces.

We derive a factorization of the Alexander polynomial of the 4-strand Turk's head knot using hypergeometric representations.

As the second part of the sequel, we investigate the variation of rearrangement operators (more precisely, the spectral functions behind) arising in the study of modular geometry on noncommutative (two) tori. We initiate a systematic approach by introducing transformations corresponding to basic operations in calculus,…

Proposes a differentiable hypergeometric distribution for learning group importance.

New quasi-Einstein metrics found on a sphere.

The u-plane integral is the contribution of the Coulomb branch to correlation functions of N=2 gauge theory on a compact four-manifold. We consider the u-plane integral for correlators of point and surface observables of topologically twisted theories with gauge group SU(2), for an arbitrary four-manifold with (b1,b2+)…

This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.

The SABR model is shortly presented and the volatility swap explained. The fair value for a volatility swap is then computed using the usual theory in financial mathematics. An analytical solution using confluent hypergeometric functions is found. The solution is then verified using Rama Cont's functional calculus.

This paper establishes certain existence and classification results for solutions to $SU(n)$ Toda systems with three singular sources at 0, 1, and $\infty$. First, we determine the necessary conditions for such an $SU(n)$ Toda system to be related to an $n$th order hypergeometric equation. Then, we construct solutions …

We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile and skew effects observed in empirical market data. Using a regular perturbation method from asymptotic analysis of partial differential eq…

The dynamics defined by a force field which is positively homogeneous of degree $-3$ can always be reduced, by simply constraining it. The dimension of the phase space is reduced by two dimensions, while it may only be reduced by one dimension if the degree of homogeneity is different from $-3$. This remark is an elega…

Develops tropical geometry for weighted Hurwitz numbers, generalizing previous results.

We give a list of Heun equations which are Picard-Fuchs associated to families of algebraic varieties. Our list is based on the classification of families of elliptic curves with four singular fibers done by Herfurtner. We also show that pullbacks of hypergeometric functions by rational Belyi functions with restricted …

Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $γ$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the Heston (or square root) process, 1- GARCH, and 3/2 - the 3/2 model. Some other models were discovered in \cite{Labordere2009…

We introduce a new class of identifiable DAG models where the conditional distribution of each node given its parents belongs to a family of generalized hypergeometric distributions (GHD). A family of generalized hypergeometric distributions includes a lot of discrete distributions such as the binomial, Beta-binomial, …

I present the technique which can analyse some interest rate models: Constantinides-Ingersoll, CIR-model, geometric CIR and Geometric Brownian Motion. All these models have the unified structure of Whittaker function. The main focus of this text is closed-form solutions of the zero-coupon bond value in these models. In…

New groups discovered with unique properties in a specific space.

We prove some value of the harmonic volume for the Klein quartic $C$ is nonzero modulo ${1/2}\{mathbb Z}$, using special values of the generalized hypergeometric function ${}_3F_2$. This result tells us the algebraic cycle $C-C^-$ is not algebraically equivalent to zero in the Jacobian variety $J(C)$.

Researchers found new functions for spherical clothoids using special functions.

After introducing the sub-Riemannian geometry of the Heisenberg group Hn, n \geq 1, we recall some basics about hypersurfaces endowed with the H-perimeter measure and horizontal Green's formulas. Then, we describe a class of compact closed hypersurfaces of constant horizontal mean curvature called "Isoperimetric Profil…

The n-dimensional hypergeometric integrals associated with a hypersphere arrangement are formulated by the pairing of n-dimensional twisted cohomology and its dual. Under the condition of general position there are stated some results which concern an explicit representation of the standard form by a special (NBC) basi…

The study of Farey polynomials connects geometry, topology, and combinatorics.

This paper studies an optimal investment problem under M-CEV with power utility function. Using Laplace transform we obtain explicit expression for optimal strategy in terms of confluent hypergeometric functions. For obtained representations we derive asymptotic and approximation formulas contains only elementary funct…

Constructs explicit nontrivial cycles in Habiro cohomology of smooth varieties.

Proves formula for 3D index change with Dehn filling.

Although this article can be read independently, it is a continuation of the introduction to integrable systems aspects of quantum cohomology given in part 1 (math.DG/0104274). In the same elementary style, i.e. assuming basic properties of quantum cohomology and concentrating on the simplest nontrivial examples, the q…

This is a glossary of notions and methods related with the topological theory of collections of affine planes, including braid groups, configuration spaces, order complexes, stratified Morse theory, simplicial resolutions, complexes of graphs, Orlik--Solomon rings, Salvetti complex, matroids, Spanier--Whitehead duality…

Proves a formula for Kontsevich-Witten tau-function using Schur Q-polynomials.

A function of several variables is called holonomic if, roughly speaking, it is determined from finitely many of its values via finitely many linear recursion relations with polynomial coefficients. Zeilberger was the first to notice that the abstract notion of holonomicity can be applied to verify, in a systematic and…

We present an explicit formula for the discrete power function introduced by Bobenko, which is expressed in terms of the hypergeometric τfunctions for the sixth Painlevé equation. The original definition of the discrete power function imposes strict conditions on the domain and the value of the exponent. However, we sh…

Using a result of Takata, we prove a formula for the colored Jones polynomial of the double twist knots $K_{(-m,-p)}$ and $K_{(-m,p)}$ where $m$ and $p$ are positive integers. In the $(-m,-p)$ case, this leads to new families of $q$-hypergeometric series generalizing the Kontsevich-Zagier series. Comparing with the cyc…

The paper introduces new methods for Asian option pricing using Laguerre quadrature.

We give a complete description of finite braid group orbits in Aff(C)-character varieties of the punctured Riemann sphere. This is performed thanks to a coalescence procedure and to the theory of finite complex reflection groups. We then derive consequences in the theory of differential equations. These concern algebra…

The Matérn covariance function is a popular choice for prediction in spatial statistics and uncertainty quantification literature. A key benefit of the Matérn class is that it is possible to get precise control over the degree of mean-square differentiability of the random process. However, the Matérn class possesses e…

In this article we show that every geodesic is rank one and the Hessian of Busemann functions is positive definite for a harmonic Damek-Ricci space, a two step solvable Lie group with a left invariant metric. Moreover, the eigenspace of the Hessian of Busemann functions on a Hadamard manifold $(M,g)$ corresponding to e…

Deligne and Mostow constructed a class of lattices in PU(2,1) using monodromy of hypergeometric functions. Later, Thurston reinterpreted them in terms of cone metrics on the sphere. In this spirit we construct a fundamental domain for all lattices with three fold symmetry in Deligne-Mostow list. This is a generalisatio…