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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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4997146194 · May 202619922001200920172026
48 results for Asymptotic Expansion

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

problem Analyzing oscillatory integrals with complex phase functions.
method Using asymptotic expansions of simpler phase functions to derive results for more complex cases.
result Explicit computation of coefficients in asymptotic expansions for certain integrals.

Analytic torsion expansions for symmetric and complex homogeneous spaces.

problem Calculating the full asymptotic expansion of analytic torsion for various spaces.
method Explicit calculation and comparison with existing results.
result Explicit full asymptotic expansions for symmetric and complex homogeneous spaces.

Study on heat trace expansion for thermoelastic Dirichlet-to-Neumann map.

problem Asymptotic expansion of heat trace for thermoelastic Dirichlet-to-Neumann map.
method Provided a method to obtain all coefficients of the asymptotic expansion.
result Explicitly gave the first two coefficients involving volume and total mean curvature of the boundary.

The article calculates asymptotic expansions for quantum invariants from surgeries on Whitehead link components.

problem Calculating quantum invariants for 3-manifolds resulting from surgeries on Whitehead link components.
method Asymptotic expansion of relative Reshetikhin-Turaev and Turaev-Viro invariants.
result Asymptotic formulas for both invariants are derived.

We derive asymptotic expansions for option data to detect infinite variation volatility.

problem Detecting infinite variation volatility in high-frequency option data.
method Nonparametric higher-order asymptotic expansions for small-time changes of characteristic functions of Itô semimartingales.
result Evidence of infinite variation volatility in high-frequency option data.

Researchers derive asymptotic expansions for thermoelastic operators on manifolds.

problem Determining precise geometric information from thermoelastic spectra.
method Asymptotic expansions with Dirichlet and Neumann boundary conditions.
result Explicit calculation of first two coefficients for volumes.

The paper proposes and proves asymptotic expansions for quantum invariants.

problem Quantum invariants and their expansions under varying metrics.
method Asymptotic expansion conjectures for relative Reshetikhin-Turaev, Turaev-Viro invariants and quantum 6j-symbols.
result Proved asymptotic expansions for special cases, showing geometric dependence on metrics.

The paper studies asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.

problem Asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.
method Analyzes the Bochner-Schrödinger operator HpH_p and its function φ(Hp)\varphi(H_p) in L2(X,LpE)L^2(X,L^p\otimes E), providing an asymptotic expansion of its smooth Schwartz kernel.
result The trace of the operator φ(Hp)\varphi(H_p) admits a complete asymptotic expansion in powers of p1/2p^{-1/2} as pop o \infty.

Study improves variance calculation for random zero sets on complex manifolds.

problem Improving the variance calculation for random zero sets on complex manifolds.
method Deriving an asymptotic expansion for the variance of linear statistics of zero divisors of random holomorphic sections.
result Sharpens leading-order asymptotics for the variance of random zero sets.

The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff func- tions. The result provides a validat…

2010-04-13abs ↗pdf ↗

Study verifies asymptotic expansion for Reshetikhin-Turaev invariants of fundamental shadow link pairs.

problem Verifying the asymptotic expansion conjecture for Reshetikhin-Turaev invariants of fundamental shadow link pairs.
method Using logarithmic holonomies of meridians and hyperbolic cone structures, the study verifies the conjecture for pairs where MLM\setminus L is homeomorphic to a fundamental shadow link complement.
result The asymptotic expansion conjecture is true for pairs (M,L)(M,L) with sufficiently small cone angles and MLM\setminus L homeomorphic to a fundamental shadow link complement.

The study proves an expansion theorem for scalar-flat asymptotically conical Kähler metrics.

problem Proving an expansion theorem for scalar-flat asymptotically conical Kähler metrics.
method Using weak decay conditions and the standard Kähler metric of the metric cone, the expansion theorem is proven.
result Each scalar-flat AC Kähler metric admits an expansion with a main term given by the standard Kähler metric of the metric cone and a leading error term of O(r^{2-2n}).

We derive a detailed asymptotic expansion of the heat trace for the Laplace-Beltrami operator on functions on manifolds with conic singularities, using the Singular Asymptotics Lemma of Jochen Bruening and Robert T. Seeley [BS]. In the subsequent paper we investigate how the terms in the expansion reflect the geometry …

2017-01-07abs ↗pdf ↗

Study oscillatory integrals with degenerate singular points in multivariable phase functions.

problem Analyzing oscillatory integrals with degenerate singular points in phase functions.
method Using asymptotic expansions and results from one variable, the study examines multivariable phase functions.
result Asymptotic expansions of oscillatory integrals for multivariable phase functions with degenerate singular points.

Study on quantum invariants of twist knots at specific roots of unity.

problem Asymptotic expansions of quantum invariants for twist knots.
method Saddle point method applied to colored Jones polynomial.
result Asymptotic expansion formula for twist knots at given root of unity.

We study the asymptotic behavior of Masur-Veech volumes as the genus goes to infinity. We show the existence of a complete asymptotic expansion of these volumes that depends only on the genus and the number of singularities. The computation of the first term of this asymptotics expansion was a long standing problem. Th…

2019-03-11abs ↗pdf ↗

Authors prove an asymptotic expansion for spectral zeta functions on discrete tori.

problem Proving an asymptotic expansion for spectral zeta functions on discrete tori.
method Inspired by Friedli and Karlsson's work, the authors derive an asymptotic expansion for the spectral zeta function on discrete tori.
result Similar asymptotic expansions hold for m=2 and higher dimensions, equivalent to the Epstein-Riemann conjecture.

Study on quantum invariants of twist knots at specific roots of unity.

problem Asymptotic expansions of quantum invariants for twist knots.
method Asymptotic expansion formula for colored Jones polynomial using twist knots.
result Obtained asymptotic expansion formulas for twist knots at specified roots of unity.

The paper calculates super Weil-Petersson volumes for large genus.

problem Calculating super Weil-Petersson volumes for large genus.
method Analyzes super intersection numbers, proves coefficients are polynomials, and provides an algorithm to compute them.
result Proves existence of a complete asymptotic expansion of super Weil-Petersson volumes.

Given a principal bundle with a connection, we look for an asymptotic expansion of the holonomy of a loop in terms of its length. This length is defined relative to some Riemannian or sub-Riemannian structure. We are able to give an asymptotic formula that is independent of choice of gauge.

2017-01-10abs ↗pdf ↗

Let Hh=h2L+VH_h = h^2 L +V where LL is a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold and VV is a symmetric endomorphism field. We derive an asymptotic expansion for the heat kernel of HhH_h as h0h \to 0. As a consequence we get an asymptotic expansion for the …

2008-05-06abs ↗pdf ↗

The paper studies the asymptotic expansion of Gaussian integral operators on Riemannian submanifolds.

problem Analyzing the asymptotic behavior of Gaussian integral operators on Riemannian submanifolds.
method Deriving a full asymptotic expansion of the Gaussian integral operator and computing the first-order correction term.
result Explicit computation of the first-order correction term in terms of mean curvature vector and scalar curvature.

Study on hyperbolic surfaces' volumes, proving asymptotic expansion for high genus.

problem Analyzing the volume of moduli spaces of hyperbolic surfaces with varying genus.
method Topological recursion formula by Mirzakhani, asymptotic expansion for high genus.
result Explicit computation of the second term in the asymptotic expansion.

The main goal of the paper is to address the issue of the existence of Kempf's distortion function and the Tian-Yau-Zelditch (TYZ) asymptotic expansion for the Kepler manifold - an important example of non compact manfold. Motivated by the recent results for compact manifolds we construct Kempf's distortion function an…

2007-05-15abs ↗pdf ↗

New insights into black hole horizons from asymptotic expansions.

problem Understanding the geometry of black hole horizons.
method Proving the asymptotic expansion of spacetime metrics at non-degenerate Killing horizons.
result The full asymptotic expansion of smooth vacuum metrics at non-degenerate Killing horizons is determined by the horizon geometry.

Let XX be a compact connected strongly pseudoconvex CR manifold of dimension 2n+1,n12n+1, n \ge 1 with a transversal CR S1S^1 action on XX. We establish an asymptotic expansion for the mm-th Fourier component of the Szegő kernel function as mm\rightarrow\infty, where the expansion involves a contribution in terms of a d…

2016-10-14abs ↗pdf ↗

In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint density of the estimators of quadratic variation and its asymptotic variance. Our …

2015-12-15abs ↗pdf ↗

Study Szegő kernel on non-compact CR manifolds with specific conditions.

problem Analyzing Szegő kernel on non-compact CR manifolds.
method Establish Szegő kernel asymptotic expansions on non-compact strictly pseudoconvex CR manifolds with transversal CR R\mathbb{R}-action under natural geometric conditions.
result Szegő kernel asymptotic expansions established on non-compact CR manifolds.

New method improves nonlinear filtering accuracy with reduced computation.

problem Complex nonlinear filtering with small system noise.
method Asymptotic expansion with ordinary differential equations and Edgeworth-type correction.
result Significantly lower computational cost with improved accuracy.

Density expansions for hypoelliptic diffusions (X1,...,Xd)(X^1,...,X^d) are revisited. In particular, we are interested in density expansions of the projection (XT1,...,XTl)(X_T^1,...,X_T^l), at time T>0T>0, with ldl \leq d. Global conditions are found which replace the well-known "not-in-cutlocus" condition known from heat-kernel asymptot…

2011-11-10abs ↗pdf ↗

Let φC(Cn)φ\in C^\infty(\Complex^n) be a given real valued function. We assume that $\pr\ddbarφ$ is non-degenerate of constant signature (n,n+)(n_-,n_+) on Cn\Complex^n. When q=nq=n_-, it is well-known that the Bergman kernel for (0,q)(0,q) forms with respect to the kk-th weight e2kφe^{-2kφ}, k>0k>0, admits a full asymptotic expansi…

2012-08-19abs ↗pdf ↗

We study the relationship between the geometry and the Laplace spectrum of a Riemannian orbifold O via its heat kernel; as in the manifold case, the time-zero asymptotic expansion of the heat kernel furnishes geometric information about O. In the case of a good Riemannian orbifold (i.e., an orbifold arising as the orbi…

2008-05-20abs ↗pdf ↗

We investigate the analogy between the large N expansion in normal matrix models and the asymptotic expansion of the determinant of the Hilb map, appearing in the study of critical metrics on complex manifolds via projective embeddings. This analogy helps to understand the geometric meaning of the expansion of matrix m…

2013-09-27abs ↗pdf ↗

The paper derives expansions for Green's operators and resolvents using Hadamard methods.

problem Analyzing normally hyperbolic operators and their Green's functions.
method Hadamard expansions for powers of Green's operators and resolvents.
result Derives expansions involving Hadamard coefficients for advanced/retarded Green's operators.