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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.

168,695 papers · 148 categories

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5101520 · May 202619922001200920172026
48 results for Bi-invariant valuations

Bi-invariant metrics on Lie groups and homogeneous spaces are extremal and rigid.

problem Gromov's question on extremality of bi-invariant metrics on compact Lie groups.
method Proving rigidity of bi-invariant metrics on compact Lie groups and homogeneous spaces.
result Bi-invariant metrics on compact Lie groups and homogeneous spaces are extremal and rigid.

We show the existence of a weak bi-invariant symmetric nondegenerate 2-form on the contact diffeomorphisms group Dθ\mathcal{D}_θ of a contact Riemannian manifold (M,g,θ)(M,g,θ) and study its properties. We describe the Euler's equation on a Lie algebra of group Dθ\mathcal{D}_θ and calculate the sectional curvature of $\math…

2014-02-05abs ↗pdf ↗

The paper extends the classification of bi-invariant 2-forms to infinite-dimensional Lie groups.

problem Classifying bi-invariant 2-forms on infinite-dimensional Lie groups.
method Generalized the classification from compact Lie groups to arbitrary finite-dimensional Lie groups and then to Milnor regular infinite-dimensional Lie groups.
result The classification of bi-invariant 2-forms extends to all Milnor regular infinite-dimensional Lie groups.

The paper explores left invariant k-symplectic structures on Lie groups with bi-invariant metrics.

problem Existence and properties of left invariant k-symplectic structures on Lie groups with bi-invariant metrics.
method Analyzing compact semi-simple Lie groups and specific Lie groups with bi-invariant pseudo-Riemannian metrics.
result Compact semi-simple Lie groups and many Lie groups do not carry left invariant k-symplectic structures, except for specific cases.

We discuss in this paper the conformal geometry of bi-invariant metrics on compact semisimple Lie groups. For this purpose we develop a conformal Cartan calculus adapted to this problem. In particular, we derive an explicit formula for the holonomy algebra of the normal conformal Cartan connection of a bi-invariant met…

2004-06-15abs ↗pdf ↗

In this short note, we prove that a bi-invariant Riemannian metric on Sp(n)\mathrm{Sp}(n) is uniquely determined by the spectrum of its Laplace-Beltrami operator within the class of left-invariant metrics on Sp(n)\mathrm{Sp}(n). In other words, on any of these compact simple Lie groups, every left-invariant metric which is n…

2017-06-27abs ↗pdf ↗

Two specific Einstein metrics found on a product of SL(2,R) groups.

problem Classifying left-invariant Einstein metrics on a specific group product.
method Analyzing bi-invariant metrics under a one-parameter subgroup.
result Found two specific Einstein metrics: the Killing form and a nearly pseudo-Kähler metric.

The paper generalizes the number of complex structures on metric Lie algebras.

problem How many orthogonal bi-invariant complex structures exist on metric Lie algebras?
method Developed a unique orthogonal decomposition into irreducible factors for metric Lie algebras.
result There are either 0 or 2^k such complex structures, with k the number of irreducible factors.

Contact manifolds are odd-dimensional smooth manifolds endowed with a maximally non-integrable field of hyperplanes. They are intimately related to symplectic manifolds, i.e. even-dimensional smooth manifolds endowed with a closed non-degenerate 2-form. Although in symplectic topology a famous bi-invariant metric, the …

2015-11-22abs ↗pdf ↗

We show that a bi-invariant metric on a compact connected Lie group GG is spectrally isolated within the class of left-invariant metrics. In fact, we prove that given a bi-invariant metric g0g_0 on GG there is a positive integer NN such that, within a neighborhood of g0g_0 in the class of left-invariant metrics of a…

2007-10-15abs ↗pdf ↗

We show the existence of a weak bi-invariant symmetric nondegenerate 2-form on the symplectic diffeomorphisms group Dω\mathcal{D}_ω of a symplectic Riemannian manifold (M,g,ω)(M,g,ω) and study its properties. We describe the Euler's equation on a Lie algebra of group Dω\mathcal{D}_ω and calculate the sectional curvature of …

2014-02-20abs ↗pdf ↗

We construct bi-invariant total orderings of residually torsion-free nilpotent groups by using Chen's iterated integrals. This construction can be seen as a generalization of the Magnus ordering of the free groups, and equivalent to the classical construction which uses an iteration of central extensions. Our geometric…

2010-05-21abs ↗pdf ↗

A right-invariant metric ραρ_α on the compactly supported identity component Cont0(M,α)Cont_0(M,α) of the group of contactomorphisms of an arbitrary contact manifold (M,α)(M,α) is introduced in a similar way that the Hofer metric was defined on the group of Hamiltonian symplectomorphisms of a symplectic manifold. The restriction …

2012-02-27abs ↗pdf ↗

Let G be a Lie group, TGT^*G its cotangent bundle with its natural Lie group structure obtained by performing a left trivialization of T^*G and endowing the resulting trivial bundle with the semi-direct product, using the coadjoint action of G on the dual space of its Lie algebra. We investigate the group of automorphi…

2008-11-18abs ↗pdf ↗

Paper introduces new actuarial-consistent valuations for insurance liabilities.

problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.

An indecomposable Lie group with Riemannian bi-invariant metric is always simple and hence Einstein. For indefinite metrics this is no longer true, not even for simple Lie groups. We study the question of whether a semi-Riemannian bi-invariant metric is conformal to an Einstein metric. We obtain results for all three c…

2019-01-15abs ↗pdf ↗

This work concerns the non-flat metrics on the Heisenberg Lie group of dimension three $\Heis_3(\RR)$ and the bi-invariant metrics on the solvable Lie groups of dimension four. On $\Heis_3(\RR)$ we prove that the property of the metric being naturally reductive is equivalent to the property of the center being non-dege…

2012-11-05abs ↗pdf ↗

We give a new characterization of flat affine manifolds in terms of an action of the Lie algebra of classical infinitesimal affine transformations on the bundle of linear frames. We characterize flat affine symplectic Lie groups using symplectic étale affine representations and as a consequence of this, we show that a …

2019-02-05abs ↗pdf ↗

Characterizes Lie groups with specific structures and finds a correspondence between carrollian and galilean Lie algebras.

problem Understanding Lie groups with specific structures.
method Using structure theory of metric Lie algebras and defining new Lie algebras with skew-symmetric derivations.
result A canonical correspondence between carrollian and galilean Lie algebras mediated by bargmannian Lie algebras.

Market valuation duration is 175 years, but drops to 46 years during crises.

problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

The paper studies symmetry reduction and optimal control on Riemannian manifolds.

problem Symmetry reduction and optimal control on Riemannian manifolds.
method Derivation of reduced equations of motion for variational problems on Lie groups and Riemannian homogeneous spaces.
result Derivation of geodesic equations and reduced equations of motion for various applications.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

2014-02-12abs ↗pdf ↗

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Let SO+(p,q)\mathrm{SO}^+(p,q) denote the identity connected component of the real orthogonal group with signature (p,q)(p,q). We give a complete description of the spaces of continuous and generalized translation- and SO+(p,q)\mathrm{SO}^+(p,q)-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

2016-02-28abs ↗pdf ↗

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

2016-02-18abs ↗pdf ↗

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

2013-06-10abs ↗pdf ↗