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arXiv research

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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16.7%33.3%50.0%66.7% · Jan 199319922001200920172026
48 results for Cauchy transformation

The paper finds transformation formulas for quaternionic complex structures.

problem Quaternionic projective invariance of kk-Cauchy-Fueter complex.
method Explicit transformation formulae under mSL(n+1,H){ m SL}(n+1,\mathbb{H}).
result Quaternionic projectively invariant operator and defining density.

Employing the Klein-Gordon equation, we propose a generalized Black-Scholes equation. In addition, we found a limit where this generalized equation is invariant under conformal transformations, in particular invariant under scale transformations. In this limit, we show that the stock prices distribution is given by a C…

2016-04-05abs ↗pdf ↗

We define a twistor-like transform of the equations of eleven-dimensional supergravity. More precisely these equations are encoded by the CR-structure on the twistor space P^{2*15+11|8*2+16}. In addition equations of the linearized eleven-dimensional supergravity adapted to the 3-form potential can be transformed into …

2012-06-01abs ↗pdf ↗

We provide fast algorithms for overconstrained p\ell_p regression and related problems: for an n×dn\times d input matrix AA and vector bRnb\in\mathbb{R}^n, in O(ndlogn)O(nd\log n) time we reduce the problem minxRdAxbp\min_{x\in\mathbb{R}^d} \|Ax-b\|_p to the same problem with input matrix A~\tilde A of dimension s×ds \times d and corr…

2012-07-19abs ↗pdf ↗

We prove identification of coefficients up to gauge by Cauchy data at the boundary for elliptic systems on oriented compact surfaces with boundary or domains of C\mathbb{C}. In the geometric setting, we fix a Riemann surface with boundary, and consider both a Dirac-type operator plus potential acting on sections of a …

2011-05-23abs ↗pdf ↗

Proposes a new latent variable model for hyperspherical latent spaces.

problem Efficiently modeling heavy-tailed distributions in hyperspherical latent spaces.
method Introduces spherical Cauchy (spCauchy) latent variables and applies Möbius transformations.
result Shows spCauchy recovers vMF geometry in high-concentration limits and avoids complex evaluations.

We study two kinds of transformation groups of a compact locally conformally Kahler (l.c.K.) manifold. First we study compact l.c.K. manifolds with parallel Lee form by means of the existence of a holomorphic l.c.K. flow. Next, we introduce the Lee-Cauchy-Riemann (LCR) transformations as a class of diffeomorphisms pres…

2001-05-05abs ↗pdf ↗

We characterize compact locally conformally Kähler (l.c.K.) manifolds under the assumption of a purely conformal, holomorphic circle action. As an application, we determine the structure of the compact l.c.K. manifolds with parallel Lee form. We introduce the Lee-Cauchy-Riemann (LCR) transformations as a class of diffe…

2000-11-08abs ↗pdf ↗

The 1-d Schrodinger flow on 2-sphere, the Gauss-Codazzi equation for flat Lagrangian submanifolds in C^n, and the space-time monopole equation are all examples of geometric soliton equations. The linear systems with a spectral parameter (Lax pair) associated to these equations satisfy the reality condition associated t…

2006-11-03abs ↗pdf ↗

We give the following results for Pinkall's central affine curve flow on the plane: (i) a systematic and simple way to construct the known higher commuting curve flows, conservation laws, and a bi-Hamiltonian structure, (ii) Baecklund transformations and a permutability formula, (iii) infinitely many families of explic…

2014-05-16abs ↗pdf ↗

Study solves optimal portfolio selection using HJB equation.

problem Optimal portfolio selection problem.
method Maximal monotone operator method, Banach fixed-point theorem, Fourier transform, monotone operators technique.
result Existence and uniqueness of solution to HJB equation.

New integral theorems improve density function estimations.

problem Improving density function estimations.
method Integrals based on cyclic functions and Riemann sums, Fourier integral theorem, Monte Carlo methods, variational approach, Cauchy residue theorem.
result Optimal cyclic functions minimize square integrals, improving density estimations.

Geometrically constructs twist-field correlation functions in CFT.

problem Understanding entanglement entropy in quantum systems.
method Using Cauchy-Hadamard renormalization of Polyakov anomaly integral on surfaces with conical singularities.
result Provides a purely mathematical interpretation of entanglement entropy results.

Proves well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.

problem Proving well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.
method Analyzes globally hyperbolic manifolds with complete spacelike Cauchy hypersurfaces.
result Proves well-posedness of the Cauchy problem for the Dirac operator.

Study solves inverse problems for real principal type operators using unique data sets and ray transforms.

problem Determining coefficients in real principal type equations from boundary data.
method Unique data sets, bicharacteristic ray transforms, and propagation of singularities.
result Global uniqueness results for determining coefficients in nonlinear real principal type equations.

Cauchy used infinitesimals in differential geometry and integral geometry.

problem Applying infinitesimals in differential and integral geometry.
method Using infinitesimals as numbers in differential and integral geometry.
result Valid application of infinitesimals in geometric probability, differential geometry, elasticity, and Dirac delta functions.

Paper introduces robust kernel ridge regression using Cauchy loss for handling various noise types.

problem Developing robust regression methods for noisy data.
method Introduces kernel Cauchy ridge regressor (KCRR) using Cauchy loss function.
result Establishes almost minimax-optimal convergence rate for KCRR in terms of L2L_2-risk.

Geometric approach to Dirac operator evolution on spacetimes.

problem Constructing the Cauchy evolution operator for Lorentzian Dirac operators.
method Realizing the operator as a sum of oscillatory integrals, relating to Feynman propagator.
result Relating Cauchy evolution operators to Feynman propagators and constructing Hadamard states.

A membrane technique, in which the symplectic and Ricci forms are integrated over surfaces in a complexification of the phase space, as well a ``creation" connection with zero curvature over lagrangian submanifolds, is used to obtain a unified quantization including a noncommutative algebra of functions, its representa…

1995-08-09abs ↗pdf ↗

We construct a sequence of commuting central affine curve flows on Rn\0R^n\backslash 0 invariant under the action of SL(n,R)SL(n,R) and prove the following results: (a) The central affine curvatures of a solution of the j-th central affine curve flow is a solution of the j-th flow of Gelfand-Dickey (GDn_n) hierarchy on the s…

2014-11-11abs ↗pdf ↗

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods cannot deal with dense noise effectively. In this paper, we propose Cauchy Princ…

2014-12-19abs ↗pdf ↗

The paper explores the injectivity of the light ray transform on Lorentzian manifolds.

problem Injectivity of the light ray transform on functions and tensors.
method Analyzes injectivity conditions for scalar and tensor fields on stationary and static Lorentzian manifolds.
result Injectivity of the light ray transform on functions and tensors is proven under specific conditions.

We consider (flat) Cauchy-complete GH spacetimes, i.e., globally hyperbolic flat lorentzian manifolds admitting some Cauchy hypersurface on which the ambient lorentzian metric restricts as a complete riemannian metric. We define a family of such spacetimes - model spacetimes - including four subfamilies: translation sp…

2004-02-16abs ↗pdf ↗

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

The zoology of singularities for Lorentzian manifold is slightly more complicated than for Riemannian manifolds. Our present work study Cauchy-compact globally hyperbolic singular flat spacetimes with extreme BTZ-like singular lines. We use the notion of BTZ-extension of a singular spacetime introduced in a previous pa…

2016-11-24abs ↗pdf ↗

Unique solutions found for diffusive martingale problems.

problem Finding unique solutions to Cauchy problems for diffusive real-valued strict local martingales.
method Provided sets of smooth functions under local Hölder and Engelbert-Schmidt conditions for unique classical and weak solutions.
result Unique solutions found for specific martingale models.

The paper solves the Cauchy problem for Friedrichs systems on specific spacetime manifolds.

problem Investigating the Cauchy problem for Friedrichs systems on globally hyperbolic manifolds with timelike boundaries.
method Admissible boundary conditions are imposed to show the existence and uniqueness of strong solutions. For hyperbolic systems, the Cauchy problem is also well-posed in the Hadamard sense.
result Existence and uniqueness of strong solutions for the Cauchy problem are proven under admissible boundary conditions.

Proves existence of Killing fields in smooth spacetimes with compact Cauchy horizons.

problem Existence of Killing fields in smooth spacetimes with compact Cauchy horizons.
method Normalized surface gravity of compact non-degenerate Cauchy horizons in smooth vacuum spacetimes.
result Proves the Isenberg-Moncrief conjecture on the existence of Killing fields.

The paper generalizes the Cauchy-Schwarz-Bunyakovsky inequality and applies it to elasticity problems.

problem Applying the Cauchy-Schwarz-Bunyakovsky inequality to elasticity problems.
method Presentation of discrete and integral forms, n-dimensional generalizations, and strengthened CBS inequality.
result The strengthened CBS inequality is crucial for elasticity problems.

Investigates new FF-structures and their Cauchy-Riemann properties.

problem Exploring new FF-structures satisfying specific polynomial conditions.
method Analyzes Cauchy-Riemann structure and integrability conditions.
result Identifies conditions for partial and complete integrability of FF-structures.

The paper solves a complex financial optimization problem using a novel mathematical technique.

problem Optimizing portfolio selection in financial markets.
method Maximal monotone operator method and Riccati transformation.
result Existence and uniqueness of a solution to the transformed parabolic equation in a Sobolev space.