arXiv research

Researchers extend Gamma index theorem to non-compact spacetimes.

We consider discrete subgroups Gamma of the simply connected Lie group SU~(1,1), the universal cover of SU(1,1), of finite level, i.e. the subgroup intersects the centre of SU~(1,1) in a subgroup of finite index, this index is called the level of the group. The Killing form induces a Lorentzian metric of constant curva…

This paper and its sequel prove a generalization of the usual gluing theorem for two index 1 pseudoholomorphic curves u_+ and u_- in the symplectization of a contact 3-manifold. We assume that for each embedded Reeb orbit gamma, the total multiplicity of the negative ends of u_+ at covers of gamma agrees with the total…

Let Gamma be a finitely generated, amenable group. Using an idea of E Ghys, we prove that if Gamma has a nontrivial, orientation-preserving action on the real line, then Gamma has an infinite, cyclic quotient. (The converse is obvious.) This implies that if Gamma has a faithful action on the circle, then some finite-in…

There is an established bijection between finite-index subgroups Gamma of Gamma(2) and bipartite graphs on surfaces, or, equivalently, certain triples of permutations. We utilize this relationship to study both congruence and noncongruence subgroups in terms of the corresponding graphs. We show some elementary criteria…

Let P be the right-angled dodecahedron or 120-cell in hyperbolic space, and let W be the group generated by reflections across codimension-one faces of P. We prove that if Gamma is a torsion-free subgroup of minimal index in W, then the corresponding hyperbolic manifold H^n/Gamma is determined up to homeomorphism by Ga…

Let G be a finite group and let M be a G-manifold. We introduce the concept of generalized orbifold invariants of M/G associated to an arbitrary group Gamma, an arbitrary Gamma-set, and an arbitrary covering space of a connected manifold Sigma whose fundamental group is Gamma. Our orbifold invariants have a natural and…

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found lower and upper bounds for the indices and discuss the efficiencies of the models…

The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form $Pr(X>x) ~ x**(-alpha) for gamma< x <infinity. The selection of the threshold parameter gamma$ from empirical d…

Modeling stock returns and volatility using a bivariate gamma generalized Laplace law.

We give a parametrix construction for the signature operator on any compact, oriented, stratified pseudomanifold X which satisfies the Witt condition. This construction is inductive. It is then used to show that the signature operator is essentially self-adjoint and has discrete spectrum of finite multiplicity, so that…

A new model uses a Levy-driven process to value credit index swaptions.

If Gamma is any finite graph, then the unlabelled configuration space of n points on Gamma, denoted UC^n(Gamma), is the space of n-element subsets of Gamma. The braid group of Gamma on n strands is the fundamental group of UC^n(Gamma). We apply a discrete version of Morse theory to these UC^n(Gamma), for any n and any …

The paper defines signatures for Witt spaces with boundary and proves their equality.

The group Gamma of automorphisms of the polynomial kappa(x,y,z) = x^2 + y^2 + z^2 - xyz -2 is isomorphic to PGL(2,Z) semi-direct product with (Z/2+Z/2). For t in R, Gamma-action on ktR = kappa^{-1}(t) intersect R displays rich and varied dynamics. The action of Gamma preserves a Poisson structure defining a Gamma-invar…

Study evaluates hedging strategies for S&P500 index options.

The study examines how gamma positivity and PL homeomorphism types affect simplicial spheres.

GG distribution improves option pricing for negatively skewed spot price distributions.

We prove that for any euclidean ring R and n at least 6, Gamma=SL_n(R) has no unbounded quasi-homomorphisms. From Bavard's duality theorem, this means that the stable commutator length vanishes on Gamma. The result is particularly interesting for R = F[x] for a certain field F (such as the field C of complex numbers, b…

We study properties of irreducible and completely reducible representations of finitely generated groups Gamma into reductive algebraic groups G in in the context of the geometric invariant theory of the G-action on Hom(Gamma,G) by conjugation. In particular, we study properties of character varieties, X_G(Gamma)=Hom(G…

In this work we afford the statistical characterization of a linear Stochastic Volatility Model featuring Inverse Gamma stationary distribution for the instantaneous volatility. We detail the derivation of the moments of the return distribution, revealing the role of the Inverse Gamma law in the emergence of fat tails,…

The Deligne groupoid is a functor from nilpotent differential graded Lie algebras concentrated in positive degrees to groupoids; in the special case of Lie algebras over a field of characteristic zero, it gives the associated simply connected Lie group. We generalize the Deligne groupoid to a functor gamma from L-infin…

Bayesian analysis of financial time series using R-INLA.

Study on symmetric operators on non-compact manifolds, focusing on their index modulo 2.

Proves a lattice version of the Atiyah-Singer index theorem.

Formulates Index III lemma and Rauch III theorem with applications.

Explain Arnold's proof of the Morse index theorem using Maslov index.

Let N be a regular branched cover of a homology 3-sphere M with deck group G isomorphic to Z_2^d and branch set a trivalent graph Gamma; such a cover is determined by a coloring of the edges of Gamma with elements of G. For each index-2 subgroup H of G, M_H = N/H is a double branched cover of M. Sakuma has proved that …

We give a short proof of the Morse index theorem for geodesics in semi-Riemannian manifolds by using K-theory. This makes the Morse index theorem reminiscent of the Atiyah-Singer index theorem for families of selfadjoint elliptic operators.

Researchers prove an equivariant index theorem on Euclidean space.

We consider singular foliations of codimension one on 3-manifolds, in the sense defined by A. Haefliger as being Gamma_1-structures. We prove that under the obvious linear embedding condition, they are Gamma_1-homotopic to a regular foliation carried by an open book or a twisted open book. The latter concept is introdu…

Extends a theorem for first-order elliptic operators on manifolds.

The theorems of M. Ratner, describing the finite ergodic invariant measures and the orbit closures for unipotent flows on homogeneous spaces of Lie groups, are extended for actions of subgroups generated by unipotent elements. More precisely: Let G be a Lie group (not necessarily connected) and Gamma a closed subgroup …

For any 3-manifold M and any nonnegative integer g, we give here examples of metrics on M each of which has a sequence of embedded minimal surfaces of genus g and without Morse index bounds. On any spherical space form S^3/Gamma we construct such a metric with positive scalar curvature. More generally we construct such…

The paper proves an index theorem for loop spaces of compact manifolds.

In this paper, we prove a local equivariant index theorem for sub-signature operators which generalizes the Zhang's index theorem for sub-signature operators.

Proves an equivariant version of index theorem for geometric families.

We prove an index theorem for families of linear periodic Hamiltonian systems, which is reminiscent of the Atiyah-Singer index theorem for selfadjoint elliptic operators. For the special case of one-parameter families, we compare our theorem with a classical result of Salamon and Zehnder. Finally, we use the index theo…

The kth finite subset space of a topological space X is the space exp_k X of non-empty finite subsets of X of size at most k, topologised as a quotient of X^k. The construction is a homotopy functor and may be regarded as a union of configuration spaces of distinct unordered points in X. We calculate the homology of th…

Study compares parametric and Hermite-based models for option pricing.

We establish a mod 2 index theorem for real vector bundles over 8k+2 dimensional compact pin$^-$ manifolds. The analytic index is the reduced $η$ invariant of (twisted) Dirac operators and the topological index is defined through $KO$-theory. Our main result extends the mod 2 index theorem of Atiyan and Singer to non-o…

Extends index theorem to domain walls with discontinuous Riemannian connections.

In this note, we prove an index theorem on Galois covering for Heisenberg elliptic differential operators, which is not elliptic, analogous to Atiyah's $Γ$-index theorem. This note also contains an example of Heisenberg differential operators with non-trivial $Γ$-index.

Atiyah-Singer theorem links math fields, predicts topological insights.

Massive fermions help understand index theorems without chiral symmetry.

Abstract: Review of Index theorem and its applications.

A recent anomaly computation of Horava and Witten is proved and generalized in the form of two index theorems in odd dimensions. Theorem A is a fixed point formula for orientation-reversing involutions. Theorem B is an index theorem for manifolds with boundary using local boundary conditions. Both hold for families of …

Proposes deep hedging for index options using implied volatility surface.