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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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21426283 · Jun 202019922001200920172026
48 results for Gauss sums

Paper presents a fast algorithm for pricing Bermudan swaptions under the two-factor Hull-White model.

problem Evaluating Bermudan swaption prices under the two-factor Hull-White model with high computational efficiency.
method Discretization of expected value calculation, Gaussian kernel sums, fast Gauss transform, grid rotation for stability.
result Significant reduction in computation time and improved stability for correlation close to -1.

We prove a reciprocity formula between Gauss sums that is used in the computation of certain quantum invariants of 3-manifolds. Our proof uses the discriminant construction applied to the tensor product of lattices.

2005-12-02abs ↗pdf ↗

We prove that the expectation value of the index function i(x) over a probability space of injective function f on any finite simple graph G=(V,E) is equal to the curvature K(x) at the vertex x. This result complements and links Gauss-Bonnet sum K(x) = chi(G) and Poincare-Hopf sum i(x) = chi(G) which both hold for arbi…

2012-02-21abs ↗pdf ↗

The curvature of Gauss maps for flat submanifolds is studied in space forms.

problem Understanding the curvature of Gauss maps for flat submanifolds in space forms.
method Analyzing the Codazzi symmetry and using the Weingarten operators to derive the Riemann curvature tensor.
result The Riemann curvature tensor of the Gauss image is determined by the curvature and Weingarten operators of the original submanifold.

Using the Fiedler-Polyak-Viro Gauss diagram formulas we study the Vassiliev invariants of degree 2 and 3 on almost positive knots. As a consequence we show that the number of almost positive knots of given genus or unknotting number grows polynomially in the crossing number, and also recover and extend, inter alia to t…

1998-03-17abs ↗pdf ↗

Proves conjecture linking WRT invariants and homological blocks for plumbed 3-manifolds.

problem Proving a conjecture about Witten-Reshetikhin-Turaev invariants and homological blocks for plumbed 3-manifolds.
method Developed a new technique for asymptotic expansions to compare WRT invariants and homological blocks, proving vanishing of weighted Gauss sums.
result Proved conjecture stating WRT invariants are radial limits of homological blocks.

Second-order economic theory considers new variables to improve price volatility predictions.

problem Current economic models focus on first-order variables, missing second-order variables that affect price volatility.
method Introduces second-order economic theory with new variables composed of sums of squares of agents' transactions.
result Second-order economic theory complements first-order variables and introduces new macroeconomic variables.

Study on Gauss maps of minimal surfaces over projective hypersurfaces.

problem Analyzing the Gauss map's behavior on minimal surfaces over projective hypersurfaces.
method Established a modified defect relation for the Gauss map on annular ends of minimal surfaces for hypersurfaces of projective varieties in subgeneral position.
result The image of the Gauss map cannot omit all hypersurfaces if the map is nondegenerate over a certain condition.

We prove that a 3--dimensional hyperbolic cusp with convex polyhedral boundary is uniquely determined by its Gauss image. Furthermore, any spherical metric on the torus with cone singularities of negative curvature and all closed contractible geodesics of length greater than 2π is the metric of the Gauss image of som…

2009-08-14abs ↗pdf ↗

The Black-Scholes model anticipates rather well the observed prices for options in the case of a strike price that is not too far from the current price of the underlying asset. Some useful extensions can be obtained by an adequate modification of the coefficients in the Black-Scholes equation. We investigate from a ma…

2013-10-15abs ↗pdf ↗

Let (M,g)(M,g) be a two dimensional compact Riemannian manifold of genus g(M)>1g(M)>1. Let ff be a smooth function on MM such that f0,f≢0,minMf=0.f \ge 0, \quad f\not\equiv 0, \quad \min_M f = 0. Let p1,,pnp_1,\ldots,p_n be any set of points at which f(pi)=0f(p_i)=0 and D2f(pi)D^2f(p_i) is non-singular. We prove that for all sufficiently small $λ>…

2014-07-08abs ↗pdf ↗

This is a sequel to the paper [Cas]. Here, we extend the methods of Farb-Wolfson using the theory of FI_G-modules to obtain stability of equivariant Galois representations of the etale cohomology of orbit configuration spaces. We establish subexponential bounds on the growth of unstable cohomology, and then use the Gro…

2017-03-21abs ↗pdf ↗

In this paper we prove a formula for the analytic index of a basic Dirac-type operator on a Riemannian foliation, solving a problem that has been open for many years. We also consider more general indices given by twisting the basic Dirac operator by a representation of the orthogonal group. The formula is a sum of int…

2010-08-10abs ↗pdf ↗

Paper introduces new link homotopy invariants and applies them to 3-bouquet graphs.

problem Milnor's triple linking number and its applications in link homotopy.
method Developed new integer-valued link homotopy invariants and applied them to 3-bouquet graphs.
result Found new integer-valued invariants derived from four terms summing to Milnor's triple linking number.

Goussarov, Polyak, and Viro proved that finite type invariants of knots are ``finitely multi-local'', meaning that on a knot diagram, sums of quantities, defined by local information, determine the value of the knot invariant. The result implies the existence of Gauss diagram combinatorial formulas for finite type inva…

2007-11-26abs ↗pdf ↗

Paper shows how to represent Milnor's triple linking number using chord diagrams and doodle invariants.

problem Tackles the representation of Milnor's triple linking number.
method Establishes an analogous description for Milnor's triple linking number using counts of chord diagrams and doodle invariants.
result Shows that Milnor's triple linking number can be represented in terms of chord diagrams and doodle invariants.

We propose two new approaches to the Tannakian Galois groups of holonomic D-modules on abelian varieties. The first is an interpretation in terms of principal bundles given by the Fourier-Mukai transform, which shows that they are almost connected. The second constructs a microlocalization functor relating characterist…

2016-04-08abs ↗pdf ↗

Gauss diagrams' properties can change with Hamiltonian cycle choice.

problem The impact of Hamiltonian cycle choice on Gauss diagrams.
method Examined realizable and unrealizable Gauss diagrams, and proved preservation of realizability under certain Hamiltonian cycle changes.
result Properties of Gauss diagrams can vary with Hamiltonian cycle choice.

By defining combinatorial moves, we can define an equivalence relation on Gauss words called homotopy. In this paper we define a homotopy invariant of Gauss words. We use this to show that there exist Gauss words that are not homotopically equivalent to the empty Gauss word, disproving a conjecture by Turaev. In fact, …

2009-01-31abs ↗pdf ↗

This paper proves a conjecture linking quantum modular forms and WRT invariants for specific graphs.

problem Proving a conjecture about quantum modular forms and WRT invariants for unimodular H-graphs.
method Constructed finite sums of rational functions, studied weighted Gauss sums, and combined results to prove the conjecture.
result WRT invariants of H-graphs yield quantum modular forms of depth two and weight one.

We discuss Gauss codes of virtual diagrams and virtual doodles. The notion of a left canonical Gauss code is introduced and it is shown that oriented virtual doodles are uniquely presented by left canonical Gauss codes.

2018-06-15abs ↗pdf ↗

Incorrect parity-based descriptions of realizable Gauss diagrams found, but bipartite graphs provide a valid approach.

problem Incorrect descriptions of realizable Gauss diagrams using parity conditions.
method Used bipartite graphs to describe realizable Gauss diagrams.
result Realizable Gauss diagrams can be accurately described using bipartite graphs.

Study rotational surfaces with prescribed Gauss curvature in 3D space.

problem Classify and analyze rotational surfaces with prescribed Gauss curvature.
method Phase plane analysis and mild assumptions on the prescribed function.
result Existence of singular radial solutions intersecting orthogonally the axis of rotation.

We consider a locally trivial fiber bundle π:EMπ: E \to M over a compact oriented two-dimensional manifold MM, and a section ss of this bundle defined over MΣM \setminus Σ, where ΣΣ is a discrete subset of MM. We call the set ΣΣ the set of singularities of the section s:MΣEs : M \setminus Σ\to E. We assume that the beh…

2015-10-05abs ↗pdf ↗

Study on Gauss images of specific minimal surfaces with finite curvature.

problem Characterizing Gauss images of minimal surfaces with finite total curvature.
method Analyzing the number and weight of omitted and totally ramified values of Gauss maps.
result Construction of new minimal surfaces with specific Gauss map properties.

Study on rotational hypersurfaces with constant Gauss-Kronecker curvature.

problem Exploring hypersurfaces with constant Gauss-Kronecker curvature.
method Solving ODE for generating curves and analyzing geometric properties.
result Discovery of non-compact rotational hypersurfaces with negative Gauss-Kronecker curvature and finite volume.

The paper studies the space of Gauss maps of complete minimal surfaces and their homotopy types.

problem Understanding the space of Gauss maps of complete minimal surfaces and their homotopy types.
method Proves the Gauss map assignment is a Serre fibration and determines the homotopy type of the space of meromorphic functions.
result The space of meromorphic functions on MM that are the Gauss map of a complete full conformal minimal immersion has the same homotopy type as the space of all continuous maps from MM to the 2-sphere.

We write the Euler characteristic X(G) of a four dimensional finite simple geometric graph G=(V,E) in terms of the Euler characteristic X(G(w)) of two-dimensional geometric subgraphs G(w). The Euler curvature K(x) of a four dimensional graph satisfying the Gauss-Bonnet relation sum_x K(x) = X(G) can so be rewritten as …

2013-07-15abs ↗pdf ↗

The Gauss Image Measure uniquely identifies dual convex bodies up to dilation.

problem Identifying dual convex bodies based on their Gauss Image Measure.
method Analyzing the Gauss Image Measure and its properties to establish the uniqueness of dual bodies.
result Dual convex bodies are equal up to a dilation on each path-connected component of the support of the measure.

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

problem Estimating the Morse index of anisotropic minimal surfaces.
method Local analysis of Gauss map, conformal geometric techniques applied to the Gauss map.
result Upper and lower estimates for the Morse index of anisotropic minimal surfaces.

Study classifies hypersurfaces in 4D Lorentz-Minkowski space using specific operators.

problem Classifying tubular hypersurfaces in 4D Lorentz-Minkowski space.
method Analysis of Gauss map and linearized operators L1\mathcal{L}_{1} and L2\mathcal{L}_{2}.
result Classifications of hypersurfaces with specific types of Gauss maps.

We study the Gauss map of minimal surfaces in the Heisenberg group Nil3\mathrm{Nil}_3 endowed with a left-invariant Riemannian metric. We prove that the Gauss map of a nowhere vertical minimal surface is harmonic into the hyperbolic plane H2\mathbb{H}^2. Conversely, any nowhere antiholomorphic harmonic map into $\mathbb{…

2006-06-13abs ↗pdf ↗

We show that the emerging field of discrete differential geometry can be usefully brought to bear on crystallization problems. In particular, we give a simplified proof of the Heitmann-Radin crystallization theorem (R. C. Heitmann, C. Radin, J. Stat. Phys. 22, 281-287, 1980), which concerns a system of NN identical at…

2016-04-29abs ↗pdf ↗