arXiv research

Fast method developed for pricing barrier options and joint Lévy process distributions.

New method for efficient pricing of double barrier options in Lévy models.

Derives integral representations for a Lévy process and its extremum, hitting time, with fast evaluation.

We obtain a branched spherical CR structure on the complement of the figure eight knot with a given holonomy representation (called rho_2). There are essentially two boundary unipotent representations from the complement of the figure eight knot into PU(2,1), we call them rho_1 and rho_2. We make explicit some fundamen…

Using adiabatic limits of Eta invariants, Rho invariants of the total space of a fiber bundle are investigated. One concern is to formulate the aspects of local index theory for families of Dirac operator in terms of the odd signature operator, and place known results in a context which permits the treatment of Rho inv…

Researchers develop a formula to calculate rho invariant of Dehn surgeries on links.

Let G be a finitely generated discrete group. In this paper we establish vanishing results for rho-invariants associated to (i) the spin-Dirac operator of a spin manifold with positive scalar curvature (ii) the signature operator of the disjoint union of a pair of homotopy equivalent oriented manifolds with fundamental…

The equivariant rho-invariants studied in this paper are a version of the classical rho-invariants of Atiyah, Patodi, and Singer in the presence of an isometric involution. We compute these rho-invariants for all involutions on the 3-dimensional lens spaces with 1-dimensional fixed point sets, as well as for some invol…

This article is a follow up of the previous article of the authors on the analytic surgery of eta- and rho-invariants. We investigate in detail the (Atiyah-Patodi-Singer)-rho-invariant for manifolds with boundary. First we generalize the cut-and-paste formula to arbitrary boundary conditions. A priori the rho-invariant…

In this paper, we use localization algebras to study higher rho invariants of closed spin manifolds with positive scalar curvature metrics. The higher rho invariant is a secondary invariant and is closely related to positive scalar curvature problems. The main result of the paper connects the higher index of the Dirac …

We study noncommutative eta- and rho-forms for homotopy equivalences. We prove a product formula for them and show that the rho-forms are well-defined on the structure set. We also define an index theoretic map from L-theory to C*-algebraic K-theory and show that it is compatible with the rho-forms. Our approach, which…

Functoriality proved for higher rho invariants of elliptic operators.

Enhanced bounds on rho-invariants for 3-manifolds.

Let $X$ be a closed oriented connected topological manifold of dimension $n\geq 5$. The structure group of $X$ is the abelian group of equivalence classes of all pairs $(f, M)$ such that $M$ is a closed oriented manifold and $f\colon M \to X$ is an orientation-preserving homotopy equivalence. The main purpose of this a…

For any group G, we define a new characteristic series related to the derived series, that we call the torsion-free derived series of G. Using this series and the Cheeger-Gromov rho-invariant, we obtain new real-valued homology cobordism invariants rho_n for closed (4k-1)-dimensional manifolds. For 3-dimensional manifo…

We define the secondary invariants L^2- eta and -rho forms for families of generalized Dirac operators on normal coverings of fibre bundles. On the covering family we assume transversally smooth spectral projections, and Novikov--Shubin invariants bigger than 3(dim B+1) to treat the large time asymptotic for general op…

In this paper, we adapt part of Weinberger, Xie and Yu's breakthrough work, to define additive higher rho invariant for topological structure group by differential geometric version of signature operators, or in other words, unbounded Hilbert-Poincaré complexes.

We consider the set of solutions to the rho-vortex equations over a Kahler surface and prove a Uhlenbeck compactness result, namely that a sequence of solutions with the same energy converge to the sum of a solution of smaller energy and deltas of Dirac.

On a filtered probability space $(Ω,\mathcal{F},P,\mathbb{F}=(\mathcal{F}_t)_{t=0,\dotso,T})$, we consider stopper-stopper games $\overline V:=\inf_{\Rho\in\bT^{ii}}\sup_{τ\in\T}\E[U(\Rho(τ),τ)]$ and $\underline V:=\sup_{\Tau\in\bT^i}\inf_{ρ\in\T}\E[U(\Rho(τ),τ)]$ in discrete time, where $U(s,t)$ is $\mathcal{F}_{s\vee…

We prove that any nonabelian, non-Fuchsian representation of a surface group into PSL(2,R) is the holonomy of a folded hyperbolic structure on the surface. Using similar ideas, we establish that any non-Fuchsian representation rho of a surface group into PSL(2,R) is strictly dominated by some Fuchsian representation j,…

We show that if the connected sum of two knots with coprime Alexander polynomials has vanishing von Neumann rho-invariants associated with certain metabelian representations then so do both knots. As an application, we give a new example of an infinite family of knots which are linearly independent in the knot concorda…

We establish existence of the eta-invariant as well as of the Atiyah-Patodi-Singer and the Cheeger-Gromov rho-invariants for a class of Dirac operators on an incomplete edge space. Our analysis applies in particular to the signature, the Gauss-Bonnet and the spin Dirac operator. We derive an analogue of the Atiyah-Pato…

For a closed, oriented, odd dimensional manifold $X$, we define the rho invariant $ρ(X,E,H)$ for the twisted odd signature operator valued in a flat hermitian vector bundle $E$, where $H = \sum i^{j+1} H_{2j+1}$ is an odd-degree closed differential form on $X$ and $H_{2j+1}$ is a real-valued differential form of degree…

SBI provides more accurate pole positions than chi-squared minimization in model misspecification.

Let M be an orientable topological manifold of dimension m, m greater or equal to 5, with fundamental group $Γ$. Let S(M) be the topological structure set, endowed with the group structure induced by its identification with Ranicki's algebraic structure set. We prove that the (rationalized) rho map $ρ_Γ: S(M)\rightarro…

We provide explicit, simple, geometric formulas for free involutions rho of Euclidean spheres that are not conjugate to the antipodal involution. Therefore the quotient S^n/rho is a manifold that is homotopically equivalent but not diffeomorphic to RP^n. We use these formulas for constructing explicit non-trivial eleme…

We study primary and secondary invariants of leafwise Dirac operators on foliated bundles. Given such an operator, we begin by considering the associated regular self-adjoint operator $D_m$ on the maximal Connes-Skandalis Hilbert module and explain how the functional calculus of $D_m$ encodes both the leafwise calculus…

In this paper, we study the space of metrics of positive scalar curvature using methods from coarse geometry. Given a closed spin manifold M with fundamental group G, Stephan Stolz introduced the positive scalar curvature exact sequence, in analogy to the surgery exact sequence in topology. It calculates a structure gr…

We show that for each Seifert form of an algebraically slice knot with nontrivial Alexander polynomial, there exists an infinite family of knots having the Seifert form such that the knots are linearly independent in the knot concordance group and not concordant to any knot with coprime Alexander polynomial. Key ingred…

Defines rho numbers for metrics with positive scalar curvature.

This paper proposes a new class of copulas which characterize the set of all twice continuously differentiable copulas. We show that our proposed new class of copulas is a new generalized copula family that include not only asymmetric copulas but also all smooth copula families available in the current literature. Spea…

We prove an Atiyah-Patodi-Singer index theorem for Dirac operators twisted by C*-vector bundles. We use it to derive a general product formula for eta-forms and to define and study new rho-invariants generalizing Lott's higher rho-form. The higher Atiyah-Patodi-Singer index theorem of Leichtnam-Piazza can be recovered …

A G-coloured knot is a knot together with a representation of its knot group onto G. Two G-coloured knots are said to be rho-equivalent if they are related by surgery around unit framed unknots in the kernels of their colourings. The induced local move is a G-coloured analogue of the crossing change. For certain famili…

We define families of invariants for elements of the mapping class group of S, a compact orientable surface. Fix any characteristic subgroup H of pi_1(S) and restrict to J(H), any subgroup of mapping classes that induce the identity modulo H. To any unitary representation, r of pi_1(S)/H we associate a higher-order rho…

We prove that, if M is a compact oriented manifold of dimension 4k+3, where k>0, such that pi_1(M) is not torsion-free, then there are infinitely many manifolds that are homotopic equivalent to M but not homeomorphic to it. To show the infinite size of the structure set of M, we construct a secondary invariant tau_(2):…

We show that the L^2-torsion and the von Neumann rho-invariant give rise to commensurability invariants of knots.

We study the eta-invariant, defined by Atiyah-Patodi-Singer a real valued invariant of an oriented odd-dimensional Riemannian manifold equipped with a unitary representation of its fundamental group. When the representation varies analytically, the corresponding eta-invariant may have an integral jump, known also as th…

An SU(3)- or SU(1,2)-structure on a 6-dimensional manifold N^6 can be defined as a pair of a 2-form omega and a 3-form rho. We prove that any analytic SU(3)- or SU(1,2)-structure on N^6 with d omega^2 =0 can be extended to a parallel Spin(7)- or Spin_0(3,4)-structure Phi that is defined on the trivial disc bundle N^6\t…

New method improves Bayesian optimization by considering budget and prior quality.

This study presents new analytic approximations of the stochastic-alpha-beta-rho (SABR) model. Unlike existing studies that focus on the equivalent Black-Scholes (BS) volatility, we instead derive the equivalent constant-elasticity-of-variance (CEV) volatility. Our approach effectively reduces the approximation error i…

We discuss an infinite class of metabelian Von Neumann rho-invariants. Each one is a homomorphism from the monoid of knots to the real line. In general they are not well defined on the concordance group. Nonetheless, we show that they pass to well defined homomorphisms from the subgroup of the concordance group generat…

We consider sequences of finitely generated discrete subgroups Gamma_i=rho_i(Gamma) of a rank 1 Lie group G, where the representations rho_i are not necessarily faithful. We show that, for algebraically convergent sequences (Gamma_i), unless Gamma_i's are (eventually) elementary or contain normal finite subgroups of ar…

Given a closed smooth manifold M which carries a positive scalar curvature metric, one can associate an abelian group P(M) to the space of positive scalar curvature metrics on this manifold. The group of all diffeomorphisms of the manifold naturally acts on P(M). The moduli group of positive scalar curvature metrics is…

Let $Γ$ be a f.g. discrete group and let $\tilde M$ be a Galois $Γ$-covering of a smooth closed manifold $M$. Let $S_*^Γ(\tilde{M})$ be the analytic structure group, appearing in the Higson-Roe analytic surgery sequence $\to S_*^Γ(\tilde M)\to K_*(M)\to K_*(C_r^*Γ)\to$. We prove that for an arbitrary discrete group $Γ$…

In this paper, we present simple algorithms for Dueling Bandits. We prove that the algorithms have regret bounds for time horizon T of order O(T^rho ) with 1/2 <= rho <= 3/4, which importantly do not depend on any preference gap between actions, Delta. Dueling Bandits is an important extension of the Multi-Armed Bandit…

Improved Bayesian inference via variational approximations of generalized rho-posteriors.

Analytical approximations for Asian option sensitivities in Black-Scholes model.

In this paper, we discuss relations among several invariants of 3-manifolds including Meyer's function, the eta-invariant, the von Neumann rho-invariant and the Casson invariant from the viewpoint of the mapping class group of a surface.