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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.

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17355269 · May 202619922001200920172026
48 results for Harish-Chandra Schwartz algebra

We discuss `hd-compactifications' of $\SL(2,\bbK)$ for $\bbK=\bbC$ or $\bbR.$ These are compact manifolds with boundary on which both the Schwartz and the Harish-Chandra Schwartz spaces are shown to be relatively standard spaces of conormal functions relative to the boundary. Closure under convolution and other module …

2018-12-10abs ↗pdf ↗

The study proves a geometric result related to Harish-Chandra's theorem.

problem Understanding the relationship between symmetric submanifolds and Harish-Chandra's theorem.
method Analyzing maximal tori in Clifford tori within Euclidean spaces.
result A compact, intrinsically symmetric submanifold is extrinsically symmetric if and only if its maximal tori are Clifford tori.

The paper extends algebraic constructions to Z\mathbb Z-graded manifolds and Lie algebroids.

problem Addressing algebraic constructions in groupoids, algebroids, and Z\mathbb Z-graded manifolds.
method Generalizing results of integration of N\mathbb N-graded Lie algebras to Z\mathbb Z-graded case and extending to algebroids.
result Extension of Harish-Chandra pairs to algebroids and examples of application.

We discuss the `hd-compactification' of a semi-simple Lie group to a manifold with corners; it is the real analog of the wonderful compactification of deConcini and Procesi. There is a 1-1 correspondence between the boundary faces of the compactification and conjugacy classes of parabolic subgroups with the boundary fa…

2019-10-07abs ↗pdf ↗

Extends Kostant's results to symmetric pairs in Clifford algebras.

problem Analyzing k\mathfrak{k}-invariants in Clifford algebras of symmetric pairs.
method Proves Cartan theorem, transgression theorem, Harish-Chandra isomorphism, and Clifford algebra conjecture for relative case.
result Establishes a relative transgression theorem and Harish-Chandra isomorphism for Clifford algebras.

We construct an algebra of smooth functions over the tangent groupoid associated to any Lie groupoid. This algebra is a field of algebras over the closed interval [0, 1] which fiber at zero is the algebra of Schwartz functions over the Lie algebroid, whereas any fiber out of zero is the convolution algebra of the initi…

2008-02-25abs ↗pdf ↗

It is known that there exists a natural functor ΦΦ from Lie supergroups to super Harish-Chandra pairs. A functor going backwards, that associates a Lie supergroup with each super Harish-Chandra pair, yielding an equivalence of categories, was found by Koszul [18]; this result was later extended by other authors, to di…

2016-09-09abs ↗pdf ↗

This paper is based on the introduction to the monograph ``Double affine Hecke algebras'' to be published by Cambridge University Press. The connections with Knizhnik-Zamolodchikov equations, Kac-Moody algebras, tau-function, harmonic analysis on symmetric spaces, and special functions are discussed. The rank one case …

2004-04-17abs ↗pdf ↗

Motivated by the study of Hörmander's sums-of-squares operators and their generalizations, we define the convolution algebra of transverse distributions associated to a singular foliation. We prove that this algebra is represented as continuous linear operators on the spaces of smooth functions and generalized function…

2019-10-07abs ↗pdf ↗

We explain how the Harish-Chandra Plancherel Theorem and results in relative Lie algebra cohomology can be used in order to compute in a uniform way the L2L^2-Betti numbers, the Novikov-Shubin invariants, and the L2L^2-torsion of compact locally symmetric spaces thus completing results previously obtained by Borel, Lot…

2000-09-04abs ↗pdf ↗

The paper develops a method for stochastic differential equations on manifolds using Schwartz morphisms and diffusion generators.

problem Representing stochastic differential equations on smooth manifolds.
method Using Schwartz morphisms and diffusion generators to construct SDEs on manifolds.
result An extended Ito formula for SDEs on manifolds.

We prove a generalization of a theorem of Borel-Harish-Chandra on closed orbits of linear actions of reductive groups. Consider a real reductive algebraic group GG acting linearly and rationally on a real vector space VV. GG can be viewed as the real points of a complex reductive group GCG^\mathbb C which acts on $V…

2008-06-23abs ↗pdf ↗

The main result in this paper is a fixed point formula for equivariant indices of elliptic differential operators, for proper actions by connected semisimple Lie groups on possibly noncompact manifolds, with compact quotients. For compact groups and manifolds, this reduces to the Atiyah-Segal-Singer fixed point formula…

2017-01-30abs ↗pdf ↗

Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.

problem Inability of the Brennan-Schwartz algorithm to solve American options under negative interest rates.
method Two sweeps of the Brennan-Schwartz algorithm in two directions.
result Recovery of the exact solution for American options under negative rates.

The Schwartz-Smith model parameters are estimated using Kalman Filter with additional constraints.

problem Estimating parameters of the Schwartz-Smith model for risk-neutral pricing of futures contracts.
method Kalman Filter method with additional constraints to address parameter identification problem.
result The obtained parameter estimates are the conditional Maximum Likelihood Estimators (MLEs) evaluated within the Kalman Filter.

Let λ:G~Gλ: \tilde{G}\to G be the non-trivial double covering of the symplectic group G=Sp(V,ω)G=Sp(V,ω) of the symplectic vector space (V,ω)(V,ω) by the metaplectic group G~=Mp(V,ω).\tilde{G}=Mp(V,ω). In this case, λλ is also a representation of G~\tilde{G} on the vector space VV and thus, it gives rise to the representation of $\tilde{G…

2008-05-19abs ↗pdf ↗

Recently the space-time foam differential algebras of generalized functions with dense singularities were introduced, motivated by the so called space-time foam structures in General Relativity with dense singularities, and by Quantum Gravity. A variety of applications of these algebras has been presented, among them, …

2006-06-15abs ↗pdf ↗

We define the spaces of Schwartz functions, tempered functions and tempered distributions on manifolds definable in polynomially bounded o-minimal structures. We show that all the classical properties that these spaces have in the Nash category, as first studied in Fokko du Cloux's work, also hold in this generalized s…

2018-02-04abs ↗pdf ↗

In the paper "Pappus's theorem and the modular group", R. Schwartz constructed a 2-dimensional family of faithful representations ρΘρ_Θ of the modular group PSL(2,Z)\mathrm{PSL}(2,\mathbb{Z}) into the group G\mathscr{G} of projective symmetries of the projective plane via Pappus Theorem. The image of the unique index 2 subg…

2016-10-13abs ↗pdf ↗

Study asymptotics of extension and orthogonal Bergman kernels for high tensor powers of positive line bundles.

problem Asymptotic behavior of Bergman kernels for high tensor powers of positive line bundles.
method Analyzing the Schwartz kernel of the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector, proving exponential estimates and asymptotic expansions.
result Explicit asymptotic expansions for the Ohsawa-Takegoshi extension operator and orthogonal Bergman projector.

We propose a new method for studying nn- and ΓΓ-cohomology of globalizations of Harish-Chandra modules, where G=KANG=KAN is a rank one semisimple Lie group, ΓΓ is a discrete subgroup of GG and n=Lie(N)n=Lie(N). We prove a conjecture of Patterson relating the singularities of Selberg zeta functions with the ΓΓ-cohomology of…

1994-11-18abs ↗pdf ↗

Paper optimizes neural networks for Bermudan option pricing with faster convergence and risk management tools.

problem Efficiently pricing Bermudan options with static hedging and risk management.
method Monte-Carlo-based artificial neural network framework with novel optimisation algorithm.
result The proposed neural network accelerates convergence and provides improved risk management tools.

PDSim simulates and estimates commodity futures prices using polynomial diffusion models.

problem Simulating and estimating commodity futures prices using polynomial diffusion models.
method Developed an R package with a Shiny app for simulation and estimation of commodity futures prices using polynomial diffusion models.
result PDSim is the only package specifically designed for the simulation and estimation of the polynomial diffusion model.

We give an algebraic/geometric characterization of the classical pseudodifferential operators on a smooth manifold in terms of the tangent groupoid and its natural R+×\mathbb{R}^\times_+-action. Specifically, we show that a properly supported semiregular distribution on M×MM\times M is the Schwartz kernel of a classical …

2015-11-02abs ↗pdf ↗

The momentum ray transform IkI^k integrates a rank mm symmetric tensor field ff over lines of Rn{\R}^n with the weight tkt^k: $ (I^k\!f)(x,ξ)=\int_{-\infty}^\infty t^kłf(x+tξ),ξ^m\r\,dt. $ We give the range characterization for the operator f(I0 ⁣f,I1 ⁣f,,Im ⁣f)f\mapsto(I^0\!f,I^1\!f,\dots, I^m\!f) on the Schwartz space of rank mm smo…

2019-09-17abs ↗pdf ↗