A new family of conformal test martingales based on Legendre polynomials for online exchangeability testing.
arXiv research
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We develop a new model for VIX derivatives with closed-form solutions.
New method reconstructs Black-Scholes option prices from current profiles.
The Runge-Kutta-Legendre scheme improves pricing American options and other derivatives.
Universal preconditioning reduces sequential prediction regret.
An analogue of the correspondence between GL(k)-conjugacy classes of matricial polynomials and line bundles is given for K-conjugacy classes, where K is one of the following: maximal parabolic, maximal torus, GL(k-1) embedded diagonally. The generalised Legendre transform construction of hyperkaehler metrics is studied…
Here we develop an option pricing method based on Legendre series expansion of the density function. The key insight, relying on the close relation of the characteristic function with the series coefficients, allows to recover the density function rapidly and accurately. Based on this representation for the density fun…
FiLM improves deep learning for long-term time series forecasting.
New knots share same Upsilon invariant despite different Alexander polynomials.
The paper studies surfaces with spherical curvature lines and their generation by constrained elastic curves.
The study examines Bertrand Legendre curves in the unit tangent bundle over Euclidean plane.
Paper defines curvature equivalence for Legendre curves in a plane.
A geometrization of Schmidt-Legendre transformation of the second order Lagrangians is proposed by building a proper Tulczyjew's triplet. The symplectic relation between Ostrogradsky-Legendre and Schmidt-Legendre transformations is obtained. Several examples are presented.
Legendre transformations link related integrable hierarchies.
The paper characterizes Legendre curves on trans-S-manifolds.
This paper classifies Legendre singularities of sub-Riemannian geodesics on surfaces.
Characterizes the Legendre involution on generic frontals.
We consider interpolating sesqui-harmonic Legendre curves in Sasakian space forms. We find the necessary and sufficient conditions for Legendre curves in Sasakian space forms to be interpolating sesqui-harmonic. Finally, we obtain an example for an interpolating sesqui-harmonic Legendre curve in a Sasakian space form.
Introduces Legendre bundle for dually flat manifolds and quantum field theories.
We perform global and local analysis of oscillatory and damped spherically symmetric fundamental solutions for Helmholtz operators in -dimensional, -radius hyperbolic and hyperspherical geometry, which represent Riemannian manifolds with positive constant…
The report analyzes Legendre decomposition for tensor data.
The paper studies a flow of Legendre curves, generalizing the inverse curvature flow of regular curves.
We introduce complex generalizations of the classical Legendre transform, operating on Kähler metrics on a compact complex manifold. These Legendre transforms give explicit local isometric symmetries for the Mabuchi metric on the space of Kähler metrics around any real analytic Kähler metric, answering a question origi…
Paper solves recovery of parametrizations from Legendre data.
Legendre curves are smooth plane curves which may have singular points, but still have a well defined smooth normal (and corresponding tangent) vector field. Because of the existence of singular points, the usual curvature concept for regular curves cannot be straightforwardly extended to these curves. However, Fukunag…
Following Burstall and Hertrich-Jeromin we study the Ribaucour transformation of Legendre submanifolds in Lie sphere geometry. We give an explicit parametrization of the resulted Legendre submanifold of a Ribaucour transformation, via a single real function which represents the regular Ribaucour sphere co…
We obtain geometric characterizations of isospectral minimal Riemannian Legendre foliations on compact Sasakian manifolds of constant -sectional curvature.
We present a novel nonnegative tensor decomposition method, called Legendre decomposition, which factorizes an input tensor into a multiplicative combination of parameters. Thanks to the well-developed theory of information geometry, the reconstructed tensor is unique and always minimizes the KL divergence from an inpu…
In some previous papers, a Legendre duality between Lagrangian and Hamiltonian Mechanics has been developed. The (ρ,η)-tangent application of the Legendre bundle morphism associated to a Lagrangian L or Hamiltonian H is presented. Using that, a Legendre description of Lagrangian Mechanics and Hamiltonian Mechanics is d…
This work proposes the Bregman-Tweedie classification model and analyzes the domain structure of the extended exponential function, an extension of the classic generalized exponential function with additional scaling parameter, and related high-level mathematical structures, such as the Bregman-Tweedie loss function an…
The general framework of Legendre transformation is extended to the case of symplectic groupoids, using an appropriate generalization of the notion of generating function (of a Lagrangian submanifold).
The paper studies area-preserving and length-preserving inverse curvature flow for planar curves with singularities.
In the present paper we study the Lie sphere geometry of Legendre surfaces by the method of moving frame and we prove an existence theorem for real-analytic Lie-minimal Legendre surfaces.
Normality equations describe Newtonian dynamical systems admitting normal shift of hypersurfaces. They were first derived in Euclidean geometry, then in Riemannian geometry. Recently they were rederived in more general case, when geometry of manifold is given by generalized Legendre transformation. As appears, in this …
In this article, we prove that there exists at least one chord which is characteristic of Reeb vector field connecting a given Legendre submanifold in a closed contact manifold with any contact form.
The theory of surfaces in Euclidean space can be naturally formulated in the more general context of Legendre surfaces into the space of contact elements. We address the question of deformability of Legendre surfaces with respect to the symmetry group of Lie sphere contact transformations from the point of view of the …
The goal of this short paper is to give condition for the completeness of the Binet-Legendre metric in Finsler geometry. The case of the Funk and Hilbert metrics in a convex domain are discussed.
We obtain the explicit representation of Legendre surfaces in the unit -sphere with harmonic mean curvature vector field, under the condition that the mean curvature function is constant along a certain special direction.
Study on triharmonic curves in f-Kenmotsu manifolds.
In this paper, Legendre curves on unit tangent bundle are given using rotation minimizing (RM) vector fields. Ruled surfaces corresponding to these curves are represented. Singularities of these ruled surfaces are also analyzed and classifed.
Machine learning methods are applied to finding the Green's function of the Anderson impurity model, a basic model system of quantum many-body condensed-matter physics. Different methods of parametrizing the Green's function are investigated; a representation in terms of Legendre polynomials is found to be superior due…
New PAC-Bayes bounds derived using Legendre transform and f-divergences.
The study examines null curves in specific geometric manifolds and their properties.
The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…
Characterizes special curves on surface tangent bundles.
Supplementary comments about generalized Lie algebroids are presented and a new point of view over the construction of the Lie algebroid generalized tangent bundle of a (dual) vector bundle is introduced. Using the general theory of exterior differential calculus for generalized Lie algebroids, a covariant derivative f…
We give the characterization of Arnol'd-Mather type for stable singular Legendre immersions. The most important building block of the theory is providing a module structure on the space of infinitesimal integral deformations by means of the notion of natural liftings of differential systems and of contact Hamiltonian v…
The paper studies transformations of Frobenius manifolds and their properties.