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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.

168,657 papers · 148 categories

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48 results for Levi non-degenerate

New classification of complex hypersurfaces in 3D.

problem Classifying simply-transitive Levi non-degenerate hypersurfaces in C3\mathbb{C}^3.
method Novel Lie algebraic approach, new coordinate-free formula for quartic tensor.
result Unique non-tubular model with geometric relations to planar equi-affine geometry.

Hypersurface type CR-structures with non-degenerate Levi form on a manifold of dimension (2n+1)(2n+1) have maximal symmetry dimension n2+4n+3n^2+4n+3. We prove that the next (submaximal) possible dimension for a (local) symmetry algebra is n2+4n^2+4 for Levi-indefinite structures and n2+3n^2+3 for Levi-definite structures when $n>1…

2015-09-21abs ↗pdf ↗

The paper solves heat kernel asymptotics on non-degenerate CR manifolds.

problem Existence of small-time asymptotics for the heat kernel of the Kohn Laplacian on CR manifolds.
method Analytic methods and spectral theory for CR manifolds.
result Established small-time asymptotics for the heat kernel and analytic torsion on non-degenerate CR manifolds.

We classify all compact simply connected homogeneous CR manifolds MM of codimension one and with non-degenerate Levi form up to CR equivalence. The classification is based on our previous results and on a description of the maximal connected compact group G(M)G(M) of automorphisms of MM. We characterize also the standa…

2000-12-12abs ↗pdf ↗

We classify the tube domains in C^4 with affinely homogeneous base whose boundary contains a non-degenerate affinely homogeneous hypersurface. It follows that these domains are holomorphically homogeneous and amongst them there are four new examples of unbounded homogeneous domains (that do not have bounded realisation…

2004-08-09abs ↗pdf ↗

We consider non-degenerate graph immersions into affine space An+1\mathbb A^{n+1} whose cubic form is parallel with respect to the Levi-Civita connection of the affine metric. There exists a correspondence between such graph immersions and pairs (J,γ)(J,γ), where JJ is an nn-dimensional real Jordan algebra and γγ is a no…

2013-02-06abs ↗pdf ↗

Let UAnU \subset \mathbb A^n be an open subset of real affine space. We consider functions F:URF: U \to \mathbb R with non-degenerate Hessian such that the first or the third derivative of FF is parallel with respect to the Levi-Civita connection defined by the Hessian metric F"F". In the former case the solutions are gi…

2013-03-29abs ↗pdf ↗

Let (X,T1,0X)(X, T^{1,0}X) be a compact connected orientable CR manifold of dimension 2n+12n+1 with non-degenerate Levi curvature. Assume that XX admits a connected compact Lie group action GG. Under certain natural assumptions about the group action GG, we show that the GG-invariant Szegö kernel for (0,q)(0,q) forms is a comp…

2017-02-16abs ↗pdf ↗

Let M\overline{M} be a smooth manifold with boundary M\partial M and interior MM. Consider an affine connection \nabla on MM for which the boundary is at infinity. Then \nabla is projectively compact of order αα if the projective structure defined by \nabla smoothly extends to all of M\overline{M} in a spec…

2014-06-17abs ↗pdf ↗

The paper investigates differential geometry of CR manifolds with new metrics.

problem Investigate differential geometry of CR manifolds with new metrics.
method Introduce a new Riemannian metric and canonical connection, derive curvature and torsion properties.
result Generalize known results in Riemannian geometry to the pseudo-Hermitian case.

New proof shows certain 4D metrics are non-degenerate if curvature is negative definite.

problem Proving non-degeneracy of Poincaré-Einstein metrics.
method Proved non-degeneracy for 4D metrics satisfying a chiral curvature inequality.
result 4D Poincaré-Einstein metrics are non-degenerate if curvature is negative definite.

We show that non-degenerate hyperquadrics in R^{n+2} admit no skew branes. Stated more traditionally, a compact codimension-one immersed submanifold of a non-degenerate hyperquadric of euclidean space must have parallel tangent spaces at two distinct points. Similar results have been proven by others, but (except for e…

2004-12-09abs ↗pdf ↗

The study resolves a conjecture about harmonic forms on compact manifolds.

problem Finding non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms on compact manifolds.
method Develops a gluing theorem for non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms on compact manifolds.
result Proves the existence of non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms on compact manifolds with positive first Betti number.

The abstract discusses transformations on statistical and semi-Weyl manifolds with torsion.

problem Invariance and structure preservation under conformal-projective transformations.
method Proof of invariance and preservation of structures under conformal-projective transformations.
result Semi-Weyl and statistical structures with torsion are invariant under conformal-projective transformations.

The paper defines and analyzes α\alpha-connections in generalized geometry.

problem Characterizing and analyzing α\alpha-connections in generalized geometry.
method Defining α\alpha-connections by pairs of generalized dual quasi-statistical connections and studying their curvature, Ricci curvature, and scalar curvature.
result Conditions for ^\hat \nabla^* to be an equiaffine connection and properties of conjugate Ricci-symmetric manifolds.

Researchers create non-degenerate harmonic functions on n-dimensional space.

problem Creating non-degenerate Z2\mathbb{Z}_{2}-harmonic functions on Rn\mathbb{R}^{n}.
method Using a variant of ellipsoidal coordinates, the construction is explicit and involves Lawlor's necks in Cn\mathbb{C}^{n}.
result First known family of non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms with compact branching sets.

These lectures notes aim at introducing Lévy processes in an informal and intuitive way, accessible to non-specialists in the field. In the first part, we focus on the theory of Lévy processes. We analyze a `toy' example of a Lévy process, viz. a Lévy jump-diffusion, which yet offers significant insight into the distri…

2008-04-03abs ↗pdf ↗

We study superreplication of European contingent claims in discrete time in a large trader model with market indifference prices recently proposed by Bank and Kramkov. We introduce a suitable notion of efficient friction in this framework, adopting a terminology introduced by Kabanov, Rasonyi, and Stricker in the conte…

2013-10-11abs ↗pdf ↗

Classifies 3D non-degenerate left-symmetric algebras.

problem Classifying left-symmetric algebras in 3D.
method Using Nijenhuis geometry and algebraic independence of coefficients in characteristic polynomial.
result Classification of differentially non-degenerate LSA in dimension 3.

We study non-degenerate CR geometries of hypersurface type that are symmetric in the sense that, at each point, there is a CR transformation reversing the CR distribution at that point. We show that such geometries are either flat or homogeneous. We show that non-flat non-degenerate symmetric CR geometries of hypersurf…

2017-07-24abs ↗pdf ↗

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

2010-06-12abs ↗pdf ↗

Develops information geometry for Lévy processes in finance.

problem Understanding the statistical properties of Lévy processes for financial modeling.
method Deriving α\alpha-divergences from Lévy triplets, identifying Fisher information matrix and α\alpha-connection.
result Identifies statistical implications and differential-geometric structures of Lévy processes.

Study non-degenerate anisocurved surfaces in homogeneous 3-manifolds.

problem Compare and study surfaces with opposite Gaussian curvatures under two different metrics.
method Consider surfaces in homogeneous 3-manifolds with two metrics, impose extrinsic curvature conditions, and analyze Gaussian curvature functions.
result Identify and characterize anisocurved surfaces with opposite Gaussian curvatures under both metrics.

While the equality of differential signatures (Calabi et al, Int. J. Comput. Vis. 26: 107-135, 1998) is known to be a necessary condition for congruence, it is not sufficient (Musso and Nicolodi, J. Math Imaging Vis. 35: 68-85, 2009). Hickman (J. Math Imaging Vis. 43: 206-213, 2012, Theorem 2) claimed that for non-dege…

2019-12-20abs ↗pdf ↗

Study of Yang-Mills fields on 4-manifolds using modified Lévy Laplacians.

problem Connection between Yang-Mills fields and modified Lévy Laplacians on 4-manifolds.
method Analysis of modified Lévy Laplacians and their relation to Yang-Mills equations under nontrivial holonomy groups.
result Existence of a modified Lévy Laplacian related to Yang-Mills self-duality equations.

The pricing of options in exponential Levy models amounts to the computation of expectations of functionals of Levy processes. In many situations, Monte-Carlo methods are used. However, the simulation of a Levy process with infinite Levy measure generally requires either to truncate small jumps or to replace them by a …

2010-09-23abs ↗pdf ↗

Efficient methods for Lévy models using SINH-regular processes.

problem Efficient numerical methods for evaluating Lévy models.
method Defining SL-processes and sSL-processes, deriving properties of characteristic exponent, and showing all popular Lévy processes can be subordinated to Brownian motion.
result All crucial properties of characteristic exponent are consequences of a specific representation, and all popular Lévy processes are SL- or sSL-subordinated Brownian motion.

Paper describes links of mixed polynomials with specific properties.

problem Understanding the links of mixed polynomials with nice Newton boundaries.
method Analyzes links constructed from sequences of links associated with compact 1-faces of the Newton boundary.
result Links of singularities of inner non-degenerate mixed polynomials can be described using a specific procedure.

Study of Lévy flights on Zoll surfaces, revealing geometric information.

problem Understanding the mean first capture time of Lévy flights on Zoll surfaces.
method Analysis of geodesic Lévy processes on Zoll surfaces, focusing on the first correction term.
result The first correction term encodes geometric information, specifically the degree of the conjugate point.

Study shows convergence rates for BSDEs approximated by compound Poisson processes.

problem Analyzing convergence rates of BSDEs driven by Lévy processes.
method Approximating Lévy processes by compound Poisson processes and studying BSDEs.
result Optimal convergence rates derived for BSDEs in L2\mathbb L^2-norm and Wasserstein distance.