arXiv research

Study shows deformations of quaternionic Kähler manifolds are locally inhomogeneous.

Cliques, or fully connected subgraphs, are among the most important and well-studied graph motifs in network science. We consider the problem of finding a statisti- cally anomalous clique hidden in a large network. There are two parts to this problem: (1) detection, i.e., determining whether an anomalous clique is pres…

We shall discuss the inhomogeneous Dirichlet problem for: $f(x,u, Du, D^2u) = ψ(x)$ where $f$ is a "natural" differential operator, with a restricted domain $F$, on a manifold $X$. By "natural" we mean operators that arise intrinsically from a given geometry on $X$. An important point is that the equation need not be c…

This paper presents a new approach to non-parametric cluster analysis called Adaptive Weights Clustering (AWC). The idea is to identify the clustering structure by checking at different points and for different scales on departure from local homogeneity. The proposed procedure describes the clustering structure in term…

Probabilistic proof of smooth boundaries in optimal stopping problems.

We study a class of fourth-order geometric problems modelling Willmore surfaces, conformally constrained Willmore surfaces, isoperimetrically constrained Willmore surfaces, bi-harmonic surfaces in the sense of Chen, among others. We prove several local energy estimates and derive a global gap lemma.

We propose two main applications of Gyöngy (1986)'s construction of inhomogeneous Markovian stochastic differential equations that mimick the one-dimensional marginals of continuous Itô processes. Firstly, we prove Dupire (1994) and Derman and Kani (1994)'s result. We then present Bessel-based stochastic volatility mod…

Study magnetic field evolution in inhomogeneous axion stars.

Paper proposes a new method for estimating conditional densities using logistic regressions.

Researchers describe a specific type of submanifolds in Euclidean space.

We introduce a new parameter to measure the inhomogeneity of training datasets.

Sharp threshold found for Frechet mean of inhomogeneous graphs.

We construct examples of inhomogeneous isoparametric real hypersurfaces in complex hyperbolic spaces.

It is shown that an HKT-space with closed parallel potential 1-form has $D(2,1;-1)$-symmetry. Every locally conformally hyperkähler manifold generates this type of geometry. The HKT-spaces with closed parallel potential 1-form arising in this way are characterized by their symmetries and an inhomogeneous cubic conditio…

The paper studies inhomogeneous isoparametric hypersurfaces in pseudo-spheres.

Paper examines floating exercise boundaries for American options in time-inhomogeneous models.

Modeling aortic wall inhomogeneities to predict dissection risks.

Hypergraph partitioning is an important problem in machine learning, computer vision and network analytics. A widely used method for hypergraph partitioning relies on minimizing a normalized sum of the costs of partitioning hyperedges across clusters. Algorithmic solutions based on this approach assume that different p…

Efficiently matches random graphs with inhomogeneous edge probabilities.

We construct explicit global symplectic coordinates for the Calabi's inhomogeneous Kaehler-Einstein metric on tubular domains.

Unique inhomogeneous ruled hypersurface found in complex hyperbolic space.

We investigate an inhomogeneous Ising model in the context of tax evasion dynamics where different types of agents are parametrized via local temperatures and magnetic fields. In particular, we analyse the impact of backauditing and endogenously determined penalty rates on tax compliance. Both features contribute to a …

Space-times which allow a slicing into homogeneous spatial hypersurfaces generalize the usual Bianchi models. One knows already that in these models the Bianchi type may change with time. Here we show which of the changes really appear. To this end we characterize the topological space whose points are the 3-dimensiona…

We derive deterministic criteria for the existence and non-existence of equivalent (local) martingale measures for financial markets driven by multi-dimensional time-inhomogeneous diffusions. Our conditions can be used to construct financial markets in which the \emph{no unbounded profit with bounded risk} condition ho…

Study optimal algorithms for recovering signals through inhomogeneous low-rank channels.

In this note, we propose Bernstein's problem and De Giorgi's conjecture for spatially inhomogeneous equations, as well as De Giorgi's conjecture for system of reaction-diffusion equations.

An extension of the ambient metric construction of Fefferman-Graham to infinite order in even dimensions is described. The main ingredients are the introduction of "inhomogeneous ambient metrics" with asymptotic expansions involving the logarithm of a defining function homogeneous of degree 2, and an invariant procedur…

Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the process may depend on time. A full characterization of this model class is given by m…

This paper generalizes Moody's correlated binomial default distribution for homogeneous (exchangeable) credit portfolio, which is introduced by Witt, to the case of inhomogeneous portfolios. As inhomogeneous portfolios, we consider two cases. In the first case, we treat a portfolio whose assets have uniform default cor…

We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a positive, time-dependent and decreasing weight function, and integrate the product over…

Optimal spectral method found for inhomogeneous spiked Wigner model.

We discuss several issues regarding material homogeneity and strain compatibility for materially uniform thin elastic shells from the viewpoint of a 3-dimensional theory, with small thickness, as well as a 2-dimensional Cosserat theory. A relationship between inhomogeneity and incompatibility measures under the two des…

We construct new complete, compact, inhomogeneous Einstein metrics on S^{m+2} sphere bundles over 2n-dimensional Einstein-Kahler spaces K_{2n}, for all n \ge 1 and all m \ge 1. We also obtain complete, compact, inhomogeneous Einstein metrics on warped products of S^m with S^2 bundles over K_{2n}, for m>1. Additionally,…

Study volatility models with rough paths, focusing on large deviations and option behavior.

In the first part of this note we study compact Riemannian manifolds (M,g) whose Riemannian product with R is conformally Einstein. We then consider compact 6--dimensional almost Hermitian manifolds of type W_1+W_4 in the Gray--Hervella classification admitting a parallel vector field and show that (under some regulari…

The problem of inhomogeneous cluster densities has been a long-standing issue for distance-based and density-based algorithms in clustering and anomaly detection. These algorithms implicitly assume that all clusters have approximately the same density. As a result, they often exhibit a bias towards dense clusters in th…

We show how the relation between Poisson brackets and symplectic forms can be extended to the case of inhomogeneous multivector fields and inhomogeneous differential forms (or pseudodifferential forms). In particular we arrive at a notion which is a generalization of a symplectic structure and gives rise to higher Pois…

A new infinite series of Einstein metrics is constructed explicitly on S^2 x S^3, and the non-trivial S^3-bundle over S^2, containing infinite numbers of inhomogeneous ones. They appear as a certain limit of a nearly extreme 5-dimensional AdS Kerr black hole. In the special case, the metrics reduce to the homogeneous E…

Efficient method for lookback option pricing under Markov models.

We provide representations of solutions to terminal value problems of inhomogeneous Black-Scholes equations and studied such general properties as min-max estimates, gradient estimates, monotonicity and convexity of the solutions with respect to the stock price variable, which are important for financial security prici…

Proposes a new graph trend filtering model for inhomogeneous graph signals.

The first isospectral pairs of metrics are constructed on balls and spheres. This long standing problem, concerning the existence of such pairs, has been solved by a new method called "Anticommutator Technique." Among the wide range of such pairs, the most striking examples are provided on (4k-1)-dimensional spheres, w…

A new test for IRG models using KSD for small networks.

Study quantizes energy for a specific fourth-order system in 4D.

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…

This paper aims at transferring the philosophy behind Heath-Jarrow-Morton to the modelling of call options with all strikes and maturities. Contrary to the approach by Carmona and Nadtochiy (2009) and related to the recent contribution Carmona and Nadtochiy (2012) by the same authors, the key parametrisation of our app…

This research provides theoretical guarantees for hyperparameter estimation in complex network dynamical systems.

We construct uncountably many isoparametric families of hypersurfaces in Damek-Ricci spaces. We characterize those of them that have constant principal curvatures by means of the new concept of generalized Kahler angle. It follows that, in general, these examples are inhomogeneous and have nonconstant principal curvatu…