Paper extends Steklov eigenvalue estimate to weighted graphs.
problem Steklov eigenvalue estimation on weighted graphs.
method Extended Perrin's estimate to general weighted graphs.
result Characterized rigidity of the extended estimate.
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8 results for “Perrin”
New theorem clarifies seasonalities and cycles in time series.
problem Clarifying seasonalities and cycles in time series data.
method Application of a recent theorem by Cartier and Perrin, with computer experiments.
result Clear-cut definition and easy implementation of seasonalities and cycles.
An elementary arbitrage principle and the existence of trends in financial time series, which is based on a theorem published in 1995 by P. Cartier and Y. Perrin, lead to a new understanding of option pricing and dynamic hedging. Intricate problems related to violent behaviors of the underlying, like the existence of j…
The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset. It yields as a byproduct a new understanding of the means of returns, of the beta coefficient…
A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, but also efficient calculations which were already successfully applied in automatic control and in signal processing. It is based on a theorem d…
Relates quantum cohomology to tt*-Toda equations for minuscule flag manifolds.
problem Quantum cohomology of minuscule flag manifolds.
method Combining Lie-theoretic treatments of tt*-Toda equations and quantum cohomology.
result Relates quantum cohomology to tt*-Toda equations for minuscule flag manifolds.
We are settling a longstanding quarrel in quantitative finance by proving the existence of trends in financial time series thanks to a theorem due to P. Cartier and Y. Perrin, which is expressed in the language of nonstandard analysis (Integration over finite sets, F. & M. Diener (Eds): Nonstandard Analysis in Practice…
Recognizing the -horospherical manifold of Picard number 1 by varieties of minimal rational tangentsmath.AG
A -horospherical manifold is identified by its VMRT.
problem Recognizing -horospherical manifolds of Picard number 1.
method Using the method developed for symplectic Grassmannians, which involves constructing a flat Cartan connection and studying the positivity/negativity of vector bundles.
result The -horospherical manifold ${f X}$ is the only smooth projective variety with the property of being recognized by its VMRT.