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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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48 results for Siegel form

We introduce a method in differential geometry to study the derivative operators of Siegel modular forms. By determining the coefficients of the invariant Levi-Civita connection on a Siegel upper half plane, and further by calculating the expressions of the differential forms under this connection, we get a non-holomor…

2012-07-07abs ↗pdf ↗

Analyzes Berry phases and connection matrices on Siegel-Jacobi spaces.

problem Understanding Berry phases and connection matrices on Siegel-Jacobi spaces.
method Examines the Siegel-Jacobi disk and upper half-plane, calculates connection matrices and covariant derivatives.
result Calculates the connection matrix and covariant derivatives on the extended Siegel-Jacobi upper half-plane.

Extended metric defined on Siegel-Jacobi space using invariant forms.

problem Defining a metric on the extended Siegel-Jacobi upper half space.
method Matrix embedding, pre-Iwasawa decomposition, invariant forms, sum of squares of forms.
result Invariant metric on the extended Siegel-Jacobi upper half space is derived.

We determine the homogeneous Kähler diffeomorphism FCFC which expresses the Kähler two-form on the Siegel-Jacobi ball $\mc{D}^J_n=\C^n\times \mc{D}_n$ as the sum of the Kähler two-form on $\C^n$ and the one on the Siegel ball $\mc{D}_n$. The classical motion and quantum evolution on $\mc{D}^J_n$ determined by a hermiti…

2012-04-25abs ↗pdf ↗

Quasimodular forms were first studied in the context of counting torus coverings. Here we show that a weighted version of these coverings with Siegel-Veech weights also provides quasimodular forms. We apply this to prove conjectures of Eskin and Zorich on the large genus limits of Masur-Veech volumes and of Siegel-Veec…

2016-06-13abs ↗pdf ↗

We construct natural Green forms for special cycles in orthogonal and unitary Shimura varieties, in all codimensions, and, for compact Shimura varieties of type O(p,2) and U(p,1), we show that the resulting local archimedean height pairings are related to special values of derivatives of Siegel Eisentein series. A conj…

2018-08-28abs ↗pdf ↗

Let N\mathcal{N} be the space of Gaussian distribution functions over R\mathbb{R}, regarded as a 2-dimensional statistical manifold parameterized by the mean μμ and the deviation σσ. In this paper we show that the tangent bundle of N\mathcal{N}, endowed with its natural Kähler structure, is the Siegel-Jacobi space…

2014-09-28abs ↗pdf ↗

The coherent state representation of the Jacobi group G1JG^J_1 is indexed with two parameters, μ(=1)μ(=\frac{1}{\hbar}), describing the part coming from the Heisenberg group, and kk, characterizing the positive discrete series representation of SU(1,1)\text{SU}(1,1). The Ricci form, the scalar curvature and the geodesics of th…

2013-07-16abs ↗pdf ↗

In this paper, we present a unified study of the moduli space of tropical curves and Outer space which we link via period maps to the moduli space of tropical abelian varieties and the space of positive definite quadratic forms. Our work is a first step towards exhibiting Outer space and the space of positive definite …

2012-07-10abs ↗pdf ↗

In this article, we investigate differential operators on the Siegel-Jacobi space that are invariant under the natural action of the Jacobi group. These invariant differential operators play an important role in the arithmetic theory of Jacobi forms of higher degree. We present some explicit invariant differential oper…

2006-11-13abs ↗pdf ↗

Dynamics of four-dimensional massless fields of all spins is formulated in the Siegel space of complex 4×44\times 4 symmetric matrices. It is shown that the unfolded equations of free massless fields, that have a form of multidimensional Schrodinger equations, naturally distinguish between positive- and negative-frequen…

2008-01-15abs ↗pdf ↗

We show that the Wei-Norman method applied to describe the evolution on the Siegel-Jacobi disk D1J=D1×C1\mathcal{D}^J_1=\mathcal{D}_1\times\mathbb{C}^1, where D1\mathcal{D}_1 denotes the Siegel disk, determined by a hermitian Hamiltonian linear in the generators of the Jacobi group G1JG^J_1 and Berezin's scheme using coherent …

2014-03-26abs ↗pdf ↗

Abelian differentials on Riemann surfaces can be seen as translation surfaces, which are flat surfaces with cone-type singularities. Closed geodesics for the associated flat metrics form cylinders whose number under a given maximal length generically has quadratic asymptotics in this length, with a common coefficient c…

2005-03-30abs ↗pdf ↗

We study the holomorphic unitary representations of the Jacobi group based on Siegel-Jacobi domains. Explicit polynomial orthonormal bases of the Fock spaces based on the Siegel-Jacobi disk are obtained. The scalar holomorphic discrete series of the Jacobi group for the Siegel-Jacobi disk is constructed and polynomial …

2010-11-15abs ↗pdf ↗

Inverse metric matrices on Siegel-Jacobi spaces are calculated for Berezin quantization.

problem Calculating inverse metric matrices on Siegel-Jacobi spaces.
method Inversion of metric matrices on XnJ{\mathcal{X}}^J_n and ildeXnJ ilde{\mathcal{X}}^J_n.
result Explicit calculations of inverse metric matrices for n=2n=2.

We underline some differences between the geometric aspect of Berezin's approach to quantization on homogeneous Kähler manifolds and Bergman's construction for bounded domains in Cn\mathbb{C}^n. We construct explicitly the Bergman representative coordinates for the Siegel-Jacobi disk D1J\mathcal{D}^J_1, which is a parti…

2014-09-01abs ↗pdf ↗

The paper calculates area Siegel--Veech constants for specific submanifolds of REL zero.

problem Calculating area Siegel--Veech constants for affine invariant submanifolds of REL zero.
method Using volumes of the principal boundary strata and intersection theory.
result Proves a conjectural formula for the area Siegel--Veech constant in the case of REL zero.

We extend asymptotic formulas for saddle connections on translation surfaces.

problem Counting saddle connections on translation surfaces with large genus.
method Recursive formulas and asymptotic analysis for all strata and multiplicities.
result Asymptotics for all saddle connections on translation surfaces of growing genus.

New geometry based on Siegel upper half-space with volume formula.

problem Developing a new 3D geometry based on Siegel upper half-space.
method Constructing a geometry fibered over Siegel upper half-space and providing a volume formula.
result Volume of Siegel-Seifert closed manifolds is the fiber circle length times base manifold's Euler characteristic.

Genetic Algorithm improves Nelson-Siegel-Svensson model calibration for interest rates.

problem Calibrating the Nelson-Siegel-Svensson model is difficult due to nonlinearity and parameter co-dependence.
method Applied Genetic Algorithm to optimize model parameters.
result Constructs stable interest rate curves and model parameters over time.

The study predicts large genus behavior of quadratic differential volumes and constants.

problem Predicting large genus behavior of quadratic differential volumes and constants.
method Analyzing conjectures on asymptotic behavior of Masur-Veech volumes and area Siegel-Veech constants.
result Conjectures on large genus asymptotics of quadratic differential volumes and constants.

We show that for any weakly convergent sequence of ergodic SL2(R)SL_2(\mathbb{R})-invariant probability measures on a stratum of unit-area translation surfaces, the corresponding Siegel-Veech constants converge to the Siegel-Veech constant of the limit measure. Together with a measure equidistribution result due to Eskin-M…

2016-12-31abs ↗pdf ↗

Extended Siegel-Jacobi upper half-plane geometry studied with invariant metrics.

problem Characterizing the geometry of the extended Siegel-Jacobi upper half-plane.
method Parameterized using S-coordinates and expressed in terms of invariant metrics.
result Extended Siegel-Jacobi upper half-plane is a reductive, non-symmetric manifold.

The paper introduces new boundary operators and proves higher order CR Sobolev trace inequalities for Siegel domain and complex ball.

problem Establishing higher order CR Sobolev trace inequalities for Siegel domain and complex ball.
method Introducing conformally covariant boundary operators, proving extension theorems, and establishing trace inequalities.
result Generalized CR Sobolev trace inequalities for all γ ∈ (0, n+1) \mathbb{N}.

A new projective structure on Riemann surfaces differs from the uniformization theorem's structure.

problem Comparing two projective structures on compact Riemann surfaces.
method Using Hodge theory and the Torelli map to compare the (0,1)(0,1)-component of the differential of sections of moduli spaces.
result The two projective structures differ in general, with the (0,1)(0,1)-component of the differential of the section corresponding to η^\widehat{\eta} being a nonzero constant multiple of the Siegel form.

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

2018-05-09abs ↗pdf ↗