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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 spaces

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.

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 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 ↗

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.

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 ↗

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.

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.

Sharp inequalities on Siegel domains and complex hyperbolic spaces established.

problem Establishing inequalities on complex hyperbolic spaces and Siegel domains.
method Helgason-Fourier analysis, Kunze-Stein phenomenon, factorization theorem.
result Sharp Hardy-Adams and Adams type inequalities on Sobolev spaces of any positive fractional order on complex hyperbolic spaces.

Equations of motion for linear Hamiltonians in the real Jacobi group

problem Equations of motion for linear Hamiltonians in the real Jacobi group
method Using the energy function on the extended Siegel-Jacobi upper half space
result Equations of motion attached to linear Hamiltonians in the generators of the real Jacobi group

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 ↗

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 ↗

This paper bridges Kahler geometry and quantum mechanics in lognormal statistical models.

problem Evolution of spectral curves in Siegel Jacobi space through Schrodinger equation.
method Kahler geometry induced on lognormal statistical manifold, Dombrowski's construction.
result Time-dependent Schrodinger equation with varying energy.

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 ↗

A new model explains relative spreads between economies using dynamic Nelson-Siegel and functional regression.

problem Analyzing and predicting relative spreads between economies in fixed income markets.
method State-space functional regression model incorporating dynamic Nelson-Siegel model and kernel PCA.
result The new model outperforms the dynamic Nelson-Siegel model in explaining relative spreads.

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 ↗

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 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 ↗

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 ↗

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.

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.

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.

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 ↗

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}.