arXiv research

Study convolution of invariant valuations on Lie groups.

We introduce the new notion of convolution of a (smooth or generalized) valuation on a group $G$ and a valuation on a manifold $M$ acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and generalized valuations on $M$ are modules over the algebra of compactly supported g…

The product of smooth valuations on manifolds is described in terms of differential forms, Gelfand transforms and blow-up spaces. It is shown that the product extends partially to generalized valuations and corresponds geometrically to transversal intersections. This result is used to prove a general kinematic formula …

This article is the third part of the series of articles where the theory of valuations on manifolds is constructed. In math.MG/0503399 the notion of a smooth valuation on a manifold was introduced. The goal of this article is to put a canonical multiplicative structure on the space of smooth valuations on general mani…

Existence of smooth valuations on subspaces is shown for certain conditions.

In this paper, we endow the space of continuous translation invariant valuation on convex sets generated by mixed volumes coupled with a suitable Radon measure on tuples of convex bodies with two appropriate norms. This enables us to construct a continuous extension of the convolution operator on smooth valuations to n…

The Alesker-Poincare pairing for smooth valuations on manifolds is expressed in terms of the Rumin differential operator acting on the cosphere-bundle. It is shown that the derivation operator, the signature operator and the Laplace operator acting on smooth valuations are formally self-adjoint with respect to this pai…

Proves hard Lefschetz theorem and Hodge-Riemann relations for convex valuations.

The hermitian analog of Aleksandrov's area measures of convex bodies is investigated. A characterization of those area measures which arise as the first variation of unitarily invariant valuations is established. General smooth area measures are shown to form a module over smooth valuations and the module of unitarily …

Alesker has introduced the space $\mathcal V^\infty(M)$ of {\it smooth valuations} on a smooth manifold $M$, and shown that it admits a natural commutative multiplication. Although Alesker's original construction is highly technical, from a moral perspective this product is simply an artifact of the operation of inters…

We study the space of generalized translation invariant valuations on a finite-dimensional vector space and construct a partial convolution which extends the convolution of smooth translation invariant valuations. Our main theorem is that McMullen's polytope algebra is a subalgebra of the (partial) convolution algebra …

New proof of Alesker's Irreducibility Theorem using localization techniques.

Explicit Taylor series for the volume of tubes in Lie groups

Paper proves Fourier transform for valuations, simplifying previous work.

Valuations constitute a class of functionals on convex bodies which include the Euler-characteristic, the surface area, the Lebesgue-measure, and many more classical functionals. Curvature measures may be regarded as "localised`` versions of valuations which yield local information about the geometry of a body's bounda…

We show that the natural "convolution" on the space of smooth, even, translation-invariant convex valuations on a euclidean space $V$, obtained by intertwining the product and the duality transform of S. Alesker, may be expressed in terms of Minkowski sum. Furthermore the resulting product extends naturally to odd valu…

We prove that if a $\mathbb{Q}$-Fano variety $V$ specially degenerates to a Kähler-Einstein $\mathbb{Q}$-Fano variety $V$, then for any ample Cartier divisor $H=-r^{-1} K_V$ with $r\in \mathbb{Q}_{>0}$, the normalized volume $\widehat{\rm vol}(v)=A_{\mathcal{C}}^n(v)\cdot {\rm vol}(v)$ is globally minimized at the cano…

Optimal pricing strategy for unknown valuation models with noisy feedback.

Study minimax regret in bilateral trade with heavy-tailed valuations.

New proof confirms operations on constructible functions match theory.

Proves Hodge-Riemann relations for mixed valuations and strengthens geometric inequalities.

The Weyl tube theorem is extended to Kähler manifolds.

For any $\mathbb{Q}$-Gorenstein klt singularity $(X,o)$, we introduce a normalized volume function $\widehat{\rm vol}$ that is defined on the space of real valuations centered at $o$ and consider the problem of minimizing $\widehat{\rm vol}$. We prove that the normalized volume has a uniform positive lower bound by pro…

Paper introduces new actuarial-consistent valuations for insurance liabilities.

Paper recovers uncertainty from dynamic valuation rules.

SL(n) covariant valuations on Orlicz spaces are represented and characterized.

Market valuation duration is 175 years, but drops to 46 years during crises.

Paper simplifies default process modeling and credit valuation.

Business cycles affect startup valuations, both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

Let $\mathrm{SO}^+(p,q)$ denote the identity connected component of the real orthogonal group with signature $(p,q)$. We give a complete description of the spaces of continuous and generalized translation- and $\mathrm{SO}^+(p,q)$-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

Study evaluates valuation models for UK companies using case studies.

This paper proposes a paradigm shift in the valuation of long term annuities, away from classical no-arbitrage valuation towards valuation under the real world probability measure. Furthermore, we apply this valuation method to two examples of annuity products, one having annual payments linked to a mortality index and…

Paper solves convertible bond valuation using finite elements with penalty method.

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

Computes tube formulas for valuations in complex space forms.

This paper addresses credit valuation adjustment with a new closeout convention.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

We give an explicit classification of translation-invariant, Lorentz-invariant continuous valuations on convex sets. We also classify the Lorentz-invariant even generalized valuations.

We study the properties of the multiplicative structure on valuations on convex sets. We prove a new version of the hard Lefschetz theorem for even translation invariant continuous valuations, and discuss related problems of integral geometry. Then we formulate a conjectural analogue of this result for odd valuations.

Fair market valuations ignore future worker profits in employee-owned firms.

A description of continuous rigid motion compatible Minkowski valuations is established. As an application, we present a Brunn-Minkowski type inequality for intrinsic volumes of these valuations.

Study shows observing order book can significantly improve online market making performance.

Enhances data valuation by integrating global and local statistical properties.