arXiv research

Paper aims to minimize ruin probability in insurance companies using Sparre Andersen model.

New couplings improve understanding of molecular dynamics convergence.

Study proves volume conjecture for specific 3-manifolds.

Computer program finds FAMED triangulations for thousands of knots.

We give a differential geometric construction of a connection in the bundle of quantum Hilbert spaces arising from half-form corrected geometric quantization of a prequantizable, symplectic manifold, endowed with a rigid, family of Kähler structures, all of which give vanishing first Dolbeault cohomology groups. In [An…

We adapt the notion of Jacobi diagrams on surfaces (considered by Andersen-Mattes-Reshetikhin), and construct a LMO-like map that we use to compare some functoriality properties of WRT and LMO invariants.

Proves a conjecture about matrix orders for pseudo-Anosov maps.

Goldman and Turaev constructed a Lie bialgebra structure on the free $\mathbb{Z}$-module generated by free homotopy classes of loops on a surface. Turaev conjectured that his cobracket $Δ(α)$ is zero if and only if $α$ is a power of a simple class. Chas constructed examples that show Turaev's conjecture is, unfortunate…

Given two free homotopy classes $α_1, α_2$ of loops on an oriented surface, it is natural to ask how to compute the minimum number of intersection points $m(α_1, α_2)$ of loops in these two classes. We show that for $α_1\neqα_2$ the number of terms in the Andersen-Mattes-Reshetikhin Poisson bracket of $α_1$ and $α_2$ i…

We generalize a discovery of Kasahara and show that the Jones representations of braid groups, when evaluated at $q = -1$, are related to the action on homology of a branched double cover of the underlying punctured disk. As an application, we prove for a large family of pseudo-Anosov mapping classes a conjecture put f…

Power series invariant of hyperbolic 3-manifolds matches knot invariants.

We derive formulas for the Reshetikhin-Turaev invariants of all oriented Seifert manifolds associated to an arbitrary complex finite dimensional simple Lie algebra $\mathfrak g$ in terms of the Seifert invariants and standard data for $\mathfrak g$. A main corollary is a determination of the full asymptotic expansions …

Enhanced volatility forecasting using options data and rough volatility model.

We state Asymptotic Expansion and Growth Rate conjectures for the Witten-Reshetikhin-Turaev invariants of arbitrary framed links in 3-manifolds, and we prove these conjectures for the natural links in mapping tori of finite-order automorphisms of marked surfaces. Our approach is based upon geometric quantisation of the…

Proves summability of state integrals for specific hyperbolic knots.

Constructs infinite families of hyperbolic knots satisfying a volume conjecture.

The article provides formulas for homological blocks of Seifert fibered homology 3-spheres.

BSLP is a two-dimensional dynamic model of interacting portfolio-level loss and spread (more exactly, loss intensity) processes. The model is similar to the top-down HJM-like frameworks developed by Schonbucher (2005) and Sidenius-Peterbarg-Andersen (SPA) (2005), however is constructed as a Markovian, short-rate intens…

The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.

Study mapping class groups and their representations linking to algebraic structures.

For $N \geq 2$, we study a certain sequence $(ρ_p^{(c_p)})$ of N-dimensional representations of the mapping class group of the one-holed torus arising from SO(3)-TQFT, and show that the conjecture of Andersen, Masbaum, and Ueno \cite{1} holds for these representations. This is done by proving that, in a certain basis a…

Proof confirms volume conjecture for a specific knot.

Flexible model captures commodity skews with maturity effects.

We report on recent results of the authors concerning calculations of quantum invariants of Seifert 3-manifolds. These results include a derivation of the Reshetikhin-Turaev invariants of all oriented Seifert manifolds associated with an arbitrary complex finite dimensional simple Lie algebra, and a determination of th…

Given a subset S of vertices of an undirected graph G, the cut-improvement problem asks us to find a subset S that is similar to A but has smaller conductance. A very elegant algorithm for this problem has been given by Andersen and Lang [AL08] and requires solving a small number of single-commodity maximum flow comput…

We prove the Turaev-Viro invariants volume conjecture for a "universal" class of cusped hyperbolic 3-manifolds that produces all 3-manifolds with empty or toroidal boundary by Dehn filling. This leads to two-sided bounds on the volume of any hyperbolic 3-manifold with empty or toroidal boundary in terms of the growth r…

We establish various results on the large level limit of projective quantum representations of surface mapping class groups obtained by quantizing moduli spaces of flat SU(n)-bundle. Working with the metaplectic correction, we proved that these projective representations lift to asymptotic representations. We show that…

We use geometric methods to show that given any $3$-manifold $M$, and $g$ a sufficiently large integer, the mapping class group $\mathrm{Mod}(Σ_{g,1})$ contains a coset of an abelian subgroup of rank $\lfloor \frac{g}{2}\rfloor,$ consisting of pseudo-Anosov monodromies of open-book decompositions in $M.$ We prove a sim…

Paper defines when early exercise of American options is optimal under negative rates.

We calculate the knot invariant coming from the Teichmüller TQFT [AK1]. Specifically we calculate the knot invariant for the complement of the knot $6_1$ both in the original [AK1] and the new formulation of the Teichmüller TQFT [AK2] for the one-vertex H-triangulation of $(S^3,6_1)$. We show that the two formulations …

We provide a Geometric Quantisation formulation of the AJ-conjecture for the Teichmüller TQFT, and we prove it in detail in the case of the knot complements of $4_{1}$ and $5_2$. The conjecture states that the level-$N$ Andersen-Kashaev invariant, $J^{(\mathrm{b},N)}_{M,K}$, is annihilated by the non-homogeneous $\hat{…

Proof confirms Witten's conjecture for a class of 3-spheres.

Let $M$ be an oriented manifold and let $\frak N$ be a set consisting of oriented closed manifolds of the same odd dimension. We consider the topological space $G_{\frak N, M}$ of commutative diagrams. Each commutative diagram consists of a few manifolds from $\frak N$ that are mapped to $M$ and a few one point spaces …

Teichmüller TQFT is a unitary 3d topological theory whose Hilbert spaces are spanned by Liouville conformal blocks. It is related but not identical to PSL(2,R) Chern-Simons theory. To physicists, it is known in particular in the context of 3d-3d correspondence and also in the holographic description of Virasoro conform…

Holomorphic functions from knot complements link to quantum modular forms.

Andersen, Masbaum and Ueno conjectured that certain quantum representations of surface mapping class groups should send pseudo-Anosov mapping classes to elements of infinite order (for large enough level $r$). In this paper, we relate the AMU conjecture to a question about the growth of the Turaev-Viro invariants $TV_r…

The study examines Cox models for lifetime loan default risk, addressing biased estimates by incorporating recurrent events.

The paper studies Teichmüller TQFT for hyperbolic knots, proving exponential decay of partition functions.

For $n$ an even number, we study representations of the mapping class group of the $n$-punctured sphere arising from $\mathrm{SU}(2)$-TQFT when all punctures are colored by the same integer $N \geq 1$. We prove that the conjecture of Andersen, Masbaum and Ueno holds for the $4$-punctured sphere for all $N \geq 2$. In t…

Using an extension of the Kontsevich integral to tangles in handlebodies similar to a construction given by Andersen, Mattes and Reshetikhin, we construct a functor $Z:\mathcal{B}\to \widehat{\mathbb{A}}$, where $\mathcal{B}$ is the category of bottom tangles in handlebodies and $\widehat{\mathbb{A}}$ is the degree-com…

We confirm and substantially extend the recent empirical result of Andersen et al. \cite{Andersen2015}, where it is shown that the amount of risk $W$ exchanged in the E-mini S\&P futures market (i.e. price times volume times volatility) scales like the 3/2 power of the number of trades $N$. We show that this 3/2-law ho…

We use quantum invariants to define an analytic family of representations for the mapping class group of a punctured surface. The representations depend on a complex number A with |A| <= 1 and act on an infinite-dimensional Hilbert space. They are unitary when A is real or imaginary, bounded when |A|<1, and only densel…

In this paper, we will provide a review of the geometric construction, proposed by Witten, of the SU(n) quantum representations of the mapping class groups which are part of the Reshetikhin-Turaev TQFT for the quantum group U_q(sl(n, C)). In particular, we recall the differential geometric construction of Hitchin's pro…

Defines quantum intersection number on pants decompositions and relates it to hyperbolic geometry.

We introduce the Speculative Influence Network (SIN) to decipher the causal relationships between sectors (and/or firms) during financial bubbles. The SIN is constructed in two steps. First, we develop a Hidden Markov Model (HMM) of regime-switching between a normal market phase represented by a geometric Brownian moti…

We define an invariant $\nabla_G(M)$ of pairs M,G, where M is a 3-manifold obtained by surgery on some framed link in the cylinder $S\times I$, S is a connected surface with at least one boundary component, and G is a fatgraph spine of S. In effect, $\nabla_G$ is the composition with the $ι_n$ maps of Le-Murakami-Ohtsu…

We establish a relation between the "large r" asymptotics of the Turaev-Viro invariants $TV_r$ and the Gromov norm of 3-manifolds. We show that for any orientable, compact 3-manifold $M$, with (possibly empty) toroidal boundary, $\log |TV_r (M)|$ is bounded above by a function linear in $r$ and whose slope is a positiv…

We consider the action of a finite subgroup of the mapping class group $Mod(S)$ of an oriented compact surface $S$ of genus $g \geq 2$ on the moduli space $\mathcal{R}(S,G)$ of representations of $π_1(S)$ in a connected semisimple real Lie group $G$. Kerckhoff's solution of the Nielsen realization problem ensures the e…