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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.

168,657 papers · 148 categories

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18375573 · Jun 202619922001200920172026
48 results for Spitzer identities

New pricing methods for αα-quantile and early-exercise options using Spitzer identities.

problem Pricing perpetual Bermudan and American options and αα-quantile options.
method Based on Spitzer identities for general Lévy processes and Wiener-Hopf method.
result Direct calculation of the optimal exercise barrier for early-exercise options.

This paper discovers new identities linking geodesic and orthogeodesic lengths on hyperbolic surfaces.

problem Understanding relationships between geodesic and orthogeodesic lengths on hyperbolic surfaces.
method Investigates a broad family of identities involving lengths of all closed geodesics and orthogeodesics.
result Introduces new identities that include lengths of all closed geodesics, contrasting with previous identities.

Quandle homology was defined from rack homology as the quotient by a subcomplex corresponding to the idempotency, for invariance under the type I Reidemeister move. Similar subcomplexes have been considered for various identities of racks and moves on diagrams. We observe common aspects of these identities and subcompl…

2016-02-27abs ↗pdf ↗

The paper derives curvature identities for 5D and 6D Einstein manifolds.

problem Deriving curvature identities for specific dimensions of Einstein manifolds.
method Using Patterson's curvature identities and the Chern-Gauss-Bonnet Theorem, the paper provides explicit formulae for 5D and 6D Einstein manifolds.
result The curvature identities for 5D and 6D Einstein manifolds are confirmed to be consistent with previous work.

User identity linkage is a task of recognizing the identities of the same user across different social networks (SN). Previous works tackle this problem via estimating the pairwise similarity between identities from different SN, predicting the label of identity pairs or selecting the most relevant identity pair based …

2019-10-31abs ↗pdf ↗

In our previous paper (Axiomatic Differential Geometry II-3) we have discussed the general Jacobi identity, from which the Jacobi identity of vector fields follows readily. In this paper we derive Jacobi-like identities of tangent-vector-valued forms from the general Jacobi identity.

2012-11-22abs ↗pdf ↗

We give a curvature identity derived from the generalized Gauss-Bonnet formula for 4-dimensional compact oriented Riemannian manifolds. We prove that the curvature identity holds on any 4-dimensional Riemannian manifold which is not necessarily compact. We also provide some applications of the identity.

2010-08-14abs ↗pdf ↗

New energy identity found for biharmonic maps into spheres.

problem Establishing energy identity for biharmonic maps in supercritical dimensions.
method Adapting Lin-Rivière's strategy for sphere-valued maps.
result Energy identity for stationary biharmonic maps into spheres in supercritical dimensions n5n\ge 5.

New identities link Frobenius elements to Jones-Wenzl projectors at roots of unity.

problem Understanding relationships between Frobenius elements and Jones-Wenzl projectors at roots of unity.
method Obtained skein identities relating Frobenius elements to Jones-Wenzl projectors in the Kauffman bracket skein module.
result Skein identities provide new proofs of the existence of the Chebyshev-Frobenius homomorphism.

The study finds new infinite dilogarithm identities related to number sequences and continued fractions.

problem Finding new infinite dilogarithm identities.
method Demonstrating families of identities associated with specific number sequences and continued fractions.
result New infinite dilogarithm identities related to Fibonacci, Lucas numbers, convergents of even period continued fractions, and recurrence relations.

Just as the Jacobi identity of vector fields is a natural consequence of the general Jacobi identity of microcubes in synthetic differential geometry, it is to be shown in this paper that the graded Jacobi identity of the Frolicher-Nijenhuis bracket is also a natural consequence of the general Jacobi identity.

2008-10-30abs ↗pdf ↗

Most existing word embedding approaches do not distinguish the same words in different contexts, therefore ignoring their contextual meanings. As a result, the learned embeddings of these words are usually a mixture of multiple meanings. In this paper, we acknowledge multiple identities of the same word in different co…

2016-11-29abs ↗pdf ↗

In this paper we study McShane's identity in real and complex hyperbolic spaces and obtain various generalizations of the identity for representations of surface groups into the isometry groups of rank one symmetric spaces. Our methods unify most of the existing methods used in the existing literature for proving this …

2012-03-27abs ↗pdf ↗

Greg McShane introduced a remarkable identity for the lengths of simple closed geodesics on cusped hyperbolic surfaces. This was subsequently generalized by the authors to hyperbolic cone-surfaces, possibly with cusps and/or geodesic boundary. In this paper, we generalize the identity further to the case of classical S…

2004-11-29abs ↗pdf ↗

On the basis of the generalizations of the Jacobi identity found by the author some identities satisfied by the curvature and torsion of a covariant differentiation are derived. A kind of the generalized covariant differentiation is proposed and a method of finding some of satisfied by them identities is given in the c…

2003-06-01abs ↗pdf ↗

We generalize McShane's identity for the length series of simple closed geodesics on a cusped hyperbolic surface to hyperbolic cone-surfaces (with all cone angles π\le π), possibly with cusps and/or geodesic boundary. In particular, by applying the generalized identity to the orbifolds obtained from taking the quotien…

2004-04-12abs ↗pdf ↗

A vector field E on an F-manifold (M, o, e) is an eventual identity if it is invertible and the multiplication X*Y := X o Y o E^{-1} defines a new F-manifold structure on M. We give a characterization of such eventual identities, this being a problem raised by Manin. We develop a duality between F-manifolds with eventu…

2010-06-03abs ↗pdf ↗

The identity map of certain Einstein manifolds is stable in both energy and bienergy.

problem Stability of the identity map in Einstein manifolds.
method Investigation of conformal-biharmonic stability compared to harmonic stability.
result The conformal-biharmonic index coincides with the harmonic index, except for the 4D Euclidean sphere.

A second-order differential identity for the Riemann tensor is obtained, on a manifold with symmetric connection. Several old and some new differential identities for the Riemann and Ricci tensors descend from it. Applications to manifolds with Recurrent or Symmetric structures are discussed. The new structure of K-rec…

2008-02-05abs ↗pdf ↗

We describe a hyperbolic version of the Ambartzumian-Pleijel identity. We use this identity to prove the hyperbolic Crofton formula and the hyperbolic isoperimetric inequality. This identity also provides a way to compute the chord length distribution for an ideal polygon in the hyperbolic plane. The analogous results …

2014-10-15abs ↗pdf ↗

In this survey, we discuss four classes of identities due principally to Basmajian, McShane, Bridgeman-Kahn and Luo-Tan on hyperbolic manifolds and provide a unified approach for proving them. We also elucidate on the connections between the various identities.

2013-09-13abs ↗pdf ↗

Scaling relations, such as the IPAT equation and the Kaya identity, are useful for quickly gauging the scale of economic, technological, and demographic changes required to reduce environmental impacts and pressures; in the case of the Kaya identity, the environmental pressure is greenhouse gas emissions. However, when…

2011-12-04abs ↗pdf ↗

Let H be a closed, noncompact subgroup of a simple Lie group G, such that G/H admits an invariant Lorentz metric. We show that if G = SO(2,n), with n > 2, then the identity component of H is conjugate to the identity component of SO(1,n). Also, if G = SO(1,n), with n > 2, then the identity component of H is conjugate t…

2000-07-24abs ↗pdf ↗

Paper proves energy identity and no-neck property for special harmonic maps.

problem Analyzing special harmonic maps with homogeneous targets.
method Introduced equivariant embedding for ε\varepsilon-harmonic case.
result Energy identity and no-neck property established for ε\varepsilon- and αα-harmonic maps.

Study Hardy identities and inequalities on Cartan-Hadamard manifolds.

problem Existence and nonexistence of extremal functions in Hardy inequalities.
method Using the notion of a Bessel pair, we derive Hardy identities and inequalities.
result Established several Hardy type inequalities with improvements and understandings.

New Stein identity for q-Gaussians reduces gradient variance in machine learning.

problem Improving gradient estimators for non-Gaussian distributions.
method Deriving a new Stein identity for bounded-support q-Gaussians and simplifying previous results.
result Gradient estimators for q-Gaussians have nearly identical forms to Gaussian ones, reducing variance.