arXiv research

Special issue honors Stanley Deser, focusing on advanced physics topics.

Comment on ``Tests of scaling and universality of the distributions of trade size and share volume: Evidence from three distinct markets" by Plerou and Stanley, Phys. Rev. E 76, 046109 (2007)

By mapping the most advanced elements of the contemporary social interactions, the world scientific collaboration network develops an extremely involved and heterogeneous organization. Selected characteristics of this heterogeneity are studied here and identified by focusing on the scientific collaboration community of…

STANLEY improves sampling for complex data models.

This is the first in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global confor- mal invariants"; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …

This is the last in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed as…

We have studied statistical characteristics of five share price time series. For each stock price, we estimated a best fit quantitative model for the monthly closing price as based on the decomposition into two defining consumer price indices selected from a large set of CPIs. It was found that there are two pairs of s…

In this paper, we prove Lorentzian positive mass theorem for spacetimes with distributional curvature. To do so, we introduce distributional curvature and generalized Arnowitt-Deser-Misner (ADM) momentum. As an application, we discuss a junction of spacetimes.

It has been 35 years since Stanley proved that f-vectors of boundaries of simplicial polytopes satisfy McMullen's conjectured g-conditions. Since then one of the outstanding questions in the realm of face enumeration is whether or not Stanley's proof could be extended to larger classes of spheres. Here we hope to give …

It is shown by several authors going back to Huisken-Yau that asymptotically Schwarzschildean time-slices possess a unique foliation by stable constant mean curvature (CMC) spheres defining the so-called CMC center of mass. We analyze how the leaves of this foliation evolve in time under the Einstein equations. More pr…

This paper forms part of a larger work where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of "global conformal invariants"; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed as a…

Proved inequality for anti-self-polar polytopes.

We introduce a framework for studying the effects of self-interaction on the construction of point particle initial data in General Relativity. Within this framework we rigorously prove the vanishing mass claim made by Arnowitt, Deser and Misner regarding point sources. We identify a geometric structure and a scaling p…

Conjecture 1 of Stanley Chang: "Positive scalar curvature of totally nonspin manifolds" asserts that a closed smooth manifold M with non-spin universal covering admits a metric of positive scalar curvature if and only if a certain homological condition is satisfied. We present a counterexample to this conjecture, based…

Deser and Nepomechie established a relationship between masslessness and rigid conformal invariance by coupling to a background metric and demanding local Weyl invariance, a method which applies neither to massive theories nor theories which rely upon gauge invariances for masslessness. We extend this method to describ…

This is the first of two papers where we address and partially confirm a conjecture of Deser and Schwimmer, originally postulated in high energy physics. The objects of study are scalar Riemannian quantities constructed out of the curvature and its covariant derivatives, whose integrals over compact manifolds are invar…

This is the fifth in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed a…

Herd behavior is an important economic phenomenon, especially in the context of the recent financial crises. In this paper, herd behavior in global stock markets is investigated with a focus on intercontinental comparison. Since most existing herd behavior indices do not provide a comparative method, we propose a new h…

Results of R. Stanley and M. Masuda completely characterize the h-vectors of simplicial posets whose order complexes are spheres. In this paper we examine the corresponding question in the case where the order complex is a ball. Using the face rings of these posets, we develop a series of new conditions on their h-vect…

In this study, we establish a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Base on this analysis, it is found that the Korean stock market doesn't form the clusters of the business sectors or of the industry categories. When th…

There is a one-to-one correspondence between geometric lattices and the intersection lattices of arrangements of homotopy spheres. When the arrangements are essential and fully partitioned, Zaslavsky's enumeration of the cells of the arrangement still holds. An application of the theory shows that all minimal cellular …

This is the fourth in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …

Explicit formulas for extrinsic Paneitz operators and Q-curvatures for totally umbilic hypersurfaces.

The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If …

The Stanley chromatic symmetric function $X_G$ of a graph $G$ is a symmetric function generalization of the chromatic polynomial, and has interesting combinatorial properties. We apply the ideas of Khovanov homology to construct a homology of graded $S_n$-modules, whose graded Frobenius series $Frob_G(q,t)$ reduces to …

This paper is a continuation of [2], where we complete our partial proof of the Deser-Schwimmer conjecture on the structure of ``global conformal invariants''. Our theorem deals with such invariants P(g^n) that locally depend only on the curvature tensor R_{ijkl} (without covariant derivatives). In [2] we developed a p…

Consider a simplicial complex that allows for an embedding into $\mathbb{R}^d$. How many faces of dimension $\frac{d}{2}$ or higher can it have? How dense can they be? This basic question goes back to Descartes' "Lost Theorem" and Euler's work on polyhedra. Using it and other fundamental combinatorial problems, we intr…

Extending work of Bielawski-Dancer and Konno, we develop a theory of toric hyperkahler varieties, which involves toric geometry, matroid theory and convex polyhedra. The framework is a detailed study of semi-projective toric varieties, meaning GIT quotients of affine spaces by torus actions, and specifically, of Lawren…

In 1996, Huisken-Yau proved that every three-dimensional Riemannian manifold can be uniquely foliated near infinity by stable closed surfaces of constant mean curvature (CMC) if it is asymptotically equal to the (spatial) Schwarzschild solution. Later, their decay assumptions were weakened by Metzger, Huang, Eichmair-M…

This is the second in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global conformal invariants''; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …

The (relativistic) center of mass of an asymptotically flat Riemannian manifold is often defined by certain surface integral expressions evaluated along a foliation of the manifold near infinity, e. g. by Arnowitt, Deser, and Misner (ADM). There are also what we call 'abstract' definitions of the center of mass in term…

We study a variation of Bagchi and Datta's $σ$-vector of a simplicial complex $C$, whose entries are defined as weighted averages of Betti numbers of induced subcomplexes of $C$. We show that these invariants satisfy an Alexander-Dehn-Sommerville type identity, and behave nicely under natural operations on triangulated…

Let \A be a complex hyperplane arrangement, and let $X$ be a modular element of arbitrary rank in the intersection lattice of \A. We show that projection along $X$ restricts to a fiber bundle projection of the complement of \A to the complement of the localization $\A_X$ of \A at $X$. The fiber is the decone of a reali…

Stock return predictability is an important research theme as it reflects our economic and social organization, and significant efforts are made to explain the dynamism therein. Statistics of strong explanative power, called "factor" have been proposed to summarize the essence of predictive stock returns. Although mach…

The modelling of financial markets presents a problem which is both theoretically challenging and practically important. The theoretical aspects concern the issue of market efficiency which may even have political implications \cite{Cuthbertson}, whilst the practical side of the problem has clear relevance to portfolio…

The final result of this article gives the order of the extension $$\xymatrix{1\ar[r] & P/[P,P] \ar^{j}[r] & B/[P,P] \ar^-{p}[r] & W \ar[r] & 1}$$ as an element of the cohomology group $H^2(W,P/[P,P])$ (where $B$ and $P$ stands for the braid group and the pure braid group associated to the complex reflection group $W$)…

Financial time series typically exhibit strong fluctuations that cannot be described by a Gaussian distribution. In recent empirical studies of stock market indices it was examined whether the distribution P(r) of returns r(tau) after some time tau can be described by a (truncated) Levy-stable distribution L_{alpha}(r)…

Derives formulas for extrinsic Paneitz operator and $Q$-curvature in general dimensions.

Study confirms the square-root law in price impact across Tokyo stocks.