arXiv research

In the previous work ([14]) we introduced the well-posed boundary conditions ${\mathcal P}_{-, {\mathcal L}_{0}}$ and ${\mathcal P}_{+, {\mathcal L}_{1}}$ for the odd signature operator to define the refined analytic torsion on a compact manifold with boundary. In this paper we discuss the gluing formula of the refined…

Extends machine learning models for analytic boundary conditions in differential equations.

Given any real-analytic CR manifold M, we provide general conditions on M guaranteeing that the group of all its global real-analytic CR automorphisms is a Lie group (in an appropriate topology). Our conditions are in particular satisfied when M is an arbitrary compact real-analytic hypersurface embedded in some Stein …

Characterizes Bonnet surfaces using analytic conditions.

Let (M,g) be an analytic, compact, Riemannian manifold with boundary, of dimension n >= 2. We study a class of generalized Radon transforms, integrating over a family of hypersurfaces embedded in M, satisfying the Bolker condition [23]. Using analytic microlocal analysis, we prove a microlocal regularity theorem for ge…

The paper explores $ρ$-regularity for real analytic maps and its relation to Milnor fibrations.

Analyticity of heat equation extended to Bakry-Émery Ricci curvature manifolds.

We study the time analyticity of ancient solutions to heat equations on graphs. Analogous to Dong and Zhang [DZ19], we prove the time analyticity of ancient solutions on graphs under some sharp growth condition.

In this paper we discuss the refined analytic torsion on an odd dimensional compact oriented Riemannian manifold with boundary under some assumption. For this purpose we introduce two boundary conditions which are complementary to each other and well-posed for the odd signature operator $\mathcal{B}$ in the sense of Se…

New framework for calculating multivariate risk measures using Wishart process.

We prove the analyticity in time for solutions of two parabolic equations in the whole space, without any decaying or vanishing conditions. One of them involves solutions to the heat equation of exponential growth of order $2$ on $\M$. Here $\M$ is $\R^d$ or a complete noncompact manifold with Ricci curvature bounded f…

Study Cowen-Douglas operators from analytic function spaces.

For a GJR-GARCH specification with a generic innovation distribution we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and variances. Moment for the most commonly used GARCH models are stated as special cases. We also the limits of these moments as the time hori…

For a smooth strictly pseudoconvex hypersurface in a complex manifold, we give a necessary and sufficient condition for being CR-diffeomorphic to a real-analytic CR manifold. Our condition amounts to a holomorphic extension property for the canonically associated function expressing $2$-jets of the formal Segre varieti…

Introduces stability conditions for polarized varieties, linking to K-stability.

This paper simplifies conditional Sobol' indices calculation using PCE bases.

On a Lorentzian manifold the existence of a parallel null vector field implies certain constraint conditions on the induced Riemannian geometry of a space-like hypersurface. We will derive these constraint conditions and, conversely, show that every real analytic Riemannian manifold satisfying the constraint conditions…

Analytic patch trees reveal new geometric structures and dimension fields.

New test for conditional independence using kernel embeddings.

Paper shows how to join Milnor fibers of real analytic functions.

We develop a semi-analytic approach to the valuation of auto-callable structures with accrual features subject to barrier conditions. Our approach is based on recent studies of multi-assed binaries, present in the literature. We extend these studies to the case of time-dependent parameters. We compare numerically the s…

Harmonic maps depend analytically on representations.

This paper is devoted to a proof of a generalized Ray-Singer conjecture for a manifold with boundary (the Dirichlet and the Neumann boundary conditions are independently given on each connected component of the boundary and the transmission boundary condition is given on the interior boundary). The Ray-Singer conjectur…

Paper proposes an analytical pricing model for puttable bonds with credit risk.

On a complete non-compact gradient shrinking Ricci soliton, we prove the analyticity in time for smooth solutions of the heat equation with quadratic exponential growth in the space variable. This growth condition is sharp. As an application, we give a necessary and sufficient condition on the solvability of the backwa…

Develops support theorem for analytic transforms in tomography.

To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of topologies (namely the $(\varepsilon,λ)$--topology and the locally $L^0$-- convex topolo…

We present a novel approach for estimating conditional probability tables, based on a joint, rather than independent, estimate of the conditional distributions belonging to the same table. We derive exact analytical expressions for the estimators and we analyse their properties both analytically and via simulation. We …

Paper derives analytical formulas for NLD-CEV moments with regime switching.

In this paper, we define a concept of a family of compact holomorphic Poisson manifolds on the basis of Kodaira-Spencer's deformation theory and deduce the integrability condition. We prove an analogue of their `Theorem of existence for complex analytic structures' under some analytic assumption, and establish an analo…

Local conditions on boundaries of $C^\infty$ Levi-flat hypersurfaces, in case the boundary is a generic submanifold, are studied. For nontrivial real analytic boundaries we get an extension and uniqueness result, which forces the hypersurface to be real analytic. This allows us to classify all real analytic generic bou…

It is a classical result that any complex analytic Lie supergroup $\mathcal{G}$ is split \cite{kosz}, that is its structure sheaf is isomorphic to the structure sheaf of a certain vector bundle. However, there do exist non-split complex analytic homogeneous supermanifolds. We study the question how to find out whether …

Study noncompact manifolds' Chern scalar curvatures, proving existence and multiplicity.

A local uniqueness property of holomorphic functions on real-analytic nowhere minimal CR submanifolds of higher codimension is investigated. A sufficient condition called almost minimality is given and studied. A weaker necessary condition, being contained a possibly singular real-analytic Levi-flat hypersurface is stu…

Proves no-hair theorem for certain vacuum black holes.

New method normalizes Milnor fibrations for real analytic maps.

When f : R power n to R power p, is a surjective real analytic map with isolated critical value, we prove that the (m)-regularity condition (in a sense we define) ensures that f ||f|| is a fibration on small spheres, f induces a fibration on the tubes and both fibrations are equivalent. In particular, we make the state…

It is well known that generic solutions of the heat equation are not analytic in time in general. Here it is proven that ancient solutions with exponential growth are analytic in time in ${\M} \times (-\infty, 0]$. Here $\M=\R^n$ or is a manifold with Ricci curvature bounded from below. Consequently a necessary and suf…

This paper is devoted to the study of the Reissner-Nordstrøm-de Sitter black holes and their maximal analytic extensions. In particular, we study some of their properties that lays the groundwork for separate papers where we obtain decay results and construct conformal scattering theories for test fields on such spacet…

We show that for complex analytic K3 surfaces any torsion class in H^2(X,O_X^*) comes from an Azumaya algebra. In other words, the Brauer group equals the cohomological Brauer group. For algebraic surfaces, such results go back to Grothendieck. In our situation, we use twistor spaces to deform a given analytic K3 surfa…

In this paper, we compare static and dynamic (reduced form) approaches for modeling wrong-way risk in the context of CVA. Although all these approaches potentially suffer from arbitrage problems, they are popular (respectively) in industry and academia, mainly due to analytical tractability reasons. We complete the sto…

We give necessary and sufficient local conditions for the simultaneous unitarizability of a set of analytic matrix maps from an analytic 1-manifold into SL_n(C) under conjugation by a single analytic matrix map. We apply this result to the monodromy arising from an integrable partial differential equation to construct …

We prove that any connected proper Dupin hypersurface in $\R^n$ is analytic algebraic and is an open subset of a connected component of an irreducible algebraic set. We prove the same result for any connected non-proper Dupin hypersurface in $\R^n$ that satisfies a certain finiteness condition. Hence any taut submanifo…

In this paper we study the Milnor fibrations associated to real analytic map germs $ψ:(\mathbb{R}^{m},0) \to (\mathbb{R}^2,0)$ with isolated critical point at $0\in \mathbb{R}^{m}$. The main result relates the existence of called Strong Milnor fibrations with a transversality condition of a convenient family of analyti…

Constructs equivariant analytic torsion for proper actions on manifolds.

The paper proves conditions for compact complex manifolds to be Kahler outside analytic subsets.

This paper explores geometric and analytic aspects of Lojasiewicz inequalities on vector bundles.

This paper extends previous work from arxiv:1702.05223, which shows that the main theorem of Morse theory holds for a large class of functions on singular spaces, where the function and the underlying singular space are required to satisfy the five conditions explained in detail in the introduction to arxiv:1702.05223.…