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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.

168,695 papers · 148 categories

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20405979 · May 202619922001200920172026
48 results for canonical filtration

A generalized bridge is the law of a stochastic process that is conditioned on N linear functionals of its path. We consider two types of representations of such bridges: orthogonal and canonical. The orthogonal representation is constructed from the entire path of the underlying process. Thus, future knowledge of the …

2012-05-15abs ↗pdf ↗

The paper calculates the motive of a specific knot's character variety.

problem Computing the motive of the character variety of torus knots representations.
method Introduced a stratification of the variety based on a canonical filtration, reducing the motive computation to a combinatorial problem.
result Computed the motive of the character variety for torus knots.

Topological 4-dimensional surgery is conjectured to fail, in general, for free fundamental groups. M. Freedman and P. Teichner have shown that surgery problems with an arbitrary fundamental group have a solution, provided they satisfy a certain condition on Dwyer's filtration on second homology. We give a new geometric…

2002-09-18abs ↗pdf ↗

We study in this paper, the existence of tree types of filtrations of the space Dλμ(R2l+1n)\mathcal{D}_{λμ}(\R^{2l+1|n}) of differential operators on the superspaces R2l+1n\R^{2l+1|n} endowed with the standard contact structure αα. On this space Dλμ(R2l+1n)\mathcal{D}_{λμ}(\R^{2l+1|n}), we have the first filtration called canonical and bec…

2016-08-08abs ↗pdf ↗

An algorithm preserves topological features in dimensionality reduction.

problem Preserving topological features in dimensionality reduction.
method Simulated annealing for finding a linear projection preserving persistent homology.
result Measures of topological equivalence between filtrations.

We study the K-stability of a polarised variety with non-reductive automorphism group. We associate a canonical filtration of the co-ordinate ring to each variety of this kind, which destabilises the variety in several examples which we compute. We conjecture this holds in general. This is an algebro-geometric analogue…

2015-01-14abs ↗pdf ↗

The paper proves a conjecture linking Higgs bundles and Lie algebra actions.

problem Linking Higgs bundles and Lie algebra actions for a conjecture.
method Using Hecke correspondences and cup-product by tautological classes, the paper constructs an action of H2\mathcal{H}_2 on cohomology.
result The perverse filtration on Higgs bundle cohomology matches the sl2\mathfrak{sl}_2 filtration, proving the P=WP=W conjecture.

Consider a smooth, projective family of canonically polarized varieties over a smooth, quasi-projective base manifold Y, all defined over the complex numbers. It has been conjectured that the family is necessarily isotrivial if Y is special in the sense of Campana. We prove the conjecture when Y is a surface or threefo…

2009-05-12abs ↗pdf ↗

An isolated complex surface singularity induces a canonical contact structure on its link. In this paper, we initiate the study of the existence problem of Stein cobordisms between these contact structures depending on the properties of singularities. As a first step we construct an explicit Stein cobordism from any co…

2017-02-21abs ↗pdf ↗

A new method for optimal filtration learning in time-series data analysis.

problem Finding an optimal filtration for analyzing topological properties of discrete data.
method Formulated an optimization problem and proposed an algorithm for solving it.
result Derivation of the exact formula of the gradient of the loss function with respect to filtration parameters.

In sequential anytime-valid inference, any admissible procedure must be based on e-processes: generalizations of test martingales that quantify the accumulated evidence against a composite null hypothesis at any stopping time. This paper proposes a method for combining e-processes constructed in different filtrations b…

2024-02-15abs ↗pdf ↗

We introduce several families of filtrations on the space of vector bundles over a smooth projective variety. These filtrations are defined using the large k asymptotics of the kernel of the Dolbeault Dirac operator on a bundle twisted by the kth power of an ample line bundle. The filtrations measure the failure of the…

2011-11-02abs ↗pdf ↗

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

problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

Let ΣΣ be a compact connected oriented surface with one boundary component and let M\mathcal{M} denote the mapping class group of ΣΣ. By considering the action of M\mathcal{M} on the fundamental group of ΣΣ it is possible to define different filtrations of M\mathcal{M} together with some homomorphisms on each ter…

2019-02-26abs ↗pdf ↗

A knot in the 3-sphere is called doubly slice if it is a slice of an unknotted 2-sphere in the 4-sphere. We give a bi-sequence of new obstructions for a knot being doubly slice. We construct it following the idea of Cochran-Orr-Teichner's filtration of the classical knot concordance group. This yields a bi-filtration o…

2004-11-06abs ↗pdf ↗

We show that the Artin representation on concordance classes of string links induces a well-defined epimorphism modulo order n twisted Whitney tower concordance, and that the kernel of this map is generated by band sums of iterated Bing-doubles of any string knot with nonzero Arf invariant. We also continue J. Levine's…

2012-02-12abs ↗pdf ↗

We study knots of order 2 in the grope filtration $\{\G_h\}$ and the solvable filtration $\{\F_h\}$ of the knot concordance group. We show that, for any integer n4n\ge4, there are knots generating a Z2\Z_2^\infty subgroup of $\G_n/\G_{n.5}$. Considering the solvable filtration, our knots generate a Z2\Z_2^\infty subgro…

2015-02-16abs ↗pdf ↗

In this thesis we study the relationship between the existence of canonical metrics on a complex manifold and stability in the sense of geometric invariant theory. We introduce a modification of K-stability of a polarised variety which we conjecture to be equivalent to the existence of an extremal metric in the polaris…

2006-10-31abs ↗pdf ↗

The knot Floer complex and the concordance invariant ε\varepsilon can be used to define a filtration on the smooth concordance group. We exhibit an ordered subset of this filtration that is isomorphic to N×N\mathbb{N} \times \mathbb{N} and consists of topologically slice knots.

2013-09-08abs ↗pdf ↗

The knot Floer complex together with the associated concordance invariant epsilon can be used to define a filtration on the smooth concordance group. We show that the indexing set of this filtration contains the natural numbers cross the integers as an ordered subset.

2012-10-15abs ↗pdf ↗

The paper confirms a conjecture about optimal expected utility in markets with insider information.

problem Optimal expected utility in markets with insider information.
method An extension of the Black-Scholes-Merton model with a sequence of discrete-time economies.
result Optimal expected utility converges to the classic model when conditions are met.

The paper develops a new theory of double Johnson filtrations for mapping class groups.

problem Understanding the structure of mapping class groups using filtrations.
method Developed a general theory of Johnson filtrations and homomorphisms for groups acting on filtered groups, specializing to mapping class groups.
result Obtained a theory of double Johnson filtrations and homomorphisms for mapping class groups of surfaces with one boundary component.

Let M denote the mapping class group of S, a compact connected oriented surface with one boundary component. The action of M on the nilpotent quotients of the fundamental group of S allows to define the so-called Johnson filtration and the Johnson homomorphisms. J. Levine introduced a new filtration of M, called the La…

2017-11-30abs ↗pdf ↗

We define a filtration on the vector space spanned by Seifert matrices of knots related to Vassiliev's filtration on the space of knots. Further we show that the invariants of knots derived from the filtration can be expressed by coefficients of the Alexander polynomial.

1999-03-12abs ↗pdf ↗

A filtered manifold is a smooth manifold MM together with a filtration of the tangent bundle by smooth subbundles which is compatible with the Lie bracket of vector fields in a certain sense. The Lie bracket of vector fields then induces a bilinear operation on the associated graded of each tangent space of MM making…

2017-07-18abs ↗pdf ↗

We define a filtration of the smooth concordance group based on the genus of representative knots. We use the Heegaard Floer epsilon and Upsilon invariants to prove the quotient groups with respect to this filtration are infinitely generated. Results are applied to three infinite families of topologically slice knots.

2015-06-08abs ↗pdf ↗

Defines a filtration on variational bicomplex for concise functional form conditions.

problem Expressing functional form vanishing conditions concisely.
method Introduces a filtration on the variational bicomplex and studies its properties.
result Graded components of the filtration inherit module structures, simplifying functional form conditions.

The study connects norms and filtrations on section rings of projective manifolds.

problem Understanding norms and filtrations on section rings of polarized projective manifolds.
method Analyzes submultiplicative norms and their equivalence to sup-norms, discusses applications to spectral theory and holomorphic extension.
result Injective and projective tensor norms on symmetric algebras are asymptotically equivalent.

A new method detects small holes in noisy data.

problem Detecting small holes in high-density regions from noise.
method Robust Density-Aware Distance (RDAD) filtration, incorporating distance-to-measure concept.
result The RDAD filtration prolongs the persistences of small holes, making them distinguishable from noise.

We study multiple defaults where the global market information is modelled as progressive enlargement of filtrations. We shall provide a general pricing formula by establishing a relationship between the enlarged filtration and the reference default-free filtration in the random measure framework. On each default scena…

2009-12-16abs ↗pdf ↗

The abstract extends deformation and tangent groupoid constructions to infinite-dimensional manifolds.

problem Deformation and tangent groupoid constructions for infinite-dimensional manifolds.
method Extending finite-dimensional constructions to Banach and Fredholm manifolds.
result Induced generalized filtrations of tangent bundles and groupoids.

The study computes Gromoll filtration groups and fundamental groups for specific dimensions.

problem Computing Gromoll filtration groups and fundamental groups for specific dimensions.
method Analyzing specific dimensions and using results to infer information about fundamental groups.
result Computed Gromoll filtration groups and fundamental groups for specified dimensions.