arXiv research

Study weightings from singular Lie filtrations.

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

Develops a new filtration for asset pricing models.

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…

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…

In a recent paper we defined a new filtration of the mapping class group--the "Lagrangian" filtration. We here determine the successive quotients of this filtration, up to finite index. As an application we show that, for any additive invariant of finite-type (e.g. the Casson invariant), and any level of the Lagrangian…

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

It is known that the automorphism group of a K-polystable Fano manifold is reductive. Codogni and Dervan construct a canonical filtration of the section ring, called Loewy filtration, and conjecture that the Loewy filtration destabilizes any Fano variety with non-reductive automorphism group. In this note, we give a co…

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

We consider the Grope filtration of the classical knot concordance group that was introduced in a paper of Cochran, Orr and Teichner. Our main result is that successive quotients at each stage in this filtration have infinite rank. We also establish the analogous result for the Grope filtration of the concordance group…

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…

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…

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 $n\ge4$, there are knots generating a $\Z_2^\infty$ subgroup of $\G_n/\G_{n.5}$. Considering the solvable filtration, our knots generate a $\Z_2^\infty$ subgro…

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

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.

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

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

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…

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.

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.

The article explores the mapping class group using unicellular maps and provides filtrations.

Smooth maps show Gromoll filtration for spheres.

In a previous paper [Homology cylinders: an enlargement of the mapping class group, Algebr. Geom. Topol. 1 (2001) 243--270, arXiv:math.GT/0010247], a group H_g of homology cylinders over the oriented surface of genus g is defined. A filtration of H_g is defined, using the Goussarov-Habiro notion of finite-type. It is e…

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

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

A new method detects small holes in noisy data.

Researchers determine quantum filtration structure of torus links.

We consider controller-stopper problems in which the controlled processes can have jumps. The global filtration is represented by the Brownian filtration, enlarged by the filtration generated by the jump process. We assume that there exists a conditional probability density function for the jump times and marks given t…

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…

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

The paper introduces new KMEs to capture stochastic process filtrations.

For any group G, we define a new characteristic series related to the derived series, that we call the torsion-free derived series of G. Using this series and the Cheeger-Gromov rho-invariant, we obtain new real-valued homology cobordism invariants rho_n for closed (4k-1)-dimensional manifolds. For 3-dimensional manifo…

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

A new filtration of the spaces of tri-/univalent graphs B_m^u that occur in the theory of finite-type invariants of knots and 3-manifolds is introduced. Combining the results of the two preceding articles, the quotients of this filtration are modeled by spaces of graphs with two types of edges and four types of vertice…

The Johnson filtration of the mapping class group of a compact, oriented surface is the descending series consisting of the kernels of the actions on the nilpotent quotients of the fundamental group of the surface. Each term of the Johnson filtration admits a Johnson homomorphism, whose kernel is the next term in the f…

Defines volume and Monge-Ampère energy on polarized affine varieties.

Bi-filtration stabilizes TDA mapper results under noise.

The bipolar filtration introduced by T. Cochran, S. Harvey, and P. Horn is a framework for the study of smooth concordance of topologically slice knots and links. It is known that there are topologically slice 1-bipolar knots which are not 2-bipolar. For knots, this is the highest known level at which the filtration do…

Study describes splitting and filtration of Hodge bundle on quadratic differentials.

We study coherent risk measures which are time-consistent for multiple filtrations. We show that a coherent risk measure is time-consistent for every filtration if and only if it is one of four main types. Furthermore, if the risk measure is strictly monotone it is linear, and if the reference probability space is not …

The paper surveys mathematical results on filtration enlargement with financial examples.

Floer theory constructs filtrations on quantum cohomology for symplectic manifolds.

Study on cohomological dimension of surface terms, answering Farb's question.

We prove the nontriviality, at all integral levels n, of the filtration, F_n, of the classical topological knot concordance group recently defined by the authors and Kent Orr [COT]. Recall that this filtration is significant not only because of it's strong connection to Whitney tower constructions of Casson and Freedma…

We present a version of the fundamental theorem of asset pricing (FTAP) for continuous time large financial markets with two filtrations in an $L^p$-setting for $1 \leq p < \infty$. This extends the results of Yuri Kabanov and Christophe Stricker \cite{KS:06} to continuous time and to a large financial market setting,…

We identify the perverse filtration of a Lagrangian fibration with the monodromy weight filtration of a maximally unipotent degeneration of compact hyper-Kähler manifolds.

We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that filtration to construct a class of "stepwise square integrable" representations on …

We establish several new results about both the (n)-solvable filtration, F_n^m, of the set of link concordance classes and the (n)-solvable filtration of the string link concordance group. We first establish a relationship between Milnor's invariants and links, L, with certain restrictions on the 4-manifold bounded by …