arXiv research

Introduces flat discrete signatures for financial data analysis.

Completeness theorem for flat pseudo-Riemannian manifolds of signature (2,2).

We show that for each discrete group G, the rational assembly map K_*(BG) \otimes Q \to K_*(C*_{max} G) \otimes \Q is injective on classes dual to the subring generated by cohomology classes of degree at most 2 (identifying rational K-homology and homology via the Chern character). Our result implies homotopy invarianc…

Geodesic completeness proven for certain symmetric spaces.

The holonomy algebras of Einstein not Ricci-flat pseudo-Riemannian manifolds of arbitrary signature are classified. As illustrating examples, the cases of Lorentzian manifolds, pseudo-Riemannian manifolds of signature $(2,n)$ and the para-quaternionic-Kählerian manifolds with non-zero scalar curvature are considered. E…

We construct examples of nondegenerate CR manifolds with Levi form of signature $(p,q)$, $2\leq p\leq q$, which are compact, not locally CR flat, and admit essential CR vector fields. We also construct an example of a noncompact nondegenerate CR manifold with signature $(1,n-1)$ which is not locally CR flat and admits …

Duncan and Ihrig (1993) gave a classification of the flat homogeneous spaces of metric signature (m,2), provided that a certain condition on the development image of these spaces holds. In this note we show that this condition can be dropped, so that Duncan and Ihrig's classification is in fact the full classification …

New compact Weyl-parallel manifolds discovered in all dimensions n≥5.

A flat pseudo-Euclidean Lie algebra is a real Lie algebra with a non degenerate symmetric bilinear form and a left symmetric product whose the commutator is the Lie bracket and such that the left multiplications are skew-symmetric. We show that the center of a flat pseudo-Euclidean nilpotent Lie algebra of signature $(…

The well-known fact that $S^1$, $S^3$ and $S^7$ are parallelizable manifolds admitting flat connections is revisited. The role of torsion in the construction of those flat connections is made explicit, and the possibilities allowed by different metric signatures are examined. A necessary condition for parallelizability…

Study of 4D symmetric spaces with (2,2) signature.

Paper unifies three invariants for flat bundles over surfaces with boundary.

Our purpose is to explore, in the context of loop ensembles on finite graphs, the relations between combinatorial group theory, loops topology, loop measures, and signatures of discrete paths. We determine the distributions of the loop homotopy class, and of the first and second homologies, defined by the lower central…

Study shows non-orientable manifolds restrict signature-changing metrics globally.

Short introduction to discrete flat fronts in hyperbolic space with a Weierstrass representation proof.

EDLP samples flat modes in discrete spaces using entropy.

We find a normal form for two-input flat discrete-time systems.

We prove that the higher harmonic signature of an even dimensional oriented Riemannian foliation of a compact Riemannian manifold with coefficients in a leafwise U(p,q)-flat complex bundle is a leafwise homotopy invariant. We also prove the leafwise homotopy invariance of the twisted higher Betti classes. Consequences …

We define discrete flat surfaces in hyperbolic 3-space from the perspective of discrete integrable systems and prove properties that justify the definition. We show how these surfaces correspond to previously defined discrete constant mean curvature 1 surfaces in hyperbolic 3-space, and we also describe discrete focal …

We provide classification results for and examples of half conformally flat generalized quasi Einstein manifolds of signature $(2,2)$. This analysis leads to a natural equation in affine geometry called the affine quasi-Einstein equation that we explore in further detail.

Discrete-time systems can be characterized by simple flat coordinates and their shifts.

It is well-known that the Einstein condition on warpedgeometries requires the fibres to be necessarily Einstein. However, exact warped solutions have often been obtained using one- and two-dimensional bases. In this paper, keeping the dimensions and signatures of the base and the fibre independently arbitrary, we obtai…

The paper proves a discrete positive mass theorem for graphs.

The paper examines the consistency of Lasso regression applied to signature analysis of time series data.

The paper proves that linearization along trajectories preserves flatness in discrete-time systems.

We classify flat strict nearly Kähler manifolds with (necessarily) indefinite metric. Any such manifold is locally the product of a flat pseudo-Kähler factor of maximal dimension and a strict flat nearly Kähler manifold of split signature $(2m,2m)$ with $m\ge 3$. Moreover, the geometry of the second factor is encoded i…

The paper classifies metrics on a Heisenberg group's cotangent bundle.

We estimate prices of exotic options in a discrete-time model-free setting when the trader has access to market prices of a rich enough class of exotic and vanilla options. This is achieved by estimating an unobservable quantity called "implied expected signature" from such market prices, which are used to price other …

Novel time series forecasting method using sliding window signatures.

Modern geometric measure theory, developed largely to solve the Plateau problem, has generated a great deal of technical machinery which is unfortunately regarded as inaccessible by outsiders. Some of its tools (e.g., flat norm distance and decomposition in generalized surface space) hold interest from a theoretical pe…

Study integrable discretizations of cyclic systems with circular coordinate lines.

Study toric gravitational instantons using rod structures and inequalities.

We describe the local structure of self-dual gradient Ricci solitons in neutral signature. If the Ricci soliton is non-isotropic then it is locally conformally flat and locally isometric to a warped product of the form $I\times_\varphi N(c)$, where $N(c)$ is a space of constant curvature. If the Ricci soliton is isotro…

Global approximation for piecewise linear paths via signatures.

Paper uses index theorem to relate symplectic bundle signature to surface group representation in real symplectic group.

A flat complete causal Lorentzian manifold is called {\it strictly causal} if the past and the future of each its point are closed near this point. We consider strictly causal manifolds with unipotent holonomy groups and assign to a manifold of this type four nonnegative integers (a signature) and a parabola in the con…

Proves uniqueness of certain $S^1$-symmetric gravitational instantons.

Expected signatures map data streams to lower dimensions, improving ML performance.

New method uses randomised signatures for generating financial time series data.

We present two families of exterior differential systems (EDS) for non-isometric embeddings of orthonormal frame bundles over Riemannian spaces of dimension q = 2, 3, 4, 5.... into orthonormal frame bundles over flat spaces of sufficiently higher dimension. We have calculated Cartan characters showing that these EDS sa…

A Lorentzian flat Lie group is a Lie group $G$ with a flat left invariant metric $μ$ with signature $(1,n-1)=(-,+,\ldots,+)$. The Lie algebra $\mathfrak{g}=T_eG$ of $G$ endowed with $\langle\;,\;\rangle=μ(e)$ is called flat Lorentzian Lie algebra. It is known that the metric of a flat Lorentzian Lie group is geodesical…

Einstein-Kropina metrics extend Einstein condition to all signatures and classify Finsler gravity solutions.

This paper aims to classify the holonomy of the conformal Tractor connection, and relate these holonomies to the geometry of the underlying manifold. The conformally Einstein case is dealt with through the construction of metric cones, whose Riemmanian holonomy is the same as the Tractor holonomy of the underlying mani…

We use the modified Riemannian extension of an affine surface to construct Bach flat manifolds. As all these examples are VSI (vanishing scalar invariants), we shall construct scalar invariants which are not of Weyl type to distinguish them. We illustrate this phenomena in the context of homogeneous affine surfaces.

It is shown that if a compact four-dimensional manifold with metric of neutral signature is Jordan-Osserman, then it is either of constant sectional curvature or Ricci flat.

Simplicial, piecewise-flat discretizations of manifolds provide a clear path towards curvature analysis on discrete geometries and for solutions of PDE's on manifolds of complex topologies. In this manuscript we review and expand on discrete exterior calculus methods using hybrid domains. We then analyze the geometric …

We determine all Ricci flat left invariant Lorentzian metrics on simply connected 2-step nilpotent Lie groups. We show that the $2k+1$-dimensional Heisenberg Lie group $H_{2k+1}$ carries a Ricci flat left invariant Lorentzian metric if and only if $k=1$. We show also that for any $2\leq q\leq k$, $H_{2k+1}$ carries a R…

Extended flatness approach for discrete-time systems considers forward and backward shifts.