arXiv research

The study examines how gamma positivity and PL homeomorphism types affect simplicial spheres.

Let Gamma be a group generated by two positive multi-twists. We give some sufficient conditions for Gamma to be free or have no `unexpectedly reducible' elements. For a group Gamma generated by two Dehn twists, we classify the elements in Gamma which are multi-twists. As a consequence we are able to list all the lanter…

Let G=SO(n,1) and Gamma a geometrically finite Zariski dense subgroup of G which is contained in an arithmetic subgroup of G. Denoting by Gamma(q) the principal congruence subgroup of Gamma of level q, and fixing a positive number λ_0 strictly smaller than (n-1)^2/4, we show that, as q tends to infinity along primes, t…

We discuss the homotopy type and the cohomology of spaces of locally convex parametrized curves gamma: [0,1] -> S^2, i.e., curves with positive geodesic curvature. The space of all such curves with gamma(0) = gamma(1) = e_1 and gamma'(0) = gamma'(1) = e_2 is known to have three connected components X_{-1,c}, X_1, X_{-1…

We consider the problem of prescribing the $Q_{\ gamma}$ curvature on $\mathbb{S}^n$. Using a perturbation method, we obtain existence results for curvatures close to a positive constant.

Introduces a new spectral geometry framework with dissipative data.

Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear Modeling framework (GLM), used in this case to separate stochastic (Gaussian) noise…

Bayesian analysis of financial time series using R-INLA.

After fixing a marking (V, W) of a quasifuchsian punctured torus group G, the complex length l_V and the complex twist tau_V,W parameters define a holomorphic embedding of the quasifuchsian space QF of punctured tori into C^2. It is called the complex Fenchel-Nielsen coordinates of QF. For a complex number c, let Q_gam…

Bayesian hierarchical tensor factorization model for international trade flows

A new hedging strategy uses deep reinforcement learning to manage gamma and vega risks.

The Deligne groupoid is a functor from nilpotent differential graded Lie algebras concentrated in positive degrees to groupoids; in the special case of Lie algebras over a field of characteristic zero, it gives the associated simply connected Lie group. We generalize the Deligne groupoid to a functor gamma from L-infin…

New process explains asset volatility patterns.

A new RBM model handles both linear and log-amplitude spectrograms.

In the "positive interest" models of Flesaker-Hughston, the nominal discount bond system is determined by a one-parameter family of positive martingales. In the present paper we extend this analysis to include a variety of distributions for the martingale family, parameterised by a function that determines the behaviou…

Modeling volatility with Chained Gamma Distributions for financial time series.

Let K be a 2-dimensional finite flag complex. We study the CAT(0) dimension of the `Bestvina-Brady group', or `Artin kernel', Gamma_K. We show that Gamma_K has CAT(0) dimension 3 unless K admits a piecewise Euclidean metric of non-positive curvature. We give an example to show that this implication cannot be reversed. …

This paper and its sequel prove a generalization of the usual gluing theorem for two index 1 pseudoholomorphic curves u_+ and u_- in the symplectization of a contact 3-manifold. We assume that for each embedded Reeb orbit gamma, the total multiplicity of the negative ends of u_+ at covers of gamma agrees with the total…

LLMs detect market patterns through causal reasoning, not just temporal association.

We investigate the behavior of the higher-order degrees, db_n, of a finitely presented group G. These db_n are functions from H^1(G;Z) to Z whose values are the degrees certain higher-order Alexander polynomials. We show that if def(G) is at least 1 or G is the fundamental group of a compact, orientable 3-manifold then…

If Gamma is any finite graph, then the unlabelled configuration space of n points on Gamma, denoted UC^n(Gamma), is the space of n-element subsets of Gamma. The braid group of Gamma on n strands is the fundamental group of UC^n(Gamma). We apply a discrete version of Morse theory to these UC^n(Gamma), for any n and any …

Study on gamma-related OU processes with simulation methods.

Let Gamma be a non-elementary Kleinian group acting on the closed n-dimensional unit ball and assume that its Poincare series converges at the exponent alpha. Let M_Gamma be the Gamma-quotient of the open unit ball. We consider certain families E = {E_1,...,E_p} of open subsets of M_Gamma such that M_Gamma minus the un…

We consider complex projective space P^{n} and a smooth closed curve gamma in P^{n}. Harvey and Lawson have defined the notion of the projective hull \hat{K} of a compact subset K in P^n. This concept is an analogue of the polynomial hull of compact subsets of C^{n}. In the present note we study the relation between th…

Develops Bayesian inference methods for gamma models.

Let Gamma_k be the lower central series of a surface group Gamma of a compact surface S with one boundary component. A simple question to ponder is whether a mapping class of S can be determined to be pseudo-Anosov given only the data of its action on Gamma/Gamma_k for some k. In this paper, to each mapping class f whi…

We address two shortcomings in online travel time estimation methods for congested urban traffic. The first shortcoming is related to the determination of the number of mixture modes, which can change dynamically, within day and from day to day. The second shortcoming is the wide-spread use of Gaussian probability dens…

Let P be a locally finite circle packing in the plane invariant under a non-elementary Kleinian group Gamma and with finitely many Gamma-orbits. When Gamma is geometrically finite, we construct an explicit Borel measure on the plane which describes the asymptotic distribution of small circles in P, assuming that either…

We consider discrete subgroups Gamma of the simply connected Lie group SU~(1,1), the universal cover of SU(1,1), of finite level, i.e. the subgroup intersects the centre of SU~(1,1) in a subgroup of finite index, this index is called the level of the group. The Killing form induces a Lorentzian metric of constant curva…

We present a class of Lévy processes for modelling financial market fluctuations: Bilateral Gamma processes. Our starting point is to explore the properties of bilateral Gamma distributions, and then we turn to their associated Lévy processes. We treat exponential Lévy stock models with an underlying bilateral Gamma pr…

Harmonic maps from S^2 to S^2 are all weakly conformal, and so are represented by rational maps. This paper presents a study of the L^2 metric gamma on M_n, the space of degree n harmonic maps S^2 -> S^2, or equivalently, the space of rational maps of degree n. It is proved that gamma is Kaehler with respect to a certa…

There is an established bijection between finite-index subgroups Gamma of Gamma(2) and bipartite graphs on surfaces, or, equivalently, certain triples of permutations. We utilize this relationship to study both congruence and noncongruence subgroups in terms of the corresponding graphs. We show some elementary criteria…

New formulas derived for variance gamma model option pricing.

The weak variance-alpha-gamma process is a multivariate Lévy process constructed by weakly subordinating Brownian motion, possibly with correlated components with an alpha-gamma subordinator. It generalises the variance-alpha-gamma process of Semeraro constructed by traditional subordination. We compare three calibrati…

Researchers extend Gamma index theorem to non-compact spacetimes.

For i = 1,2, let Gamma_i be a lattice in a simply connected, solvable Lie group G_i, and let X_i be a connected Lie subgroup of G_i. The double cosets Gamma_igX_i provide a foliation F_i of the homogeneous space Gamma_i\G_i. Let f be a continuous map from Gamma_1\G_1 to Gamma_2\G_2 whose restriction to each leaf of F_1…

The article prices exchange options using variance gamma-like models.

Let Gamma be a finitely generated, amenable group. Using an idea of E Ghys, we prove that if Gamma has a nontrivial, orientation-preserving action on the real line, then Gamma has an infinite, cyclic quotient. (The converse is obvious.) This implies that if Gamma has a faithful action on the circle, then some finite-in…

Study shows variance gamma model outperforms Black-Scholes for USD-INR currency options.

We construct a completed version C(Gamma) of the configuration space of a linkage Gamma in R^3 which takes into account the ways one link can touch another. We also describe a simplified version of C(Gamma) which is a blow-up of the space of immersions of Gamma in R^3 A number of simple detailed examples are given.

The paper uses the variance-gamma model to price options and explain excess kurtosis.

The main result of this paper is a construction of fundamental domains for certain group actions on Lorentz manifolds of constant curvature. We consider the simply connected Lie group G~, the universal cover of the group SU(1,1) of orientation-preserving isometries of the hyperbolic plane. The Killing form on the Lie g…

We consider sequences of finitely generated discrete subgroups Gamma_i=rho_i(Gamma) of a rank 1 Lie group G, where the representations rho_i are not necessarily faithful. We show that, for algebraically convergent sequences (Gamma_i), unless Gamma_i's are (eventually) elementary or contain normal finite subgroups of ar…

Given a properly embedded graph Gamma in a ball B and a punctured sphere Sigma properly embedded in B - Gamma, we examine the conditions on Gamma that are necessary to assure that Sigma is boundary parallel.

The group Gamma of automorphisms of the polynomial kappa(x,y,z) = x^2 + y^2 + z^2 - xyz -2 is isomorphic to PGL(2,Z) semi-direct product with (Z/2+Z/2). For t in R, Gamma-action on ktR = kappa^{-1}(t) intersect R displays rich and varied dynamics. The action of Gamma preserves a Poisson structure defining a Gamma-invar…

We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet distributions, Negative binomial regression, Poisson-Gamma hierarchical models, …

The gamma distribution arises frequently in Bayesian models, but there is not an easy-to-use conjugate prior for the shape parameter of a gamma. This inconvenience is usually dealt with by using either Metropolis-Hastings moves, rejection sampling methods, or numerical integration. However, in models with a large numbe…

We say that a collection Gamma of geodesics in the hyperbolic plane H^2 is a modular pattern if Gamma is invariant under the modular group PSL_2(Z), if there are only finitely many PSL_2(Z)-equivalence classes of geodesics in Gamma, and if each geodesic in Gamma is stabilized by an infinite order subgroup of PSL_2(Z). …