Geometric approach to moment maps in complex geometry.
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We establish a geometric quantization formula for a Hamiltonian action of a compact Lie group acting on a noncompact symplectic manifold with proper moment map.
We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian binomial tree models. The new binomial model is used to resolve a discontinuity problem in option pricing.
The moment-angle complex Z_K is cell complex with a torus action constructed from a finite simplicial complex K. When this construction is applied to a triangulated sphere K or, in particular, to the boundary of a simplicial polytope, the result is a manifold. Moment-angle manifolds and complexes are central objects in…
Real moment-angle manifolds of combinatorially equivalent simple polytopes are equivariantly diffeomorphic.
We study Hamiltonian spaces associated with pairs (E,A), where E is a Courant algebroid and A\subset E is a Dirac structure. These spaces are defined in terms of morphisms of Courant algebroids with suitable compatibility conditions. Several of their properties are discussed, including a reduction procedure. This set-u…
Researchers extend geometric quantization to complex Abelian Lie supergroups.
The paper trivializes moment maps for various geometric structures.
New method uses geometric moments for accurate machine learning potentials.
Authors create déjà vu links in Legendrian geometry.
Heterotic backgrounds described using generalised geometry, preserving minimal supersymmetry.
New algorithm learns HMM parameters on Riemannian manifolds.
GMMNs model cross-sectional dependence for better option pricing and simulation.
Analysis of Vlasov plasma dynamics using matched pair Lie-Poisson formulation.
New theory for Hamiltonian actions on special geometric structures.
New geometric quantisation scheme for hyper-Kähler manifolds.
We extend the classical Cox-Ross-Rubinstein binomial model in two ways. We first develop a binomial model with time-dependent parameters that equate all moments of the pricing tree increments with the corresponding moments of the increments of the limiting Itô price process. Second, we introduce a new trinomial model i…
Quantizes -symplectic toric manifolds using -modules.
We investigate special lcs and twisted Hamiltonian torus actions on strict lcs manifolds and characterize them geometrically in terms of the minimal presentation. We prove a convexity theorem for the corresponding twisted moment map, establishing thus an analog of the symplectic convexity theorem of Atiyah and Guillemi…
Study local perturbations of vector bundles with polynomial curvature solutions.
Study nearest-neighbor radii under dependent sampling, finding they remain informative.
Researchers develop a generalised geometric Brownian motion for better asset pricing.
Study compares Kähler quotients of torus actions under varying moment maps.
A new method extracts features and reconstructs moments in dynamical systems using information geometry.
We construct a canonical Hausdorff complex analytic moduli space of Fano manifolds with Kähler-Ricci solitons. This naturally enlarges the moduli space of Fano manifolds with Kähler-Einstein metrics, which was constructed by Odaka and Li-Wang-Xu. We discover a moment map picture for Kähler-Ricci solitons, and give comp…
Geometric regularisation improves statistical models by avoiding degeneracy loci.
Motivated by the prediction of cell loads in cellular networks, we formulate the following new, fundamental problem of statistical learning of geometric marks of point processes: An unknown marking function, depending on the geometry of point patterns, produces characteristics (marks) of the points. One aims at learnin…
We compute higher moments of the Siegel--Veech transform over quotients of by the Hecke triangle groups. After fixing a normalization of the Haar measure on we use geometric results and linear algebra to create explicit integration formulas which give information about densities of…
Geometric quantization shows compatibility of symmetries on coadjoint orbits and Kähler-Einstein manifolds.
We study meromorphic actions of unipotent complex Lie groups on compact Kähler manifolds using moment map techniques. We introduce natural stability conditions and show that sets of semistable points are Zariski-open and admit geometric quotients that carry compactifiable Kähler structures obtained by symplectic reduct…
We apply a local differential geometric framework from Kähler toric geometry to (re)construct Calabi's extremal Kähler metrics on $\bbC\bbP^n$ blown-up at a point from data on the moment polytope.
We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is…
Study explores geometric structure and prior for beta-logistic distribution.
We study Dirac structures associated with Manin pairs (\d,\g) and give a Dirac geometric approach to Hamiltonian spaces with D/G-valued moment maps, originally introduced by Alekseev and Kosmann-Schwarzbach in terms of quasi-Poisson structures. We explain how these two distinct frameworks are related to each other, pro…
A generalized Calabi-Yau structure is a geometrical structure on a manifold which generalizes both the concept of the Calabi-Yau structure and that of the symplectic one. In view of a result of Lin and Tolman in generalized complex cases, we introduce in this paper the notion of a generalized moment map for a compact L…
Prove asymptotics of geometric flows using algebro-geometric methods.
The time average of geometric Brownian motion plays a crucial role in the pricing of Asian options in mathematical finance. In this paper we consider the asymptotics of the discrete-time average of a geometric Brownian motion sampled on uniformly spaced times in the limit of a very large number of averaging time steps.…
The paper studies connections on stable bundles and their continuity under metric variations.
Gradient descent with random weights in linear regression analyzed for various noise types.
We show that all the small covers which are infra-nilmanifolds are exactly real Bott manifolds. This implies that any small cover which admits a flat Riemannian metric must be a real Bott manifold. In addition, we will study small covers which admit Riemannian metrics with positive or nonnegative Ricci curvature or sec…
We introduce -critical connections for holomorphic vector bundles and prove their existence under stability conditions.
Associated to any manifold equipped with a closed form of degree >1 is an `L-infinity algebra of observables' which acts as a higher/homotopy analog of the Poisson algebra of functions on a symplectic manifold. In order to study Lie group actions on these manifolds, we introduce a theory of homotopy moment maps. Such a…
The paper classifies quantizable functions and explores symmetry in quantization methods.
The paper proposes estimators for bid-ask spreads with and without serial dependence.
The paper surveys some new results and open problems connected with such fundamental combinatorial concepts as polytopes, simplicial complexes, cubical complexes, and subspace arrangements. Particular attention is paid to the case of simplicial and cubical subdivisions of manifolds and, especially, spheres. We describe…
The general aim of this paper is to study which are the solvable Lie groups admitting an Einstein left invariant metric. The space N of all nilpotent Lie brackets on R^n parametrizes a set of (n+1)-dimensional rank-one solvmanifolds, containing the set of all those which are Einstein in that dimension. The moment map f…
A new model for generating point processes with complex geometries.
Introduces q-paths for generalizing geometric annealing paths in machine learning.