arXiv research

New proof of rearrangement lemma for noncommutative tori using hypergeometric functions.

We introduce a new class of identifiable DAG models where the conditional distribution of each node given its parents belongs to a family of generalized hypergeometric distributions (GHD). A family of generalized hypergeometric distributions includes a lot of discrete distributions such as the binomial, Beta-binomial, …

New groups discovered with unique properties in a specific space.

Study functional relations on noncommutative tori using transformations.

Constructs explicit nontrivial cycles in Habiro cohomology of smooth varieties.

New harmonic Hadamard manifolds defined via hypergeometric equations.

We derive a factorization of the Alexander polynomial of the 4-strand Turk's head knot using hypergeometric representations.

New formulas for colored Jones polynomials of double twist knots and related series.

We give a list of Heun equations which are Picard-Fuchs associated to families of algebraic varieties. Our list is based on the classification of families of elliptic curves with four singular fibers done by Herfurtner. We also show that pullbacks of hypergeometric functions by rational Belyi functions with restricted …

Study spherical Fourier transform on hypergeometric type harmonic manifolds.

New quasi-Einstein metrics found on a sphere.

Harmonic manifolds of hypergeometric type have entropy bounds related to real hyperbolic spaces.

We show that all the currently known non-arithmetic lattices in ${\rm PU}(2,1)$ are monodromy groups of higher hypergeometric functions.

The study of Farey polynomials connects geometry, topology, and combinatorics.

Proposes a differentiable hypergeometric distribution for learning group importance.

It is well-known to the experts that multi-dimensional state integrals of products of Faddeev's quantum dilogarithm which arise in Quantum Topology can be written as finite sums of products of basic hypergeometric series in q=e^{2πiτ} and \tilde{q}=e^{-2πi/τ}. We illustrate this fact by giving a detailed proof for a fa…

Estimates unknown population sizes using the hypergeometric distribution.

We extend projectively equivariant quantization and symbol calculus to symbols of pseudo-differential operators. An explicit expression in terms of hypergeometric functions with noncommutative arguments is given. Some examples are worked out, one of them yielding a quantum length element on $S^3$.

This paper establishes certain existence and classification results for solutions to $SU(n)$ Toda systems with three singular sources at 0, 1, and $\infty$. First, we determine the necessary conditions for such an $SU(n)$ Toda system to be related to an $n$th order hypergeometric equation. Then, we construct solutions …

We investigate the pricing of financial options under the 2-hypergeometric stochastic volatility model. This is an analytically tractable model that reproduces the volatility smile and skew effects observed in empirical market data. Using a regular perturbation method from asymptotic analysis of partial differential eq…

Study of line congruences for Appell's rank-4 hypergeometric functions.

The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these relations and the computation of the connexion obtained by moving one hyperplane of th…

We first show that hypergeometric functions appear naturally as spectral functions when applying pseudo-differential calculus to decipher heat kernel asymptotic in the situation where the symbol algebra is noncommutative. Such observation leads to a unified (works for arbitrary dimension) method of computing the modula…

Using a result of Takata, we prove a formula for the colored Jones polynomial of the double twist knots $K_{(-m,-p)}$ and $K_{(-m,p)}$ where $m$ and $p$ are positive integers. In the $(-m,-p)$ case, this leads to new families of $q$-hypergeometric series generalizing the Kontsevich-Zagier series. Comparing with the cyc…

We present a global representation for surfaces in 3-dimensional hyperbolic space with constant mean curvature 1 (CMC-1 surfaces) in terms of holomorphic spinors. This is a modification of Bryant's representation. It is used to derive explicit formulas in hypergeometric functions for CMC-1 surfaces of genus 0 with thre…

Formula derived for special q-hypergeometric series at roots of unity.

Paper proves BGW tau-function can be represented as Q-polynomials.

The n-dimensional hypergeometric integrals associated with a hypersphere arrangement are formulated by the pairing of n-dimensional twisted cohomology and its dual. Under the condition of general position there are stated some results which concern an explicit representation of the standard form by a special (NBC) basi…

Differential Galois theory connects connections with parameters to isomonodromic deformations.

Study certifies missed relevant items in candidate generation with audit labels.

Explicit computation of Kontsevich weights for symplectic Poisson structures.

In the genus one case, we make explicit some constructions of Veech on flat surfaces and generalize some geometric results of Thurston about moduli spaces of flat spheres as well as some equivalent ones but of an analytico-cohomological nature of Deligne-Mostow, which concern the monodromy of Appell-Lauricella hypergeo…

New CH covariance class improves spatial statistics by balancing differentiability and tail behavior.

This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.

Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.

Classical solvable stochastic volatility models (SVM) use a CEV process for instantaneous variance where the CEV parameter $γ$ takes just few values: 0 - the Ornstein-Uhlenbeck process, 1/2 - the Heston (or square root) process, 1- GARCH, and 3/2 - the 3/2 model. Some other models were discovered in \cite{Labordere2009…

When using Traizet's regeneration technique to construct minimal surfaces, the simplest nontrivial configurations are given as the roots of polynomials that satisfy a hypergeometric differential equation. We exhibit examples of simple minimal surfaces exhibiting the same behavior.

A new distribution family extends the $\alpha$-stable distribution with a degree of freedom parameter.

We draw a handlebody picture of the Hacon-Pardini surface. This is a complex surface obtained by taking the quotient of a product of two surfaces of genus 2 and 3, under the product of two involutions: the hypergeometric and a fixed point free involution.

This paper is the second part of a study of the quantum free particle on spherical and hyperbolic spaces by making use of a curvature-dependent formalism. Here we study the analogues, on the three-dimensional spherical and hyperbolic spaces, $S_\k^3$ ($κ>0$) and $H_\k^3$ ($κ<0$), to the standard {\itshape spherical wav…

We consider a special family of occupation-time derivatives, namely proportional step options introduced by Linetsky in [Math. Finance, 9, 55--96 (1999)]. We develop new closed-form spectral expansions for pricing such options under a class of nonlinear volatility diffusion processes which includes the constant-elastic…

We draw a handlebody picture of the Catanese-Ciliberto-Mendes Lopes surface. This is a complex surface obtained by taking the quotient of a product of two surfaces of genus 2 and 3, under the product of two involutions: the hypergeometric and a fixed point free involution.

The SABR model is shortly presented and the volatility swap explained. The fair value for a volatility swap is then computed using the usual theory in financial mathematics. An analytical solution using confluent hypergeometric functions is found. The solution is then verified using Rama Cont's functional calculus.

After introducing the sub-Riemannian geometry of the Heisenberg group Hn, n \geq 1, we recall some basics about hypersurfaces endowed with the H-perimeter measure and horizontal Green's formulas. Then, we describe a class of compact closed hypersurfaces of constant horizontal mean curvature called "Isoperimetric Profil…

Develops tropical geometry for weighted Hurwitz numbers, generalizing previous results.

Proposes a new uncertain volatility model with worst-case scenario analysis.

Bayesian framework for online consensus prediction from expert feedback.

For the Möbius spheres $S^{q,p}$, we give alternative elementary proofs of the recursive formulas for GJMS-operators and $Q$-curvatures due to the first author [Geom. Funct. Anal. 23, (2013), 1278-1370; arXiv:1108.0273]. These proofs make essential use of the theory of hypergeometric series.