arXiv research

Constructs a moment map flow for isotropic maps on surfaces.

Let $ρ:(D^2)^m\to I^m$ be the orbit map for the diagonal action of the torus $T^m$ on the unit poly-disk $(D^2)^m$, $I^m=[0,1]^m$ is the unit cube. Let $C$ be a cubical subcomplex in $I^m$. The moment-angle complex $\ma(C)$ is a $T^m$-invariant bigraded cellular decomposition of the subset $ρ^{-1}(C)\subset(D^2)^m$ wit…

Introduces generalized moment maps for almost Hermitian settings.

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…

Real moment-angle manifolds of combinatorially equivalent simple polytopes are equivariantly diffeomorphic.

New constructions and examples from moduli spaces.

This paper studies the Fisher-Rao geometry on the parameter space of beta distributions. We derive the geodesic equations and the sectional curvature, and prove that it is negative. This leads to uniqueness for the Riemannian centroid in that space. We use this Riemannian structure to study canonical moments, an intrin…

Expands newsvendor model with moment constraints using Wasserstein distance.

We propose a new method of measuring the third and fourth moments of return distribution based on quadratic variation method when the return process is assumed to have zero drift. The realized third and fourth moments variations computed from high frequency return series are good approximations to corresponding actual …

The paper explains how to parameterize facets of moment polytopes in real symplectic geometry.

In this paper we investigate the convergence properties of the upwards gradient flow of the norm-square of a moment map on the space of representations of a quiver. The first main result gives a necessary and sufficient algebraic criterion for a complex group orbit to intersect the unstable set of a given critical poin…

In this paper we consider finite volume hyperbolic manifolds X with non-empty totally geodesic boundary. We consider the distribution of the times for the geodesic flow to hit the boundary and derive a formula for the moments of the associated random variable in terms of the orthospectrum. We show that the the first tw…

New method approximates diffusion process posteriors using moment functions.

A financial model without short-selling shows deviations from normality.

New flow connects symplectic maps to hyperKähler geometry.

Coadjoint orbits for the group SO(6) parametrize Riemannian G-reductions in six dimensions, and we use this correspondence to interpret symplectic fibrations between these orbits, and to analyse moment polytopes associated to the standard Hamiltonian torus action on the coadjoint orbits. The theory is then applied to d…

Let G be a complex reductive group and K a maximal compact subgroup. If X is a smooth projective G-variety, with a fixed (not necessarily integral) K-invariant Kaehler form, then the K-action is Hamiltonian. Let M be the zero fiber of the corresponding moment map. It is well known that the quotient M/K is a complex spa…

New theory for Hamiltonian actions on special geometric structures.

In this paper we shall illustrate that each polytopal moment-angle complex can be understood as the intersection of the minima of corresponding Siegel leaves and the unit sphere, with respect to the maximum norm. Consequently, an alternative proof of a rigidity theorem of Bosio and Meersseman is obtained; as piecewise …

Factorial moments are convenient tools in nuclear physics to characterize the multiplicity distributions when phase-space resolution ($Δ$) becomes small. For uncorrelated particle production within $Δ$, Gaussian statistics holds and factorial moments $F_q$ are equal to unity for all orders $q$. Correlations between par…

The paper calculates quantum cohomology for coadjoint orbits and Hamiltonian groups.

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…

It is shown that a small cover (resp. real moment-angle manifold) over a simple polytope is an infra-solvmanifold if and only if it is diffeomorphic to a real Bott manifold (resp. flat torus). Moreover, we obtain several equivalent conditions for a small cover being homeomorphic to a real Bott manifold. In addition, we…

The study of random walks on hyperbolic spaces and Teichmüller spaces, proving central limit theorems and geodesic tracking.

This work develops efficient methods for computing moments of Gaussian mixtures.

We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of finite dimensional polynomial processes considered by Cuchiero et al. (2012) and Filipovic and Larsson (2016) is transferred to this infinite …

The increasing popularity of cell phones has made them the most personal and ubiquitous communication devices nowadays. Typically, the ringing notifications of mobile phones are used to inform the users about the incoming calls. However, the notifications of inappropriate incoming calls sometimes cause interruptions no…

Temporal difference methods enable efficient estimation of value functions in reinforcement learning in an incremental fashion, and are of broader interest because they correspond learning as observed in biological systems. Standard value functions correspond to the expected value of a sum of discounted returns. While …

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 special complexified Kähler forms in mirror symmetry.

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the relaxation of the OT problem when the marginal constraints are replaced by some mome…

We prove explicit upper and lower bounds for the $L^1$-moment spectra for the Brownian motion exit time from extrinsic metric balls of submanifolds $P^m$ in ambient Riemannian spaces $N^{n}$. We assume that $P$ and $N$ both have controlled radial curvatures (mean curvature and sectional curvature, respectively) as view…

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…

We study the topology of Hamiltonian-minimal Lagrangian submanifolds N in C^m constructed from intersections of real quadrics in a work of the first author. This construction is linked via an embedding criterion to the well-known Delzant construction of Hamiltonian toric manifolds. We establish the following topologica…

The Pontryagin forms on 1-jet bundle of Riemannian metrics, are shown to provide, in a natural way, diffeomorphism-invariant pre-symplectic structures on the space of Riemannian metrics for dimensions $n=4r-2$. The equivariant Pontryagin forms provide canonical moment maps for these structures. In dimension two, the sy…

Paper tackles moment estimation under covariate shift with a two-stage algorithm.

Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian variables and the first two posterior moments of the two generating variables (corre…

The paper analyzes extreme risk measures with limited distributional information.

Researchers compute the index of a specific operator on contact manifolds.

Study the geometry of twistor spaces with rotating circle action.

The paper generalizes the moment map interpretation of scalar curvature in Kähler geometry.

The paper generalizes a moment map interpretation of scalar curvature in Kähler geometry.

The paper establishes a connection between minimal surfaces and a family of stationary surfaces via inversions.

In this paper we study the exponential functionals of the processes $X$ with independent increments , namely $I_t= \int _0^t\exp(-X_s)ds, _,\,\, t\geq 0,$ and also $I_{\infty}= \int _0^{\infty}\exp(-X_s)ds.$ When $X$ is a semi-martingale with absolutely continuous characteristics, we derive recurrent integral equat…

We show that the conformal structure for the Riemannian analogues of Kerr black-hole metrics can be given an ambitoric structure. We then discuss the properties of the moment maps. In particular, we observe that the moment map image is not locally convex near the singularity corresponding to the ring singularity in the…

It is shown that the signature of a manifold with a symplectic circle action having only isolated fixed points, equals the alternating sum of the Novikov numbers corresponding to the cohomology class of the generalized moment map. The same is true for more general fixed point sets.

Study derivations for nilpotent Lie algebras with negative Ricci curvature.

Solves complex Hessian equations in unstable cases, proving unique canonical solutions with singularities.