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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for neutral metric

The purpose of this article is to review some recent results on the geometry of neutral signature metrics in dimension four and their twistor spaces. The following topics are considered: Neutral Kähler and hyperkähler surfaces, Walker metrics, Neutral anti-self-dual 4-manifolds and projective structures, Twistor spaces…

2008-04-14abs ↗pdf ↗

The paper studies nilpotent structures in oriented neutral vector bundles and neutral hyperKähler structures.

problem Nilpotent structures in oriented neutral vector bundles and their relation to neutral hyperKähler structures.
method Defined HH-nilpotent structures for Lie subgroups of SO(2n,2n)SO(2n, 2n) related to neutral hyperKähler structures.
result Existence of complex and paracomplex structures forming neutral hyperKähler structures if and only if there exists an HH-nilpotent structure.

The paper embeds CR manifolds into twistor spaces and constructs neutral hyperkähler metrics.

problem Embedding CR manifolds into twistor spaces and constructing neutral hyperkähler metrics.
method Embedding a real analytic twistor CR manifold into the twistor space of a Poincaré-Einstein metric, constructing the associated Fefferman ambient metric as a neutral hyperkähler metric.
result The construction of neutral hyperkähler metrics associated with twistor CR manifolds.

This paper considers aspects of 4-manifold topology from the point of view of the null cone of a neutral metric, a point of view we call neutral causal topology. In particular, we construct and investigate neutral 4-manifolds with null boundaries that arise from canonical 3- and 4-dimensional settings. A null hypersurf…

2016-05-31abs ↗pdf ↗

Classifies Heisenberg-invariant self-dual Einstein manifolds with explicit metrics.

problem Classifying self-dual Einstein manifolds invariant under Heisenberg group actions.
method Explicit construction of metrics and analysis of completeness.
result Einstein constants can vary and solutions exist for non-zero Ricci curvature.

The aim of this paper is to give examples of compact neutral 4-manifolds (M,g)(M,g) whose Ricci tensor ρρ satisfies the relation Xρ(X,X)=13Xτg(X,X)\nabla_Xρ(X,X) =\frac13Xτg(X,X). We present also a family of new Einstein bi-Hermitian neutral metrics on ruled surfaces of genus g>1g>1.

2008-01-14abs ↗pdf ↗

Study on null-projectability of Levi-Civita connections in neutral metrics.

problem Characterizing projectability of Levi-Civita connections along null parallel distributions.
method Analyzing projectability of torsion-free connections along foliations on manifolds, focusing on neutral metric signatures and mid-dimensional distributions.
result Extension of Patterson and Walker's Riemann extension metrics to null parallel distributions of any dimension.

The paper studies null hypersurfaces in 4-manifolds with a specific metric structure.

problem Characterizing geometric properties of null hypersurfaces in 4-manifolds.
method Analyzes hypersurfaces null with respect to a neutral metric derived from a Riemannian Einstein metric and an almost paracomplex structure.
result Shows that totally geodesic null hypersurfaces imply Ricci-flatness of the ambient Einstein metric and provides necessary conditions for other types of null hypersurfaces.

We investigate minimal surfaces in products of two-spheres Sp2×Sp2{\mathbb S}^2_p\times {\mathbb S}^2_p, with the neutral metric given by (g,g)(g,-g). Here Sp2Rp,3p{\mathbb S}^2_p\subset {\mathbb R}^{p,3-p} , and gg is the induced metric on the sphere. We compute all totally geodesic surfaces and we give a relation between minimal …

2016-03-12abs ↗pdf ↗

We present a reactive beta model that includes the leverage effect to allow hedge fund managers to target a near-zero beta for market neutral strategies. For this purpose, we derive a metric of correlation with leverage effect to identify the relation between the market beta and volatility changes. An empirical test ba…

2019-11-03abs ↗pdf ↗

Study of pure spinors on neutral manifolds with applications to supersymmetric solutions.

problem Characterizing pure spinors and their properties on neutral manifolds.
method Using the theory of real spinorial forms and differential systems, the square of pure spinors is analyzed.
result Non-pure spinors correspond to specific structures in signature (4,4), and parallel spinors are characterized by differential systems.

We study the totally null surfaces of the neutral Kaehler metric on certain 4-manifolds. The tangent spaces of totally null surfaces are either self-dual (αα-planes) or anti-self-dual (ββ-planes) and so we consider αα-surfaces and ββ-surfaces. The metric of the examples we study, which include the spaces of oriente…

2008-10-22abs ↗pdf ↗

We study minimal Lorentz surfaces in the pseudo-Euclidean 4-space with neutral metric whose first normal space is two-dimensional and whose Gauss curvature KK and normal curvature ϰ\varkappa satisfy the inequality K2ϰ2>0K^2-\varkappa^2 >0. Such surfaces we call minimal Lorentz surfaces of general type. On any surface of …

2017-05-17abs ↗pdf ↗

Study null conformal Killing vector fields on complex surfaces.

problem Characterize pseudo-Hermitian surfaces with null vector fields.
method Analyze topological types and use vector fields to define para-hyperhermitian structures.
result Classify compact four-manifolds with orthogonal null Killing vector fields.

We present a simple explicit construction of hyper-Kaehler and hyper-symplectic (also known as neutral hyper-Kaehler or hyper-parakaehler) metrics in 4D using the Bianchi type groups of class A. The construction underlies a correspondence between hyper-Kaehler and hyper-symplectic structures in dimension four.

2011-02-08abs ↗pdf ↗

A global twistor correspondence is established for neutral self-dual conformal structures with alpha-surface foliation when the structure is close to the standard structure on S^2 times S^2. We need to introduce some singularity for the alpha-surface foliation such that the leaves intersect on a fixed two sphere. In th…

2007-01-04abs ↗pdf ↗

A set of canonical parahermitian connections on an almost paraHermitian manifold is defined. ParaHermitian version of the Apostolov-Gauduchon generalization of the Goldberg-Sachs theorem in General Relativity is given. It is proved that the Nijenhuis tensor of a Nearly paraKähler manifolds is parallel with respect to t…

2003-10-26abs ↗pdf ↗

Study on surfaces in neutral space forms with zero mean curvature.

problem Characterizing surfaces with zero mean curvature in neutral space forms.
method Analyzing curvature and normal connection properties of time-like conformal immersions.
result Conditions for surfaces with zero mean curvature in neutral space forms.

We study surfaces in TN that are area-stationary with respect to a neutral Kaehler metric constructed on TN from a riemannian metric g on N. We show that holomorphic curves in TN are area-stationary, while lagrangian surfaces that are area-stationary are also holomorphic and hence totally null. However, in general, are…

2006-11-22abs ↗pdf ↗

We exhibit Osserman metrics with non-nilpotent Jacobi operators and with non-trivial Jordan normal form in neutral signature (n,n) for any n which is at least 3. These examples admit a natural almost para-Hermitian structure and are semi para-complex Osserman with non-trivial Jordan normal form as well; they neither sa…

2010-07-15abs ↗pdf ↗

The paper shows how to calculate risk-neutral default probabilities from bid and ask CDS quotes.

problem Calculating risk-neutral default probabilities from market quotes.
method Using conic finance framework and Poisson process to formulate and solve the calibration problem.
result A unique solution for risk-neutral default probabilities and implied liquidity.

In this study, we provide some classifications for half-conformally flat gradient ff-almost Ricci solitons, denoted by (M,g,f)(M, g, f), in both Lorentzian and neutral signature. First, we prove that if f||\nabla f|| is a non-zero constant, then (M,g,f)(M, g, f) is locally isometric to a {warped product} of the form $I \times_…

2020-01-03abs ↗pdf ↗

We study the geodesic flow on the normal line congruence of a minimal surface in R3{\Bbb{R}}^3 induced by the neutral Kähler metric on the space of oriented lines. The metric is lorentz with isolated degenerate points and the flow is shown to be completely integrable. In addition, we give a new holomorphic description …

2006-03-22abs ↗pdf ↗

In this paper we construct a family of examples of self-dual Einstain metrics of neutral signature, which are not Ricci flat, nor locally homogenous. Curvature of these manifolds is studied in details. These are obtained by the para-quaternionic reduction. We compare our examples with the orbifolds $\oo$ given by Galic…

2002-06-08abs ↗pdf ↗