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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 projective derivative

Estimates Schwarzian derivative on long complex projective tubes.

problem Behaviour of Schwarzian derivative on complex projective structures.
method Analyzes Schwarzian derivative on long complex projective tubes, estimating its pairing with infinitesimal earthquakes and graftings.
result Obtains bounds for the variation of renormalized volume under complex earthquake paths and its asymptotic behavior under pinching.

Paper links set derivatives to its orthogonal projections.

problem Understanding the relationship between set derivatives and projections.
method Derives equations from topological link between Minkowski functional partial derivatives and set boundary.
result System of equations for orthogonal projections derived.

H. Sato introduced a Schwarzian derivative of a contactomorphism of three-dimensional Euclidean space and with T. Ozawa described its basic properties. In this note their construction is extended to all odd dimensions and to non-flat contact projective structures. The contact projective Schwarzian derivative of a conta…

2004-05-19abs ↗pdf ↗

Characterizes monodromies of projective structures on finite-type surfaces.

problem Understanding monodromies of projective structures on finite-type surfaces.
method Geometrical/topological study of local conical projective structures.
result Any representation can be represented as the holonomy of a branched projective structure.

Let MM be either a projective manifold (M,Pi)(M,Pi) or a pseudo-Riemannian manifold (M,g).(M,g). We extend, intrinsically, the projective/conformal Schwarzian derivatives that we have introduced recently, to the space of differential operators acting on symmetric contravariant tensor fields of any degree on M.M. As operators,…

2001-01-08abs ↗pdf ↗

Study classifies real hypersurfaces in complex projective spaces based on Lie derivatives and structure Jacobi operator properties.

problem Classifying real hypersurfaces based on Lie derivatives and structure Jacobi operator properties.
method Defined a tensor field RξT(k)R_{ξ_T}^{(k)} from structure Jacobi operator RξR_ξ and Lie derivative, and studied its symmetry and skew-symmetry.
result Obtained classifications of real hypersurfaces for which RξT(k)R_{ξ_T}^{(k)} is either symmetric or skew symmetric.

Bounds projective structure norms by bending lamination lengths.

problem Bounding the L2L^2-norm of projective structures.
method Using the Thurston parameterization and Krasnov-Schlenker's WW-volume theory.
result Upper bounds on L2L^2-norm of holomorphic quadratic differential by the length of bending lamination.

Extends illumination bodies to non-Euclidean spaces and proves their volume derivative defines surface area.

problem Defining surface area in non-Euclidean geometries.
method Generalizes illumination bodies to Riemannian spaces of constant curvature and projective Finsler geometries, proving their volume derivative defines surface area.
result Derivative of volume of illumination bodies defines surface area in non-Euclidean geometries.

Simpler method derived for path geometries on surfaces, characterizing projective path geometries.

problem Characterizing projective path geometries on surfaces.
method Solving the equivalence problem of sub-Riemannian geometry of signature (1,1) on a contact 3-manifold.
result Characterization of projective path geometries in terms of their chains.

Regulated curves on Banach manifolds with continuous projections and regulated derivatives are studied.

problem Regulated curves on Banach manifolds with continuous projections and regulated derivatives.
method Building a Banach manifold structure on the set of such curves.
result Existence of a 'local addition' on such a manifold for any Banach manifold.

Projective geodesic extensions for nonholonomic systems are derived under conformal transformations.

problem Deriving conditions for projective geodesic extensions in nonholonomic mechanics.
method Analyzing necessary and sufficient conditions for existence under conformal modifications.
result Conditions for existence of projective geodesic extensions in nonholonomic systems under conformal transformations.

A new derivation is given of Branson's factorization formula for the conformally invariant operator on the sphere whose principal part is the k-th power of the scalar Laplacian. The derivation deduces Branson's formula from knowledge of the corresponding conformally invariant operator on Euclidean space (the k-th power…

2007-11-29abs ↗pdf ↗

Bounding geodesic length variation for surface projective structures.

problem Understanding how geodesic lengths change under projective structure variations.
method Bounding the derivative of complex length in terms of the Schwarzian norm.
result Application to cone-manifold deformations of hyperbolic 3-manifolds.

We give an alternative definition of relative hyperbolicity based on properties of closest-point projections on peripheral subgroups. We also derive a distance formula for relatively hyperbolic groups, similar to the one for mapping class groups.

2010-10-21abs ↗pdf ↗

We introduce cylindrical projections to simulate infinite-dimensional occupation flows of diffusions.

problem Computational intractability of infinite-dimensional occupation flows of diffusions.
method Introduce cylindrical projections to approximate the occupation flow via a finite-dimensional system.
result Strong convergence of cylindrical projections to the initial process with derived rates.

Generalizes Riemann-Hilbert correspondence for curved local systems.

problem Higher Riemann-Hilbert correspondence with scalar curvature.
method Equivalence of dg-categories of curved local systems, graded vector bundles, and representations.
result Equivalence of dg-enhancements of twisted sheaves categories.

Study variance-optimal hedging of forward curve derivatives under stochastic volatility.

problem Variance-optimal hedging of forward curve derivatives with stochastic volatility.
method Assumes HJM-Musiela dynamics modulated by stochastic covariance, uses Galtchouk-Kunita-Watanabe projection.
result Density of finite-maturity strategies, convergence of finite-rank projections, decomposition of hedging error.

We search for Riemannian metrics whose Levi-Civita connection belongs to a given projective class. Following Sinjukov and Mikes, we show that such metrics correspond precisely to suitably positive solutions of a certain projectively invariant finite-type linear system of partial differential equations. Prolonging this …

2008-06-24abs ↗pdf ↗

General invariants of a geometric mapping of a symmetric affine connection space are obtained in this paper. These invariants are generalizations of the previous obtained basic invariants (see [16]). Moreover, these invariants are related with the Thomas projective parameter and the Weyl projective tensor.

2017-06-06abs ↗pdf ↗

We study complex analytic (possibly singular) projective connections on the plane. We characterize some of them in terms of their families of integral curves. We also give a beginning of classification of second order odes polynomial in the first and second derivatives, and with holomorphic coefficients.

2014-01-10abs ↗pdf ↗

Computes the decomposition of rank-three bundles over the projective line with three marked points.

problem Decomposing rank-three bundles over the projective line with three marked points.
method Using the monodromy derivative to compute the roots of the bundles.
result Computes the exact decomposition of rank-three bundles for m=3m = 3.

We establish several characterizations of Anosov representations of word hyperbolic groups into real reductive Lie groups, in terms of a Cartan projection or Lyapunov projection of the Lie group. Using a properness criterion of Benoist and Kobayashi, we derive applications to proper actions on homogeneous spaces of red…

2015-02-12abs ↗pdf ↗

We show that, for both the conformal and projective groups, all the differential invariants of a generic surface in three-dimensional space can be written as combinations of the invariant derivatives of a single differential invariant. The proof is based on the equivariant method of moving frames.

2007-10-02abs ↗pdf ↗

This is a survey of the theory of complex projective (CP^1) structures on compact surfaces. After some preliminary discussion and definitions, we concentrate on three main topics: (1) Using the Schwarzian derivative to parameterize the moduli space (2) Thurston's parameterization of the moduli space using grafting (3) …

2009-02-11abs ↗pdf ↗

In this paper we establish necessary and sufficient conditions for the limit set of a projective Anosov representation to be a differentiable submanifold of projective space with Holder continuous derivatives. We also calculate the optimal value of the Holder constant in terms of the eigenvalue data of the Anosov repre…

2019-03-26abs ↗pdf ↗

Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro…

2012-10-19abs ↗pdf ↗

Study evaluates risk in options using volatility surface projections.

problem Risk assessment of options due to their non-linear price behavior and volatility fluctuations.
method Parametric surface projection method for implied volatility.
result Enhanced risk evaluation through dynamic volatility surface analysis.

A new metric HSW derived from hierarchical Radon Transform addresses computational bottlenecks in sliced Wasserstein.

problem Computational inefficiency of sliced Wasserstein in high-dimensional settings with few supports.
method Hierarchical Radon Transform (HRT) and bottleneck projections to reduce projection number.
result HSW metric derived from HRT is computationally efficient and maintains metric properties.

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.

A meromorphic projective structure on a punctured Riemann surface XPX\setminus P is determined, after fixing a standard projective structure on XX, by a meromorphic quadratic differential with poles of order three or more at each puncture in PP. In this article we prove the analogue of Thurston's grafting theorem for…

2019-04-08abs ↗pdf ↗

Efficiently projects points onto polytopes, especially useful in web-scale applications.

problem Efficiently projecting points onto polytopes in large-scale applications.
method Developed a vertex-oriented incremental algorithm for polytope projection, tailored for simplex and unit-box cut polytopes.
result Majority of projections lie on vertices of polytopes, leading to significant performance improvements.

We classify the volume preserving stable hypersurfaces in the real projective space RPn\mathbb{RP}^n. As a consequence, the solutions of the isoperimetric problem are tubular neighborhoods of projective subspaces RPkRPn\mathbb{RP}^k\subset \mathbb{RP}^n (starting with points). This confirms a conjecture of Burago and Zalgal…

2019-07-22abs ↗pdf ↗

The Killing tensor equation is a first order differential equation on symmetric covariant tensors that generalises to higher rank the usual Killing vector equation on Riemannian manifolds. We view this more generally as an equation on any manifold equipped with an affine connection, and in this setting derive its prolo…

2018-02-16abs ↗pdf ↗