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arXiv research

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.

168,657 papers · 148 categories

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199398597796 · Jun 202019922001200920172026
48 results for real analytic dependence

We exploit the Cartan-Kähler theory to prove the local existence of real analytic quaternionic contact structures for any prescribed values of the respective curvature functions and their covariant derivatives at a given point on a manifold. We show that, in a certain sense, the different real analytic quaternionic con…

2017-11-26abs ↗pdf ↗

We consider CR submersive mappings between generic submanifolds in complex space. We show that, under suitable conditions on the manifolds, there is an integer k such that any jet of the CR mapping at a given point is a rational function of its k-jet at that point. As a consequence, it is shown that the stability group…

1998-11-17abs ↗pdf ↗

Just as an explicit parameterisation of system dynamics by state, i.e., a choice of coordinates, can impede the identification of general structure, so it is too with an explicit parameterisation of system dynamics by control. However, such explicit and fixed parameterisation by control is commonplace in control theory…

2013-12-23abs ↗pdf ↗

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing …

2011-03-25abs ↗pdf ↗

We begin by showing that every real analytic orbifold has a real analytic Riemannian metric. It follows that every reduced real analytic orbifold can be expressed as a quotient of a real analytic manifold by a real analytic almost free action of a compact Lie group. We then extend a well-known result of Nomizu and Ozek…

2012-11-28abs ↗pdf ↗

New Hessian estimators for Riemannian manifolds with reduced bias.

problem Estimating Hessians on Riemannian manifolds with reduced bias and computational efficiency.
method Introducing new stochastic zeroth-order Hessian estimators using O(1)O(1) function evaluations.
result Achieved a bias bound of order O(γδ2)O(γδ^2) for analytic real-valued functions.

We construct an infinite dimensional real analytic manifold structure for the space of real analytic mappings from a compact manifold to a locally convex manifold. Here a map is real analytic if it extends to a holomorphic map on some neighbourhood of the complexification of its domain. As is well known the constructio…

2014-10-24abs ↗pdf ↗

We prove that a real-valued function (that is not assumed to be continuous) on a real analytic manifold is analytic whenever all its restrictions to analytic submanifolds homeomorphic to the 2-sphere are analytic. This is a real analog for the classical theorem of Hartogs that a function on a complex manifold is comple…

2018-12-03abs ↗pdf ↗

In this paper, we explore holomorphic Segre preserving maps. First, we investigate holomorphic Segre preserving maps sending the complexification M\mathcal{M} of a generic real analytic submanifold $M \subseteq \C^N$ of finite type at some point pp into the complexification M\mathcal{M}' of a generic real analytic s…

2008-10-14abs ↗pdf ↗

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

problem Pricing and calibration of double barrier options with time-dependent parameters.
method Two approaches: General Integral transform method and Heat Potential method.
result Semi-analytic techniques are more efficient for pricing double barrier options than traditional numerical methods.

Analytic functions on specific domains are characterized by their smoothness and composites with polynomial curves.

problem Characterizing real analytic functions on closed subanalytic domains.
method Analyzing functions defined on closed uniformly polynomially cuspidal sets in Rn\mathbb{R}^n using composites with polynomial curves.
result Conditions for a function to be real analytic are effectively related to the regularity of the boundary of the domain.

Local conditions on boundaries of CC^\infty Levi-flat hypersurfaces, in case the boundary is a generic submanifold, are studied. For nontrivial real analytic boundaries we get an extension and uniqueness result, which forces the hypersurface to be real analytic. This allows us to classify all real analytic generic bou…

2006-12-03abs ↗pdf ↗

We present here a result of Monomialization of real analytic two-symmetric tensor fields over regular real analytic surfaces. We apply it to the (extension of the pull-back of the) inner metric of a resolved surface of a real analytic surface singularity. Doing so we recover Hsiang & Pati property at each point of the …

2015-05-19abs ↗pdf ↗

Study introduces a benchmark suite for evaluating neural MI estimators on real-world unstructured datasets.

problem Lack of comprehensive evaluation methods for neural MI estimators on real-world unstructured datasets.
method Developed a benchmark suite using same-class sampling and a binary symmetric channel trick.
result Showed accurate manipulation of true MI values of real-world datasets.

The purpose of this paper is to define semi- and subanalytic subsets and maps in the context of real analytic orbifolds and to study their basic properties. We prove results analogous to some well-known results in the manifold case. For example, we prove that if AA is a subanalytic subset of a real analytic quotient o…

2011-04-24abs ↗pdf ↗

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…

2013-09-09abs ↗pdf ↗

Paper develops semi-analytic method for American options in time-dependent jump-diffusion models.

problem Pricing American options in models with time-dependent and exponential jumps.
method Generalizes existing methods for barrier and American options to handle arbitrary time dependencies and solves the problem through algebraic and Fredholm-Volterra equations.
result Presents a semi-analytic solution for American options in time-dependent jump-diffusion models with exponential jumps.

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the marginals, evaluated at a finite set of locations (features). These features are chose…

2016-10-15abs ↗pdf ↗

Real analytic maps can be unstable even if infinitesimal changes are stable.

problem Unstability of real analytic maps despite infinitesimal stability.
method Used a relative version of Whitney's Analytic Approximation Theorem and H. Cartan's Theorems A and B.
result Infinitesimal CωC^{\omega} stability does not imply CωC^{\omega} stability.

Recent proofs of classical theorems in polynomial algebra and functional analysis are discussed, which use tools from the topology of real manifolds. Simpler proofs were discovered in the new century, of the Hilbert Nullstellensatz, and the Gelfand-Mazur Theorem. We give a related proof that an irreducible real polynom…

2015-02-01abs ↗pdf ↗

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

problem Analyzing oscillatory integrals with complex phase functions.
method Using asymptotic expansions of simpler phase functions to derive results for more complex cases.
result Explicit computation of coefficients in asymptotic expansions for certain integrals.

New method normalizes Milnor fibrations for real analytic maps.

problem Existence of normalized Milnor fibrations for real analytic maps.
method Introducing a homeomorphism to transform a non-normalized Milnor fibration into a normalized one.
result Normalized map (h1f)/h1f(h^{-1}f)/||h^{-1}f|| defines a smooth locally trivial fibration on the sphere.

This paper explores geometric and analytic aspects of Lojasiewicz inequalities on vector bundles.

problem Understanding growth and stability conditions for real-analytic functions over vector bundles.
method Outline theory of functionals and variational problems over vector bundles, explore applications to real-analytic functionals.
result Describes the energy functional on $S^{n-1$ as a functional over a vector bundle.

Real analytic functions can be extended on manifolds with normal crossings.

problem Extending continuous functions to CωC^ω functions on manifolds with normal crossings.
method Employing Cartan Theorems A and B from real analytic geometry.
result Continuous functions on the union of submanifolds with normal crossings can be extended to CωC^ω functions on the entire manifold.

We classify torsion-free real-analytic affine connections on compact oriented real-analytic surfaces which are locally homogeneous on a nontrivial open set, without being locally homogeneous on all of the surface. In particular, we prove that such connections exist. This classification relies in a local result that cla…

2013-04-19abs ↗pdf ↗

We analyze the moduli space of non-flat homogeneous affine connections on surfaces. For Type A\mathcal{A} surfaces, we write down complete sets of invariants that determine the local isomorphism type depending on the rank of the Ricci tensor and examine the structure of the associated moduli space. For Type $\mathcal{…

2016-04-22abs ↗pdf ↗

Let XX be a real analytic orbifold. Then each stratum of XX is a subanalytic subset of XX. We show that XX has a unique subanalytic triangulation compatible with the strata of XX. We also show that every Cr{\rm C}^r-orbifold, 1r1\leq r\leq \infty, has a real analytic structure. This allows us to triangulate differ…

2011-05-01abs ↗pdf ↗