arXiv research

In this note, we prove a quantization formula for singular reductions. The main result is obtained as a simple application of an extended quantization formula proved in [TZ2].

Maximum Levine-Tristram signature of torus knots follows a reduction formula.

Formula for sectional curvatures on matrix groups.

Formula calculates Riemann-Roch number for singular symplectic quotients.

The main result of this paper is that every naturally reductive space can be explicitly constructed from the construction in \cite{Storm2018}. This gives us a general formula for any naturally reductive space and from this we prove reducibility and isomorphism criteria.

We prove two tropical gluing formulae for Gromov-Witten invariants of exploded manifolds, useful for calculating Gromov-Witten invariants of a symplectic manifold using a normal-crossing degeneration. The first formula generalizes the symplectic-sum formula for Gromov-Witten invariants. The second formula is stronger, …

We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest eigenvalue and the corr…

Study characterizes naturally reductive metrics on homogeneous manifolds.

We prove a multiplicity formula for Riemann-Roch numbers of reductions of Hamiltonian actions of loop groups. This includes as a special case the factorization formula for the quantum dimension of the moduli space of flat connections over a Riemann surface.

Let M be a Kaehler manifold with a free, holomorphic and Hamiltonian action of the standard n-torus T. We give a simple, explicit and canonical formula for the Kaehler potential on the Kaehler reduction of M. As a consequence we can derive improvements of several classical results known for more general Hamiltonian red…

Many features of dimensional reduction schemes are determined by the breaking of higher dimensional general covariance associated with the selection of a particular subset of coordinates. By investigating residual covariance we introduce lower dimensional tensors --generalizing to one side Kaluza-Klein gauge fields and…

For an $S^{1}$-manifold with boundary, we prove a localization formula applying to any equivariant cohomology theory satisfying a certain algebraic condition. We show how the localization result of Kalkman and a case of the quantization commutes with reduction theorem follow easily from the localization formula.

Reinterprets quantization commutes with reduction using KK-theory.

Normal distributions ensure asymptotic variance reduction in moment matching Monte Carlo.

We obtain a residue formula for an obstruction to the existence of coupled Kähler-Einstein metrics described by Futaki-Zhang. We apply it to an example studied separately by Futaki and Hultgren which is a toric Fano manifold with reductive automorphism, does not admit a Kähler-Einstein metric but still admits coupled K…

We show that the holomorphic Morse inequalities proved by Tian and the author [TZ1, 2] are in effect equalities by refining the analytic arguments in [TZ1, 2].

Theorem proves congruence for compact submanifolds in a sphere.

We show that integration over a $G$-manifold $M$ can be reduced to integration over a minimal section $Σ$ with respect to an induced weighted measure and integration over a homogeneous space $G/N$. We relate our formula to integration formulae for polar actions and calculate some weight functions. In case of a compact …

Kasparov defined a distinguished K-homology fundamental class, so called the Dirac element. We prove a localization formula for the Dirac element in K-homology of crossed product of C^{*}-algebras. Then we define the quantization of Hamiltonian G-spaces as a push-forward of the Dirac element. With this, we develop a K-…

Study flag curvature in homogeneous Finsler spaces with a specific metric.

Lisa Jeffrey and Frances Kirwan developed an integration theory for symplectic reductions. That is, given a symplectic manifold with symplectic group action, they developed a way of pulling the integration of forms on the reduction back to an integration of group-equivariant forms on the original space. We seek an anal…

We investigate the use of Malliavin calculus in order to calculate the Greeks of multidimensional complex path-dependent options by simulation. For this purpose, we extend the formulas employed by Montero and Kohatsu-Higa to the multidimensional case. The multidimensional setting shows the convenience of the Malliavin …

We obtain variational formulas for holomorphic objects on Riemann surfaces with respect to arbitrary local coordinates on the moduli space of complex structures. These formulas are written in terms of a canonical object on the moduli space which corresponds to the pairing between the space of quadratic differentials an…

We derive a closed formula for a star-product on complex projective space and on the domain $SU(n+1)/S(U(1)\times U(n))$ using a completely elementary construction: Starting from the standard star-product of Wick type on $C^{n+1} \setminus \{ 0 \}$ and performing a quantum analogue of Marsden-Weinstein reduction, we ca…

Given a reductive homogeneous space M=G/H endowed with a naturally reductive metric, we study the one-parameter family of connections joining the canonical and the Levi-Civita connection (t=0, 1/2). We show that the Dirac operator D^t corresponding to t=1/3 is the so-called ``cubic'' Dirac operator recently introduced …

Paper derives local Plücker formulas for special orthogonal groups.

We extend our earlier work in [TZ1], where an analytic approach to the Guillemin-Sternberg conjecture [GS] was developed, to cases where the Spin$^c$-complex under consideration is allowed to be further twisted by certain natural exterior power bundles. The main result is a weighted quantization formula in the presence…

We study the conditions for a nilpotent Lie group to be foliated into subgroups that have square integrable (relative discrete series) unitary representations, that fit together to form a filtration by normal subgroups. Then we use that filtration to construct a class of "stepwise square integrable" representations on …

We extend our earlier work in [TZ1], where an analytic approach to the Guillemin-Sternberg conjecture [GS] was developed, to cases where the Spin^c-complex under consideration is allowed to be further twisted by certain exterior power bundles of the cotangent bundle. The main result is a weighted quantization formula i…

The complex analytic methods have found a wide range of applications in the study of multiplicity-free representations. This article discusses, in particular, its applications to the question of restricting highest weight modules with respect to reductive symmetric pairs. We present a number of multiplicity-free branch…

We provide some insights in the study of branching problems of reductive groups, and a method of investigations into symmetry breaking operators. First, we give geometric criteria for finiteness property of linearly independent continuous (respectively, differential) operators that intertwine two induced representation…

Geometrically represents the Jacobian for a mechanical system with symmetry.

Solvency II Directive 2009/138/EC requires an insurance and reinsurance undertakings assessment of a Solvency Capital Requirement by means of the so-called "Standard Formula" or by means of partial or full internal models. Focusing on the first approach, the bottom-up aggregation formula proposed by the regulator permi…

With some transformations, we convert the problem of option pricing under state-dependent volatility into an initial value problem of the Fokker-Planck equation with a certain potential. By using the Lie symmetry analysis and similarity reduction method, we are able to reduce the dimensions of the partial differential …

Wolpert's cosine formula on Teichmüller space gives the Weil-Petersson Poisson bracket $\{l_α, l_β\}$ for geodesic length functions $l_α,l_β$ of closed curves $α,β$ as the sum of the cosines of the angle of intersection of the associated geodesics. This was recently generalized to Hitchin representations by Labourie. I…

In machine learning or statistics, it is often desirable to reduce the dimensionality of a sample of data points in a high dimensional space $\mathbb{R}^d$. This paper introduces a dimensionality reduction method where the embedding coordinates are the eigenvectors of a positive semi-definite kernel obtained as the sol…

The problem of quantile hedging for basket derivatives in the Black-Scholes model with correlation is considered. Explicit formulas for the probability maximizing function and the cost reduction function are derived. Applicability of the results for the widely traded derivatives as digital, quantos, outperformance and …

In this article we review the recent results about the flag curvature of invariant Randers metrics on homogeneous manifolds and by using a counter example we show that the formula which obtained for the flag curvature of these metrics is incorrect. Then we give an explicit formula for the flag curvature of invariant Ra…

In this paper, first we derive an explicit formula for the flag curvature of a homogeneous Finsler space with infinite series $(α, β)$-metric and exponential metric. Next, we deduce it for naturally reductive homogeneous Finsler space with the above mentioned metrics.

The Kac-Ward formula allows to compute the Ising partition function on a planar graph G with straight edges from the determinant of a matrix of size 2N, where N denotes the number of edges of G. In this paper, we extend this formula to any finite graph: the partition function can be written as an alternating sum of the…

Paper calculates indices for group actions using cocycles.

This article provides a geometric bridge between two entirely different character formulas for reductive Lie groups and answers the question posed by W.Schmid in [Sch]. A corresponding problem in the compact group setting was solved by N.Berline, E.Getzler and M.Vergne in [BGV] by an application of the theory of equiva…

Study sharp lower bounds on negative eigenvalues of magnetic Pauli operator.

Formula for computing triple-cup product from Heegaard diagrams of 3-manifolds.

We explain how to define the quantization of q-Hamiltonian SU(2)-spaces as push-forwards in twisted K-homology, and prove a `quantization commutes with reduction' theorem for this setting. As applications, we show how the Verlinde formulas for flat SU(2) or SO(3) bundles are obtained by localization in twisted K-homolo…

There are no known exact formulas for the valuation of a number of exotic options, and this is particularly true for options under discrete monitoring and for American style options. Therefore, one usually recourses to a Monte Carlo Simulation approach, amongst other numerical methods, to estimate the value of these op…

Consider an action of a connected compact Lie group on a compact complex manifold $M$, and two equivariant vector bundles $L$ and $E$ on $M$, with $L$ of rank 1. The purpose of this paper is to establish holomorphic Morse inequalities à la Demailly for the invariant part of the Dolbeault cohomology of tensor powers of …

Geometrically represents path integral reduction Jacobian for interacting systems.