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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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4997146194 · May 202619922001200920172026
48 results for reflection positivity

We prove general reflection positivity results for both scalar fields and Dirac fields on a Riemannian manifold, and comment on applications to quantum field theory. As another application, we prove the inequality CDCNC_D \leq C_N between Dirichlet and Neumann covariance operators on a manifold with a reflection.

2007-05-04abs ↗pdf ↗

Mathematical construction of Chern-Simons partition function using reflection positivity.

problem Constructing a mathematical framework for Chern-Simons functional integrals.
method Reflection positive functional on Banach space of connections, unitary operators, weak limit.
result Nonperturbative construction of partition function without renormalization.

The study bounds the effective diameter of graphs with positive Ollivier curvature.

problem Bounding the effective diameter of graphs with positive Ollivier curvature.
method Introducing reflective graphs and proving discrete Bonnet Myers theorem.
result The effective diameter bound is attained only for specific graphs.

We show that a tensor field of any rank integrates to zero over all broken rays if and only if it is a symmetrized covariant derivative of a lower order tensor which satisfies a symmetry condition at the reflecting part of the boundary and vanishes on the rest. This is done in a geometry with non-positive sectional cur…

2018-05-13abs ↗pdf ↗

The paper proves the conjecture about the number of cusps in a caustic formed by reflecting rays in a circle.

problem Proving the conjecture about the number of cusps in a caustic formed by reflecting rays in a circle.
method Analyzing the family of rays emanating from a non-focal point inside an elliptic billiard table, focusing on the caustic formed after multiple reflections.
result A proof of the conjecture that a caustic formed by reflecting rays in a circle has exactly four cusps.

In this paper, we present a family of a control-stopping games which arise naturally in equilibrium-based models of market microstructure, as well as in other models with strategic buyers and sellers. A distinctive feature of this family of games is the fact that the agents do not have any exogenously given fundamental…

2017-08-01abs ↗pdf ↗

We prove that if MPM \longrightarrow P is a small cover of a compact right-angled hyperbolic polyhedron PP then MM admits a cofinal tower of finite sheeted covers with positive rank gradient. As a corollary, if π1(M)π_1(M) is commensurable with the reflection group of PP, then MM admits a cofinal tower of finite sheet…

2013-01-18abs ↗pdf ↗

Study simplicial volume of manifolds from reflection group trick.

problem Characterize manifolds with positive simplicial volume.
method Define a partial order on triangulations and solve explicitly for minimal elements.
result Explicitly solved triangulations of the two-dimensional sphere and performed extensive analysis for three-dimensional case.

We study relations between reflections in (positive or negative) points in the complex hyperbolic plane. It is easy to see that the reflections in the points q_1,q_2 obtained from p_1,p_2 by moving p_1,p_2 along the geodesic generated by p_1,p_2 and keeping the (dis)tance between p_1,p_2 satisfy the bending relation R(…

2012-01-07abs ↗pdf ↗

A clustering algorithm partitions a set of data points into smaller sets (clusters) such that each subset is more tightly packed than the whole. Many approaches to clustering translate the vector data into a graph with edges reflecting a distance or similarity metric on the points, then look for highly connected subgra…

2012-06-04abs ↗pdf ↗

Convex hypersurfaces in hyperbolic space evolve to geodesic spheres.

problem Volume preserving Gauss curvature flow of convex hypersurfaces in hyperbolic space.
method Volume preserving flow with speed given by Gauss curvature power α, using Alexandrov reflection and hyperbolic curvature measures.
result Smooth solution remains convex and converges to a geodesic sphere exponentially.

On Kahler manifolds with Ricci curvature bounded from below, we establish some theorems which are counterparts of some classical theorems in Riemannian geometry, for example, Bishop-Gromov's relative volume comparison, Bonnet-Meyers theorem, and Yau's gradient estimate for positive harmonic functions. The tool is a Boc…

2011-08-22abs ↗pdf ↗

We solve explicitly a two-dimensional singular control problem of finite fuel type for infinite time horizon. The problem stems from the optimal liquidation of an asset position in a financial market with multiplicative and transient price impact. Liquidity is stochastic in that the volume effect process, which determi…

2016-03-21abs ↗pdf ↗

A kk-reflection of the nn-dimensional complex hyperbolic space ${\rm H}_{\C}^n$ is an element in U(n,1){\rm U}(n,1) with negative type eigenvalue λλ, λ=1|λ|=1, of multiplicity k+1k+1 and positive type eigenvalue 11 of multiplicity nkn-k. We prove that a holomorphic isometry of ${\rm H}_{\C}^n$ is a product of at most fou…

2015-03-19abs ↗pdf ↗

A line arrangement of 3n3n lines in CP2\mathbb CP^2 satisfies Hirzebruch property if each line intersect others in n+1n+1 points. Hirzebruch asked if all such arrangements are related to finite complex reflection groups. We give a positive answer to this question in the case when the line arrangement in CP2\mathbb CP^2 is…

2016-07-26abs ↗pdf ↗

Study no-arbitrage conditions in 1D diffusion markets with interest rates.

problem Determining no-arbitrage conditions in 1D diffusion markets with interest rates.
method Established deterministic criteria for no-arbitrage notions in terms of scale function and speed measure.
result Revealed various effects, e.g., NIP not excluded by reflecting boundaries.

We prove that if the fundamental group of an orientable finite volume hyperbolic 3-manifold has finite index in the reflection group of a right-angled ideal polyhedra in H3\mathbb{H}^3 then it has a co-final tower of finite sheeted covers with positive rank gradient. The manifolds we provide are also known to have co-f…

2011-02-21abs ↗pdf ↗

Supercurrents, as introduced by Lagerberg, were mainly motivated as a way to study tropical varieties. Here we will associate a supercurrent to any smooth submanifold of Rn\R^n. Positive supercurrents resemble positive currents in complex analysis, but depend on a choice of scalar product on Rn\R^n and reflect the indu…

2018-05-01abs ↗pdf ↗

In this article, we study a free boundary isometric embedding problem for abstract Riemannian two-manifolds with the topology of the disc. Under the assumption of positive Gauss curvature and geodesic curvature of the boundary being equal to one, we show that any such disc may be isometrically embedded into the Euclide…

2019-08-29abs ↗pdf ↗

A discrete subgroup of the group of isometries of the hyperbolic space is called reflective if up to a finite index it is generated by reflections in hyperplanes. The main result of this paper is a complete classification of the reflective (and quasi-reflective) subgroups among the Bianchi groups and their extensions.

2012-10-09abs ↗pdf ↗

The paper studies RBSDEs with arbitrary stopping times and their solutions.

problem Existence and estimation of solutions to RBSDEs under arbitrary stopping times.
method Analyzes the conditions for the existence of solutions and estimates their norms.
result Proves the existence of solutions and provides estimation methods for arbitrary stopping times.

Survey explores interactions between four conformal dynamics branches.

problem Understanding complex dynamics through different mathematical concepts.
method Examples and general results with technical tools.
result Dynamical relations between Schwarz reflection parameter spaces and anti-rational maps/ reflection groups.

The article constructs Feynman propagators for normally hyperbolic operators on curved spacetimes.

problem Constructing Feynman propagators for non-scalar geometric operators on curved spacetimes.
method Global microlocalisation constructions for normally hyperbolic operators on globally hyperbolic spacetimes.
result Feynman propagators can be constructed to satisfy a positivity property for selfadjoint normally hyperbolic operators.

Minimal surfaces in 3-sphere created by reflections from polygons, with new examples based on pentagons.

problem Constructing minimal surfaces in 3-sphere using reflections.
method Minimal nn-gon solves free boundary problem; curvature lines combinatorics investigated.
result New examples of minimal reflection surfaces based on pentagons.

Understanding how funding and 4H context regulate crypto markets.

problem Analyzing the chaotic appearance of financial markets.
method Observing interactions between market context and capital conditions in the 4H timeframe.
result Ranges in crypto markets are strategic positioning by informed participants, not indecision.

In this paper, we compute the covolume of the group of units of the quadratic form f_d^n(x) = x_1^2 + x_2^2 + . . . + x_n^2 - d x_{n+1}^2 with d an odd, positive, square-free integer. Mcleod has determined the hyperbolic Coxeter fundamental domain of the reflection subgroup of the group of units of the quadratic form f…

2012-03-29abs ↗pdf ↗

Let W be an infinite Coxeter group. We initiate the study of the set E of limit points of "normalized" positive roots (representing the directions of the roots) of W. We show that E is contained in the isotropic cone of the bilinear form B associated to a geometric representation, and illustrate this property with nume…

2011-12-22abs ↗pdf ↗

The paper prices long-term options with a reflecting barrier model.

problem Pricing long-term options with asset price limits.
method Model asset price as geometric Brownian motion with a lower reflecting barrier, pricing options using compound options.
result Option prices can be determined using standard risk-neutral arguments, and hedging strategies are available.