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.
We establish the second part of Milnor's conjecture on the volume of simplexes in hyperbolic and spherical spaces. A characterization of the closure of the space of the angle Gram matrices of simplexes is also obtained.
In 1973, J. Cheeger and J. Simons raised the following question that still remains open and is known as the Rational Simplex Problem: Given a geodesic simplex in the spherical 3-space so that all of its interior dihedral angles are rational multiples of π, is it true that its volume is a rational multiple of the volu…
Study of zonal spherical functions on partial flag manifolds using Jacobi polynomials.
problem Understanding zonal spherical functions on partial flag manifolds.
method Matrix variate version of Koornwinder's method for constructing orthogonal polynomials, using Hermitian Jacobi polynomials and multivariate Schur polynomials.
result Conjecture that Hermitian Jacobi polynomials are elementary zonal spherical functions.
It is known that the space of convex polygons in the Euclidean plane with fixed normals, up to homotheties and translations, endowed with the area form, is isometric to a hyperbolic polyhedron. In this note we show a class of convex polygons in the Lorentzian plane such that their moduli space, if the normals are fixed…
In his paper "On the Schlafli differential equality", J. Milnor conjectured that the volume of n-dimensional hyperbolic and spherical simplices, as a function of the dihedral angles, extends continuously to the closure of the space of allowable angles. A proof of this has recently been given by F. Luo (see math.GT/0412…
We prove the theorem mentioned in the title, for Rn, where n≥3. The case of the simplex was known previously. Also, the case n=2 was settled, but there the infimum was some well-defined function of the side lengths. We also consider the cases of spherical and hyperbolic n-spaces. There we give s…
A hyperbolic 3-simplex reflection group is a Coxeter group arising as a lattice in the isometry group of hyperbolic 3-space, with fundamental domain a geodesic simplex (possibly with some ideal vertices). The classification of these groups is known, and there are exactly 9 cocompact examples, and 23 non-cocompact examp…
We introduce the non-pure versions of simplicial balls and spheres with minimum number of vertices. These are a special type of non-homogeneous balls and spheres (NH-balls and NH-spheres) satisfying a minimality condition on the number of maximal simplices. The main result is that minimal NH-balls and NH-spheres are pr…
Proposes Dirichlet Simplex Nest for probabilistic modeling of various data types.
problem Modeling and inference for diverse data types.
method Probabilistic models based on Dirichlet distribution and Voronoi tessellation, with fast and accurate inference algorithms exploiting convex geometry and simplicial structure.
result Inference algorithms achieve consistency and strong error bounds across various settings and data distributions.
The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and min-max optimization. Stock prices (underlying asset) were modeled under the assumption of the geome…
We show an efficient algorithm for the following problem: Given uniformly random points from an arbitrary n-dimensional simplex, estimate the simplex. The size of the sample and the number of arithmetic operations of our algorithm are polynomial in n. This answers a question of Frieze, Jerrum and Kannan [FJK]. Our resu…
CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.
problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.
We provide an elementary proof of a simple, efficient algorithm for computing the Euclidean projection of a point onto the probability simplex. We also show an application in Laplacian K-modes clustering.
A piecewise constant curvature manifold is a triangulated manifold that is assigned a geometry by specifying lengths of edges and stipulating that for a chosen background geometry (Euclidean, hyperbolic, or spherical), each simplex has an isometric embedding into the background geometry with the chosen edge lengths. Ad…