arXiv research

Study shows volume density in central harmonic spaces can vary arbitrarily.

New definition of metric current yields Finsler geometry volume densities.

This paper improves Green's function estimates for compact Kähler manifolds.

Fully augmented links have dense volume densities but discrete in certain ranges.

Study on manifolds with density using modified Hessians for curvature comparison.

The volume density of a hyperbolic link is defined as the ratio of hyperbolic volume to crossing number. We study its properties and a closely-related invariant called the determinant density. It is known that the sets of volume densities and determinant densities of links are dense in the interval [0,v_{oct}]. We cons…

The $\textit{volume density}$ of a hyperbolic link $K$ is defined to be the ratio of the hyperbolic volume of $K$ to the crossing number of $K$. We show that there are sequences of non-alternating links with volume density approaching $v_8$, where $v_8$ is the volume of the ideal hyperbolic octahedron. We show that the…

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

Copulas reveal strong positive dependencies in stock demand fluctuations due to volume imbalances.

Characterizes harmonic manifolds using tube properties.

We examine the vertical component of surface area in the warped product of a Euclidean interval and a fiber manifold with product density. We determine general conditions under which vertical fibers minimize vertical surface area among regions bounding the same volume and use these results to conclude that in many such…

Proves stability of cone-volume measure with nearly constant density.

We introduce a new volume definition on normed vector spaces. We show that the induced $k$-area functionals are convex for all $k$. In the particular case $k=2$, our theorem implies that Busemann's 2-volume density is convex, which was recently shown by Burago-Ivanov. We also show how the new volume definition is relat…

This paper studies a limit order book (LOB) model, in which the order dynamics depend on both, the current best available prices and the current volume density functions. For the joint dynamics of the best bid price, the best ask price, and the standing volume densities on both sides of the LOB we derive a weak law of …

We consider a smooth Euclidean solid cone endowed with a smooth homogeneous density function used to weight Euclidean volume and hypersurface area. By assuming convexity of the cone and a curvature-dimension condition we prove that the unique compact, orientable, second order minima of the weighted area under variation…

We introduce a scalar invariant on manifolds with density which is analogous to the renormalized volume coefficient $v_3$ in conformal geometry. We show that this invariant is variational and that shrinking gradient Ricci solitons are stable with respect to the associated $\mathcal{W}$-functional.

Study fully augmented links in thickened torus, generalizing $S^3$ results.

Equity auctions show linear price impact up to a large volume, then non-linear.

We prove two-sided inequalities for the $L^p$-norm of a pushforward or pullback (with respect to an orientation-preserving diffeomorphism) on oriented volume and Riemannian manifolds. For a function or density on a volume manifold, these bounds depend only on the Jacobian determinant, which arises through the change of…

New invariant cusp crossing density shows cusp densities of hyperbolic knots and links are dense.

New estimator uses k-nearest neighbor distances for density functionals.

New findings on isoperimetric shapes in n-dimensional space.

I introduce a family of closeness functions between causal Lorentzian geometries of finite volume and arbitrary underlying topology. When points are randomly scattered in a Lorentzian manifold, with uniform density according to the volume element, some information on the topology and metric is encoded in the partial or…

In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Our results show that the multi-fractal nature of traded volume comes es…

The study proves optimal isoperimetric regions in manifolds with density.

This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture, physically connected to superstatiscs, which is intimately related with the current nonex…

In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is compatible with the existenc…

We show that noncompact simply connected harmonic manifolds with volume density $Θ_{p}(r) =\sinh ^{n-1} r$ is isometric to the real hyperbolic space and noncompact simply connected Kähler harmonic manifold with volume density $Θ_{p}(r) =\sinh ^{2n-1} r \cosh r$ is isometric to the complex hyperbolic space. A similar re…

Ancient formula connects volume forms and infinitesimal square volumes in manifolds.

Study shows how near crushing singularities, Kasner-like regions can exist.

The paper solves the isoperimetric problem with perimeter density \(|x|^p\).

Minimal submanifolds either fill space or are confined with geometric restrictions.

Study spherical Fourier transform on hypergeometric type harmonic manifolds.

Study shows bounds on volumes of weakly generalised alternating knots.

We study asymptotically harmonic manifolds of negative curvature, without any cocompactness or homogeneity assumption. We show that asymptotic harmonicity provides a lot of information on the asymptotic geometry of these spaces: in particular, we determine the volume entropy, the spectrum and the relative densities of …

We consider a stochastic model for the dynamics of the two-sided limit order book (LOB). Our model is flexible enough to allow for a dependence of the price dynamics on volumes. For the joint dynamics of best bid and ask prices and the standing buy and sell volume densities, we derive a functional limit theorem, which …

New Crofton formulae derived from existing ones.

The paper introduces a new method to rank anomalies in multivariate data.

Study on volumes of random inscribed polytopes in projective geometries.

The paper studies quasimorphisms on density-preserving diffeomorphisms of the Möbius band.

We present the area and coarea formulas for Lipschitz maps, valid for general volume densities. As applications, we give a short, "euclidean" proof of the anisotropic Sobolev inequality and describe an anisotropic tube formula for hypersurfaces in $mathbb{R}^n$. A discussion about the first variation of the anisotropic…

Study reveals failure of uniqueness in dynamical invariants for 3D volume-preserving diffeomorphisms.

We completely characterize isoperimetric regions in R^n with density e^h, where h is convex, smooth, and radially symmetric. In particular, balls around the origin constitute isoperimetric regions of any given volume, proving the Log-Convex Density Conjecture due to Kenneth Brakke.

We recently discovered a relationship between the volume density spectrum and the determinant density spectrum for infinite sequences of hyperbolic knots. Here, we extend this study to new quantum density spectra associated to quantum invariants, such as Jones polynomials, Kashaev invariants and knot homology. We also …

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation proce…

We study the daily trading volume volatility of 17,197 stocks in the U.S. stock markets during the period 1989--2008 and analyze the time return intervals $τ$ between volume volatilities above a given threshold q. For different thresholds q, the probability density function P_q(τ) scales with mean interval <τ> as P_q(τ…

New harmonic Hadamard manifolds defined via hypergeometric equations.

We study geometry of complete Riemannian manifolds endowed with a weighted measure, where the weight function is of quadratic growth. Assuming the associated Bakry-Emery curvature is bounded from below, we derive a new Laplacian comparison theorem and establish various sharp volume upper and lower bounds. We also obtai…