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Now showing items 31-39 of 39
Near-optimal estimation of jump activity in semimartingales
(Institute of Mathematical StatisticsThe Annals of Statistics, 2015-07-15)
In quantitative finance, we often model asset prices as semimartingales, with drift, diffusion and jump components. The jump activity index measures the strength of the jumps at high frequencies, and is of interest both ...
F-Saturation Games
(ElsevierDiscrete Mathematics, 2015-06-23)
We study F-saturation games, first introduced by Füredi, Reimer and Seress [4] in 1991, and named as such by West [5]. The main question is to determine the length of the game whilst avoiding various classes of graph, ...
Harmonic Discs of Solutions to the Complex Homogeneous Monge-Ampere Equation
(SpringerPublications mathématiques de l'IHÉS, 2015-05-30)
We study regularity properties of solutions to the Dirichlet problem for the complex Homogeneous Monge-Ampere equation. We show that for certain boundary data on P^1 the solution Φ to this Dirichlet problem is connected ...
The contact property for magnetic flows on surfaces
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsTrinity College, 2015-01-06)
This work investigates the dynamics of magnetic flows on closed orientable Riemannian surfaces. These flows are determined by triples (M, g, σ), where M is the surface, g is the metric and σ is a 2-form on M . Such dynamical ...
Hypergraph containers
(SpringerInventiones Mathematicae, 2015-01-08)
We develop a notion of containment for independent sets in hypergraphs. For every r-uniform hypergraph G, we find a relatively small collection C of vertex subsets, such that every independent set of G is contained within ...
Quiver algebras as Fukaya categories
(Mathematical Sciences PublishersGeometry & Topology, 2015-10-20)
We embed triangulated categories defined by quivers with potential arising from ideal triangulations of marked bordered surfaces into Fukaya categories of quasiprojective 3–folds associated to meromorphic quadratic ...
Polynomials and models of type theory
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsMagdalene College, 2015-06-30)
This thesis studies the structure of categories of polynomials, the diagrams that represent polynomial functors. Specifically, we construct new models of intensional dependent type theory based on these categories.
Firstly, ...
The Fourier transform for certain hyperKähler fourfolds
(American Mathematical SocietyThe Fourier transform for certain hyperKähler fourfolds, 2015-11-18)
Using a codimension-1 algebraic cycle obtained from the Poincar e line bundle, Beauville de ned the Fourier transform on the Chow groups of an abelian variety A and showed that the Fourier transform induces a decomposition ...