Department of Pure Mathematics and Mathematical Statistics (DPMMS): Recent submissions
Now showing items 81-100 of 248
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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 ...
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On the Boltzmann equation, quantitative studies and hydrodynamical limits
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsCambridge Centre for Analysis, 2014-11-11)The present thesis deals with the mathematical treatment of kinetic theory and focuses more precisely on the Boltzmann equation. We investigate several properties of the solutions to the latter equation: their positivity ...
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Algebraic boundaries of Hilbert's SOS cones
(Cambridge University PressCompositio Mathematica, 2012-10-15)We study the geometry underlying the difference between nonnegative polynomials and sums of squares. The hypersurfaces that discriminate these two cones for ternary sextics and quaternary quartics are shown to be ...
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Ample subvarieties and q-ample divisors
(ElsevierAdvances in Mathematics, 2012-03-20)We introduce a notion of ampleness for subschemes of any codimension using the theory of q-ample line bundles. We also investigate certain geometric properties satisfied by ample subvarieties, e.g. the Lefschetz ...
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Excitations in superfluids of atoms and polaritons
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsSt. Edmund's College, 2014-11-11)This thesis is devoted to the study of excitations in atomic and polariton Bose-Einstein condensates (BEC). These two specimens are prime examples for equilibrium and non equilibrium BEC. The corresponding condensate wave ...
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Estimate nothing
(Taylor & FrancisQuantitative Finance, 2014)In the econometrics of financial time series, it is customary to take some parametric model for the data, and then estimate the parameters from historical data. This approach suffers from several problems. Firstly, how is ...
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Optimal investment: bounds and heuristics
(Incisive Financial PublishingJournal of Computational Finance, 2015-10-28)High-dimensional optimal investment/consumption problems are hard to deal with, not least because of the difficulty in characterizing the value function. This paper tries to offer ways to determine an approximately optimal ...
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Investing and stopping
(Applied Probability TrustJournal of Applied Probability, 2014)In this paper we solve the hedge fund manager’s optimization problem in a model that allows for investors to enter and leave the fund over time depending on its performance. The manager’s payoff at the end of the year will ...
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An explicit upper bound for the Helfgott delta in SL(2,p)
(ElsevierJournal of Algebra, 2014-09-23)Helfgott proved that there exists a δ > 0 such that if S is a symmetric generating subset of SL(2, p)containing 1 then either S^3=SL(2, p)or |S^3| ≥|S|^1+ δ. It is known that δ ≥ 1/3024. Here we show that δ ≤ (log_2 (7) ...
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Quadratic differentials as stability conditions
(SpringerPublications mathématiques de l'IHÉS, 2014)We prove that moduli spaces of meromorphic quadratic differentials with simple zeroes on compact Riemann surfaces can be identified with spaces of stability conditions on a class of CY3 triangulated categories defined using ...
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Two topics in financial mathematics : Forward utility and consumption functions & Hedging with variance swaps in infinite dimensions
(University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2010-10)Financial Mathematics is often presented as being composed of two main branches: one dealing with investment and consumption, with the aim of answering the now ancient question of how people should invest and spend their ...
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A 3-manifold group which is not four dimensional linear
(ElsevierJournal of Pure and Applied Algebra, 2014-01-28)We give examples of closed orientable graph 3-manifolds having a fundamental group which is not a subgroup of GL(4, F) for any field F. This answers a question in the Kirby problem list from 1977 which is credited to the ...
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Quadratic differentials as stability conditions
(SpringerPublications mathématiques de l'IHÉS, 2014)We prove that moduli spaces of meromorphic quadratic differentials with simple zeroes on compact Riemann surfaces can be identified with spaces of stability conditions on a class of CY3 triangulated categories defined using ...
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A Symplectic Prolegomenon
(American Mathematical SocietyBulletin of the American Mathematical Society, 2014)A symplectic manifold gives rise to a triangulated A∞-category, the derived Fukaya category, which encodes information on Lagrangian submanifolds and dynamics as probed by Floer cohomology. This survey aims to give some ...
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Extremal and probabilistic bootstrap percolation
(University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2013-11-12)In this dissertation we consider several extremal and probabilistic problems in bootstrap percolation on various families of graphs, including grids, hypercubes and trees. Bootstrap percolation is one of the simplest ...
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Three-dimensional manifolds
(University of CambridgeFaculty of MathematicsTrinity College, 1960-08-03)In the post-war years, the theory of 3-dimensional manifolds has developed tremendously. On the one hand, Bing and Moise have proved that 3-manifolds can be triangulated, and that the Hauptvermutung (that any two triangulations ...
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Morita cohomology
(University of CambridgeDepartment of Pure Mathematics and Mathematical Statistics, 2014-01-07)This work constructs and compares different kinds of categorified cohomology of a locally contractible topological space X. Fix a commutative ring k of characteristic 0 and also denote by k the differential graded category ...
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The classification of maps between the classifying spaces of Lie groups
(University of CambridgeGonville and Caius CollegeDepartment of Pure Mathematics and Mathematical Statistics, 1974-08-01)
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Modelling non-linear exposure-disease relationships in a large individual participant meta-analysis allowing for the effects of exposure measurement error
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsMRC Biostatistics Unit, 2012-10-09)This thesis was motivated by data from the Emerging Risk Factors Collaboration (ERFC), a large individual participant data (IPD) meta-analysis of risk factors for coronary heart disease(CHD). Cardiovascular disease is the ...
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Maximum likelihood parameter estimation in time series models using sequential Monte Carlo
(University of CambridgeDepartment of Pure Mathematics and Mathematical StatisticsStatistical LaboratoryDarwin College, 2013-06-11)Time series models are used to characterise uncertainty in many real-world dynamical phenomena. A time series model typically contains a static variable, called parameter, which parametrizes the joint law of the random ...