DAY I, TALK 5: GLOBAL QUANTUM THEORY (GL-3)
|
|
- Norma Francis
- 5 years ago
- Views:
Transcription
1 DAY I, TALK 5: GLOBAL QUANTUM THEORY (GL-3) D. ARINKIN Contents 1. Global Langlands Correspondence Formulation of the global correspondence Classical limit Aside: Class field theory Normalization 2 2. Local-to-global: Whittaker D-modules Description via Gr Description via Drinfeld compactification 4 3. Local-to-global: Representations of the Kac-Moody algebra The Kazhdan-Lusztig category The localization functor D-modules on Bun G 6 4. All Together Now 8 References 8 1. Global Langlands Correspondence 1.1. Formulation of the global correspondence. Fix all the usual objects: k is a field of characteristic zero, X is a (projective smooth connected) curve, G is a reductive group, and Ǧ is its Langlands dual. Roughly speaking (to be corrected later) the quantum geometric Langlands correspondence is an equivalence of categories κ (1.1) D-mod(Bun G ) κ D-mod(BunǦ) ˇκ. Here κ and ˇκ are twistings, so the categories on the two sides of the correspondence are basically modules over certain TDO rings on the corresponding stacks. The relation between twists κ and ˇκ is easiest to explain when G is semisimple. Then the twisting on Bun G is given by a G-invariant form on g, or, equivalently, a W -invariant form on t. If the form is non-degenerate (the non-degeneracy of the twisting is required for (1.1)), it induces a W -invariant form on ť; this is what ˇκ is. In other words, κ and ˇκ are supposed to be mutual inverses. Remark 1. It is better to include the critical twist in κ and ˇκ. In other words, the value κ = 0 (which we do not allow in (1.1)!) should correspond to the TDO acting on ω 1/2 Bun G, not on O BunG (equivalently, κ is shifted by half of the Killing form). Date: January 15,
2 2 D. ARINKIN This can sometimes be ignored, because ω 1/2 actually exists as a line bundle on Bun G, and so the corresponding category D-mod(Bun G ) ω 1/2 is equivalent to D-mod(Bun G ). However, the equivalence is given by twisting by the line bundle ω 1/2, so it messes up some constructions: for instance, the free D-module becomes the module induced from a line bundle Classical limit. Recall that the (hopefully) more familiar classical global geometric Langlands conjecture is supposed to be (roughly speaking) an equivalence (1.2) QCoh(LocSys G ) D-mod(BunǦ). This is in fact the limit of (1.1) as κ (and so ˇκ 0): LocSys G is the twisted cotangent bundle to Bun G, so the twisted differential operators on Bun G can be viewed as a quantization of the sheaf O LocSysG, and so QCoh(LocSys G ) is basically D-mod(Bun G ) κ for κ. Note that unlike (1.2), the correspondence (1.1) is symmetric! (Partly because we are slightly simplifying things...) 1.3. Aside: Class field theory. The classical limit case explains why κ and ˇκ have to be mutual inverses (and at any rate, the most natural way to pass from t to ť involves inversion). However, why is there the minus sign ( ˇκ on the RHS)? This is just the way things are, and one way to see it is to check the case when G = T is a torus. This will probably be explained later (talk GL-7), but a short story is as follows: Let A be an abelian variety, and A its dual. (In the case we are interested in, A = Bun G, A = BunǦ, or, more precisely, the abelian variety part of these stacks.) The Fourier-Mukai transform is an equivalence F : QCoh(A) QCoh(A ). It admits an upgrade: the Polishchuk-Rothstein transform, which can be stated as follows (in the non-degenerate case): Theorem 2. Let λ be a non-degenerate twisting on A. There is a corresponding non-degenerate twisting λ on A such that F upgrades to an equivalence of categories F λ : D-mod(A) λ D-mod(A ) λ. (Basically, Theorem 2 claims that two monads on the two sides of the Fourier- Mukai transform match.) Now we can see that if λ is positive, λ must be negative. This is in fact a feature of the Fourier-Mukai transform: ample bundles get sent to anti-ample bundles (and so must the corresponding TDO s, in order for F λ to be an upgrade of F) Normalization. Let us now write some axioms that hopefully would fix the correspondence κ. The main property of the classical Langlands correspondence 0 is the Hecke eigenproperty: there is a big algebra (monoidal category) of operators (functors) acting on D-mod(BunǦ), and the correspondence is supposed to intertwine them with some natural functors on QCoh(LocSys G ). However, this approach does not work in the quantum case: there are essentially no Hecke operators acting on D-mod(Bun G ) κ for irrational κ.
3 GLOBAL 3 Exercise 1. Make this statement precise (it is about twisted G(O)-equivariant modules on the affine Grassmannian) and prove it. (Or go to talk GL-4.) There is a different approach to normalizing 0 that can be extended to the quantum case. Namely, the correspondence should send the structure sheaf O LocSysG to the first Fourier coefficient D BunǦ-modules; more generally, all the tautological vector bundles on O LocSysG correspond to the non-degenerate Fourier coefficient D BunǦ-modules. Remarks 3. (1) The condition on tautological bundles can be obtained from the condition on O BunǦ by the action of the Hecke functors, however, the functors are not explicitly relevant for the correspondence. (2) The conditions can also be stated in the adjoint way: for instance, the first Fourier coefficient functor on D BunǦ corresponds to the functor of global sections Γ(LocSys G, ). (3) The conditions do not quite determine : one has to worry about the constant term/eisenstein series functors on the automorphic side and about the difference between QCoh and IndCoh on the spectral side. The quantum version of this compatibility can be expressed as the following commutative diagram: L κ (1.3) KL(G) κ Whit(GrǦ)ˇκ Loc D-mod(Bun G ) κ Poinc κ D-mod(BunǦ) ˇκ. Here KL is the Kazhdan-Lusztig category of representations of the Kac-Moody algebra, Loc is the localization functor (which in some sense constructs tautological D-modules on Bun G ), Whit is the category of Whittaker sheaves on the affine Grassmannian ( non-degenerate local Fourier coefficients ), and the Poincaré functor Poinc is basically the push-forward under the map GrǦ BunǦ. The top arrow of the diagram is the Fundamental Local Equivalence that matches Whittaker D-modules with tautological sheaves; it is important because it is a concrete local (=hopefully computable) object that normalizes something global and complicated. Remarks 4. (1) In fact, the diagram (1.3) requires fixing a point, or, even better, considering the relative version over X. In fact, it is even better to work over X n (i.e., fix n points), or over X Ran (i.e., take factorization structure into account). If all of these structures are included, (1.3) is supposed to determine κ, modulo something degenerate. Life is particularly easy when κ is irrational, in which case everything is non-degenerate. (2) The diagram (1.3) is not entirely correct: there are actually two versions of the objects/functors in it. This is related to the difference between and! version of D-modules, which we discuss below. (3) There is a discrepancy of twists on the right-hand side. This is essentially just a matter of conventions. (4) We can also take adjoint functors and rewrite the diagram with vertical arrows going up:
4 4 D. ARINKIN (1.4) KL(G) κ L κ Whit(GrǦ)ˇκ Γ D-mod(Bun G ) κ coeff κ D-mod(BunǦ) ˇκ. (5) A side remark: why is it that the Satake category (G(O)-equivariant D- modules on Gr) deforms to something that is generically trivial (so useless for normalization) while the category of the Whittaker D-modules on Gr has a meaninful description? One reason is that the Satake category has nontrivial derived data (irreducible objects have higher Ext s). This is similar to the following fact: if F is a coherent sheaf on a variety M, and the derived fiber F m for m M is non-zero and sits in a single cohomological degree, then F is locally free near m. (Which is a version of the Nakayama Lemma.) 2. Local-to-global: Whittaker D-modules Consider the Whittaker category and the functors that relate it to D-modules on BunǦ. For simplicity, we consider the version of this construction with a single fixed point x X. Let us write simply Gr, Bun, etc for GrǦ, BunǦ, and so on. The functors and categories considered have essentially geometric nature (correspond to spaces and maps between them), and the twisting plays very little role, so we will omit it below Description via Gr. The category Whit is defined as the full subcategory of sheaves on Gr spanned by sheaves that are twisted-equivariant under the action of L(N) (with respect to a non-degenerate character χ). We have a natural map µ : Gr Bun (which basically modifies the trivial Ǧ-bundle at x according to the point of Grassmannian) and Poinc is the pushforward with respect to µ. In fact, we have two functors: Poinc! = µ! and Poinc = µ. The functor Poinc! admits a right adjoint, coeff = µ!. However, defining them carefully requires caution, because Gr is an ind-space; moreover, the orbits of L(N) on Gr are infinitedimensional, all non-zero objects of Whit(Gr) are really ind-supported. Moreover, in fact, the two functors land in different versions ( and!) of the category of D- modules on Bun; more on this later Description via Drinfeld compactification. When we study the functors relating Whit(Gr) with D-mod(Bun), we can replace Gr by a more finitedimensional object defined using the Drinfeld compactification. Here is the construction for Ǧ = SL(2) (for general description, see Dennis s paper). Fix the line bundle l := ω 1/2 on X. Denote by M the moduli stack of collections consisting of an SL(2)-bundle E and a rational map ι : l E that is required to be non-zero and needs to be regular on X {x} (so it can have any kind of singularity at x, but only zeros elsewhere). Clearly, M is an ind-stack equipped with a forgetful map µ : M Bun.
5 GLOBAL 5 We now define a version of the Whittaker category Whit(M). It is going to be a full subcategory Whit(M) D-mod(Bun) cut out by the following twistedequivariance condition. Given a point y X {x}, put M (y) := {(E, ι) : ι(y) 0}. The vector space of polar parts ω(k y )/ω(o y ) acts on M (y), and we define Whit(M (y) ) D-mod(M (y) ) to be the full subcategory of sheaves that are twisted-equivariant for the character res (exp) on ω(k y )/ω(o y ). Exercise 2. (1) Any F Whit(M (y) ) is in fact supported on collections (E, ι) where ι has no zeros (but it can have a pole at x). (This is equivalent to the following statement: if D is a divisor supported away from y, and the map res : ω(k y )/ω(o y ) factors through ω(k y )/ω(o y ) H 1 (X, ω(d)), then D 0.) (2) Given y, y X {x}, the equivariance conditions on M (y) and M (y ) are compatible on M (y) M (y ). 3. Local-to-global: Representations of the Kac-Moody algebra 3.1. The Kazhdan-Lusztig category. The twisting κ defines the Kac-Moody central extension 0 k ĝ κ g((t)) 0. Basically, it is given by the cocycle (f, g) res(κ(f, dg)). The Kazhdan-Lusztig category KL κ is the category of g κ -modules on which the central character acts tautologically, and the action of g[[t]] is integrated to a representation of the positive loop group L + (G). (The condition makes sense because the Kac-Moody extension splits over g[[t]].) The last condition is precisely equivariance with respect to the strong action of L + (G), so we can write KL κ = (ĝ mod) L+ (G) κ. For any V Rep(L + (G)) c (where c denotes compact objects, that is, finitedimensional representations), the induced module Ind(V ) := Indĝκ k g[[t]] (V ) is integrable. The objects {Ind(V ) : V Rep(L + (G)) c } form a system of compact generators for KL κ (in fact, it is enough to consider V Rep(G) c ) The localization functor. The localization functor Loc : KL κ D-mod(Bun G ) κ is most easily described on objects Ind(V ): V defines a tautological vector bundle V on Bun G, and Loc(Ind(V )) = D κ OBunG V (the induced D κ -module). For more general W KL κ, we can describe Loc(W ) via the following steps:
6 6 D. ARINKIN (1) The action of L + (G) on W gives a infinite-dimensional vector bundle W on Bun G ; (2) The action of ĝ κ on W induces, at every point E Bun G, the action of the Kac-Moody central extension 0 k (ĝ E ) κ (g E ) K x 0 on W E. (3) The extension splits over the discrete Lie subalgebra on the fiber W E, and we put Γ(X {x}, g E ) (g E ) K x, Loc(W ) E = (W E ) Γ(X {x},ge ). (4) The rest of the action defines the structure of a D κ -module on Loc(W ). However, this description has a surprising feature: it exists in two versions (you heard this before), but we are not free to choose between them: the choice is determined by the sign of κ (now this, you have not heard)! 3.3. D-modules on Bun G. The first two subsections can be skipped if you are not interested in examples Elementary exercise. Let us start with the following exercise. Let D = k x, d dx be the ring of differential operators on A1. Put M := D/D(x d dx λ). By construction, M is a coherent (and in fact holonomic) D-module. What module is it? It is easy to see that M is a local system on A 1 {0} with regular singularities at 0 and at, and residues λ and λ, respectively. So the question is to understand M as the extension of this local system. Here is the answer: { j (M A1 {0}), λ Z 0 M = j! (M A1 {0}), λ Z <0. Here j : A 1 {0} A 1. (If λ Z, both answers coincide.) Question 5. Hold on, aren t and! Verdier dual to each other? Why are they not behaving in the same way? Exercise 3. What happens on A n? Now the module has one generator annihilated by d x i dx i λ, so it is no longer holonomic. The question is to find out when it is obtained by (resp.!) extension from A n 0. You can solve this by brute force by using the blowup and reducing to the previous example, or you can be clever and just compute its! (resp. ) fiber at the origin to see when it vanishes. Answer: { j (M A M = n {0}), λ Z 0 j! (M A1 {0}), λ Z n.
7 GLOBAL Twisted D-modules on A n / G m. But what does it have to do with the subject? Consider the stack X := A n / G m and its open substack U := (A n {0})/ G m P n 1. Let j : U X be the open embedding. λ k gives a natural twisting on X (which is actually pulled back from B(G m )). Just to normalize things: let O(1) be the tautological line bundle on X (so O(1) U O P n 1(1)). Let D λ be the TDO ring acting on O(λ). The module M described above is the pullback p D λ under the chart p : A n X. (The pullback of the twisting is trivial, so p D λ is an untwisted D-module.) So we proved the following claim: Claim 6. (1) j (D λ U ) = D λ if λ Z 0 ; (2) j! (D λ U ) = D λ if λ Z n. Note that the pushforward j! requires some comments, because we are applying it to a non-holonomic module. However, there is the following general claim: Claim 7. For any λ, the pushforward functor j : D-mod(U) λ D-mod(X) λ preserves coherence. Therefore, the pushforward functor j! : D-mod(U) λ D-mod(X) λ is well-defined and preserves coherence as well. Note that preservation of coherence is unusual for pushforward under open embedding: it is a very stacky phenomenon D-modules vs!-d-modules. Still, what does it have to do with the subject? It turns out that the open embedding j : U X is a model for how the stack Bun G looks far, far away. This all has to do with non-quasicompactness of Bun G. For simplicity, assume G = SL 2 : Let Bun 0 Bun G be the open substack of semistable bundles. Let Bun k Bun G be the stack of bundles E that fit into an exact sequence (3.1) 0 l E l 1 0, deg l = k > 0. (So l E is in fact the Harder-Narasimhan filtration.) Bun k is locally closed, and Bun k := i k Bun i is open and quasi-compact. The point is, that the geometry of Bun k is non-trivial for small k, but if k 0, it is much simpler, because (3.1) splits. Moreover, it is not hard to describe the smooth neighborhood of Bun k in Bun k (basically, by choosing l 1 E and looking at how it deforms). The description includes the above example as the most essential piece. (Details are in Drinfeld-Gaitsgory.) This leads to the following theorem: Theorem 8. The stack Bun admits a filtration by open quasi-compact stacks Bun = k Bun k such that the embedding j k : Bun k Bun k+1 has the following properties for k 0: (1) j k, : D-mod(Bun k ) κ D-mod(Bun k+1 ) κ preserves coherence (and therefore, j k,! is well-defined and preserves coherence as well).
8 8 D. ARINKIN (2) The natural map D κ ( Bun k+1 ) j k, (D κ ( Bun k )) is an isomorphism unless κ is positive rational on one of the simple factors. (3) The dual map D κ ( Bun k+1 ) j k,! (D κ ( Bun k )) is an isomorphism unless κ is negative rational on one of the simple factors. Moreover, the theorem extends to D-modules induced from tautological bundles. We now see that there are two essentially different ways to define the category of twisted D-modules on Bun G : D-mod! (Bun G ) κ = lim{d-mod(bun k G ), j k,!} D-mod (Bun G ) κ = lim{d-mod(bun k G ), j k, }. Both categories are compactly generated. The Verdier duality shows that D-mod! (Bun G ) κ and D-mod (Bun G ) κ are dual to each other. Moreover, we see that the natural target of the functor Loc is D-mod! (Bun G ) κ for positive κ and it is D-mod! (Bun G ) κ for negative κ. (Here positive and negative should be understood in the same way as in Theorem All Together Now Now is the time to put it all together. This gives the following corrected form of the diagram (1.3) (suppose κ is positive): Lκ (4.1) KL(G) κ Whit(GrǦ)ˇκ Loc D-mod! (Bun G ) κ Poinc κ D-mod (BunǦ) ˇκ. L κ (4.2) KL(G) κ Whit(GrǦ) ˇκ Loc D-mod (Bun G ) κ Poinc! κ D-mod! (BunǦ)ˇκ. Here we are using different notation (L and L) for the Fundamental Local Equivalence for negative and positive, because the functors are essentially different. However, the two diagrams are Verdier conjugate. References [1] D. Gaitsgory. Quantum Langlands correspondence. arxiv: [2] D. Gaitsgory. Outline of the proof of the geometric Langlands conjecture for GL(2). Astérisque, no. 370 (2015): [3] D. Gaitsgory, Twisted Whittaker model and factorizable sheaves. Selecta Mathematica, New Series 13, no. 4 (2008): [4] A. Stoyanovsky, On quantization of the geometric Langlands correspondence. arxiv:math/ v5.
9 GLOBAL 9 [5] A. Stoyanovsky, Quantum Langlands duality and conformal field theory. arxiv:math/
EISENSTEIN SERIES AND QUANTUM GROUPS
EISENSTEIN SERIES AND QUANTUM GROUPS D. GAITSGORY To V. Schechtman, with admiration Abstract. We sketch a proof of a conjecture of [FFKM] that relates the geometric Eisenstein series sheaf with semi-infinite
More informationTENSOR PRODUCT IN CATEGORY O κ.
TENSOR PRODUCT IN CATEGORY O κ. GIORGIA FORTUNA Let V 1,..., V n be ĝ κ -modules. Today we will construct a new object V 1 V n in O κ that plays the role of the usual tensor product. Unfortunately in fact
More informationKodaira dimensions of low dimensional manifolds
University of Minnesota July 30, 2013 1 The holomorphic Kodaira dimension κ h 2 3 4 Kodaira dimension type invariants Roughly speaking, a Kodaira dimension type invariant on a class of n dimensional manifolds
More informationarxiv:physics/ v2 [math-ph] 13 Jan 1997
THE COMPLETE COHOMOLOGY OF E 8 LIE ALGEBRA arxiv:physics/9701004v2 [math-ph] 13 Jan 1997 H. R. Karadayi and M. Gungormez Dept.Physics, Fac. Science, Tech.Univ.Istanbul 80626, Maslak, Istanbul, Turkey Internet:
More informationTHE IRREDUCIBILITY OF CERTAIN PURE-CYCLE HURWITZ SPACES
THE IRREDUCIBILITY OF CERTAIN PURE-CYCLE HURWITZ SPACES FU LIU AND BRIAN OSSERMAN Abstract. We study pure-cycle Hurwitz spaces, parametrizing covers of the projective line having only one ramified point
More informationCATEGORICAL SKEW LATTICES
CATEGORICAL SKEW LATTICES MICHAEL KINYON AND JONATHAN LEECH Abstract. Categorical skew lattices are a variety of skew lattices on which the natural partial order is especially well behaved. While most
More informationNotes on the symmetric group
Notes on the symmetric group 1 Computations in the symmetric group Recall that, given a set X, the set S X of all bijections from X to itself (or, more briefly, permutations of X) is group under function
More information4: SINGLE-PERIOD MARKET MODELS
4: SINGLE-PERIOD MARKET MODELS Marek Rutkowski School of Mathematics and Statistics University of Sydney Semester 2, 2016 M. Rutkowski (USydney) Slides 4: Single-Period Market Models 1 / 87 General Single-Period
More informationFinancial Modelling Using Discrete Stochastic Calculus
Preprint typeset in JHEP style - HYPER VERSION Financial Modelling Using Discrete Stochastic Calculus Eric A. Forgy, Ph.D. E-mail: eforgy@yahoo.com Abstract: In the present report, a review of discrete
More informationTranscendental lattices of complex algebraic surfaces
Transcendental lattices of complex algebraic surfaces Ichiro Shimada Hiroshima University November 25, 2009, Tohoku 1 / 27 Introduction Let Aut(C) be the automorphism group of the complex number field
More informationGPD-POT and GEV block maxima
Chapter 3 GPD-POT and GEV block maxima This chapter is devoted to the relation between POT models and Block Maxima (BM). We only consider the classical frameworks where POT excesses are assumed to be GPD,
More informationRelations in the tautological ring of the moduli space of curves
Relations in the tautological ring of the moduli space of curves R. Pandharipande and A. Pixton January 2013 Abstract The virtual geometry of the moduli space of stable quotients is used to obtain Chow
More informationNew tools of set-theoretic homological algebra and their applications to modules
New tools of set-theoretic homological algebra and their applications to modules Jan Trlifaj Univerzita Karlova, Praha Workshop on infinite-dimensional representations of finite dimensional algebras Manchester,
More informationRELATIONS IN THE TAUTOLOGICAL RING OF THE MODULI SPACE OF K3 SURFACES
RELATIONS IN THE TAUTOLOGICAL RING OF THE MODULI SPACE OF K3 SURFACES RAHUL PANDHARIPANDE AND QIZHENG YIN Abstract. We study the interplay of the moduli of curves and the moduli of K3 surfaces via the
More informationThe finite lattice representation problem and intervals in subgroup lattices of finite groups
The finite lattice representation problem and intervals in subgroup lattices of finite groups William DeMeo Math 613: Group Theory 15 December 2009 Abstract A well-known result of universal algebra states:
More informationLaurence Boxer and Ismet KARACA
SOME PROPERTIES OF DIGITAL COVERING SPACES Laurence Boxer and Ismet KARACA Abstract. In this paper we study digital versions of some properties of covering spaces from algebraic topology. We correct and
More informationCHOICE THEORY, UTILITY FUNCTIONS AND RISK AVERSION
CHOICE THEORY, UTILITY FUNCTIONS AND RISK AVERSION Szabolcs Sebestyén szabolcs.sebestyen@iscte.pt Master in Finance INVESTMENTS Sebestyén (ISCTE-IUL) Choice Theory Investments 1 / 65 Outline 1 An Introduction
More informationChapter 6: Supply and Demand with Income in the Form of Endowments
Chapter 6: Supply and Demand with Income in the Form of Endowments 6.1: Introduction This chapter and the next contain almost identical analyses concerning the supply and demand implied by different kinds
More informationDENSITY OF PERIODIC GEODESICS IN THE UNIT TANGENT BUNDLE OF A COMPACT HYPERBOLIC SURFACE
DENSITY OF PERIODIC GEODESICS IN THE UNIT TANGENT BUNDLE OF A COMPACT HYPERBOLIC SURFACE Marcos Salvai FaMAF, Ciudad Universitaria, 5000 Córdoba, Argentina. e-mail: salvai@mate.uncor.edu Abstract Let S
More informationUPWARD STABILITY TRANSFER FOR TAME ABSTRACT ELEMENTARY CLASSES
UPWARD STABILITY TRANSFER FOR TAME ABSTRACT ELEMENTARY CLASSES JOHN BALDWIN, DAVID KUEKER, AND MONICA VANDIEREN Abstract. Grossberg and VanDieren have started a program to develop a stability theory for
More informationLaurence Boxer and Ismet KARACA
THE CLASSIFICATION OF DIGITAL COVERING SPACES Laurence Boxer and Ismet KARACA Abstract. In this paper we classify digital covering spaces using the conjugacy class corresponding to a digital covering space.
More informationCATEGORIES OF MODULES OVER AN AFFINE KAC MOODY ALGEBRA AND FINITENESS OF THE KAZHDAN LUSZTIG TENSOR PRODUCT
CATEGORIES OF MODULES OVER AN AFFINE KAC MOODY ALGEBRA AND FINITENESS OF THE KAZHDAN LUSZTIG TENSOR PRODUCT MILEN YAKIMOV Abstract. To each category C of modules of finite length over a complex simple
More informationThe (λ, κ)-fn and the order theory of bases in boolean algebras
The (λ, κ)-fn and the order theory of bases in boolean algebras David Milovich Texas A&M International University david.milovich@tamiu.edu http://www.tamiu.edu/ dmilovich/ June 2, 2010 BLAST 1 / 22 The
More informationarxiv: v1 [math.qa] 4 Jul 2018
QUANTUM LANGLANDS DUALITY OF REPRESENTATIONS OF W-ALGEBRAS arxiv:1807.01536v1 [math.qa] 4 Jul 2018 TOMOYUKI ARAKAWA AND EDWARD FRENKEL Abstract. We prove duality isomorphisms of certain representations
More informationMartingale Pricing Theory in Discrete-Time and Discrete-Space Models
IEOR E4707: Foundations of Financial Engineering c 206 by Martin Haugh Martingale Pricing Theory in Discrete-Time and Discrete-Space Models These notes develop the theory of martingale pricing in a discrete-time,
More informationCongruence lattices of finite intransitive group acts
Congruence lattices of finite intransitive group acts Steve Seif June 18, 2010 Finite group acts A finite group act is a unary algebra X = X, G, where G is closed under composition, and G consists of permutations
More informationProbability. An intro for calculus students P= Figure 1: A normal integral
Probability An intro for calculus students.8.6.4.2 P=.87 2 3 4 Figure : A normal integral Suppose we flip a coin 2 times; what is the probability that we get more than 2 heads? Suppose we roll a six-sided
More informationFinance: A Quantitative Introduction Chapter 7 - part 2 Option Pricing Foundations
Finance: A Quantitative Introduction Chapter 7 - part 2 Option Pricing Foundations Nico van der Wijst 1 Finance: A Quantitative Introduction c Cambridge University Press 1 The setting 2 3 4 2 Finance:
More informationOn Existence of Equilibria. Bayesian Allocation-Mechanisms
On Existence of Equilibria in Bayesian Allocation Mechanisms Northwestern University April 23, 2014 Bayesian Allocation Mechanisms In allocation mechanisms, agents choose messages. The messages determine
More information2 Deduction in Sentential Logic
2 Deduction in Sentential Logic Though we have not yet introduced any formal notion of deductions (i.e., of derivations or proofs), we can easily give a formal method for showing that formulas are tautologies:
More informationREMARKS ON K3 SURFACES WITH NON-SYMPLECTIC AUTOMORPHISMS OF ORDER 7
REMARKS ON K3 SURFACES WTH NON-SYMPLECTC AUTOMORPHSMS OF ORDER 7 SHNGO TAK Abstract. n this note, we treat a pair of a K3 surface and a non-symplectic automorphism of order 7m (m = 1, 3 and 6) on it. We
More informationTHE NUMBER OF UNARY CLONES CONTAINING THE PERMUTATIONS ON AN INFINITE SET
THE NUMBER OF UNARY CLONES CONTAINING THE PERMUTATIONS ON AN INFINITE SET MICHAEL PINSKER Abstract. We calculate the number of unary clones (submonoids of the full transformation monoid) containing the
More informationMTH6154 Financial Mathematics I Interest Rates and Present Value Analysis
16 MTH6154 Financial Mathematics I Interest Rates and Present Value Analysis Contents 2 Interest Rates 16 2.1 Definitions.................................... 16 2.1.1 Rate of Return..............................
More informationGeneralising the weak compactness of ω
Generalising the weak compactness of ω Andrew Brooke-Taylor Generalised Baire Spaces Masterclass Royal Netherlands Academy of Arts and Sciences 22 August 2018 Andrew Brooke-Taylor Generalising the weak
More information1102 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. 51, NO. 3, MARCH Genyuan Wang and Xiang-Gen Xia, Senior Member, IEEE
1102 IEEE TRANSACTIONS ON INFORMATION THEORY, VOL 51, NO 3, MARCH 2005 On Optimal Multilayer Cyclotomic Space Time Code Designs Genyuan Wang Xiang-Gen Xia, Senior Member, IEEE Abstract High rate large
More informationAn Introduction to Point Processes. from a. Martingale Point of View
An Introduction to Point Processes from a Martingale Point of View Tomas Björk KTH, 211 Preliminary, incomplete, and probably with lots of typos 2 Contents I The Mathematics of Counting Processes 5 1 Counting
More informationEqualities. Equalities
Equalities Working with Equalities There are no special rules to remember when working with equalities, except for two things: When you add, subtract, multiply, or divide, you must perform the same operation
More informationProbability in Options Pricing
Probability in Options Pricing Mark Cohen and Luke Skon Kenyon College cohenmj@kenyon.edu December 14, 2012 Mark Cohen and Luke Skon (Kenyon college) Probability Presentation December 14, 2012 1 / 16 What
More informationNon replication of options
Non replication of options Christos Kountzakis, Ioannis A Polyrakis and Foivos Xanthos June 30, 2008 Abstract In this paper we study the scarcity of replication of options in the two period model of financial
More informationThe illustrated zoo of order-preserving functions
The illustrated zoo of order-preserving functions David Wilding, February 2013 http://dpw.me/mathematics/ Posets (partially ordered sets) underlie much of mathematics, but we often don t give them a second
More informationCovering properties of derived models
University of California, Irvine June 16, 2015 Outline Background Inaccessible limits of Woodin cardinals Weakly compact limits of Woodin cardinals Let L denote Gödel s constructible universe. Weak covering
More informationOn multivariate Multi-Resolution Analysis, using generalized (non homogeneous) polyharmonic splines. or: A way for deriving RBF and associated MRA
MAIA conference Erice (Italy), September 6, 3 On multivariate Multi-Resolution Analysis, using generalized (non homogeneous) polyharmonic splines or: A way for deriving RBF and associated MRA Christophe
More informationPractical example of an Economic Scenario Generator
Practical example of an Economic Scenario Generator Martin Schenk Actuarial & Insurance Solutions SAV 7 March 2014 Agenda Introduction Deterministic vs. stochastic approach Mathematical model Application
More informationFunctional vs Banach space stochastic calculus & strong-viscosity solutions to semilinear parabolic path-dependent PDEs.
Functional vs Banach space stochastic calculus & strong-viscosity solutions to semilinear parabolic path-dependent PDEs Andrea Cosso LPMA, Université Paris Diderot joint work with Francesco Russo ENSTA,
More informationsymmys.com 3.2 Projection of the invariants to the investment horizon
122 3 Modeling the market In the swaption world the underlying rate (3.57) has a bounded range and thus it does not display the explosive pattern typical of a stock price. Therefore the swaption prices
More informationLevel by Level Inequivalence, Strong Compactness, and GCH
Level by Level Inequivalence, Strong Compactness, and GCH Arthur W. Apter Department of Mathematics Baruch College of CUNY New York, New York 10010 USA and The CUNY Graduate Center, Mathematics 365 Fifth
More informationOn axiomatisablity questions about monoid acts
University of York Universal Algebra and Lattice Theory, Szeged 25 June, 2012 Based on joint work with V. Gould and L. Shaheen Monoid acts Right acts A is a left S-act if there exists a map : S A A such
More informationA Translation of Intersection and Union Types
A Translation of Intersection and Union Types for the λ µ-calculus Kentaro Kikuchi RIEC, Tohoku University kentaro@nue.riec.tohoku.ac.jp Takafumi Sakurai Department of Mathematics and Informatics, Chiba
More informationStability in geometric & functional inequalities
Stability in geometric & functional inequalities A. Figalli The University of Texas at Austin www.ma.utexas.edu/users/figalli/ Alessio Figalli (UT Austin) Stability in geom. & funct. ineq. Krakow, July
More informationON THE QUOTIENT SHAPES OF VECTORIAL SPACES. Nikica Uglešić
RAD HAZU. MATEMATIČKE ZNANOSTI Vol. 21 = 532 (2017): 179-203 DOI: http://doi.org/10.21857/mzvkptxze9 ON THE QUOTIENT SHAPES OF VECTORIAL SPACES Nikica Uglešić To my Master teacher Sibe Mardešić - with
More informationSilver type theorems for collapses.
Silver type theorems for collapses. Moti Gitik May 19, 2014 The classical theorem of Silver states that GCH cannot break for the first time over a singular cardinal of uncountable cofinality. On the other
More informationA CATEGORICAL FOUNDATION FOR STRUCTURED REVERSIBLE FLOWCHART LANGUAGES: SOUNDNESS AND ADEQUACY
Logical Methods in Computer Science Vol. 14(3:16)2018, pp. 1 38 https://lmcs.episciences.org/ Submitted Oct. 12, 2017 Published Sep. 05, 2018 A CATEGORICAL FOUNDATION FOR STRUCTURED REVERSIBLE FLOWCHART
More informationDEPTH OF BOOLEAN ALGEBRAS SHIMON GARTI AND SAHARON SHELAH
DEPTH OF BOOLEAN ALGEBRAS SHIMON GARTI AND SAHARON SHELAH Abstract. Suppose D is an ultrafilter on κ and λ κ = λ. We prove that if B i is a Boolean algebra for every i < κ and λ bounds the Depth of every
More informationMTH6154 Financial Mathematics I Interest Rates and Present Value Analysis
16 MTH6154 Financial Mathematics I Interest Rates and Present Value Analysis Contents 2 Interest Rates and Present Value Analysis 16 2.1 Definitions.................................... 16 2.1.1 Rate of
More informationIn Discrete Time a Local Martingale is a Martingale under an Equivalent Probability Measure
In Discrete Time a Local Martingale is a Martingale under an Equivalent Probability Measure Yuri Kabanov 1,2 1 Laboratoire de Mathématiques, Université de Franche-Comté, 16 Route de Gray, 253 Besançon,
More informationOn the h-vector of a Lattice Path Matroid
On the h-vector of a Lattice Path Matroid Jay Schweig Department of Mathematics University of Kansas Lawrence, KS 66044 jschweig@math.ku.edu Submitted: Sep 16, 2009; Accepted: Dec 18, 2009; Published:
More informationRandomness and Fractals
Randomness and Fractals Why do so many physicists become traders? Gregory F. Lawler Department of Mathematics Department of Statistics University of Chicago September 25, 2011 1 / 24 Mathematics and the
More informationSemantics with Applications 2b. Structural Operational Semantics
Semantics with Applications 2b. Structural Operational Semantics Hanne Riis Nielson, Flemming Nielson (thanks to Henrik Pilegaard) [SwA] Hanne Riis Nielson, Flemming Nielson Semantics with Applications:
More informationGödel algebras free over finite distributive lattices
TANCL, Oxford, August 4-9, 2007 1 Gödel algebras free over finite distributive lattices Stefano Aguzzoli Brunella Gerla Vincenzo Marra D.S.I. D.I.COM. D.I.C.O. University of Milano University of Insubria
More informationChapter 4 Inflation and Interest Rates in the Consumption-Savings Model
Chapter 4 Inflation and Interest Rates in the Consumption-Savings Model The lifetime budget constraint (LBC) from the two-period consumption-savings model is a useful vehicle for introducing and analyzing
More informationResearch Statement. Dapeng Zhan
Research Statement Dapeng Zhan The Schramm-Loewner evolution (SLE), first introduced by Oded Schramm ([12]), is a oneparameter (κ (0, )) family of random non-self-crossing curves, which has received a
More information5 Deduction in First-Order Logic
5 Deduction in First-Order Logic The system FOL C. Let C be a set of constant symbols. FOL C is a system of deduction for the language L # C. Axioms: The following are axioms of FOL C. (1) All tautologies.
More informationOrthogonality to the value group is the same as generic stability in C-minimal expansions of ACVF
Orthogonality to the value group is the same as generic stability in C-minimal expansions of ACVF Will Johnson February 18, 2014 1 Introduction Let T be some C-minimal expansion of ACVF. Let U be the monster
More informationInvariant Variational Problems & Integrable Curve Flows. Peter J. Olver University of Minnesota olver
Invariant Variational Problems & Integrable Curve Flows Peter J. Olver University of Minnesota http://www.math.umn.edu/ olver Cocoyoc, November, 2005 1 Variational Problems x = (x 1,..., x p ) u = (u 1,...,
More informationIntroduction to Probability Theory and Stochastic Processes for Finance Lecture Notes
Introduction to Probability Theory and Stochastic Processes for Finance Lecture Notes Fabio Trojani Department of Economics, University of St. Gallen, Switzerland Correspondence address: Fabio Trojani,
More information5.1 Gauss Remarkable Theorem
5.1 Gauss Remarkable Theorem Recall that, for a surface M, its Gauss curvature is defined by K = κ 1 κ 2 where κ 1, κ 2 are the principal curvatures of M. The principal curvatures are the eigenvalues of
More informationClass Notes: On the Theme of Calculators Are Not Needed
Class Notes: On the Theme of Calculators Are Not Needed Public Economics (ECO336) November 03 Preamble This year (and in future), the policy in this course is: No Calculators. This is for two constructive
More informationReflection Principles &
CRM - Workshop on Set-Theoretical Aspects of the Model Theory of Strong Logics, September 2016 Reflection Principles & Abstract Elementary Classes Andrés Villaveces Universidad Nacional de Colombia - Bogotá
More informationThe Factor Sets of Gr-Categories of the Type (Π,A)
International Journal of Algebra, Vol. 4, 2010, no. 14, 655-668 The Factor Sets of Gr-Categories of the Type (Π,A) Nguyen Tien Quang Department of Mathematics, Hanoi National University of Education 136
More informationIntegrating rational functions (Sect. 8.4)
Integrating rational functions (Sect. 8.4) Integrating rational functions, p m(x) q n (x). Polynomial division: p m(x) The method of partial fractions. p (x) (x r )(x r 2 ) p (n )(x). (Repeated roots).
More informationCARDINALITIES OF RESIDUE FIELDS OF NOETHERIAN INTEGRAL DOMAINS
CARDINALITIES OF RESIDUE FIELDS OF NOETHERIAN INTEGRAL DOMAINS KEITH A. KEARNES AND GREG OMAN Abstract. We determine the relationship between the cardinality of a Noetherian integral domain and the cardinality
More informationEconomics 2010c: -theory
Economics 2010c: -theory David Laibson 10/9/2014 Outline: 1. Why should we study investment? 2. Static model 3. Dynamic model: -theory of investment 4. Phase diagrams 5. Analytic example of Model (optional)
More informationLog-linear Dynamics and Local Potential
Log-linear Dynamics and Local Potential Daijiro Okada and Olivier Tercieux [This version: November 28, 2008] Abstract We show that local potential maximizer ([15]) with constant weights is stochastically
More informationGeneral Equilibrium under Uncertainty
General Equilibrium under Uncertainty The Arrow-Debreu Model General Idea: this model is formally identical to the GE model commodities are interpreted as contingent commodities (commodities are contingent
More information3.2 No-arbitrage theory and risk neutral probability measure
Mathematical Models in Economics and Finance Topic 3 Fundamental theorem of asset pricing 3.1 Law of one price and Arrow securities 3.2 No-arbitrage theory and risk neutral probability measure 3.3 Valuation
More informationAntino Kim Kelley School of Business, Indiana University, Bloomington Bloomington, IN 47405, U.S.A.
THE INVISIBLE HAND OF PIRACY: AN ECONOMIC ANALYSIS OF THE INFORMATION-GOODS SUPPLY CHAIN Antino Kim Kelley School of Business, Indiana University, Bloomington Bloomington, IN 47405, U.S.A. {antino@iu.edu}
More informationThe mod 2 Adams Spectral Sequence for tmf
The mod 2 Adams Spectral Sequence for tmf Robert Bruner Wayne State University, and Universitetet i Oslo Isaac Newton Institute 11 September 2018 Robert Bruner (WSU and UiO) tmf at p = 2 INI 1 / 65 Outline
More informationCatalan functions and k-schur positivity
Catalan functions and k-schur positivity Jonah Blasiak Drexel University joint work with Jennifer Morse, Anna Pun, and Dan Summers April 2018 Strengthened Macdonald positivity conjecture Theorem (Haiman)
More informationCharacterization of the Optimum
ECO 317 Economics of Uncertainty Fall Term 2009 Notes for lectures 5. Portfolio Allocation with One Riskless, One Risky Asset Characterization of the Optimum Consider a risk-averse, expected-utility-maximizing
More informationSTART HERE: Instructions. 1 Exponential Family [Zhou, Manzil]
START HERE: Instructions Thanks a lot to John A.W.B. Constanzo and Shi Zong for providing and allowing to use the latex source files for quick preparation of the HW solution. The homework was due at 9:00am
More informationEvaluating Strategic Forecasters. Rahul Deb with Mallesh Pai (Rice) and Maher Said (NYU Stern) Becker Friedman Theory Conference III July 22, 2017
Evaluating Strategic Forecasters Rahul Deb with Mallesh Pai (Rice) and Maher Said (NYU Stern) Becker Friedman Theory Conference III July 22, 2017 Motivation Forecasters are sought after in a variety of
More informationTWIST UNTANGLE AND RELATED KNOT GAMES
#G04 INTEGERS 14 (2014) TWIST UNTANGLE AND RELATED KNOT GAMES Sandy Ganzell Department of Mathematics and Computer Science, St. Mary s College of Maryland, St. Mary s City, Maryland sganzell@smcm.edu Alex
More informationAn application of braid ordering to knot theory
January 11, 2009 Plan of the talk I The Dehornoy ordering, Dehornoy floor I Dehornoy floor and genus of closed braid I Nielsen-Thurston classification and Geometry of closed braid Braid groups I B n :
More informationBasic Arbitrage Theory KTH Tomas Björk
Basic Arbitrage Theory KTH 2010 Tomas Björk Tomas Björk, 2010 Contents 1. Mathematics recap. (Ch 10-12) 2. Recap of the martingale approach. (Ch 10-12) 3. Change of numeraire. (Ch 26) Björk,T. Arbitrage
More informationNotes on Intertemporal Optimization
Notes on Intertemporal Optimization Econ 204A - Henning Bohn * Most of modern macroeconomics involves models of agents that optimize over time. he basic ideas and tools are the same as in microeconomics,
More informationAttempt QUESTIONS 1 and 2, and THREE other questions. Do not turn over until you are told to do so by the Invigilator.
UNIVERSITY OF EAST ANGLIA School of Mathematics Main Series UG Examination 2016 17 SET THEORY MTHE6003B Time allowed: 3 Hours Attempt QUESTIONS 1 and 2, and THREE other questions. Notes are not permitted
More informationMossin s Theorem for Upper-Limit Insurance Policies
Mossin s Theorem for Upper-Limit Insurance Policies Harris Schlesinger Department of Finance, University of Alabama, USA Center of Finance & Econometrics, University of Konstanz, Germany E-mail: hschlesi@cba.ua.edu
More informationarxiv: v1 [math.rt] 30 May 2018
LINE BUNDLES ON OULOMB BRANHES ALEXANDER BRAVERMAN, MIHAEL FINKELBER, AND HIRAKU NAKAJIMA arxiv:1805.11826v1 [math.rt] 30 May 2018 Abstract. This is the third companion paper of [Part II]. When a gauge
More informationMulti-state transition models with actuarial applications c
Multi-state transition models with actuarial applications c by James W. Daniel c Copyright 2004 by James W. Daniel Reprinted by the Casualty Actuarial Society and the Society of Actuaries by permission
More informationCOMBINATORICS OF REDUCTIONS BETWEEN EQUIVALENCE RELATIONS
COMBINATORICS OF REDUCTIONS BETWEEN EQUIVALENCE RELATIONS DAN HATHAWAY AND SCOTT SCHNEIDER Abstract. We discuss combinatorial conditions for the existence of various types of reductions between equivalence
More informationNumerical Descriptive Measures. Measures of Center: Mean and Median
Steve Sawin Statistics Numerical Descriptive Measures Having seen the shape of a distribution by looking at the histogram, the two most obvious questions to ask about the specific distribution is where
More informationPh.D. Preliminary Examination MICROECONOMIC THEORY Applied Economics Graduate Program June 2017
Ph.D. Preliminary Examination MICROECONOMIC THEORY Applied Economics Graduate Program June 2017 The time limit for this exam is four hours. The exam has four sections. Each section includes two questions.
More informationMarch 30, Why do economists (and increasingly, engineers and computer scientists) study auctions?
March 3, 215 Steven A. Matthews, A Technical Primer on Auction Theory I: Independent Private Values, Northwestern University CMSEMS Discussion Paper No. 196, May, 1995. This paper is posted on the course
More informationModel-independent bounds for Asian options
Model-independent bounds for Asian options A dynamic programming approach Alexander M. G. Cox 1 Sigrid Källblad 2 1 University of Bath 2 CMAP, École Polytechnique University of Michigan, 2nd December,
More informationQuasi-Monte Carlo for Finance
Quasi-Monte Carlo for Finance Peter Kritzer Johann Radon Institute for Computational and Applied Mathematics (RICAM) Austrian Academy of Sciences Linz, Austria NCTS, Taipei, November 2016 Peter Kritzer
More informationTHE TRAVELING SALESMAN PROBLEM FOR MOVING POINTS ON A LINE
THE TRAVELING SALESMAN PROBLEM FOR MOVING POINTS ON A LINE GÜNTER ROTE Abstract. A salesperson wants to visit each of n objects that move on a line at given constant speeds in the shortest possible time,
More informationMartingales. by D. Cox December 2, 2009
Martingales by D. Cox December 2, 2009 1 Stochastic Processes. Definition 1.1 Let T be an arbitrary index set. A stochastic process indexed by T is a family of random variables (X t : t T) defined on a
More informationDynamic Replication of Non-Maturing Assets and Liabilities
Dynamic Replication of Non-Maturing Assets and Liabilities Michael Schürle Institute for Operations Research and Computational Finance, University of St. Gallen, Bodanstr. 6, CH-9000 St. Gallen, Switzerland
More informationPORTFOLIO OPTIMIZATION AND EXPECTED SHORTFALL MINIMIZATION FROM HISTORICAL DATA
PORTFOLIO OPTIMIZATION AND EXPECTED SHORTFALL MINIMIZATION FROM HISTORICAL DATA We begin by describing the problem at hand which motivates our results. Suppose that we have n financial instruments at hand,
More informationThe value of foresight
Philip Ernst Department of Statistics, Rice University Support from NSF-DMS-1811936 (co-pi F. Viens) and ONR-N00014-18-1-2192 gratefully acknowledged. IMA Financial and Economic Applications June 11, 2018
More information