scholarly journals Limit theorems for topological invariants of the dynamic multi-parameter simplicial complex

2021 ◽  
Vol 138 ◽  
pp. 56-95
Author(s):  
Takashi Owada ◽  
Gennady Samorodnitsky ◽  
Gugan Thoppe
Keyword(s):  
Simplicial Complex ◽  
Limit Theorems ◽  
Topological Invariants

Limit theorems and price changes in financial markets

1998 ◽  
Vol 77 (5) ◽  
pp. 1353-1356
Author(s):  
Rosario N. Mantegna, H. Eugene Stanley
Keyword(s):  
Financial Markets ◽  
Limit Theorems ◽  
Price Changes

Generating the Mapping Class Group

2017 ◽  
Author(s):  
Benson Farb ◽  
Dan Margalit
Keyword(s):  
Exact Sequence ◽  
Simplicial Complex ◽  
Mapping Class Group ◽  
Class Group ◽  
Mapping Class ◽  
Detailed Structure ◽  
Inductive Step ◽  
Closed Curves ◽  
Combinatorial Object ◽  
Generating Sets

This chapter considers the Dehn–Lickorish theorem, which states that when g is greater than or equal to 0, the mapping class group Mod(Sɡ) is generated by finitely many Dehn twists about nonseparating simple closed curves. The theorem is proved by induction on genus, and the Birman exact sequence is introduced as the key step for the induction. The key to the inductive step is to prove that the complex of curves C(Sɡ) is connected when g is greater than or equal to 2. The simplicial complex C(Sɡ) is a useful combinatorial object that encodes intersection patterns of simple closed curves in Sɡ. More detailed structure of C(Sɡ) is then used to find various explicit generating sets for Mod(Sɡ), including those due to Lickorish and to Humphries.

Limit theorems for long-memory flows on Wiener chaos

Bernoulli ◽  
2020 ◽  
Vol 26 (2) ◽  
pp. 1473-1503 ◽  
Author(s):  
Shuyang Bai ◽  
Murad S. Taqqu
Keyword(s):  
Long Memory ◽  
Limit Theorems ◽  
Wiener Chaos

Algebraic Shifting and Sequentially Cohen-Macaulay Simplicial Complexes

10.37236/1245 ◽  
1996 ◽  
Vol 3 (1) ◽  
Author(s):  
Art M. Duval
Keyword(s):  
Simplicial Complex ◽  
Simplicial Complexes ◽  
Pure Case ◽  
Definition Of ◽  
Algebraic Shifting

Björner and Wachs generalized the definition of shellability by dropping the assumption of purity; they also introduced the $h$-triangle, a doubly-indexed generalization of the $h$-vector which is combinatorially significant for nonpure shellable complexes. Stanley subsequently defined a nonpure simplicial complex to be sequentially Cohen-Macaulay if it satisfies algebraic conditions that generalize the Cohen-Macaulay conditions for pure complexes, so that a nonpure shellable complex is sequentially Cohen-Macaulay. We show that algebraic shifting preserves the $h$-triangle of a simplicial complex $K$ if and only if $K$ is sequentially Cohen-Macaulay. This generalizes a result of Kalai's for the pure case. Immediate consequences include that nonpure shellable complexes and sequentially Cohen-Macaulay complexes have the same set of possible $h$-triangles.

scholarly journals Central and Local Limit Theorems for Numbers of the Tribonacci Triangle

Mathematics ◽  
2021 ◽  
Vol 9 (8) ◽  
pp. 880
Author(s):  
Igoris Belovas
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Normal Distribution ◽  
Rate Of Convergence ◽  
Limit Theorems ◽  
Local Limit Theorem ◽  
Local Limit ◽  
Constructive Proof ◽  
The Central Limit Theorem ◽  
Local Limit Theorems

In this research, we continue studying limit theorems for combinatorial numbers satisfying a class of triangular arrays. Using the general results of Hwang and Bender, we obtain a constructive proof of the central limit theorem, specifying the rate of convergence to the limiting (normal) distribution, as well as a new proof of the local limit theorem for the numbers of the tribonacci triangle.

scholarly journals Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift

2021 ◽  
Vol 58 (1) ◽  
pp. 197-216 ◽  
Author(s):  
Jörn Sass ◽  
Dorothee Westphal ◽  
Ralf Wunderlich
Keyword(s):  
Stock Returns ◽  
Financial Market ◽  
Discrete Time ◽  
High Frequency ◽  
Utility Maximization ◽  
Limit Theorems ◽  
Approximate Solutions ◽  
Diffusion Approximations ◽  
Expert Opinions ◽  
Arrival Intensity

AbstractThis paper investigates a financial market where stock returns depend on an unobservable Gaussian mean reverting drift process. Information on the drift is obtained from returns and randomly arriving discrete-time expert opinions. Drift estimates are based on Kalman filter techniques. We study the asymptotic behavior of the filter for high-frequency experts with variances that grow linearly with the arrival intensity. The derived limit theorems state that the information provided by discrete-time expert opinions is asymptotically the same as that from observing a certain diffusion process. These diffusion approximations are extremely helpful for deriving simplified approximate solutions of utility maximization problems.

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