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Academic Commons Search Resultsen-usMultiple Dirichlet Series for Affine Weyl Groups
http://academiccommons.columbia.edu/catalog/ac:176818
Whitehead, Ianhttp://dx.doi.org/10.7916/D8BK19HTMon, 07 Jul 2014 11:54:13 +0000Let W be the Weyl group of a simply-laced affine Kac-Moody Lie group, excepting type A affine root systems of even rank. We construct a multiple Dirichlet series Z(x_1, ... x_n+1 meromorphic in a half-space, satisfying a group W of functional equations. This series is analogous to the multiple Dirichlet series for classical Weyl groups constructed by Brubaker-Bump-Friedberg, Chinta-Gunnells, and others. It is completely characterized by four natural axioms concerning its coefficients, axioms which come from the geometry of parameter spaces of hyperelliptic curves. The series constructed this way is optimal for computing moments of character sums and L-functions, including the fourth moment of quadratic L-functions at the central point via affine D4 and the second moment weighted by the number of divisors of the conductor via affine A_3. We also give evidence to suggest that this series appears as a first Fourier-Whittaker coefficient in an Eisenstein series on the twofold metaplectic cover of the relevant Kac-Moody group. The construction is limited to the rational function field, but it also describes the p-part of the multiple Dirichlet series over an arbitrary global field.MathematicsMathematicsDissertationsDemazure-Lusztig Operators and Metaplectic Whittaker Functions on Covers of the General Linear Group
http://academiccommons.columbia.edu/catalog/ac:176190
Puskas, Annahttp://dx.doi.org/10.7916/D8J964J6Mon, 07 Jul 2014 11:51:49 +0000There are two different approaches to constructing Whittaker functions of metaplectic groups over non-archimedean local fields. One approach, due to Chinta and Offen for the general linear group and to McNamara in general, represents the spherical Whittaker function in terms of a sum over a Weyl group. The second approach, by Brubaker, Bump and Friedberg and separately by McNamara, expresses it as a sum over a highest weight crystal.
This work builds a direct, combinatorial connection between the two approaches. This is done by exploring both in terms of Demazure and Demazure-Lusztig operators associated to the Weyl group of an irreducible root system. The relevance of Demazure and Demazure-Lusztig operators is indicated by results in the non-metaplectic setting: the Demazure character formula, Tokuyama's theorem and the work of Brubaker, Bump and Licata in describing Iwahori-Whittaker functions.
The first set of results is joint work with Gautam Chinta and Paul E. Gunnells. We define metaplectic Demazure and Demazure-Lusztig operators for a root system of any type. We prove that they satisfy the same Braid relations and quadratic relations as their nonmetaplectic analogues. Then we prove two formulas for the long word in the Weyl group. One is a metaplectic generalization of Demazure's character formula, and the other connects the same expression to Demazure-Lusztig operators. Comparing the two results to McNamara's construction of metaplectic Whittaker functions results in a formula for the Whittaker functions in the spirit of the Demazure character formula.
The second set of results relates to Tokuyama's theorem about the crystal description of type A characters. We prove a metaplectic generalization of this theorem. This establishes a combinatorial link between the two approaches to constructing Whittaker functions for metaplectic covers of any degree. The metaplectic version of Tokuyama's theorem is proved as a special case of a stronger result: a crystal description of polynomials produced by sums of Demazure-Lusztig operators acting on a monomial. These results make use of the Demazure and Demazure-Lusztig formulas above, and the branching structure of highest weight crystals of type A. The polynomials produced by sums of Demazure-Lusztig operators acting on a monomial are related to Iwahori fixed Whittaker functions in the nonmetaplectic setting.MathematicsMathematicsDissertationsTowards a definition of Shimura curves in positive characteristics
http://academiccommons.columbia.edu/catalog/ac:176077
Xia, Jiehttp://dx.doi.org/10.7916/D8ZP448CMon, 07 Jul 2014 11:47:28 +0000In the thesis, we present some answers to the question
What is an appropriate definition of Shimura curves in positive characteristics ?
The answer is obvious for Shimura curves of PEL type due to the moduli interpretation. Thus what is more interesting is the answer on Shimura curves of Hodge type.
Inspired by an example constructed by David Mumford, we find conditions on a proper smooth curve over a field of positive characteristic which guarantee that it lifts to a Shimura curve of Hodge type over the complex numbers. These conditions are in terms of geometry mod p, such as Barsotti-Tate groups, Dieudonne isocrystals, crystalline Hodge cycles and l-adic monodromy. Thus one can take them as definitions of Shimura curves in positive characteristics. More generally, We define ``weak" Shimura curves in characteristic p.
Along the way, we prove if a Barsotti-Tate group is versally deformed over a proper curve over an algebraically closed field of positive characteristic, then it admits a unique deformation to the corresponding Witt ring. This deformation result serves as one of the key ingredients in the proofs.Mathematicsjx2149MathematicsDissertationsOn a triply-graded generalization of Khovanov homology
http://academiccommons.columbia.edu/catalog/ac:175996
Putyra, Krzysztofhttp://dx.doi.org/10.7916/D86971RXMon, 07 Jul 2014 11:44:36 +0000In this thesis we study a certain generalization of Khovanov homology that unifies both the original theory due to M. Khovanov, referred to as the even Khovanov homology, and the odd Khovanov homology introduced by P. Ozsv´ath, Z. Szab´o, and J. Rasmussen.
The generalized Khovanov complex is a variant of the formal Khovanov bracket introduced by Bar Natan, constructed in a certain 2-categorical extension of cobordisms, in which the disjoint union is a cubical 2-functor, but not a strict one. This allows us to twist the usual relations between cobordisms with signs or, more generally, other invertible scalars. We prove the homotopy type of the complex is a link invariant, and we show how both even and odd Khovanov homology can be recovered. Then we analyze other link homology theories arising from this construction such as a unified theory over the ring Z_p :=Z[p]/(p²−1), and a variant of the algebra of dotted cobordisms, defined over k := Z[X,Y,Z^±1]/(X² = Y² = 1).
The generalized chain complex is bigraded, but the new grading does not make it a stronger invariant. However, it controls up to some extend signs in the complex, the property we use to prove several properties of the generalized Khovanov complex such as multiplicativity with respect to disjoint unions and connected sums of links, and the duality between complexes for a link and its mirror image. In particular, it follows the odd Khovanov homology of anticheiral links is self-dual. Finally, we explore Bockstein-type homological operations, proving the unified theory is a finer invariant than the even and odd Khovanov homology taken together.Theoretical mathematics, MathematicsMathematicsDissertationsRational normal curves on complete intersections
http://academiccommons.columbia.edu/catalog/ac:175993
Pan, Xuanyuhttp://dx.doi.org/10.7916/D8KK98X0Mon, 07 Jul 2014 11:42:57 +0000We prove that the moduli space of rational normal curves on a low degree complete intersection passing several suitable points is a complete intersection.MathematicsMathematicsDissertationsA Spacetime Alexandrov Theorem
http://academiccommons.columbia.edu/catalog/ac:175978
Wang, Ye-Kaihttp://dx.doi.org/10.7916/D8MG7MN2Mon, 07 Jul 2014 11:41:44 +0000Let Σ be an embedded spacelike codimension-2 submanifold in a spherically symmetric spacetime satisfying null convergence condition. Suppose Σ has constant null mean curvature and zero torsion. We prove that Σ must lie in a standard null cone. This generalizes the classical Alexandrov theorem which classifies embedded constant mean curvature hypersurfaces in Euclidean space. The proof follows the idea of Ros and Brendle. We first derive a spacetime Minkowski formula for spacelike codimension-2 submanifolds using conformal Killing-Yano 2-forms. The Minkowski formula is then combined with a Heintze-Karcher type geometric inequality to prove the main theorem. We also obtain several rigidity results for codimension-2 submanifolds in spherically symmetric spacetimes.MathematicsMathematicsDissertationsSelf-duality and singularities in the Yang-Mills flow
http://academiccommons.columbia.edu/catalog/ac:175717
Waldron, Alexhttp://dx.doi.org/10.7916/D81V5C3RMon, 07 Jul 2014 11:38:13 +0000We investigate the long-time behavior and smooth convergence properties of the Yang-Mills flow in dimension four. Two chapters are devoted to equivariant solutions and their precise blowup asymptotics at infinite time. The last chapter contains general results. We show that a singularity of pure + or - charge cannot form within finite time, in contrast to the analogous situation of harmonic maps between Riemann surfaces. This implies long-time existence given low initial self-dual energy. In this case we study convergence of the flow at infinite time: if a global weak Uhlenbeck limit is anti-self-dual and has vanishing self-dual second cohomology, then the limit exists smoothly and exponential convergence holds. We also recover the classical grafting theorem, and derive asymptotic stability of this class of instantons in the appropriate sense.MathematicsMathematicsDissertationsPro-p-Iwahori-Hecke Algebras in the mod-p Local Langlands Program
http://academiccommons.columbia.edu/catalog/ac:175711
Koziol, Karolhttp://dx.doi.org/10.7916/D89C6VKVMon, 07 Jul 2014 11:38:05 +0000Let p be a prime number, and F a nonarchimedean local field of residual characteristic p. This thesis is dedicated to the study of the pro-p-Iwahori-Hecke algebra H_{F_p}(G, I(1)) in the mod-p Local Langlands Program, where G is the group of F-points of a connected, reductive group, and I(1) is a pro-p-Iwahori subgroup of G.
When G = U(2,1)(E/F) is an unramified unitary group in three variables, we first describe the structure and simple modules of the algebra H_{F_p}(G, I(1)). We then adapt methods of Schneider-Stuhler and Paskunas to construct, for each supersingular H_{F_p}(G, I(1))-module, a supersingular representation of G. These are exactly the representations which are expected to correspond to irreducible Galois parameters.
When G = U(1,1)(Q_{p^2} /Q_p) is an unramified unitary group in two variables, we use the pro-p-Iwahori-Hecke algebra H_{F_p}(G_S , I_S(1)) of the derived subgroup G_S to classify the supersingular representations of G. Combining this with previous results, we obtain a classification of all irreducible representations of G, and then construct a correspondence between representations of G and Galois parameters.
Finally, when G = GL_n(F) and G_S = SL_n(F), we show how to relate the two algebras H_{F_p}(G, I(1)) and H_{F_p}(G_S, I_S(1)). Using this interplay, we prove a numerical correspondence between L-packets of supersingular H_{F_p}(G_S , I_S(1))-modules and irreducible projective n-dimensional Galois representations, and prove that this correspondence is induced by a functor when F = Q_p.MathematicsMathematicsDissertationsConstant Scalar Curvature of Toric Fibrations
http://academiccommons.columbia.edu/catalog/ac:175513
Nyberg, Thomashttp://dx.doi.org/10.7916/D8TH8JVHMon, 07 Jul 2014 11:34:39 +0000We study the conditions under which a fibration of toric varieties, fibered over a flag variety, admits a constant scalar curvature Kähler metric. We first provide an introduction to toric varieties and toric fibrations and derive the scalar curvature equation. Next we derive interior a priori estimates of all orders and a global L^∞-estimate for the scalar curvature equation. Finally we extend the theory of K-Stability to this setting and construct test-configurations for these spaces.Mathematicstwn2103MathematicsDissertationsCanonical Metrics in Sasakian Geometry
http://academiccommons.columbia.edu/catalog/ac:175504
Collins, Tristanhttp://dx.doi.org/10.7916/D86Q1VCSMon, 07 Jul 2014 11:34:18 +0000The aim of this thesis is to study the existence problem for canonical Sasakian metrics, primarily Sasaki-Einstein metrics. We are interested in providing both necessary conditions, as well as sufficient conditions for the existence of such metrics.
We establish several sufficient conditions for the existence of Sasaki-Einstein metrics by studying the Sasaki-Ricci flow. In the process, we extend some fundamental results from the study of the Kahler-Ricci flow to the Sasakian setting. This includes finding Sasakian analogues of Perelman's energy and entropy functionals which are monotonic along the Sasaki-Ricci flow. Using these functionals we extend Perelman's deep estimates for the Kahler-Ricci flow to the Sasaki-Ricci flow. Namely, we prove uniform scalar curvature, diameter and non-collapsing estimates along the Sasaki-Ricci flow. We show that these estimates imply a uniform transverse Sobolev inequality. Furthermore, we introduce the sheaf of transverse foliate vector fields, and show that it has a natural, transverse complex structure. We show that the convergence of the flow is intimately related to the space of global transversely holomorphic sections of this sheaf.
We introduce an algebraic obstruction to the existence of constant scalar curvature Sasakian metrics, extending the notion of K-stability for projective varieties.
Finally, we show that, for regular Sasakian manifolds whose quotients are Kahler-Einstein Fano manifolds, the Sasaki-Ricci flow, or equivalently, the Kahler-Ricci flow, converges exponentially fast to a (transversely) Kahler-Einstein metric.Mathematicstcc2119MathematicsDissertationsThe arithmetic and geometry of genus four curves
http://academiccommons.columbia.edu/catalog/ac:175469
Xue, Hanghttp://dx.doi.org/10.7916/D87P8WHMMon, 07 Jul 2014 11:33:44 +0000We construct a point in the Jacobian of a non-hyperelliptic genus four curve which is defined over a quadratic extension of the base field. We attempt to answer two questions:
1. Is this point torsion?
2. If not, does it generate the Mordell--Weil group of the Jacobian?
We show that this point generates the Mordell--Weil group of the Jacobian of the universal genus four curve. We construct some families of genus four curves over the function field of $\bP^1$ over a finite field and prove that half of the Jacobians in this family are generated by this point via the other half are not. We then turn to the case where the base field is a number field or a function field. We compute the Neron--Tate height of this point in terms of the self-intersection of the relative dualizing sheaf of (the stable model of) the curve and some local invariants depending on the completion of
the curve at the places where this curve has bad or smooth hyperelliptic reduction. In the case where the reduction satisfies some certain conditions, we compute these local invariants explicitly.Mathematicshx2119MathematicsDissertationsBordered Heegaard Floer Homology and Graph Manifolds
http://academiccommons.columbia.edu/catalog/ac:175430
Hanselman, Jonathanhttp://dx.doi.org/10.7916/D8NZ85TFMon, 07 Jul 2014 11:32:47 +0000We use the techniques of bordered Heegaard Floer homology to investigate the Heegaard Floer homology of graph manifolds. Bordered Heegaard Floer homology allows us to split a graph manifold into pieces and perform computations for each piece separately. The resulting invariants can then be combined by a simple algebraic procedure to recover HFhat. Graph manifolds by definition decompose into pieces which are S¹-bundles over surfaces. This decomposition makes them particularly well suited to the divide-and-conquer techniques of bordered Heegaard Floer homology. In fact, the problem reduces to computing bordered Heegaard Floer invariants of just two pieces. The first invariant is the type D trimodule associated to the trivial S¹-bundle over the pair of pantsMathematicsMathematicsDissertationsThree-Manifold Mutations Detected by Heegaard Floer Homology
http://academiccommons.columbia.edu/catalog/ac:175403
Clarkson, Corrinhttp://dx.doi.org/10.7916/D8GF0RNGMon, 07 Jul 2014 11:31:33 +0000Given a self-diffeomorphism h of a closed, orientable surface S with genus greater than one and an embedding f of S into a three-manifold M, we construct a mutant manifold by cutting M along f(S) and regluing by h. We will consider whether there exist nontrivial gluings such that for any embedding, the manifold M and its mutant have isomorphic Heegaard Floer homology. In particular, we will demonstrate that if h is not isotopic to the identity map, then there exists an embedding of S into a three-manifold M such that the rank of the non-torsion summands of HF-hat of M differs from that of its mutant. We will also show that if the gluing map is isotopic to neither the identity nor the genus-two hyperelliptic involution, then there exists an embedding of S into a three-manifold M such that the total rank of HF-hat of M differs from that of its mutant.MathematicsMathematicsDissertationsDiscriminative topological features reveal biological network mechanisms
http://academiccommons.columbia.edu/catalog/ac:174771
Middendorf, Manuel; Ziv, Etay; Adams, Carter; Hom, Jennifer C.; Koytcheff, Robin; Levovitz, Chaya; Woods, Gregory; Chen, Linda; Wiggins, Chris H.http://dx.doi.org/10.7916/D8VD6WKKFri, 06 Jun 2014 13:31:01 +0000Background: Recent genomic and bioinformatic advances have motivated the development of numerous network models intending to describe graphs of biological, technological, and sociological origin. In most cases the success of a model has been evaluated by how well it reproduces a few key features of the real-world data, such as degree distributions, mean geodesic lengths, and clustering coefficients. Often pairs of models can reproduce these features with indistinguishable fidelity despite being generated by vastly different mechanisms. In such cases, these few target features are insufficient to distinguish which of the different models best describes real world networks of interest; moreover, it is not clear a priori that any of the presently-existing algorithms for network generation offers a predictive description of the networks inspiring them. Results: We present a method to assess systematically which of a set of proposed network generation algorithms gives the most accurate description of a given biological network. To derive discriminative classifiers, we construct a mapping from the set of all graphs to a high-dimensional (in principle infinite-dimensional) "word space". This map defines an input space for classification schemes which allow us to state unambiguously which models are most descriptive of a given network of interest. Our training sets include networks generated from 17 models either drawn from the literature or introduced in this work. We show that different duplication-mutation schemes best describe the E. coli genetic network, the S. cerevisiae protein interaction network, and the C. elegans neuronal network, out of a set of network models including a linear preferential attachment model and a small-world model. Conclusions: Our method is a first step towards systematizing network models and assessing their predictability, and we anticipate its usefulness for a number of communities.Bioinformaticsjch149, chw2Physics, Mathematics, Applied Physics and Applied MathematicsArticlesGeneralized Volatility-Stabilized Processes
http://academiccommons.columbia.edu/catalog/ac:165162
Pickova, Radkahttp://hdl.handle.net/10022/AC:P:21616Fri, 13 Sep 2013 15:07:49 +0000In this thesis, we consider systems of interacting diffusion processes which we call Generalized Volatility-Stabilized processes, as they extend the Volatility-Stabilized Market models introduced in Fernholz and Karatzas (2005). First, we show how to construct a weak solution of the underlying system of stochastic differential equations. In particular, we express the solution in terms of time-changed squared-Bessel processes and argue that this solution is unique in distribution. In addition, we also discuss sufficient conditions under which this solution does not explode in finite time, and provide sufficient conditions for pathwise uniqueness and for existence of a strong solution.
Secondly, we discuss the significance of these processes in the context of Stochastic Portfolio Theory. We describe specific market models which assume that the dynamics of the stocks' capitalizations is the same as that of the Generalized Volatility-Stabilized processes, and we argue that strong relative arbitrage opportunities may exist in these markets, specifically, we provide multiple examples of portfolios that outperform the market portfolio. Moreover, we examine the properties of market weights as well as the diversity weighted portfolio in these models.
Thirdly, we provide some asymptotic results for these processes which allows us to describe different properties of the corresponding market models based on these processes.Statisticsrp2424Statistics, MathematicsDissertationsProperties of Hamiltonian Torus Actions on Closed Symplectic Manifolds
http://academiccommons.columbia.edu/catalog/ac:161552
Fanoe, Andrew L.http://hdl.handle.net/10022/AC:P:20455Fri, 24 May 2013 09:40:41 +0000In this thesis, we will study the properties of certain Hamiltonian torus actions on closed symplectic manifolds. First, we will consider counting Hamiltonian torus actions on closed, symplectic manifolds M with 2-dimensional second cohomology. In particular, all such manifolds are bundles with fiber and base equal to projective spaces. We use cohomological techniques to show that there is a unique toric structure if the fiber has a smaller dimension than the base. Furthermore, if the fiber and base are both at least 2-dimensional projective spaces, we show that there is a finite number of toric structures on M that are compatible with some symplectic structure on M. Additionally, we show there is uniqueness in certain other cases, such as the case where M is a monotone symplectic manifold. Finally, we will be interested in the existence of symplectic, non-Hamiltonian circle actions on closed symplectic 6-manifolds. In particular, we will use J-holomorphic curve techniques to show that there are no such actions that satisfy certain fixed point conditions. This lends support to the conjecture that there are no such actions with a non-empty set of isolated fixed points.Mathematicsalf2140MathematicsDissertationsSingular theta lifts and near-central special values of Rankin-Selberg L-functions
http://academiccommons.columbia.edu/catalog/ac:161464
Garcia, Luis Emiliohttp://hdl.handle.net/10022/AC:P:20421Thu, 23 May 2013 11:35:19 +0000In this thesis we study integrals of a product of two automorphic forms of weight 2 on a Shimura curve over Q against a function on the curve with logarithmic singularities at CM points obtained as a Borcherds lift. We prove a formula relating periods of this type to a near-central special value of a Rankin-Selberg L-function. The results provide evidence for Beilinson's conjectures on special values of L-functions.Mathematicslg2440MathematicsDissertationsDel Pezzo surfaces with irregularity and intersection numbers on quotients in geometric invariant theory
http://academiccommons.columbia.edu/catalog/ac:161405
Maddock, Zachary Alexanderhttp://hdl.handle.net/10022/AC:P:20379Mon, 20 May 2013 15:28:03 +0000This thesis comprises two parts covering distinct topics in algebraic geometry. In Part I, we construct the first examples of regular del Pezzo surfaces for which the first cohomology group of the structure sheaf is nonzero. Such surfaces, which only exist over imperfect fields, arise as generic fibres of fibrations of singular del Pezzo surfaces in positive characteristic whose total spaces are smooth, and their study is motivated by the minimal model program. We also find a restriction on the integer pairs that are possible as the irregularity (that is, the dimension of the first cohomology group of the structure sheaf) and anti-canonical degree of regular del Pezzo surfaces with positive irregularity. In Part II, we consider a connected reductive group acting linearly on a projective variety over an arbitrary field. We prove a formula that compares intersection numbers on the geometric invariant theory quotient of the variety by the reductive group with intersection numbers on the geometric invariant theory quotient of the variety by a maximal torus, in the case where all semi-stable points are properly stable. These latter intersection numbers involve the top equivariant Chern class of the maximal torus representation given by the quotient of the adjoint representation on the Lie algebra of the reductive group by that of the maximal torus. We provide a purely algebraic proof of the formula when the root system decomposes into irreducible root systems of type A. We are able to remove this restriction on root systems by applying a related result of Shaun Martin from symplectic geometry.Mathematicszam2104MathematicsDissertationsPurity of the stratification by Newton polygons and Frobenius-periodic vector bundles
http://academiccommons.columbia.edu/catalog/ac:161158
Yang, Yanhonghttp://hdl.handle.net/10022/AC:P:20334Wed, 15 May 2013 10:21:52 +0000This thesis includes two parts. In the first part, we show a purity theorem for stratifications by Newton polygons coming from crystalline cohomology, which says that the family of Newton polygons over a noetherian scheme have a common break point if this is true outside a subscheme of codimension bigger than 1. The proof is similar to the proof of [dJO99, Theorem 4.1]. In the second part, we prove that for every ordinary genus-2 curve X over a finite field k of characteristic 2 with automorphism group Z/2Z × S_3, there exist SL(2,k[[s]])-representations of π_1(X) such that the image of π_1(X^-) is infinite. This result produces a family of examples similar to Laszlo's counterexample [Las01] to a question regarding the finiteness of the geometric monodromy of representations of the fundamental group [dJ01].Mathematicsyy2244MathematicsDissertationsLocal Regularity of the Complex Monge-Ampere Equation
http://academiccommons.columbia.edu/catalog/ac:161155
Wang, Yuhttp://hdl.handle.net/10022/AC:P:20333Wed, 15 May 2013 10:11:41 +0000In this thesis, we present a self-contained account of the current development in the local regularity theory of the complex Monge-Ampere equation through the modern fully-nonlinear PDE point of view. We have apply the modern elliptic techniques to establish new local regularity results. These includes: regularity of small perturbed solutions, Holder regularity of the Hessian of the W^{2,p} solutions and a Liouville-type theorem.Mathematicsyw2340MathematicsDissertationsOdd symmetric functions and categorification
http://academiccommons.columbia.edu/catalog/ac:161123
Ellis, Alexander Palenhttp://hdl.handle.net/10022/AC:P:20307Tue, 14 May 2013 15:16:04 +0000We introduce q- and signed analogues of several constructions in and around the theory of symmetric functions. The most basic of these is the Hopf superalgebra of odd symmetric functions. This algebra is neither (super-)commutative nor (super-)cocommutative, yet its combinatorics still exhibit many of the striking integrality and positivity properties of the usual symmetric functions. In particular, we give odd analogues of Schur functions, Kostka numbers, and Littlewood-Richardson coefficients. Using an odd analogue of the nilHecke algebra, we give a categorification of the integral divided powers form of U_q^+(sl_2) inequivalent to the one due to Khovanov-Lauda. Along the way, we develop a graphical calculus for indecomposable modules for the odd nilHecke algebra.Mathematicsape2104MathematicsDissertationsLocalization and Heegaard Floer Homology
http://academiccommons.columbia.edu/catalog/ac:160806
Hendricks, Kristenhttp://hdl.handle.net/10022/AC:P:20103Wed, 01 May 2013 13:43:29 +0000In this thesis we use Seidel-Smith localization for Lagrangian Floer cohomology to study invariants of cyclic branched covers of three-manifolds and symmetry groups of knots by constructing localization spectral sequences in Heegaard Floer homology.Mathematicskeh2141MathematicsDissertationsp-adic Heights of Heegner points on Shimura curves
http://academiccommons.columbia.edu/catalog/ac:160525
Disegni, Danielhttp://hdl.handle.net/10022/AC:P:20097Wed, 01 May 2013 13:11:24 +0000Let f be a primitive Hilbert modular form of weight 2 and level N for the totally real field F, and let p be an odd rational prime such that f is ordinary at all primes dividing p. When E is a CM extension of F of relative discriminant prime to Np, we give an explicit construction of the p-adic Rankin-Selberg L-function L_p(f_E,-) and prove that when the sign of its functional equation is -1, its central derivative is given by the p-adic height of a Heegner point on the abelian variety A associated to f. This p-adic Gross-Zagier formula generalises the result obtained by Perrin-Riou when F=Q and N satisfies the so-called Heegner condition. We deduce applications to both the p-adic and the classical Birch and Swinnerton-Dyer conjectures for A.Mathematicsdd2438MathematicsDissertationsOn optimal arbitrage under constraints
http://academiccommons.columbia.edu/catalog/ac:160495
Sadhukhan, Subhankarhttp://hdl.handle.net/10022/AC:P:20076Wed, 01 May 2013 11:07:50 +0000In this thesis, we investigate the existence of relative arbitrage opportunities in a Markovian model of a financial market, which consists of a bond and stocks, whose prices evolve like Itô processes. We consider markets where investors are constrained to choose from among a restricted set of investment strategies. We show that the upper hedging price of (i.e. the minimum amount of wealth needed to superreplicate) a given contingent claim in a constrained market can be expressed as the supremum of the fair price of the given contingent claim under certain unconstrained auxiliary Markovian markets. Under suitable assumptions, we further characterize the upper hedging price as viscosity solution to certain variational inequalities. We, then, use this viscosity solution characterization to study how the imposition of stricter constraints on the market affect the upper hedging price. In particular, if relative arbitrage opportunities exist with respect to a given strategy, we study how stricter constraints can make such arbitrage opportunities disappear.Applied mathematics, Financess3240Statistics, MathematicsDissertationsSato-Tate Problem for GL(3)
http://academiccommons.columbia.edu/catalog/ac:160461
Zhou, Fanhttp://hdl.handle.net/10022/AC:P:20048Tue, 30 Apr 2013 14:18:13 +0000Based upon the work of Goldfeld and Kontorovich on the Kuznetsov trace formula of Maass forms for SL(3,Z), we prove a weighted vertical equidistribution theorem (with respect to the generalized Sato-Tate measure) for the p-th Hecke eigenvalue of Maass forms, with the rate of convergence. With a conjectured orthogonality relation between the Fourier coefficients of Maass forms for SL(N,Z) for N≥4, we generalize the above equidistribution theorem to N≥4.Mathematicsfz2133MathematicsDissertationsExploring the String Landscape: The Dynamics, Statistics, and Cosmology of Parallel Worlds
http://academiccommons.columbia.edu/catalog/ac:155499
Ahlqvist, Stein Pontushttp://hdl.handle.net/10022/AC:P:15784Tue, 15 Jan 2013 10:32:23 +0000This dissertation explores various facets of the low-energy solutions in string theory known as the string landscape. Three separate questions are addressed - the tunneling dynamics between these vacua, the statistics of their location in moduli space, and the potential realization of slow-roll inflation in the flux potentials generated in string theory. We find that the tunneling transitions that occur between a certain class of supersymmetric vacua related to each other via monodromies around the conifold point are sensitive to the details of warping in the near-conifold regime. We also study the impact of warping on the distribution of vacua near the conifold and determine that while previous work has concluded that the conifold point acts as an accumulation point for vacua, warping highly dilutes the distribution in precisely this regime. Finally we investigate a novel form of inflation dubbed spiral inflation to see if it can be realized near the conifold point. We conclude that for our particular models, spiral inflation seems to rely on a de Sitter-like vacuum energy. As a result, whenever spiral inflation is realized, the inflation is actually driven by a vacuum energy.Physicsspa2111Physics, MathematicsDissertationsOn Fourier-Mukai type functors
http://academiccommons.columbia.edu/catalog/ac:146747
Rizzardo, Alicehttp://hdl.handle.net/10022/AC:P:13173Mon, 07 May 2012 17:05:29 +0000In this thesis we study functors between bounded derived categories of sheaves and how they can be expressed in a geometric way, namely whether they are isomorphic to a Fourier-Mukai transform. Specifically, we describe the behavior of a functor between derived categories of smooth projective varieties when restricted to the derived category of the generic point of the second variety, when this last variety is a curve, a point or a rational surface. We also compute in general some sheaves that play the role of the cohomology sheaves of the kernel of a Fourier-Mukai transform and are then able to exhibit a class of functors that are neither faithful nor full, that are isomorphic to a Fourier-Mukai transform.Mathematicsar2532MathematicsDissertationsBordered Heegaard Floer Homology, Satellites, and Decategorification
http://academiccommons.columbia.edu/catalog/ac:146701
Petkova, Tsvetelina Vanevahttp://hdl.handle.net/10022/AC:P:13158Mon, 07 May 2012 12:39:26 +0000We use the methods of bordered Floer homology to provide a formula for both τ and HFK of certain satellite knots. In many cases, this formula determines the 4-ball genus of the satellite knot. In parallel, we explore the structural aspects of the bordered theory, developing the notion of an Euler characteristic for the modules associated to a bordered manifold. The Euler characteristic is an invariant of the underlying space, and shares many properties with the analogous invariants for closed 3-manifolds. We study the TQFT properties of this invariant corresponding to gluing, as well as its connections to sutured Floer homology. As one application, we show that the pairing theorem for bordered Floer homology categorifies the classical Alexander polynomial formula for satellites.Mathematicstvp2103MathematicsDissertationsEigenvarieties and twisted eigenvarieties
http://academiccommons.columbia.edu/catalog/ac:146594
Xiang, Zhengyuhttp://hdl.handle.net/10022/AC:P:13124Thu, 03 May 2012 14:44:03 +0000For an arbitrary reductive group G, we construct the full eigenvariety E, which parameterizes all p-adic overconvergent cohomological eigenforms of G in the sense of Ash-Stevens and Urban. Further, given an algebraic automorphism a of G, we construct the twisted eigenvariety E^a, a rigid subspace of E, which parameterizes all eigenforms that are invariant under a. In particular, in the case G = GLn, we prove that every self-dual automorphic representation can be deformed into a family of self-dual cuspidal forms containing a Zariski dense subset of classical points. This is the inverse of Ash-Pollack-Stevens conjecture. We also give some hint to this conjecture.Mathematicszx2108MathematicsDissertationsForbidden Substructures in Graphs and Trigraphs, and Related Coloring Problems
http://academiccommons.columbia.edu/catalog/ac:146465
Penev, Irenahttp://hdl.handle.net/10022/AC:P:13082Tue, 01 May 2012 16:34:11 +0000Given a graph G, χ(G) denotes the chromatic number of G, and ω(G) denotes the clique number of G (i.e. the maximum number of pairwise adjacent vertices in G). A graph G is perfect provided that for every induced subgraph H of G, χ(H) = ω(H). This thesis addresses several problems from the theory of perfect graphs and generalizations of perfect graphs. The bull is a five-vertex graph consisting of a triangle and two vertex-disjoint pendant edges; a graph is said to be bull-free provided that no induced subgraph of it is a bull. The first result of this thesis is a structure theorem for bull-free perfect graphs. This is joint work with Chudnovsky, and it first appeared in [12]. The second result of this thesis is a decomposition theorem for bull-free perfect graphs, which we then use to give a polynomial time combinatorial coloring algorithm for bull-free perfect graphs. We remark that de Figueiredo and Maffray [33] previously solved this same problem, however, the algorithm presented in this thesis is faster than the algorithm from [33]. We note that a decomposition theorem that is very similar (but slightly weaker) than the one from this thesis was originally proven in [52], however, the proof in this thesis is significantly different from the one in [52]. The algorithm from this thesis is very similar to the one from [52]. A class G of graphs is said to be χ-bounded provided that there exists a function f such that for all G in G, and all induced subgraphs H of G, we have that χ(H) ≤ f(ω(H)). χ-bounded classes were introduced by Gyarfas [41] as a generalization of the class of perfect graphs (clearly, the class of perfect graphs is χ-bounded by the identity function). Given a graph H, we denote by Forb*(H) the class of all graphs that do not contain any subdivision of H as an induced subgraph. In [57], Scott proved that Forb*(T) is χ-bounded for every tree T, and he conjectured that Forb*(H) is χ-bounded for every graph H. Recently, a group of authors constructed a counterexample to Scott's conjecture [51]. This raises the following question: for which graphs H is Scott's conjecture true? In this thesis, we present the proof of Scott's conjecture for the cases when H is the paw (i.e. a four-vertex graph consisting of a triangle and a pendant edge), the bull, and a necklace (i.e. a graph obtained from a path by choosing a matching such that no edge of the matching is incident with an endpoint of the path, and for each edge of the matching, adding a vertex adjacent to the ends of this edge). This is joint work with Chudnovsky, Scott, and Trotignon, and it originally appeared in [13]. Finally, we consider several operations (namely, "substitution," "gluing along a clique," and "gluing along a bounded number of vertices"), and we show that the closure of a χ-bounded class under any one of them, as well as under certain combinations of these three operations (in particular, the combination of substitution and gluing along a clique, as well as the combination of gluing along a clique and gluing along a bounded number of vertices) is again χ-bounded. This is joint work with Chudnovsky, Scott, and Trotignon, and it originally appeared in [14].Mathematicsip2158Mathematics, Industrial Engineering and Operations ResearchDissertationsThe Asymptotic Cone of Teichmuller Space: Thickness and Divergence
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Sultan, Harold Markhttp://hdl.handle.net/10022/AC:P:13058Mon, 30 Apr 2012 11:56:38 +0000Using the geometric model of the pants complex, we study the Asymptotic Cone of Teichmüller space equipped with the Weil Petersson metric. In particular, we provide a characterization of the canonical finest pieces in the tree-graded structure of the asymptotic cone of Teichmüller space along the same lines as similar characterizations for right angled Artin groups by Behrstock-Charney and for mapping class groups by Behrstock-Kleiner-Minsky-Mosher. As a corollary of the characterization, we complete the thickness classification of Teichmüller spaces for all surfaces of finite type. In particular, we prove that Teichmüller space of the genus two surface with one boundary component (or puncture) can be uniquely characterized in the following two senses: it is thick of order two, and it has superquadratic yet at most cubic divergence. In addition, we characterize strongly contracting quasi-geodesics in Teichmüller space, generalizing results of Brock-Masur-Minsky. As a tool in the thesis, we develop a natural relative of the curve complex called the complex of separating multicurves which may be of independent interest. The final chapter includes various related and independent results including, under mild hypotheses, a proof of the equivalence of wideness and unconstrictedness in the CAT(0) setting, as well as adapted versions of three preprints. Specifically, in the three preprints we characterize hyperbolic type quasi-geodesics in CAT(0) spaces, we prove that the separating curve complex of the genus two surface satisfies a quasidistance formula and is Gromov-hyperbolic, and we study the net of separating pants decompositions in the pants complex.Mathematicshms2121MathematicsDissertationsArithmetic inner product formula for unitary groups
http://academiccommons.columbia.edu/catalog/ac:146317
Liu, Yifenghttp://hdl.handle.net/10022/AC:P:13049Thu, 19 Apr 2012 15:09:40 +0000We study central derivatives of L-functions of cuspidal automorphic representations for unitary groups of even variables defined over a totally real number field, and their relation with the canonical height of special cycles on Shimura varieties attached to unitary groups of the same size. We formulate a precise conjecture about an arithmetic analogue of the classical Rallis' inner product formula, which we call arithmetic inner product formula, and confirm it for unitary groups of two variables. In particular, we calculate the Néron-Tate height of special points on Shimura curves attached to certain unitary groups of two variables. For an irreducible cuspidal automorphic representation of a quasi-split unitary group, we can associate it an ε-factor, which is either 1 or -1, via the dichotomy phenomenon of local theta liftings. If such factor is -1, the central L-value of the representation always vanishes and the Rallis' inner product formula is not interesting. Therefore, we are motivated to consider its central derivative, and propose the arithmetic inner product formula. In the course of such formulation, we prove a modularity theorem of the generating series on the level of Chow groups. We also show the cohomological triviality of the arithmetic theta lifting, which is a necessary step to consider the canonical height. As evidence, we also prove an arithmetic local Siegel-Weil formula at archimedean places for unitary groups of arbitrary sizes, which contributes as a part of the local comparison of the conjectural arithmetic inner product formula.MathematicsMathematicsDissertationsLimiting Properties of Certain Geometric Flows in Complex Geometry
http://academiccommons.columbia.edu/catalog/ac:146314
Jacob, Adam Joshuahttp://hdl.handle.net/10022/AC:P:13047Thu, 19 Apr 2012 14:43:11 +0000In this thesis, we study convergence results of certain non-linear geometric flows on vector bundles over complex manifolds. First we consider the case of a semi-stable vector bundle E over a compact Kahler manifold X of arbitrary dimension. We show that in this case Donaldson's functional is bounded from below. This allows us to construct an approximate Hermitian-Einstein structure on E along the Donaldson heat flow, generalizing a classic result of Kobayashi for projective manifolds to the Kahler case. Next we turn to general unstable bundles. We show that along a solution of the Yang-Mills flow, the trace of the curvature approaches in L2 an endomorphism with constant eigenvalues given by the slopes of the quotients from the Harder-Narasimhan filtration of E. This proves a sharp lower bound for the Hermitian-Yang-Mills functional and thus the Yang-Mills functional, generalizing to arbitrary dimension a formula of Atiyah and Bott first proven on Riemann surfaces. Furthermore, we show any reflexive extension to all of X of the limiting bundle is isomorphic to the double dual of the graded quotients from the Harder-Narasimhan-Seshadri filtration, verifying a conjecture of Bando and Siu. Our work on semi-stable bundles plays an important part of this result. For the final section of this thesis, we show that, in the case where X is an arbitrary Hermitian manifold equipped with a Gauduchon metric, given a stable Higgs bundle the Donaldson heat flow converges along a subsequence of times to a Hermitian-Einstein connection. This allows us to extend to the non-Kahler case the correspondence between stable Higgs bundles and (possibly) non-unitary Hermitian-Einstein connections first proven by Simpson on Kahler manifolds.Mathematicsajj2107MathematicsDissertationsAn Algebraic Circle Method
http://academiccommons.columbia.edu/catalog/ac:134194
Pugin, Thibauthttp://hdl.handle.net/10022/AC:P:10557Mon, 20 Jun 2011 13:12:23 +0000In this thesis we present an adaptation of the Hardy-Littlewood Circle Method to give estimates for the number of curves in a variety over a finite field. The key step in the classical Circle Method is to prove that some cancellation occurs in some exponential sums. Using a theorem of Katz, we reduce this to bounding the dimension of some singular loci. The method is fully carried out to estimate the number of rational curves in a Fermat hypersurface of low degree and some suggestions are given as to how to handle other cases. We draw geometrical consequences from the main estimates, for instance the irreducibility of the space of rational curves on a Fermat hypersurface in a given degree range, and a bound on the dimension of the singular locus of the moduli space.Mathematicstfp2102MathematicsDissertationsKnot Floer Homology and Categorification
http://academiccommons.columbia.edu/catalog/ac:132323
Gilmore, Allison Leighhttp://hdl.handle.net/10022/AC:P:10411Wed, 18 May 2011 10:07:07 +0000With the goal of better understanding the connections between knot homology theories arising from categorification and from Heegaard Floer homology, we present a self-contained construction of knot Floer homology in the language of HOMFLY-PT homology. Using the cube of resolutions for knot Floer homology defined by Ozsváth and Szabó, we first give a purely algebraic proof of invariance that does not depend on Heegaard diagrams, holomorphic disks, or grid diagrams. Then, taking Khovanov's HOMFLY-PT homology as our model, we define a category of twisted Soergel bimodules and construct a braid group action on the homotopy category of complexes of twisted Soergel bimodules. We prove that the category of twisted Soergel bimodules categorifies the Hecke algebra with an extra indeterminate and its inverse adjoined. The braid group action, which is defined via twisted Rouquier complexes, is simultaneously a natural extension of the knot Floer cube of resolutions and a mild modification of the action by Rouquier complexes used by Khovanov in defining HOMFLY-PT homology. Finally, we introduce an operation Qu to play the role that Hochschild homology plays in HOMFLY-PT homology. We conjecture that applying Qu to the twisted Rouquier complex associated to a braid produces the knot Floer cube of resolutions chain complex associated to its braid closure. We prove a partial result in this direction.MathematicsMathematicsDissertationsModuli Spaces of Dynamical Systems on Pn
http://academiccommons.columbia.edu/catalog/ac:132314
Levy, Alonhttp://hdl.handle.net/10022/AC:P:10408Tue, 17 May 2011 19:12:15 +0000This thesis studies the space of morphisms on Pn defined by polynomials of degree d and its quotient by the conjugation action of PGL(n+1), which should be thought of as coordinate change. First, we construct the quotient using geometric invariant theory, proving that it is a geometric quotient and that the stabilizer group in PGL(n+1) of each morphism is finite and bounded in terms of n and d. We then show that when n = 1, the quotient space is rational over a field of any characteristic. We then study semistable reduction in this space. For every complete curve C in the semistable completion of the quotient space, we can find curves upstairs mapping down to it; this leads to an abstract complete curve D with a projective vector bundle parametrizing maps on the curve. The bundle is trivial iff there exists a complete curve D in the semistable space upstairs mapping down to C; we show that for every n and d we can find a C for which no such D exists. Finally, in the case where D does exist, we show that, whenever it lies in the stable space, the map from D to C is ramified only over points with unusually large stabilizer, which for a fixed rational C will bound the degree of the map from D to C.Mathematicsal2495MathematicsDissertationsSoergel Diagrammatics for Dihedral Groups
http://academiccommons.columbia.edu/catalog/ac:132257
Elias, Benhttp://hdl.handle.net/10022/AC:P:10389Tue, 17 May 2011 14:54:36 +0000We give a diagrammatic presentation for the category of Soergel bimodules for the dihedral group W, finite or infinite. The (two-colored) Temperley-Lieb category is embedded inside this category as the degree 0 morphisms between color-alternating objects. The indecomposable Soergel bimodules are the images of Jones-Wenzl projectors. When W is finite, the Temperley-Lieb category must be taken at an appropriate root of unity, and the negligible Jones-Wenzl projector yields the Soergel bimodule for the longest element of W.Mathematicsbse2103MathematicsDissertationsBordered Sutured Floer Homology
http://academiccommons.columbia.edu/catalog/ac:132302
Zarev, Rumenhttp://hdl.handle.net/10022/AC:P:10404Tue, 17 May 2011 13:51:10 +0000We investigate the relationship between two versions of Heegaard Floer homology for 3-manifolds with boundary--the sutured Floer homology of Juhasz, and the bordered Heegaard Floer homology of Lipshitz, Ozsvath, and Thurston. We define a new invariant called Bordered sutured Floer homology which encompasses these two invariants as special cases. Using the properties of this new invariant we prove a correspondence between the original bordered and sutured homologies. In one direction we prove that for a 3-manifold Y with connected boundary F = dY , and sutures Gamma in dY , we can compute the sutured Floer homology SFH(Y ) from the bordered invariant CFA(Y )A(F ) . The chain complex SFC(Y, Gamma) defining SFH is quasi-isomorphic to the derived tensor product CFA(Y )xCFD(Gamma) where A(F )CFD(Gamma) is a module associated to Gamma. In the other direction we give a description of the bordered invariants in terms of sutured Floer homology. If F is a closed connected surface, then the bordered algebra A(F) is a direct sum of certain sutured Floer complexes. These correspond to the 3-manifold (F \ D2;)Ã—[0,1], where the sutures vary in a finite collection. Similarly, if Y is a connected 3-manifold with boundary dY = F , the module CFA(Y)A(F) is a direct sum of sutured Floer complexes for Y where the sutures on dY vary over a finite collection. The multiplication structure on A(F) and the action of A(F) on CFA(Y) correspond to a natural gluing map on sutured Floer homology. (Further work of the author shows that this map coincides with the one defined by Honda, Kazez, and Matic, using contact topology and open book decompositions).Mathematicsriz2102MathematicsDissertationsMonopole Floer homology, link surgery, and odd Khovanov homology
http://academiccommons.columbia.edu/catalog/ac:132266
Bloom, Jonathan Michaelhttp://hdl.handle.net/10022/AC:P:10392Tue, 17 May 2011 11:17:35 +0000We construct a link surgery spectral sequence for all versions of monopole Floer homology with mod 2 coefficients, generalizing the exact triangle. The spectral sequence begins with the monopole Floer homology of a hypercube of surgeries on a 3-manifold Y, and converges to the monopole Floer homology of Y itself. This allows one to realize the latter group as the homology of a complex over a combinatorial set of generators. Our construction relates the topology of link surgeries to the combinatorics of graph associahedra, leading to new inductive realizations of the latter. As an application, given a link L in the 3-sphere, we prove that the monopole Floer homology of the branched double-cover arises via a filtered perturbation of the differential on the reduced Khovanov complex of a diagram of L. The associated spectral sequence carries a filtration grading, as well as a mod 2 grading which interpolates between the delta grading on Khovanov homology and the mod 2 grading on Floer homology. Furthermore, the bigraded isomorphism class of the higher pages depends only on the Conway-mutation equivalence class of L. We constrain the existence of an integer bigrading by considering versions of the spectral sequence with non-trivial U action, and determine all monopole Floer groups of branched double-covers of links with thin Khovanov homology. Motivated by this perspective, we show that odd Khovanov homology with integer coefficients is mutation invariant. The proof uses only elementary algebraic topology and leads to a new formula for link signature that is well-adapted to Khovanov homology.Mathematicsjmb2177MathematicsDissertationsOn Using Graphical Calculi: Centers, Zeroth Hochschild Homology and Possible Compositions of Induction and Restriction Functors in Various Diagrammatical Algebras
http://academiccommons.columbia.edu/catalog/ac:132037
Brichard, Joellehttp://hdl.handle.net/10022/AC:P:10337Wed, 11 May 2011 17:57:27 +0000This thesis is divided into three chapters, each using certain graphical calculus in a slightly different way. In the first chapter, we compute the dimension of the center of the 0-Hecke algebra Hn and of the Nilcoxeter algebra NCn using a calculus of diagrams on the Moebius band. In the case of the Nilcoxeter algebra, this calculus is shown to produce a basis for Z(NCn) and the table of multiplication in this basis is shown to be trivial. We conjecture that a basis for Z(Hn) can also be obtained in a specic way from this topological calculus. In the second chapter, we also use a calculus of diagrams on the annulus and the Moebius band to determine the zeroth Hochschild Homology of Kuperberg's webs for rank two Lie algebras. We use results from Sikora and Westbury to prove the linear independence of these webs on these surfaces. In the third chapter, we use other diagrams to attempt to find explicitely the possible compositions of the induction and restriction functors in the cyclotomic quotients of the NilHecke algebra. We use a computer program to obtain partial results.Mathematicsjb2543MathematicsDissertationsBounds for the Spectral Mean Value of Central Values of L-functions
http://academiccommons.columbia.edu/catalog/ac:132025
Lu, Qinghttp://hdl.handle.net/10022/AC:P:10333Wed, 11 May 2011 17:10:10 +0000We prove two results about the boundedness of spectral mean value of Rankin-Selberg L-functions at s = 1/2, which is an analogue for Eisenstein series of X. Li's result for Hecke-Maass forms.Mathematicsql2132MathematicsDissertationsOptimal Trading Strategies Under Arbitrage
http://academiccommons.columbia.edu/catalog/ac:131477
Ruf, Johannes Karl Dominikhttp://hdl.handle.net/10022/AC:P:10250Fri, 29 Apr 2011 18:21:03 +0000This thesis analyzes models of financial markets that incorporate the possibility of arbitrage opportunities. The first part demonstrates how explicit formulas for optimal trading strategies in terms of minimal required initial capital can be derived in order to replicate a given terminal wealth in a continuous-time Markovian context. Towards this end, only the existence of a square-integrable market price of risk (rather than the existence of an equivalent local martingale measure) is assumed. A new measure under which the dynamics of the stock price processes simplify is constructed. It is shown that delta hedging does not depend on the "no free lunch with vanishing risk" assumption. However, in the presence of arbitrage opportunities, finding an optimal strategy is directly linked to the non-uniqueness of the partial differential equation corresponding to the Black-Scholes equation. In order to apply these analytic tools, sufficient conditions are derived for the necessary differentiability of expectations indexed over the initial market configuration. The phenomenon of "bubbles," which has been a popular topic in the recent academic literature, appears as a special case of the setting in the first part of this thesis. Several examples at the end of the first part illustrate the techniques contained therein. In the second part, a more general point of view is taken. The stock price processes, which again allow for the possibility of arbitrage, are no longer assumed to be Markovian, but rather only It^o processes. We then prove the Second Fundamental Theorem of Asset Pricing for these markets: A market is complete, meaning that any bounded contingent claim is replicable, if and only if the stochastic discount factor is unique. Conditions under which a contingent claim can be perfectly replicated in an incomplete market are established. Then, precise conditions under which relative arbitrage and strong relative arbitrage with respect to a given trading strategy exist are explicated. In addition, it is shown that if the market is quasi-complete, meaning that any bounded contingent claim measurable with respect to the stock price filtration is replicable, relative arbitrage implies strong relative arbitrage. It is further demonstrated that markets are quasi-complete, subject to the condition that the drift and diffusion coefficients are measurable with respect to the stock price filtration.Mathematics, Financejkr2115Statistics, MathematicsDissertationsF-virtual Abelian Varieties and Rallis Inner Product Formula
http://academiccommons.columbia.edu/catalog/ac:131441
Wu, Chenyanhttp://hdl.handle.net/10022/AC:P:10237Fri, 29 Apr 2011 16:22:06 +0000This thesis consists of two topics. First we study F-virtual Abelian varieties of GL2-type where F is a number field. We show the relation between these Abelian varieties and those defined over F. We compare their l-adic representations and study the modularity of F-virtual Abelian varieties of GL2-type. Then we construct their moduli spaces and in the case where the moduli space is a surface we give criteria when it is of general type. We also give two examples of surfaces that are rational and one that is neither rational nor of general type. Second we prove a crucial case of Siegel-Weil formula for orthogonal groups and metaplectic groups. With this we can compute the pairing of theta functions and show in this case that it is related to the central value of Langlands L-function. This new case of Rallis inner product formula enables us to relate nonvanishing of L-value to the nonvanishing of theta lifting.Mathematicscw2314MathematicsDissertationsTwo Approaches to Non-Zero-Sum Stochastic Differential Games of Control and Stopping
http://academiccommons.columbia.edu/catalog/ac:131462
Li, Qinghuahttp://hdl.handle.net/10022/AC:P:10245Fri, 29 Apr 2011 13:48:56 +0000This dissertation takes two approaches - martingale and backward stochastic differential equation (BSDE) - to solve non-zero-sum stochastic differential games in which all players can control and stop the reward streams of the games. Existence of equilibrium stopping rules is proved under some assumptions. The martingale part provides an equivalent martingale characterization of Nash equilibrium strategies of the games. When using equilibrium stopping rules, Isaacs' condition is necessary and sufficient for the existence of an equilibrium control set. The BSDE part shows that solutions to BSDEs provide value processes of the games. A multidimensional BSDE with reflecting barrier is studied in two cases for its solution: existence and uniqueness with Lipschitz growth, and existence in a Markovian system with linear growth rate.Mathematicsql2133Statistics, MathematicsDissertationsLattice Subdivisions and Tropical Oriented Matroids, Featuring Products of Simplices
http://academiccommons.columbia.edu/catalog/ac:131450
Piechnik, Lindsay C.http://hdl.handle.net/10022/AC:P:10240Fri, 29 Apr 2011 12:47:09 +0000Subdivisions of products of simplices, and their applications, appear across mathematics. In this thesis, they are the tie between two branches of my research: polytopal lattice subdivisions and tropical oriented matroid theory. The first chapter describes desirable combinatorial properties of subdivisions of lattice polytopes, and how they can be used to address algebraic questions. Chapter two discusses tropical hyperplane arrangements and the tropical oriented matroid theory they inspire, paying particular attention to the previously uninvestigated distinction between the generic and non-generic cases. The focus of chapter three is products of simplices, and their connections and applications to ideas covered in the first two chapters.Mathematicslp2149Mathematics, Mathematics (Barnard College)DissertationsApproximate converse theorem
http://academiccommons.columbia.edu/catalog/ac:130096
Lee, Minhttp://hdl.handle.net/10022/AC:P:9949Fri, 11 Mar 2011 20:53:18 +0000The theme of this thesis is an "approximate converse theorem" for globally unramified cuspidal representations of PGL(n, A), n ≥ 1. For a given set of Langlands parameters for some places of Q, we can compute ε > 0 such that there exists a genuine globally unramified cuspidal representation, whose Langlands parameters are within ε of the given ones for finitely many places.Mathematicsml2660MathematicsDissertations