Moduli Of Weighted Hyperplane Arrangements


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Moduli of Weighted Hyperplane Arrangements


Moduli of Weighted Hyperplane Arrangements

Author: Valery Alexeev

language: en

Publisher: Birkhäuser

Release Date: 2015-05-18


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This book focuses on a large class of geometric objects in moduli theory and provides explicit computations to investigate their families. Concrete examples are developed that take advantage of the intricate interplay between Algebraic Geometry and Combinatorics. Compactifications of moduli spaces play a crucial role in Number Theory, String Theory, and Quantum Field Theory – to mention just a few. In particular, the notion of compactification of moduli spaces has been crucial for solving various open problems and long-standing conjectures. Further, the book reports on compactification techniques for moduli spaces in a large class where computations are possible, namely that of weighted stable hyperplane arrangements (shas).

Topics in Hyperplane Arrangements


Topics in Hyperplane Arrangements

Author: Marcelo Aguiar

language: en

Publisher: American Mathematical Soc.

Release Date: 2017-11-22


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This monograph studies the interplay between various algebraic, geometric and combinatorial aspects of real hyperplane arrangements. It provides a careful, organized and unified treatment of several recent developments in the field, and brings forth many new ideas and results. It has two parts, each divided into eight chapters, and five appendices with background material. Part I gives a detailed discussion on faces, flats, chambers, cones, gallery intervals, lunes and other geometric notions associated with arrangements. The Tits monoid plays a central role. Another important object is the category of lunes which generalizes the classical associative operad. Also discussed are the descent and lune identities, distance functions on chambers, and the combinatorics of the braid arrangement and related examples. Part II studies the structure and representation theory of the Tits algebra of an arrangement. It gives a detailed analysis of idempotents and Peirce decompositions, and connects them to the classical theory of Eulerian idempotents. It introduces the space of Lie elements of an arrangement which generalizes the classical Lie operad. This space is the last nonzero power of the radical of the Tits algebra. It is also the socle of the left ideal of chambers and of the right ideal of Zie elements. Zie elements generalize the classical Lie idempotents. They include Dynkin elements associated to generic half-spaces which generalize the classical Dynkin idempotent. Another important object is the lune-incidence algebra which marks the beginning of noncommutative Möbius theory. These ideas are also brought upon the study of the Solomon descent algebra. The monograph is written with clarity and in sufficient detail to make it accessible to graduate students. It can also serve as a useful reference to experts.

Stochastic Integration by Parts and Functional Itô Calculus


Stochastic Integration by Parts and Functional Itô Calculus

Author: Vlad Bally

language: en

Publisher: Birkhäuser

Release Date: 2016-03-11


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This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending Malliavin's work on abstract Wiener spaces. The results are applied to prove absolute continuity and regularity results of the density for a broad class of random processes. Rama Cont's notes provide an introduction to the Functional Itô Calculus, a non-anticipative functional calculus that extends the classical Itô calculus to path-dependent functionals of stochastic processes. This calculus leads to a new class of path-dependent partial differential equations, termed Functional Kolmogorov Equations, which arise in the study of martingales and forward-backward stochastic differential equations. This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.