91 research outputs found
An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles
The purpose of this article is to investigate the ability of bandpass filters commonly used in economics to extract a known periodicity. The specific bandpass filters investigated include a Discrete Fourier Transform (DFT) filter, together with those proposed by Hodrick and Prescott (1997) and Baxter and King (1999). Our focus on the cycle extraction properties of these filters reflects the lack of attention that has been given to this issue in the literature, when compared, for example, to studies of the trend removal properties of some of these filters. The artificial data series we use are designed so that one periodicity deliberately falls within the passband while another falls outside. The objective of a filter is to admit the ‘bandpass’ periodicity while excluding the periodicity that falls outside the passband range. We find that the DFT filter has the best extraction properties. The filtered data series produced by both the Hodrick-Prescott and Baxter-King filters are found to admit low frequency components that should have been excluded
Semicosimplicial DGLAs in deformation theory
We identify Cech cocycles in nonabelian (formal) group cohomology with
Maurer-Cartan elements in a suitable L-infinity algebra. Applications to
deformation theory are described.Comment: Largely rewritten. Abstract modified. 15 pages, Latex, uses xy-pi
An algebraic proof of Bogomolov-Tian-Todorov theorem
We give a completely algebraic proof of the Bogomolov-Tian-Todorov theorem.
More precisely, we shall prove that if X is a smooth projective variety with
trivial canonical bundle defined over an algebraically closed field of
characteristic 0, then the L-infinity algebra governing infinitesimal
deformations of X is quasi-isomorphic to an abelian differential graded Lie
algebra.Comment: 20 pages, amspro
Lectures on mathematical aspects of (twisted) supersymmetric gauge theories
Supersymmetric gauge theories have played a central role in applications of
quantum field theory to mathematics. Topologically twisted supersymmetric gauge
theories often admit a rigorous mathematical description: for example, the
Donaldson invariants of a 4-manifold can be interpreted as the correlation
functions of a topologically twisted N=2 gauge theory. The aim of these
lectures is to describe a mathematical formulation of partially-twisted
supersymmetric gauge theories (in perturbation theory). These partially twisted
theories are intermediate in complexity between the physical theory and the
topologically twisted theories. Moreover, we will sketch how the operators of
such a theory form a two complex dimensional analog of a vertex algebra.
Finally, we will consider a deformation of the N=1 theory and discuss its
relation to the Yangian, as explained in arXiv:1308.0370 and arXiv:1303.2632.Comment: Notes from a lecture series by the first author at the Les Houches
Winter School on Mathematical Physics in 2012. To appear in the proceedings
of this conference. Related to papers arXiv:1308.0370, arXiv:1303.2632, and
arXiv:1111.423
Interval total colorings of graphs
A total coloring of a graph is a coloring of its vertices and edges such
that no adjacent vertices, edges, and no incident vertices and edges obtain the
same color. An \emph{interval total -coloring} of a graph is a total
coloring of with colors such that at least one vertex or edge
of is colored by , , and the edges incident to each vertex
together with are colored by consecutive colors, where
is the degree of the vertex in . In this paper we investigate
some properties of interval total colorings. We also determine exact values of
the least and the greatest possible number of colors in such colorings for some
classes of graphs.Comment: 23 pages, 1 figur
Formality theorems for Hochschild complexes and their applications
We give a popular introduction to formality theorems for Hochschild complexes
and their applications. We review some of the recent results and prove that the
truncated Hochschild cochain complex of a polynomial algebra is non-formal.Comment: Submitted to proceedings of Poisson 200
M. Kontsevich's graph complex and the Grothendieck-Teichmueller Lie algebra
We show that the zeroth cohomology of M. Kontsevich's graph complex is
isomorphic to the Grothendieck-Teichmueller Lie algebra grt_1. The map is
explicitly described. This result has applications to deformation quantization
and Duflo theory. We also compute the homotopy derivations of the Gerstenhaber
operad. They are parameterized by grt_1, up to one class (or two, depending on
the definitions). More generally, the homotopy derivations of the (non-unital)
E_n operads may be expressed through the cohomology of a suitable graph
complex. Our methods also give a second proof of a result of H. Furusho,
stating that the pentagon equation for grt_1-elements implies the hexagon
equation
Lagrange structure and quantization
A path-integral quantization method is proposed for dynamical systems whose
classical equations of motion do \textit{not} necessarily follow from the
action principle. The key new notion behind this quantization scheme is the
Lagrange structure which is more general than the Lagrangian formalism in the
same sense as Poisson geometry is more general than the symplectic one. The
Lagrange structure is shown to admit a natural BRST description which is used
to construct an AKSZ-type topological sigma-model. The dynamics of this
sigma-model in dimensions, being localized on the boundary, are proved to
be equivalent to the original theory in dimensions. As the topological
sigma-model has a well defined action, it is path-integral quantized in the
usual way that results in quantization of the original (not necessarily
Lagrangian) theory. When the original equations of motion come from the action
principle, the standard BV path-integral is explicitly deduced from the
proposed quantization scheme. The general quantization scheme is exemplified by
several models including the ones whose classical dynamics are not variational.Comment: Minor corrections, format changed, 40 page
Derived coisotropic structures I: affine case
We define and study coisotropic structures on morphisms of commutative dg
algebras in the context of shifted Poisson geometry, i.e. -algebras.
Roughly speaking, a coisotropic morphism is given by a -algebra acting
on a -algebra. One of our main results is an identification of the space
of such coisotropic structures with the space of Maurer--Cartan elements in a
certain dg Lie algebra of relative polyvector fields. To achieve this goal, we
construct a cofibrant replacement of the operad controlling coisotropic
morphisms by analogy with the Swiss-cheese operad which can be of independent
interest. Finally, we show that morphisms of shifted Poisson algebras are
identified with coisotropic structures on their graph.Comment: 49 pages. v2: many proofs rewritten and the paper is split into two
part
Feasibility study of parameter estimation of random sampling jitter using the bispectrum
An actual sampling process can be modeled as a random process, which consists of the regular (uniform) deterministic sampling process plus an error in the sampling times which constitutes a zero-mean noise (the jitter). In this paper we discuss the problem of estimating the jitter process. By assuming that the jitter process is an i.i.d. one, with standard deviation that is small compared to the regular sampling time, we show that the variance of the jitter process can be estimated from the n th order spectrum of the sampled data, n =2, 3, i.e., the jitter variance can be extracted from the 2nd-order spectrum or the 3rd-order spectrum (the bispectrum) of the sampled data, provided the continuous signal spectrum is known. However when the signal skewness exceeds a certain level, the potential performance of the bispectrum-based estimation is better than that of the spectrum-based estimation. Moreover, the former can also provide jitter variance estimates when the continuous signal spectrum is unknown while the latter cannot. This suggests that the bispectrum of the sampled data is potentially better for estimating any parameter of the sampling jitter process, once the signal skewness is sufficiently large.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/43577/1/34_2005_Article_BF01183740.pd
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