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 $G$ 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 $t$-coloring} of a graph $G$ is a total coloring of $G$ with colors $1,2,\...,t$ such that at least one vertex or edge of $G$ is colored by $i$, $i=1,2,\...,t$, and the edges incident to each vertex $v$ together with $v$ are colored by $d_{G}(v)+1$ consecutive colors, where $d_{G}(v)$ is the degree of the vertex $v$ in $G$. 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 $d+1$ dimensions, being localized on the boundary, are proved to be equivalent to the original theory in $d$ 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. $P_n$-algebras. Roughly speaking, a coisotropic morphism is given by a $P_{n+1}$-algebra acting on a $P_n$-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