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Don Zagier

Publications and source records attributed to Don Zagier.

At least 37 records · Page 2Linked to original sources

On tau-functions for the KdV hierarchy

For an arbitrary solution to the KdV hierarchy, the generating series of logarithmic derivatives of the tau-function of the solution can be expressed by the basic matrix resolvent via algebraic manipulations. Based on this we develop in this paper two new formulae for the generating series by introducing a pair of wave functions of the solution. Applications to the Witten--Kontsevich tau-function, to the generalized Brézin--Gross--Witten (BGW) tau-function, as well as to a modular deformation of the generalized BGW tau-function which we call the Lamé tau-function are also given.

math-ph↗

Information thermodynamics of financial markets: the Glosten-Milgrom model

The Glosten-Milgrom model describes a single asset market, where informed traders interact with a market maker, in the presence of noise traders. We derive an analogy between this financial model and a Szilárd information engine by {\em i)} showing that the optimal work extraction protocol in the latter coincides with the pricing strategy of the market maker in the former and {\em ii)} defining a market analogue of the physical temperature from the analysis of the distribution of market orders. Then we show that the expected gain of informed traders is bounded above by the product of this market temperature with the amount of information that informed traders have, in exact analogy with the corresponding formula for the maximal expected amount of work that can be extracted from a cycle of the information engine. This suggests that recent ideas from information thermodynamics may shed light on financial markets, and lead to generalised inequalities, in the spirit of the extended second law of thermodynamics.

cond-mat.stat-mech↗

Arithmetic properties of the Herglotz function

In this paper we study two functions $F(x)$ and $J(x)$, originally found by Herglotz in 1923 and later rediscovered and used by one of the authors in connection with the Kronecker limit formula for real quadratic fields. We discuss many interesting properties of these functions, including special values at rational or quadratic irrational arguments as rational linear combinations of dilogarithms and products of logarithms, functional equations coming from Hecke operators, and connections with Stark's conjecture. We also discuss connections with 1-cocycles for the modular group $\mathrm{PSL}(2,\mathbb{Z})$.

math.NT↗

Masur--Veech volumes of quadratic differentials and their asymptotics

Based on the Chen--Möller--Sauvaget formula, we apply the theory of integrable systems to derive three equations for the generating series of the Masur--Veech volumes ${\rm Vol} \, \mathcal{Q}_{g,n}$ associated with the principal strata of the moduli spaces of quadratic differentials, and propose refinements of the conjectural formulas given in [12,4] for the large genus asymptotics of ${\rm Vol} \, \mathcal{Q}_{g,n}$ and of the associated area Siegel--Veech constants.

math-ph↗

Genus-zero and genus-one string amplitudes and special multiple zeta values

In this paper we show that in perturbative string theory the genus-one contribution to formal 2-point amplitudes can be related to the genus-zero contribution to 4-point amplitudes. This is achieved by studying special linear combinations of multiple zeta values that appear as coefficients of the amplitudes. We also exploit our results to relate closed strings to open strings at genus one using Brown's single-valued projection, proving a conjecture of Broedel, Schlotterer and the second author.

math.NT↗

Theta Blocks

We define theta blocks as products of Jacobi theta functions divided by powers of the Dedekind eta-function and show that they give a powerful new method to construct Jacobi forms and Siegel modular forms, with applications also in lattice theory and algebraic geometry. One of the central questions is when a theta block defines a Jacobi form. It turns out that this seemingly simple question is connected to various deep problems in different fields ranging from Fourier analysis over infinite-dimensional Lie algebras to the theory of moduli spaces in algebraic geometry. We give several answers to this question.

math.NT↗

Jensen polynomials for the Riemann zeta function and other sequences

In 1927 Pólya proved that the Riemann Hypothesis is equivalent to the hyperbolicity of Jensen polynomials for the Riemann zeta function $ζ(s)$ at its point of symmetry. This hyperbolicity has been proved for degrees $d\leq 3$. We obtain an asymptotic formula for the central derivatives $ζ^{(2n)}(1/2)$ that is accurate to all orders, which allows us to prove the hyperbolicity of a density $1$ subset of the Jensen polynomials of each degree. Moreover, we establish hyperbolicity for all $d\leq 8$. These results follow from a general theorem which models such polynomials by Hermite polynomials. In the case of the Riemann zeta function, this proves the GUE random matrix model prediction in derivative aspect. The general theorem also allows us to prove a conjecture of Chen, Jia, and Wang on the partition function.

math.NT↗

Cotangent sums, quantum modular forms, and the generalized Riemann hypothesis

We show that an asymptotic property of the determinants of certain matrices whose entries are finite sums of cotangents with rational arguments is equivalent to the GRH for odd Dirichlet characters. This is then connected to the existence of certain quantum modular forms related to Maass Eisenstein series.

math.NT↗

Masur-Veech volumes and intersection theory on moduli spaces of abelian differentials

We show that the Masur-Veech volumes and area Siegel-Veech constants can be obtained by intersection numbers on the strata of Abelian differentials with prescribed orders of zeros. As applications, we evaluate their large genus limits and compute the saddle connection Siegel-Veech constants for all strata. We also show that the same results hold for the spin and hyper-elliptic components of the strata.

math.AG↗

Asymptotics of Nahm sums at roots of unity

We give a formula for the radial asymptotics to all orders of the special $q$-hypergeometric series known as Nahm sums at complex roots of unity. This result is used in~\cite{CGZ} to prove one direction of Nahm's conjecture relating the modularity of Nahm sums to the vanishing of a certain invariant in $K$-theory. The power series occurring in our asymptotic formula are identical to the conjectured asymptotics of the Kashaev invariant of a knot once we convert Neumann-Zagier data into Nahm data, suggesting a deep connection between asymptotics of quantum knot invariants and asymptotics of Nahm sums that will be discussed further in a subsequent publication.

math.GT↗

Quasimodularity and large genus limits of Siegel-Veech constants

Quasimodular forms were first studied in the context of counting torus coverings. Here we show that a weighted version of these coverings with Siegel-Veech weights also provides quasimodular forms. We apply this to prove conjectures of Eskin and Zorich on the large genus limits of Masur-Veech volumes and of Siegel-Veech constants. In Part I we connect the geometric definition of Siegel-Veech constants both with a combinatorial counting problem and with intersection numbers on Hurwitz spaces. We introduce modified Siegel-Veech weights whose generating functions will later be shown to be quasimodular. Parts II and III are devoted to the study of the quasimodularity of the generating functions arising from weighted counting of torus coverings. The starting point is the theorem of Bloch and Okounkov saying that q-brackets of shifted symmetric functions are quasimodular forms. In Part II we give an expression for their growth polynomials in terms of Gaussian integrals and use this to obtain a closed formula for the generating series of cumulants that is the basis for studying large genus asymptotics. In Part III we show that the even hook-length moments of partitions are shifted symmetric polynomials and prove a formula for the q-bracket of the product of such a hook-length moment with an arbitrary shifted symmetric polynomial. This formula proves quasimodularity also for the (-2)-nd hook-length moments by extrapolation, and implies the quasimodularity of the Siegel-Veech weighted counting functions. Finally, in Part IV these results are used to give explicit generating functions for the volumes and Siegel-Veech constants in the case of the principal stratum of abelian differentials. To apply these exact formulas to the Eskin-Zorich conjectures we provide a general framework for computing the asymptotics of rapidly divergent power series.

math.NT↗

Gromov--Witten invariants of the Riemann sphere

A conjectural formula for the $k$-point generating function of Gromov--Witten invariants of the Riemann sphere for all genera and all degrees was proposed in \cite{DY2}. In this paper, we give a proof of this formula together with an explicit analytic (as opposed to formal) expression for the corresponding matrix resolvent. We also give a formula for the $k$-point function as a sum of $(k-1)!$ products of hypergeometric functions of one variable. We show that the $k$-point generating function coincides with the $ε\rightarrow 0$ asymptotics of the analytic $k$-point function, and also compute three more asymptotics of the analytic function for $ε\rightarrow \infty$, $q\rightarrow 0$, $q\rightarrow\infty$, thus defining new invariants for the Riemann sphere.

math.AG↗

Modular embeddings of Teichmueller curves

Fuchsian groups with a modular embedding have the richest arithmetic properties among non-arithmetic Fuchsian groups. But they are very rare, all known examples being related either to triangle groups or to Teichmueller curves. In Part I of this paper we study the arithmetic properties of the modular embedding and develop from scratch a theory of twisted modular forms for Fuchsian groups with a modular embedding, proving dimension formulas, coefficient growth estimates and differential equations. In Part II we provide a modular proof for an Apery-like integrality statement for solutions of Picard-Fuchs equations. We illustrate the theory on a worked example, giving explicit Fourier expansions of twisted modular forms and the equation of a Teichmueller curve in a Hilbert modular surface. In Part III we show that genus two Teichmueller curves are cut out in Hilbert modular surfaces by a product of theta derivatives. We rederive most of the known properties of those Teichmueller curves from this viewpoint, without using the theory of flat surfaces. As a consequence we give the modular embeddings for all genus two Teichmueller curves and prove that the Fourier developments of their twisted modular forms are algebraic up to one transcendental scaling constant. Moreover, we prove that Bainbridge's compactification of Hilbert modular surfaces is toroidal. The strategy to compactify can be expressed using continued fractions and resembles Hirzebruch's in form, but every detail is different.

math.NT↗

Quantum Black Holes, Wall Crossing, and Mock Modular Forms

We show that the meromorphic Jacobi form that counts the quarter-BPS states in N=4 string theories can be canonically decomposed as a sum of a mock Jacobi form and an Appell-Lerch sum. The quantum degeneracies of single-centered black holes are Fourier coefficients of this mock Jacobi form, while the Appell-Lerch sum captures the degeneracies of multi-centered black holes which decay upon wall-crossing. The completion of the mock Jacobi form restores the modular symmetries expected from $AdS_3/CFT_2$ holography but has a holomorphic anomaly reflecting the non-compactness of the microscopic CFT. For every positive integral value m of the magnetic charge invariant of the black hole, our analysis leads to a special mock Jacobi form of weight two and index m, which we characterize uniquely up to a Jacobi cusp form. This family of special forms and another closely related family of weight-one forms contain almost all the known mock modular forms including the mock theta functions of Ramanujan, the generating function of Hurwitz-Kronecker class numbers, the mock modular forms appearing in the Mathieu and Umbral moonshine, as well as an infinite number of new examples.

hep-th↗

Exact Results for Perturbative Chern-Simons Theory with Complex Gauge Group

We develop several methods that allow us to compute all-loop partition functions in perturbative Chern-Simons theory with complex gauge group G_C, sometimes in multiple ways. In the background of a non-abelian irreducible flat connection, perturbative G_C invariants turn out to be interesting topological invariants, which are very different from finite type (Vassiliev) invariants obtained in a theory with compact gauge group G. We explore various aspects of these invariants and present an example where we compute them explicitly to high loop order. We also introduce a notion of "arithmetic TQFT" and conjecture (with supporting numerical evidence) that SL(2,C) Chern-Simons theory is an example of such a theory.

hep-th↗