Torsion in asymptotic cones of free groups
We prove that the asymptotic cone of any non-abelian free group equipped with the bi-invariant word metric has elements of order 2.
math.GR↗
arXiv subjects
Jarek Kędra
Publications and source records attributed to Jarek Kędra.
Directional asymptotic cones of groups equipped with bi-invariant metrics
Given a bi-invariant metric on a group, we construct a version of an asymptotic cone without using ultrafilters. The new construction, called the directional asymptotic cone, is a contractible topological group equipped with a complete bi-invariant metric and admits a canonical Lipschitz homomorphism to the standard asymptotic cone. Moreover, the directional asymptotic cone of a countable group is separable.
math.GR↗
Embedding more than 8 symplectic balls in $\mathbb{C}\mathrm{P}^2$
We prove that the space of symplectic embeddings of $n\geq 1$ standard balls into the standard complex projective plane $\mathbb{C}\mathrm{P}^2$, normalized so that a line has symplectic area $1$, is homotopy equivalent to the configuration space of $n$ points in $\mathbb{C}\mathrm{P}^2$, provided that the sum of the ball capacities is strictly less than $1$. Our techniques further suggest that, for $n=9$, there are infinitely many homotopy types of spaces of symplectic ball embeddings, depending on the ball capacities. Moreover, for each $n\geq 5$, we exhibit capacities for which the embedding spaces are not simply connected, in contrast with the case $n \leq 4$. As an application, we show that, for $n\geq 9$ equal balls of capacity $c<1/n$, the symplectomorphism group of the blow-up has the homotopy type of the stabilizer of $n$ distinct points in $\mathbb{C}\mathrm{P}^2$.
math.SG↗
A refinement of bounded cohomology
We introduce a refinement of bounded cohomology and prove that the suitable comparison homomorphisms vanish for an amenable group. We investigate in this context Thompson's group F and provide further evidence towards its amenability. We provide a source of nontrivial 1-bounded classes and show that the space of 1-bounded classes in degree 2 is huge.
math.GR↗
Are free groups of different ranks bi-invariantly quasi-isometric?
We prove that a homomorphism between free groups of finite rank equipped with the bi-invariant word metrics is a quasi-isometry if and only if it is an isomorphism.
math.GR↗
On the geometry and bounded cohomology of racks and quandles
We introduce and investigate a natural family of metrics on connected components of a rack. The metrics are closely related to certain bi-invariant metrics on the group of inner automorphisms of the rack. We also introduce a bounded cohomology of racks and quandles, relate them to the above metrics and prove a certain vanishing result for racks and quandles with amenable group of inner automorphisms.
math.GR↗
Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
We consider a multi-asset incomplete model of the financial market, where each of $m\geq 2$ risky assets follows the binomial dynamics, and no assumptions are made on the joint distribution of the risky asset price processes. We provide explicit formulas for the minimum cost super-hedging strategies for a wide class of European type multi-asset contingent claims. This class includes European basket call and put options, among others. Since a super-hedge is a non-self-financing arbitrage strategy, it produces non-negative local residuals, for which we also give explicit formulas. This paper completes the foundation started in previous work of the authors for the extension of our results to a more realistic market model.
q-fin.MF↗
Embeddings of symplectic balls into the complex projective plane
We investigate spaces of symplectic embeddings of $n\leq 4$ balls into the complex projective plane. We prove that they are homotopy equivalent to explicitly described algebraic subspaces of the configuration spaces of $n$ points. We compute the rational homotopy type of these embedding spaces and their cohomology with rational coefficients. Our approach relies on the comparison of the action of $\mathrm{PGL}(3,\mathbb{C})$ on the configuration space of $n$ ordered points in $\mathbf{CP}^2$ with the action of the symplectomorphism group $\mathrm{Symp}(\mathbf{CP}^2)$ on the space of $n$ embedded symplectic balls.
math.SG↗
On Lipschitz functions on groups equipped with conjugation-invariant norms
We observe that a function on a group equipped with a bi-invariant word metric is Lipschitz if and only if it is a partial quasimorphism bounded on the generating set. We also show that an undistorted element is always detected by an antisymmetric homogeneous partial quasimorphisms. We provide a general homogenisation procedure for Lipschitz functions and relate partial quasimorphisms on a group to ones on its asymptotic cones.
math.GR↗
Cancelation norm and the geometry of biinvariant word metrics
We study biinvariant word metrics on groups. We provide an efficient algorithm for computing the biinvariant word norm on a finitely generated free group and we construct an isometric embedding of a locally compact tree into the biinvariant Cayley graph of a nonabelian free group. We investigate the geometry of cyclic subgroups. We observe that in many classes of groups cyclic subgroups are either bounded or detected by homogeneous quasimorphisms. We call this property the bq-dichotomy and we prove it for many classes of groups of geometric origin.
math.GT↗
Pricing multi-asset contingent claims in a multi-dimensional binomial market
We consider an incomplete multi-asset binomial market model. We prove that for a wide class of contingent claims the extremal multi-step martingale measure is a power of the corresponding single-step extremal martingale measure. This allows for closed form formulas for the bounds of a no-arbitrage contingent claim price interval. We construct a feasible algorithm for computing those boundaries as well as for the corresponding hedging strategies. Our results apply, for example, to European basket call and put options and Asian arithmetic average options.
q-fin.MF↗
European baskets in discrete-time continuous-binomial market models
We consider a discrete-time incomplete multi-asset market model with continuous price jumps. For a wide class of contingent claims, including European basket call options, we compute the bounds of the interval containing the no-arbitrage prices. We prove that the lower bound coincides, in fact, with Jensen's bound. The upper bound can be computed by restricting to a binomial model for which an explicit expression for the bound is known by an earlier work of the authors. We describe explicitly a maximal hedging strategy which is the best possible in the sense that its value is equal to the upper bound of the price interval of the claim. Our results show that for any $c$ in the interval of the non-arbitrage contingent claim price at time $0$, one can change the boundaries of the price jumps to obtain a model in which $c$ is the upper bound at time $0$ of this interval. The lower bound of this interval remains unaffected.
q-fin.MF↗
Uniform boundedness for algebraic groups and Lie groups
Let $G$ be a semisimple linear algebraic group over a field $k$ and let $G^+(k)$ be the subgroup generated by the subgroups $R_u(Q)(k)$, where $Q$ ranges over all the minimal $k$-parabolic subgroups $Q$ of $G$. We prove that if $G^+(k)$ is bounded then it is uniformly bounded. Under extra assumptions we get explicit bounds for $Δ(G^+(k))$: we prove that if $k$ is algebraically closed then $Δ(G^+(k))\leq 4\, {\rm rank}\,G$, and if $G$ is split over $k$ then $Δ(G^+(k))\leq 28\, {\rm rank}\,G$. We deduce some analogous results for real and complex semisimple Lie groups.
math.GR↗
Strong and uniform boundedness of groups
A group G is called bounded if every conjugation-invariant norm on G has finite diameter. We introduce various strengthenings of this property and investigate them in several classes of groups including semisimple Lie groups, arithmetic groups and linear algebraic groups. We provide applications to Hamiltonian dynamics.
math.GR↗
Qualitative counting closed geodesics
We investigate the geometry of word metrics on fundamental groups of manifolds associated with the generating sets consisting of elements represented by closed geodesics. We ask whether the diameter of such a metric is finite or infinite. The first answer we interpret as an abundance of closed geodesics, while the second one as their scarcity. We discuss examples for both cases.
math.DG↗
Finite index subgroups in Chevalley groups are bounded: an addendum to "On bi-invariant word metrics"
We prove that finite index subgroups in S-arithmetic Chevalley groups are bounded.
math.GR↗
Fragmentation norm and relative quasimorphisms
We prove that manifolds with complicated enough fundamental group admit measure-preserving homeomorphisms which have positive stable fragmentation norm with respect to balls of bounded measure.
math.GT↗
The autonomous norm on $Ham(\mathbf{R}^{2n})$ is bounded
We prove that the autonomous norm on the group of compactly supported Hamiltonian diffeomorphisms of the standard $\mathbf{R}^{2n}$ is bounded.
math.SG↗