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Jesús Gonzalo

Publications and source records attributed to Jesús Gonzalo.

7 recordsLinked to original sources
arXiv2022

Nonparametric Estimation of Functional Dynamic Factor Model

Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for functional data. In this paper, we study functional factor models for time-dependent functional data. We propose nonparametric estimators under stationary and nonstationary processes. We obtain estimators that consider the time-dependence property. Specifically, we use the information contained in the covariances at different lags. We show that the proposed estimators are consistent. Through Monte Carlo simulations, we find that our methodology outperforms estimators based on functional principal components. We also apply our methodology to monthly yield curves. In general, the suitable integration of time-dependent information improves the estimation of the latent factors.

stat.ME↗
arXiv2016

Transversely holomorphic flows and contact circles on spherical 3-manifolds

Motivated by the moduli theory of taut contact circles on spherical 3-manifolds, we relate taut contact circles to transversely holomorphic flows. We give an elementary survey of such 1-dimensional foliations from a topological viewpoint. We describe a complex analogue of the classical Godbillon-Vey invariant, the so-called Bott invariant, and a logarithmic monodromy of closed leaves. The Bott invariant allows us to formulate a generalised Gauß-Bonnet theorem. We compute these invariants for the Poincaré foliations on the 3-sphere and derive rigidity statements, including a uniformisation theorem for orbifolds. These results are then applied to the classification of taut contact circles.

math.DG↗
arXiv2010

Generalised spin structures on 2-dimensional orbifolds

Generalised spin structures, or r-spin structures, on a 2-dimensional orbifold Σare r-fold fibrewise connected coverings (also called r-th roots) of its unit tangent bundle STΣ. We investigate such structures on hyperbolic orbifolds. The conditions on r for such structures to exist are given. The action of the diffeomorphism group of Σon the set of r-spin structures is described, and we determine the number of orbits under this action and their size. These results are then applied to describe the moduli space of taut contact circles on left-quotients of the 3-dimensional geometry \tilde{SL}_2.

math.GT↗
arXiv2008

A homogeneous Gibbons-Hawking ansatz and Blaschke products

A homogeneous Gibbons-Hawking ansatz is described, leading to 4-dimensional hyperkahler metrics with homotheties. In combination with Blaschke products on the unit disc in the complex plane, this ansatz allows one to construct infinite-dimensional families of such hyperkahler metrics that are, in a suitable sense, complete. Our construction also gives rise to incomplete metrics on 3-dimensional contact manifolds that induce complete Carnot-Caratheodory distances.

math.DG↗
arXiv2008

Contact spheres and hyperkähler geometry

A taut contact sphere on a 3-manifold is a linear 2-sphere of contact forms, all defining the same volume form. In the present paper we completely determine the moduli of taut contact spheres on compact left-quotients of SU(2) (the only closed manifolds admitting such structures). We also show that the moduli space of taut contact spheres embeds into the moduli space of taut contact circles. This moduli problem leads to a new viewpoint on the Gibbons-Hawking ansatz in hyperkahler geometry. The classification of taut contact spheres on closed 3-manifolds includes the known classification of 3-Sasakian 3-manifolds, but the local Riemannian geometry of contact spheres is much richer. We construct two examples of taut contact spheres on open subsets of 3-space with nontrivial local geometry; one from the Helmholtz equation on the 2-sphere, and one from the Gibbons-Hawking ansatz. We address the Bernstein problem whether such examples can give rise to complete metrics.

math.SG↗
arXiv2001

Moduli of contact circles

We continue the study of linear families of contact forms on 3-manifolds begun in our paper `Contact geometry and complex surfaces'. The present paper introduces Teichmuller and moduli spaces for so-called taut contact circles. By constructing a developing map for taut contact circles, we show that these geometrically defined deformation spaces are equivalent to certain spaces of representations of the fundamental group in appropriate Lie groups. Furthermore, we relate these deformation spaces to `classical' Teichmuller theory of Riemann surfaces and orbifolds.

math.SG↗