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Ryoichi Suzuki

Publications and source records attributed to Ryoichi Suzuki.

9 recordsLinked to original sources

Boundary-Moment Universality and Curvature Corrections in Random Geometric Graphs on Riemannian Manifolds

Let $(M,g)$ be a smooth, closed, connected $d$-dimensional Riemannian manifold, and let $X_1,\ldots,X_n$ be i.i.d.\ with common law $f\,d\mathrm{vol}_g$, where $f\in C^4(M)$ is strictly positive. We derive a uniform intrinsic second-order expansion for symmetric three-vertex edge-indicator statistics supported on connected configurations, including the induced-path and triangle kernels. The second-order term separates density variation, normal-coordinate Jacobians, and the curvature-induced motion of the internal-chord boundary. Within this three-vertex connected symmetric class, a universal boundary--moment identity reduces the kernel-dependent contribution to a common intrinsic functional involving $\int_M f\|\grad f\|_g^2\,d\mathrm{vol}_g$ and $\int_M f^3\operatorname{Scal}_g\,d\mathrm{vol}_g$. For the normalized path--triangle contrast, the Euclidean leading term cancels. We construct a consistent estimator of this intrinsic functional and, in a denser bandwidth regime, we prove an exact-expectation-centered root-\(n\) central limit theorem via the first Hoeffding projection. For uniform sampling on a closed surface, the estimator consistently recovers the Euler characteristic. We also study the threshold radius at which the maximum degree of a binomial random geometric graph first reaches two. Using the active-triple intensity expansion and a dependency-graph Poisson approximation, we obtain the order-$n^{-3/d}$ correction to the log-survival law for $d>6$.

math.PR

Existence of densities and atoms for the running maximum of time-inhomogeneous jump diffusions

We prove absolute continuity of the running maximum $X^{\ast}_T=\sup_{0\leq s\leq T}X_s$ of one-dimensional time-inhomogeneous Lévy--Itô diffusions driven by a Brownian motion and an independent non-truncated pure-jump Lévy process. Using Bismut's directional Malliavin calculus on the Wiener--Poisson space together with the running-maximum criteria of Song--Xie and Nakagawa--Suzuki, we reduce the problem to constructing an admissible direction $Θ$. The key is to ensure that the directional derivative $D_ΘX_t$ is strictly positive for all $t\in(0,T]$. We give explicit directions in two regimes. In the uniformly elliptic case with time-inhomogeneous coefficients, a purely Brownian perturbation yields an explicit positive integral representation for $D_ΘX_t$, and hence $X^{\ast}_T$ admits a density without truncating the jump component. In a Brownian-degenerate pure-jump model with a bounded deterministic time-dependent jump weight $κ(t)$ that may vanish on subintervals, we prove absolute continuity under the minimal nondegeneracy-in-time condition $\int_0^t κ(s)^2\,ds>0$ for every $t>0$ and infinite activity of the Lévy measure. A weighted Poisson positivity lemma is the key new input. Finally, we show that silent initial intervals can create atoms and we derive an explicit atom--density decomposition.

math.PR

Pathwise stability for one-dimensional SDEs driven by Brownian motion and a symmetric stable process

We prove quantitative pathwise stability estimates for one-dimensional stochastic differential equations driven by a common Brownian motion and a common symmetric $α$-stable process, where $α\in(1,2)$. The comparison is made under a synchronous coupling and is measured by $\sup_{0\le t\le T}\mathbb E|X_t-\wt X_t|^{α-1}$. The perturbed drift and Brownian diffusion coefficients are spatially Lipschitz, while the perturbed stable jump coefficient may be Hölder continuous down to the critical exponent $1/α$. The estimate is expressed in terms of the initial error and three law-weighted coefficient errors: the drift error $B$, the Brownian diffusion error $A$, and the stable jump-coefficient error $S$. The Brownian component produces a second-order correction term in Itô's formula. This term is controlled by a second-derivative estimate for a Komatsu-type mollification of $|x|^{α-1}$. For stable jump coefficients with Hölder exponent $\wtη>1/α$, the estimate gives explicit power rates in $B,A,S$; at $\wtη=1/α$, it gives a logarithmic rate. The same method yields estimates with predictable forcing errors and time-uniform tail bounds via stopped quasi-martingales.

math.PR

Iwasawa-Type Spectral Resultant Growth Laws for Grover Walks on Graph Towers

Let $X_0\leftarrow X_1\leftarrow\cdots$ be a $\mathbb Z_p^d$-tower of finite graphs, and let $U_n$ be the Grover transition matrix on $X_n$. We study Iwasawa-type $p$-adic growth laws for the polynomial spectral quantities \[ \det P(U_n), \] where $P(A)$ is a monic polynomial. The basic object is the spectral resultant \[ \mathcal R_{X,P}(T)=\operatorname{Res}_A(\mathcal F_X(A,T),P(A)), \] where $\mathcal F_X(A,T)$ is the universal Grover--Ihara spectral polynomial of the tower. In the integral setting, this resultant generates the zeroth Fitting ideal of a natural finite module over the Iwasawa algebra; when the resultant is nonzero, this module is torsion. The polynomial $P$ packages prescribed spectral values into a single spectral packet. If $P$ is coprime to the Bass factor $A^2-1$ and $\mathcal R_{X,P}$ does not vanish at torsion characters, then $\det P(U_n)$ is nonzero for all $n$ and we prove a Cuoco--Monsky type leading asymptotic formula for $v_p(\det P(U_n))$. The leading terms are given explicitly by the $μ$- and $λ$-invariants of $\mathcal R_{X,P}$, with a separate correction coming from the Bass factor. For $P(A)=A-a$, with $a\ne\pm1$ and $a$ not an eigenvalue at any level, this recovers the leading invariants in the fixed non-eigenvalue formula for Grover characteristic polynomials. We also prove an equivariant factorization of spectral resultants for finite connected $p$-group covers. As a consequence, we obtain an unramified equivariant Kida formula under explicit integrality and nonzero-resultant assumptions. Finally, when $\gcd(P,A^2-1)=1$, we show that torsion zeros of $\mathcal R_{X,P}$ correspond exactly to occurrences of roots of $P$ as Grover eigenvalues at finite levels. The examples include the $K_3$-tower, non-abelian Heisenberg $5$-group covers, and an explicit torsion-zero spectral packet.

math.NT

Automorphisms of Smooth Hypersurfaces with Fixed Loci of Codimension at Most Two

We study automorphisms of smooth hypersurfaces in projective space $\mathbb{P}^{n+1}$ whose fixed loci have codimension at most two for $n\geq2$. While classifications of possible orders of automorphisms are known, our aim is to explore the relationship between the order of an automorphism and its algebraic and geometric properties. In this paper, we show that the assumption on the fixed locus restricts the possible orders of automorphisms. Moreover, when the fixed locus has codimension at most two, we investigate the rationality of quotient spaces associated with automorphisms whose orders are multiples of $d-1$ or $d$, where $d$ denotes the degree of the hypersurface.

math.AG

Existence of density functions for SDEs driven by pure-jump processes

We verify the existence of density functions of the running maximum of a stochastic differential equation (SDE) driven by a Brownian motion and a non-truncated stable process. This is proved by the existence of density functions of the running maximum of Wiener-Poisson functionals resulting from Bismut's approach to Malliavin calculus for jump processes.

math.PR

A Clark-Ocone type formula via Ito calculus and its application to finance

An explicit martingale representation for random variables described as a functional of a Levy process will be given. The Clark-Ocone theorem shows that integrands appeared in a martingale representation are given by conditional expectations of Malliavin derivatives. Our goal is to extend it to random variables which are not Malliavin differentiable. To this end, we make use of Ito's formula, instead of Malliavin calculus. As an application to mathematical finance, we shall give an explicit representation of locally risk-minimizing strategy of digital options for exponential Levy models. Since the payoff of digital options is described by an indicator function, we also discuss the Malliavin differentiability of indicator functions with respect to Levy processes.

q-fin.MF

Local risk-minimization for Barndorff-Nielsen and Shephard models

We obtain explicit representations of locally risk-minimizing strategies of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein--Uhlenbeck-type stochastic volatility models. Using Malliavin calculus for Levy processes, Arai and Suzuki (2015) obtained a formula for locally risk-minimizing strategies for Levy markets under many additional conditions. Supposing mild conditions, we make sure that the Barndorff-Nielsen and Shephard models satisfy all the conditions imposed in Arai and Suzuki (2015). Among others, we investigate the Malliavin differentiability of the density of the minimal martingale measure. Moreover, some numerical experiments for locally risk-minimizing strategies are introduced.

q-fin.MF

Numerical analysis on local risk-minimization forexponential Lévy models

We illustrate how to compute local risk minimization (LRM) of call options for exponential Lévy models. We have previously obtained a representation of LRM for call options; here we transform it into a form that allows use of the fast Fourier transform method suggested by Carr & Madan. In particular, we consider Merton jump-diffusion models and variance gamma models as concrete applications.

q-fin.CP