We prove curvature estimates for general curvature functions. As an application we show the existence of closed, strictly convex hypersurfaces with prescribed curvature $F$, where the defining cone of $F$ is $\C_+$. $F$ is only assumed to be monotone, symmetric, homogeneous of degree $1$, concave and of class $C^{m,\al}$, $m\ge4$.

We show that proving the conjectured sharp constant in a theorem of Dennis Sullivan concerning convex sets in hyperbolic 3-space would imply the Brennan conjecture. We also prove that any conformal map$f$:$D$→Ω can be factored as a$K$-quasiconformal self-map of the disk (with$K$independent of Ω) and a map$g$:$D$→Ω with derivative bounded away from zero. In particular, there is always a Lipschitz homeomorphism from any simply connected Ω (with its internal path metric) to the unit disk.

This paper is concerned with an optimal strategy for simultaneously trading of a pair of stocks. The idea of pairs trading is to monitor their price movements and compare their relative strength over time. A pairs trade is triggered by their prices divergence and consists of a pair of positions to short the strong stock and to long the weak one. Such a strategy bets on the reversal of their price strengths. From the viewpoint of technical tractability, typical pairs-trading models usually assume a difference of the stock prices satisfies a mean-reversion equation. In this paper, we consider the optimal pairs-trading problem by allowing the stock prices to follow general geometric Brownian motions. The objective is to trade the pairs over time to maximize an overall return with a fixed commission cost for each transaction. The optimal policy is characterized by threshold curves obtained by solving the associated HJB equations. Numerical examples are included to demonstrate the dependence of our trading rules on various parameters and to illustrate how to implement the results in practice.

Divergence functions are the non-symmetric “distance” on the manifold, Μθ, of parametric probability density functions over a measure space, ( Χ,μ). Classical information geometry prescribes, on Μθ: (i) a Riemannian metric given by the Fisher information; (ii) a pair of dual connections (giving rise to the family of α-connections) that preserve the metric under parallel transport by their joint actions; and (iii) a family of divergence functions ( α-divergence) defined on Μθ x？ Μθ, which induce the metric and the dual connections. Here, we construct an extension of this differential geometric structure from Μθ (that of parametric probability density functions) to the manifold, Μ, of non-parametric functions on X, removing the positivity and normalization constraints. The generalized Fisher information and α-connections on M are induced by an α-parameterized family of divergence functions, reflecting the fundamental convex inequality associated with any smooth and strictly convex function. The infinite-dimensional manifold, M, has zero curvature for all these α-connections; hence, the generally non-zero curvature of M can be interpreted as arising from an embedding of Μθ into Μ. Furthermore, when a parametric model (after a monotonic scaling) forms an affine submanifold, its natural and expectation parameters form biorthogonal coordinates, and such a submanifold is dually flat for α？= ± 1, generalizing the results of Amari’s α-embedding. The present analysis illuminates two different types of duality in information geometry, one concerning the referential status of a point (measurable function) expressed in the divergence function (“referential duality”) and the other concerning its representation under an arbitrary monotone scaling (“representational duality”).

Centroidal Voronoi tessellation (CVT) is a special type of Voronoi diagram such that the generating point of each Voronoi cell is also its center of mass. The CVT has broad applications in computer graphics, such as meshing, stippling, sampling, etc. The existing methods for computing CVTs on meshes either require a global parameterization or compute it in the restricted sense (that is, intersecting a 3D CVT with the surface). Therefore, these approaches often fail on models with complicated geometry and/or topology. This paper presents two intrinsic algorithms for computing CVT on triangle meshes. The first algorithm adopts the Lloyd framework, which iteratively moves the generator of each geodesic Voronoi diagram to its mass center. Based on the discrete exponential map, our method can efficiently compute the Riemannian center and the center of mass for any geodesic Voronoi diagram. The second algorithm uses the L-BFGS method to accelerate the intrinsic CVT computation. Thanks to the intrinsic feature, our methods are independent of the embedding space, and work well for models with arbitrary topology and complicated geometry, where the existing extrinsic approaches often fail. The promising experimental results show the advantages of our method.