Ullemar’s formula for the moment map, II

The Moment Map Revisited

In this paper, we show that the notion of moment map for the Hamiltonian action of a Lie group on a symplectic manifold is a special case of a much more general notion. In particular, we show that one can associate a moment map to a family of Hamiltonian symplectomorphisms, and we prove that its image is characterized, as in the classical case, by a generalized “energy-period” relation.

The Moment Map

assessment of the park- ang damage index for performance levels of rc moment resisting frames

چکیده هدف اصلی از طراحی لرزه ای تامین ایمنی جانی در هنگام وقوع زلزله و تعمیر پذیر بودن سازه خسارت دیده، پس از وقوع زلزله است. تجربه زلزله های اخیر نشان داده است که ساختمان های طراحی شده با آیین نامه های مبتنی بر نیرو از نظر محدود نمودن خسارت وارده بر سازه دقت لازم را ندارند. این امر سبب پیدایش نسل جدید آیین نامه های مبتنی بر عملکرد شده است. در این آیین نامه ها بر اساس تغییرشکل های غیرارتجاعی ...

The Moment Formula for Implied Volatility at Extreme Strikes

Consider options on a nonnegative underlying random variable with arbitrary distribution. In the absence of arbitrage, we show that at any maturity T , the large-strike tail of the Black-Scholes implied volatility skew is bounded by the square root of 2|x|/T , where x is log-moneyness. The smallest coefficient that can replace the 2 depends only on the number of finite moments in the underlying...

Kac’s moment formula and the Feynman–Kac formula for additive functionals of a Markov process

Mark Kac introduced a method for calculating the distribution of the integral Av= ∫ T 0 v(Xt) dt for a function v of a Markov process (Xt; t¿0) and a suitable random time T , which yields the Feynman–Kac formula for the moment-generating function of Av. We review Kac’s method, with emphasis on an aspect often overlooked. This is Kac’s formula for moments of Av, which may be stated as follows. F...