Transpose-odd operator chirality in co-moving multiplicative processes: exact tail-level structure and a detectability obstruction
Nihat Çağrı Çalışkan
Source abstract
We ask whether transposition changes the stationary heavy tail of the co-moving recursion in . The model has independent Haar rotations, Gaussian body-frame noise with covariance , and an explicit positive metric . The tail index depends only on singular values, so . The structure theorem and polar-twist mechanism are unconditional. In the chart, write : . Then , , , and controllability of are equivalent; intrinsic operator chirality is a Kalman rank condition. Unlike the exponent, the tail level need not be transpose-invariant. The exact polar-twist identity rotates the anisotropic noise frame under mirroring, showing how level asymmetry can enter. A nonzero asymmetry is established only conditionally and numerically, not by a closed-form example: under Assumption R on the SPD chart, as , with ; finite-threshold simulations are consistent with this first-order law. Strict-Haar averaging makes every lagged second-order cross-moment transpose-blind; a fourth radial moment retains an odd channel. No finite scalar-weighted radial-moment combination uniformly cancels the even quadratic form while retaining the odd covector.
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