Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

2725458171,089 · Jun 202019922001200920172026
48 results for Asymptotic Results

Researchers geometrically define asymptotic coordinates in General Relativity.

problem Understanding the asymptotic behavior of relativistic initial data sets.
method Geometrization of asymptotic flatness and analysis of geometric invariants.
result Geometrically defined asymptotic coordinates for mass, energy, momentum, and angular momentum.

The paper studies reward concentration in MDPs, covering asymptotic and non-asymptotic settings.

problem Reward concentration in Markov Decision Processes (MDPs).
method Unified approach to reward concentration in MDPs, including asymptotic and non-asymptotic bounds.
result Rate-equivalent definitions of regret for learning policies.

New asymptotic formula for option prices with interest rates and dividend yield effects.

problem Deriving option prices with interest rates and dividend yield effects in the local volatility model.
method Developed a new asymptotic limit for short-maturity option prices, including interest rates and dividend yield effects.
result Generalized the Berestycki-Busca-Florent formula to all orders in nn for interest rates and dividend yield effects.

Study proves uniqueness of asymptotic limits for specific manifolds.

problem Proving uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth.
method Established using natural curvature and cross section assumptions.
result Uniqueness and exponential convergence rate for complete noncollapsed Ricci-flat manifolds with linear volume growth.

We construct a universal space for the class of proper metric spaces of bounded geometry and of given asymptotic dimension. As a consequence of this result, we establish coincidence of the asymptotic dimension with the asymptotic inductive dimensions.

2002-11-04abs ↗pdf ↗

Derives short-term option pricing asymptotics in local-stochastic volatility models.

problem Short-term option pricing in local-stochastic volatility models.
method Large deviations theory and variational methods.
result Explicit series expansions for implied volatility and asymptotic results for European and VIX options.

We prove the dimension of any asymptotic cone over a metric space X does not exceed the asymptotic Assouad-Nagata dimension of X. This improves a result of Dranishnikov and Smith who showed that dim(Y) does not exceed asymptotic Assouad-Nagata dimension of X for all separable subsets Y of special asymptotic cones of X …

2006-10-10abs ↗pdf ↗

The paper analyzes network models with binary values and sub-Gamma noise, deriving asymptotic properties.

problem Analyzing network models with binary values and sub-Gamma noise.
method Derives asymptotic properties of network models with binary values and sub-Gamma noise.
result Established asymptotic consistency and normality of parameter estimators in network models.

The paper proves asymptotic normality for multinomial logistic regression on null covariates.

problem Classical asymptotic normality results fail in high-dimensional multinomial logistic models.
method Developed asymptotic normality and chi-square results for multinomial logistic MLE on null covariates.
result Validated new methodology to test feature significance in high-dimensional classification problems.

The asymptotic behavior of the stochastic gradient algorithm with a biased gradient estimator is analyzed. Relying on arguments based on the dynamic system theory (chain-recurrence) and the differential geometry (Yomdin theorem and Lojasiewicz inequality), tight bounds on the asymptotic bias of the iterates generated b…

2017-08-30abs ↗pdf ↗

The study examines asymptotic properties of G2-monopoles on nonparabolic G2-manifolds.

problem Investigating the asymptotic behavior of G2-monopoles on nonparabolic G2-manifolds.
method Proof of finite mass for monopoles with bounded curvature on nonparabolic G2-manifolds; sharp decay estimates and convergence to pseudo-Hermitian--Yang--Mills connection on asymptotically conical G2-manifolds.
result Sharp decay estimates and convergence to pseudo-Hermitian--Yang--Mills connection on asymptotically conical G2-manifolds.

This is the second part of the investigation started in [Stationary solutions and asymptotic flatness I]. We prove here that Strongly Stationary ends having cubic volume growth are Weakly Asymptotically Flat. Combined with the results of the previous paper this shows that Strongly Stationary ends are Asymptotically Fla…

2013-10-01abs ↗pdf ↗

Unique steady and expanding solitons with spherical links identified.

problem Characterizing steady and expanding Ricci solitons with specific asymptotic symmetries.
method Symmetry principle applied to asymptotically cylindrical and conical GRSs, proving uniqueness for Bryant solitons.
result Bryant steady and expanding solitons are the unique asymptotically cylindrical and conical GRSs with spherical links under certain conditions.

Paper extends foliation results in higher dimensions for Schwarzschild spaces.

problem Existence of foliations by constant harmonic mean curvature hypersurfaces in asymptotically Schwarzschild manifolds.
method Generalization to higher dimensions, proving existence under arbitrary dimensionality.
result Existence of foliations by constant harmonic mean curvature hypersurfaces in asymptotically Schwarzschild manifolds of arbitrary dimension.

The paper studies the asymptotic behavior of twisted Alexander polynomials for hyperbolic knots and manifolds, linking them to volume.

problem Understanding the volume of hyperbolic knots and manifolds using Alexander polynomials.
method Analyzing the asymptotic behavior of Alexander polynomials twisted by symmetric powers of holonomy lifts, using results from Müller and Menal-Ferrer.
result Established the asymptotic behavior of twisted Alexander polynomials, linking them to the volume of knot exteriors and cusped hyperbolic manifolds.

Metrics are semipositively curved if they meet a specific asymptotic condition.

problem Characterizing semipositively curved metrics in Hermitian geometry.
method Proving metrics are semipositively curved if and only if they satisfy an asymptotic extension property.
result Proves a specific condition for Griffiths semipositively curved metrics.

Study on elasticity with mixed boundary conditions, proving spectral asymptotics.

problem Analyzing spectral asymptotics for linear elasticity with mixed boundary conditions.
method Established two-term spectral asymptotics for linear elasticity on smooth compact manifolds.
result Verification of general formulae through explicit examples in 2D and 3D.

The paper studies asymptotic dimensions of manifolds and spaces, proving key results about their geometric decompositions.

problem Understanding the asymptotic dimensions of manifolds and spaces with geometric decompositions.
method Analyzing the fundamental groups and using geometric decompositions to derive asymptotic dimension bounds.
result Asymptotic dimensions of certain manifolds and spaces are bounded and equal to specific values.

We prove inverse spectral results for differential operators on manifolds and orbifolds invariant under a torus action. These inverse spectral results involve the asymptotic equivariant spectrum, which is the spectrum itself together with "very large" weights of the torus action on eigenspaces. More precisely, we show …

2014-01-31abs ↗pdf ↗

The aim of this paper is to introduce an asymptotic counterpart of the extension dimension defined by Dranishnikov. The main result establishes a relation between the asymptotic extensional dimension of a proper metric space and extension dimension of its Higson corona.

2011-05-28abs ↗pdf ↗

Wide networks with polynomial activations have proven asymptotic behavior.

problem Understanding the behavior of neural networks in the large width limit.
method Proving a conjecture for deep networks with polynomial activation functions.
result Tight bounds on the behavior of wide networks during stochastic gradient descent and derivation of their finite-width dynamics.

Study on high-codimensional minimal surfaces in hyperbolic space.

problem Understanding high-codimensional minimal surfaces in hyperbolic space.
method Investigating asymptotic behavior and boundary regularity of area-minimizing currents.
result Established boundary regularity results for high-codimensional minimal surfaces near their asymptotic boundaries.

We study the bilipschitz equivalence type of tree-graded spaces, showing that asymptotic cones of relatively hyperbolic groups (resp. asymptotic cones of groups containing a cut-point) only depend on the bilipschitz equivalence types of the pieces in the standard (resp. minimal) tree-graded structure. In particular, th…

2012-04-03abs ↗pdf ↗

Study short-maturity VIX and European option prices with jumps.

problem Analyzing VIX and European options with jumps in short-maturity models.
method Local-stochastic volatility models with compound Poisson jumps, leading-order asymptotics in closed-form.
result Closed-form solutions for VIX and European option prices in short-maturity models.

The paper proves scalar curvature decay for uniformly contractible manifolds with finite asymptotic dimension.

problem Proving decay of scalar curvature for uniformly contractible manifolds with finite asymptotic dimension.
method Using index pairing between Dirac operators and compactly supported vector bundles with Lipschitz control, and Lipschitz control for topological K-theory of finite dimensional simplicial complexes.
result The scalar curvature decays to zero at a rate depending only on the contractibility radius and the diameter control of the asymptotic dimension.

We obtain two in a sense dual to each other results: First, that the capacity dimension of every compact, locally self-similar metric space coincides with the topological dimension, and second, that the asymptotic dimension of a metric space, which is asymptotically similar to its compact subspace coincides with the to…

2005-09-19abs ↗pdf ↗

We use geometric measure theory to introduce the notion of asymptotic cones associated with a singular subspace of a Riemannian manifold. This extends the classical notion of asymptotic directions usually defined on smooth submanifolds. We get a simple expression of these cones for polyhedra in E^3, as well as converge…

2015-01-12abs ↗pdf ↗

We study the isoperimetric structure of Riemannian manifolds that are asymptotic to cones with non-negative Ricci curvature. Specifically, we generalize to this setting the seminal results of G. Huisken and S.-T. Yau on the existence of a canonical foliation by volume preserving stable constant mean curvature surfaces …

2015-03-17abs ↗pdf ↗

The asymptotic lattices and their transformations are studied within the line geometry approach. It is shown that the discrete asymptotic nets are represented by isotropic congruences in the Plucker quadric. On the basis of the Lelieuvre-type representation of asymptotic lattices and of the discrete analog of the Mouta…

1999-09-16abs ↗pdf ↗

The Witten spinorial argument has been adapted in several works over the years to prove positivity of mass in the asymptotically AdS and asymptotically hyperbolic settings in arbitrary dimensions. In this paper we prove a scalar curvature rigidity result and a positive mass theorem for asymptotically hyperbolic manifol…

2007-03-09abs ↗pdf ↗

We consider a skew ruled surface ΦΦ in the Euclidean space E3E^{3} and relative normalizations of it, so that the relative normals at each point lie in the corresponding asymptotic plane of ΦΦ. We call such relative normalizations and the resulting relative images of ΦΦ \emph{asymptotic}. We determine all ruled surf…

2013-07-23abs ↗pdf ↗

We give a formula for the radial asymptotics to all orders of the special qq-hypergeometric series known as Nahm sums at complex roots of unity. This result is used in~\cite{CGZ} to prove one direction of Nahm's conjecture relating the modularity of Nahm sums to the vanishing of a certain invariant in KK-theory. The …

2018-12-18abs ↗pdf ↗

Motivated by the study of Fano type varieties we define a new class of log pairs that we call asymptotically log Fano varieties and strongly asymptotically log Fano varieties. We study their properties in dimension two under an additional assumption of log smoothness, and give a complete classification of two dimension…

2013-08-12abs ↗pdf ↗

New asymptotic e-values improve inference by eliminating data-dependent scaling inefficiency.

problem Data-dependent scaling inefficiency in existing asymptotic e-values.
method Drawing on Bentkus's near-optimal concentration inequalities, introduce Bentkus-type asymptotic e-values.
result Bentkus-type asymptotic e-values consistently deliver sharper inference than existing alternatives.