Proves finite measure implies product structure for certain discrete subgroups.
problem Classifying discrete subgroups with finite Bowen-Margulis-Sullivan measure.
method Product structure of leafwise measures and high entropy method.
result Proves virtually a product structure for certain subgroups.
Maximal representations show strong entropy rigidity.
problem Entropy rigidity for maximal representations.
method Measurable hypertransversality, Gromov product, Bowen-Margulis-Sullivan measure.
result Strong entropy rigidity proved for maximal representations.
Paper proves finite BMS measure for SPR groups in higher rank Lie groups.
problem Finite measure for certain groups in higher rank Lie groups.
method Developed SPR property and proved finite BMS measure.
result Finite Bowen-Margulis-Sullivan measure for SPR groups in higher rank Lie groups.
The paper connects geodesic flows and limit sets on visibility manifolds.
problem Understanding dynamics and ergodic properties on non-compact visibility manifolds.
method Analyzing geodesic flows and Patterson-Sullivan measures on visibility manifolds without conjugate points.
result The positivity of the Patterson-Sullivan measure of the Myrberg limit set is equivalent to the conservativity of the geodesic flow.
The paper describes decompositions of geometric measures on Anosov homogeneous spaces.
problem Decomposing geometric measures on Anosov homogeneous spaces.
method Ergodic decompositions of Burger-Roblin and Bowen-Margulis-Sullivan measures.
result The space of non-trivial invariant ergodic measures is homeomorphic to a product space.
New measure of maximal entropy found for a class of geometrically finite groups.
problem Finding a measure of maximal entropy for relatively Anosov groups.
method Constructing reparameterizations and using exponential expansion along unstable foliations.
result The Bowen-Margulis-Sullivan measure is finite and unique for relatively Anosov groups.
Frame flows on certain symmetric spaces mix exponentially.
problem Exponential mixing of frame flows in convex cocompact locally symmetric spaces.
method Generalized local non-integrability and non-concentration properties to apply Dolgopyat's method.
result Exponential mixing of frame flows proved for convex cocompact locally symmetric spaces.
Quantifies how geodesic planes isolate in hyperbolic 3-manifolds.
problem Understanding isolation properties of geodesic planes in hyperbolic 3-manifolds.
method Quantitative estimates of geodesic planes in frame bundles, using tight areas and densities.
result Polynomial estimates of isolation properties with degree given by modified critical exponents.
The paper studies proper discontinuity of actions on Weyl chamber flow spaces.
problem Properly discontinuous actions on Weyl chamber flow spaces for transverse subgroups.
method Analyzes limit sets and quotient spaces, introduces growth indicators and conformal measures.
result Establishes ergodic dichotomy for Weyl chamber flow and introduces new measures.
The paper proves exponential mixing for hyperbolic manifolds, with applications to geodesic holonomy.
problem Establishing exponential mixing for frame flows on hyperbolic manifolds.
method Using spectral bounds on transfer operators twisted by holonomy, building on Dolgopyat's method.
result Exponential mixing of frame flows for convex cocompact hyperbolic manifolds.
Let P be a locally finite circle packing in the plane invariant under a non-elementary Kleinian group Gamma and with finitely many Gamma-orbits. When Gamma is geometrically finite, we construct an explicit Borel measure on the plane which describes the asymptotic distribution of small circles in P, assuming that either…
Develops measures for non-Borel Anosov groups on Furstenberg boundary.
problem Measuring non-Borel Anosov groups on the Furstenberg boundary.
method Theory of Patterson--Sullivan measures, strict convexity, entropy rigidity.
result Existence, uniqueness, and ergodicity of measures on Furstenberg boundary.
Study shows exact dimensionality and regularity of manifolds for specific groups.
problem Exact dimensionality and regularity of manifolds for relatively Anosov groups.
method Dynamical methods, including finite and mixing of Bowen–Margulis–Sullivan measures.
result Manifolds are C1-regular and growth indicator is strictly concave. The paper proves rigidity and ergodicity of horospherical foliations.
problem Rigidity and ergodicity of horospherical foliations in higher rank.
method Establishes higher rank extensions of rigidity theorems for representations of discrete subgroups of divergence type, using conformal measures and boundary maps.
result Proves conformal measure rigidity and ergodicity of horospherical foliations for hypertransverse subgroups.
The paper studies ergodicity of flows on subspaces, generalizing earlier work.
problem Ergodicity of flows on subspaces of higher rank groups.
method Analyzes one-parameter diagonalizable subgroups of connected semisimple groups acting on homogeneous spaces.
result Obtains an ergodicity criterion similar to Hopf-Tsuji-Sullivan for general Anosov subgroups.
Let G be the identity component of SO(n,1), acting linearly on a finite dimensional real vector space V. Consider a vector w_0 in V such that the stabilizer of w_0 is a symmetric subgroup of G or the stabilizer of the line Rw_0 is a parabolic subgroup of G. For any non-elementary discrete subgroup Gamma of G with w_0Ga…
Geometric correspondence links flow metrics to reparameterizations.
problem Linking flow metrics to reparameterizations of geodesic flows.
method Analysis of Mineyev's flow space and Green metrics.
result First examples of continuous reparameterizations on negatively curved manifolds.
Study shows mixing of flows on specific geometric spaces.
problem Mixing of one-parameter diagonal flows on Anosov homogeneous spaces.
method Proves local mixing for flows on $Γackslash G$ with deviations in transverse subspaces.
result Local mixing of flows on $Γackslash G$ for various directions.
Let G:=SO(n,1)^\circ and Γbe a geometrically finite Zariski dense subgroup with critical exponent delta bigger than (n-1)/2. Under a spectral gap hypothesis on L^2(Γ\ G), which is always satisfied for delta>(n-1)/2 for n=2,3 and for delta>n-2 for n>= 4, we obtain an {\it effective} archimedean counting result for a dis…
This paper proves exponential mixing for frame flows on hyperbolic manifolds with cusps.
problem Establishing exponential mixing for frame flows on geometrically finite hyperbolic manifolds with cusps.
method Symbolic coding of geodesic flow, Dolgopyat's method, large deviation property, combinatorics of cusp excursions, renewal theorem.
result Frame flows for geometrically finite hyperbolic manifolds of arbitrary dimensions are exponentially mixing.
Developed a random walk analog of geodesic flow on hyperbolic groups.
problem Geodesic flow on hyperbolic groups due to non-uniqueness of geodesics.
method Introduced a new framework using random walks and bi-infinite trajectories.
result Established ergodicity of the randomized geodesic flow and exponential mixing.
Study invariant measures on measured laminations for subgroups of mapping class group.
problem Classify invariant Radon measures on space of measured laminations for subgroups of mapping class group.
method Geometric approach, focusing on recurrent measured laminations, explicitly constructing ergodic measures.
result Show uniquely ergodic for divergence-type subgroups, generalize results for full mapping class group.
New set-valued star-shaped risk measures introduced for better risk assessment.
problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.
The Bergman measure converges to the Zhang measure on a hybrid space.
problem Proving convergence of Bergman measures to Zhang measure.
method Analyzing convergence on a hybrid space and metrized curve complex.
result Bergman measure converges to Zhang measure on a hybrid space.
Bayesian approach to robust risk measures under model uncertainty.
problem Representing robust risk measures as a single probability measure.
method Introducing two types of risk measures and analyzing their relation to robust risk measures.
result Robust risk measures can be represented by a mixture probability measure, a Bayesian approach.
The paper studies dynamic star-shaped risk measures and their representation.
problem Representing dynamic star-shaped risk measures and their properties.
method Representation theorems for dynamic monetary and star-shaped risk measures.
result Dynamic star-shaped risk measures can be represented as the lower envelope of a family of dynamic convex risk measures.
Introduces Star-Shaped deviation measures for risk analysis.
problem Risk measurement and analysis in finance.
method Characterizes Star-Shaped deviation measures through acceptance sets and convex deviation measures.
result Exposes the relationship between Star-Shaped risk measures and deviation measures.
Transformers can interpolate between arbitrary measures.
problem Understanding the expressive power of Transformers as measure-to-measure maps.
method Provided an explicit choice of parameters for a single Transformer to match N arbitrary input measures to N arbitrary target measures.
result A single Transformer can interpolate between arbitrary measures.
Classifies invariant measures on specific character varieties.
problem Classifying invariant probability measures on character varieties.
method Measure disintegration along transverse Lagrangian tori fibrations.
result Ergodic measures are either counting measures on finite orbits or Liouville measures.
Paper characterizes star-shaped risk measures and their properties.
problem Characterizing risk measures in the presence of liquidity risk and competitive delegation.
method Characterization of star-shaped risk measures, study of their properties.
result Star-shaped risk measures include all practically used risk measures.
Paper introduces quasi-logconvex risk measures and their properties.
problem Characterizing and understanding new risk measures.
method Characterization through dual representation and properties of acceptance sets.
result Established dual representation and taxonomy of quasi-logconvex risk measures.
Submodularity is studied for convex risk measures, including Expected Shortfall.
problem Characterizing submodularity in convex risk measures.
method Analyzing submodularity properties of law-invariant coherent risk measures, including Expected Shortfall and Value-at-Risk.
result AES is submodular only when it reduces to ES, and empirical analysis shows AES violations are less frequent than VaR and ES violations.
New geometric measure simplifies complex analysis.
problem Complex geometric analysis challenges.
method Geometric integration and convergence methods.
result Smallest measure satisfying Area Formula.
The paper explores non-convex risk measures and their characterizations.
problem Characterizing non-convex risk measures without convexity or weak convexity.
method Characterizes monetary risk measures as lower envelopes of families of convex or coherent risk measures, considering law-invariance and SSD-consistency.
result Unified representation theorems for law-invariant risk measures, including VaR.
The paper calculates extreme measures in continuous time conic finance.
problem Determining valuation bounds for financial claims.
method Using dynamic spectral risk measures and estimating extreme measures from market data.
result Explicit formulas for extreme measures' Radon-Nykodim derivatives and estimation methods.
Paper characterizes monotonic mean-deviation risk measures.
problem Developing consistent risk measures from mean-deviation models.
method Applying a risk-weighting function to the deviation part of a mean-deviation model.
result Characterizes monotonic mean-deviation measures as consistent risk measures.
One often finds in the literature connections between measures of fairness and measures of feature importance employed to interpret trained classifiers. However, there seems to be no study that compares fairness measures and feature importance measures. In this paper we propose ways to evaluate and compare such measure…
Introduces factor risk measures to assess risk relative to multiple factors.
problem Measuring risk relative to multiple factors.
method Introduces a double-argument mapping as a risk measure to assess risk relative to a vector of factors.
result Characterizes various types of factor risk measures including distortion, quantile, linear, and coherent measures.
Dual representations for robust risk measures and uncertainty sets.
problem Characterizing continuity of robust risk measures and their uncertainty sets.
method Develop dual representations for robust risk measures and uncertainty sets based on distinct geometric assumptions.
result Two dual frameworks for consolidated uncertainty sets are complementary, not interchangeable.
A scalable approach to learning from probability measures using quantization.
problem Efficiently comparing and manipulating large sets of probability measures.
method Quantization of probability measures to a fixed support, followed by optimal transport computations.
result Consistency and convergence guarantees for quantized measures in various OT-based tasks.
Study on measurable pseudo-Anosov maps on surfaces.
problem Characterize dynamics of pseudo-Anosov maps on surfaces.
method Analyze measurable pseudo-Anosov homeomorphisms with specific properties.
result Prove transitivity, dense periodic points, sensitivity, and ergodicity.
In this paper, we propose a new method of Bayesian measurement for spectral deconvolution, which regresses spectral data into the sum of unimodal basis function such as Gaussian or Lorentzian functions. Bayesian measurement is a framework for considering not only the target physical model but also the measurement model…
The Cannon-Thurston map's pushed measures on the circle are singular with respect to sphere measures.
problem Understanding the behavior of geodesics and measures on fibered hyperbolic 3-manifolds.
method Properties of geodesics and measures on the circle and sphere are analyzed to prove singularity.
result Natural measures on the circle become singular with respect to measures on the sphere.
Risk measures for multivariate financial positions are studied in a utility-based framework. Under a certain incomplete preference relation, shortfall and divergence risk measures are defined as the optimal values of specific set minimization problems. The dual relationship between these two classes of multivariate ris…
New weighted surface area measures for convex bodies with applications.
problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.
Standardized fairness measures for continuous risk scores using Wasserstein distance.
problem Quantifying and interpreting group disparities in continuous risk scores.
method Proposes standardized fairness measures based on Wasserstein distance for continuous scores.
result Proposed measures outperform ROC-based fairness measures by being more explicit and quantifying significant biases.
Starting with the work of Preiss on the geometry of measures, the classification of uniform measures in Rd has remained open, except for d=1 and for compactly supported measures in d=2, and for codimension 1. In this paper we study 1-dimensional measures in Rd for all d and classify unif…
Study SRB measures for Anosov actions on manifolds.
problem Characterize SRB measures for Anosov actions.
method Use Ruelle-Taylor resonances and properties of Sinai-Ruelle-Bowen measures.
result SRB measures have properties like smooth disintegrations, positive basins, and are unique under certain conditions.