arXiv research

Upper bounds for essential spectrum of minimal submanifolds linked to volume growth.

We prove the vanishing of the cup product of the bounded cohomology classes associated to any two Brooks quasimorphisms on the free group. This is a consequence of the vanishing of the square of a universal class for tree automorphism groups.

Random hyperbolic surfaces have low Cheeger constants.

Formula for Milnor triple linking number in link diagrams with multiple crossings.

Brooks and Makover introduced an approach to random Riemann surfaces based on associating a dense set of them - Belyi surfaces - with random cubic graphs. In this paper, using Bollobas model for random regular graphs, we examine the topological structure of these surfaces, obtaining in particular an estimate for the ex…

Directly proves logarithmic systolic growth for all hyperbolic surfaces.

Study cup products on CAT(0) cube complexes, proving quasimorphisms' vanishing results.

Brooks and Makover introduced an approach to studying the global geometric quantities (in particular, the first eigenvalue of the Laplacian, injectivity radius and diameter) of a ``typical'' compact Riemann surface of large genus based on compactifying finite-area Riemann surfaces associated with random cubic graphs; b…

We prove an upper bound on the bottom of the essential spectrum of a diffusion in term of the growth of the volume of $X$, generalizing a result by R. Brooks.

The paper studies the shortest closed multi-geodesics on hyperbolic surfaces as their genus grows.

The purpose of this paper is to point out that `supremum' in two inequalities of Brooks should be replaced with `infimum'. The results of this paper are already known by Professor Higuci. Hence, I want to delete this paper from this preprint server.

Random hyperbolic surfaces have nearly optimal spectral gaps.

We determine the asymptotic growth rate of the diameter of the random hyperbolic surfaces constructed by Brooks and Makover. This model consists of a uniform gluing of $2n$ hyperbolic ideal triangles along their sides followed by a compactification to get a random hyperbolic surface of genus roughly $n/2$. We show that…

We first show that a Laplace isospectral family of Riemannian orbifolds, satisfying a lower Ricci curvature bound, contains orbifolds with points of only finitely many isotropy types. If we restrict our attention to orbifolds with only isolated singularities, and assume a lower sectional curvature bound, then the numbe…

Let $Γ$ be a (non-elementary) convex co-compact group of isometries of a pinched Hadamard manifold $X$. We show that a normal subgroup $Γ_0$ has critical exponent equal to the critical exponent of $Γ$ if and only if $Γ/ Γ_0$ is amenable. We prove a similar result for the exponential growth rate of closed geodesics on $…

In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL) and Argentina (ME…

These are the lecture notes for an advanced Ph.D. level course I taught in Spring'02 at the C.N. Yang Institute for Theoretical Physics at Stony Brook. The course primarily focused on an introduction to stochastic calculus and derivative pricing with various stochastic computations recast in the language of path integr…

In our previous work we introduced, for a Riemannian surface $S$, the quantity $Λ(S):=\inf_Fλ_0(F)$, where $λ_0(F)$ denotes the first Dirichlet eigenvalue of $F$ and the infimum is taken over all compact subsurfaces $F$ of $S$ with smooth boundary and abelian fundamental group. A result of Brooks implies $Λ(S)\geλ_0(\…

Short geodesics are important in the study of the geometry and the spectra of Riemann surfaces. Bers' theorem gives a global bound on the length of the first $3g-3$ geodesics. We use the construction of Brooks and Makover of random Riemann surfaces to investigate the distribution of short ($< \log (g)$) geodesics on a …

The paper studies entropy in branched covers of 3-manifolds.

The branched virtual fibering theorem by Sakuma states that every closed orientable $3$-manifold with a Heegaard surface of genus $g$ has a branched double cover which is a genus $g$ surface bundle over the circle. It is proved by Brooks that such a surface bundle can be chosen to be hyperbolic. We prove that the minim…

New bounds show triangulated surfaces are evenly distributed in moduli space.

From a graph $G$ with constant valency $v$ and a (non-compact) manifold $C$ with $v$ boundary components, we build a $G$-periodic manifold $M$. This process gives a class of topologically infinite manifolds which generalizes periodic manifolds and includes all riemannian coverings with finitely generated deck-group. Ou…

Study on geodesics on high genus expander surfaces, proving filling and non-simple properties.

Develops a framework to estimate NBA player salary ROI.

For a Riemannian covering $p \colon M_{2} \to M_{1}$, we compare the spectrum of an essentially self-adjoint differential operator $D_{1}$ on a bundle $E_{1} \to M_{1}$ with the spectrum of its lift $D_{2}$ on $p^{*}E_{1} \to M_{2}$. We prove that if the covering is infinite sheeted and amenable, then the spectrum of $…

We prove that a circle bundle over a closed oriented aspherical manifold with hyperbolic fundamental group admits a self-map of absolute degree greater than one if and only if it is virtually trivial. This generalizes in every dimension the case of circle bundles over hyperbolic surfaces, for which the result was known…

Let G be a simple Lie group of real rank one, and S the ideal boundary of the corresponding symmetric space of noncompact type (H^n_R, H^n_C, H^n_H or H^2_O). We show the finiteness of the possible values of the secondary characteristic classes of transversely homogeneous foliations on a fixed manifold whose transverse…

Researchers calculate the volume of Seifert representations for graph manifolds and their covers.

Uniform spectral gap for convex cocompact hyperbolic surfaces and expanders.

In this chapter we studied the nonlinear co-movements between the Mexican Crude Oil price, the Mexican Stock Market Index and the USD/MXN Exchange Rate, for the sample period from 1994 to date. We used a battery of nonlinear tests, cf. (Patterson & Ashley, 2000) and one multivariate test, in order to determine the dyna…

We give a brief literature review of the isoperimetric problem and discuss its relationship with the Cheeger constant of Riemannian $n$-manifolds. For some non-compact, finite area 2-manifolds, we prove the existence and regularity of subsets whose isoperimetric ratio is equal to the Cheeger constant. To do this, we us…

This chapter reviews various dividend discount models from deterministic to stochastic.

New estimators outperform maximum likelihood without hyper-parameter estimation.

New estimator reduces kernel mean estimation error.

Dual Bayesian Affine Estimators for Wiener-type state-space models

Enhances gradient estimates for Hermitian Monge-Ampère equations.

Paper proposes robust estimators for GANs under Wasserstein contamination.

New framework converts offline to online estimation using black-box offline estimators.

Proposes variational autoencoder for efficient MMSE estimation.

Paper improves Fisher information estimation methods.

Proposes a robust estimator for RD designs.

New estimator reduces variance in discrete random variables.

SCOPE estimator improves covariance and precision matrix estimation.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…