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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.

168,695 papers · 148 categories

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3877115153 · May 202619922001200920172026
48 results for Central Ray Hypothesis

Formula establishes determinant majorization for symmetric matrices.

problem Determining determinant majorization for symmetric matrices.
method Establishes determinant majorization formula for symmetric matrices using invariant Garding-Dirichlet polynomials.
result Formula F(A)1Ndet(A)1nF(A)^{1\over N} \geq \det(A)^{1\over n} for symmetric matrices.

We define an activity dependent branching ratio that allows comparison of different time series XtX_{t}. The branching ratio bxb_x is defined as bx=E[ξx/x]b_x= E[ξ_x/x]. The random variable ξxξ_x is the value of the next signal given that the previous one is equal to xx, so ξx={Xt+1Xt=x}ξ_x=\{X_{t+1}|X_t=x\}. If bx>1b_x>1, the process is …

2009-10-13abs ↗pdf ↗

The paper confirms two groups of gamma-ray bursts using a new nonparametric metric.

problem Determining the number of inherent groups in gamma-ray bursts.
method A new nonparametric interpoint distance-based measure, combined with clustering methods.
result Confirms two groups of short and long gamma-ray bursts.

Let XX be a compact complex manifold, LXL\to X an ample line bundle over XX, and H{\cal H} the space of all positively curved metrics on LL. We show that a pair (h0,T)(h_0,T) consisting of a point h0Hh_0\in {\cal H} and a test configuration T=(LXC)T=({\cal L}\to {\cal X}\to {\bf C}), canonically determines a weak geodesic ra…

2006-06-17abs ↗pdf ↗

New bounds on generalization error using information density moments.

problem Bounding the generalization error of randomized learning algorithms.
method Derives bounds on average and tail probabilities of generalization error using mth central moments of the information density.
result Explicit bounds on generalization error are derived, showing better dependence on confidence level with higher-order information density moments.

Given a real vector space V of finite dimension, together with a particular homogeneous field of bivectors that we call a "field of projective forces", we define a law of dynamics such that the position of the particle is a "ray" i.e. a half-line drawn from the origin of V. The impulsion is a bivector whose support is …

2005-01-11abs ↗pdf ↗

Young isolated neutron stars (INS) most commonly manifest themselves as rotationally powered pulsars (RPPs) which involve conventional radio pulsars as well as gamma-ray pulsars (GRPs) and rotating radio transients (RRATs). Some other young INS families manifest themselves as anomalous X-ray pulsars (AXPs) and soft gam…

2019-04-08abs ↗pdf ↗

This article develops a statistical test for the null hypothesis of strict stationarity of a discrete time stochastic process in the frequency domain. When the null hypothesis is true, the second order cumulant spectrum is zero at all the discrete Fourier frequency pairs in the principal domain. The test uses a window …

2018-01-20abs ↗pdf ↗

Study extends geodesic ray transform results to orientable surfaces.

problem Characterize and stabilize mixed and transverse ray transforms on surfaces.
method Algebraic arguments applied to various geometries and ray transforms.
result Characterization of kernel and stability for mixed and transverse ray transforms on orientable surfaces.

We partially confirm an old conjecture of Donaldson that if there exists a cscK metrics in a given Kähler class, then there is no degenerated geodesic ray which is tamed by a bounded ambient geometry unless it parallels to a holomorphic line consists of cscK metrics only. We also prove that for simple test configuratio…

2008-09-24abs ↗pdf ↗

This paper calculates risk-dependent centrality of Brazilian stocks, showing rankings vary with external risk and crisis events.

problem Understanding asset rankings in the Brazilian stock market under varying external risks.
method Computed risk-dependent centrality (RDC) for Brazilian stocks traded from 2008 to 2020, analyzing volatility and returns.
result Asset rankings based on RDC vary with external risk and crisis events, with higher volatility in crisis periods.

We reduce the broken ray transform on some Riemannian manifolds (with corners) to the geodesic ray transform on another manifold, which is obtained from the original one by reflection. We give examples of this idea and present injectivity results for the broken ray transform using corresponding earlier results for the …

2013-06-03abs ↗pdf ↗

We study rays and co-rays in the Wasserstein space Pp(X)P_p(\mathcal{X}) (p>1p > 1) whose ambient space X\mathcal{X} is a complete, separable, non-compact, locally compact length space. We show that rays in the Wasserstein space can be represented as probability measures concentrated on the set of rays in the ambient spac…

2019-05-14abs ↗pdf ↗

Three disjoint rays in euclidean 3-space form Borromean rays provided their union is knotted, but the union of any two components is unknotted. We construct infinitely many Borromean rays, uncountably many of which are pairwise inequivalent. We obtain uncountably many Borromean hyperplanes.

2012-11-27abs ↗pdf ↗

Optimal subset selection for hypothesis testing with penalties.

problem Optimal subset selection of information sources for hypothesis testing with misclassification penalties.
method Proposes a misclassification penalty framework and studies two variants of subset selection problems under centralized Bayesian learning.
result Proves the submodularity of the objective and constraints of the subset selection problems and establishes performance guarantees for greedy algorithms.

Comparative learning combines realizable and agnostic settings for two hypothesis classes, reducing sample complexity.

problem Learning with two hypothesis classes in a more general setting than single hypothesis classes.
method Introduces comparative learning, defines mutual VC dimension and Littlestone dimension, and applies insights to multiaccuracy and multicalibration.
result Sample complexity of comparative learning is characterized by mutual VC dimension and Littlestone dimension.

The article recovers tensor fields from partial data using weighted divergent ray transforms.

problem Recovering tensor fields from partial data.
method Weighted divergent ray transforms, unique continuation property of fractional Laplacian, explicit reconstruction formulas.
result Recovery of symmetric mm-tensor fields and unique continuation for vector fields and symmetric 2-tensor fields.

The ray graph is a Gromov hyperbolic graph on which the mapping class group of the plane minus a Cantor set acts by isometries. We give a description of the Gromov boundary of the ray graph in terms of cliques of long rays on the plane minus a Cantor set. As a consequence, we prove that the Gromov boundary of the ray g…

2016-08-16abs ↗pdf ↗

Local X-ray transform works well near boundaries in hyperbolic spaces.

problem Injectivity of X-ray transform near boundaries for hyperbolic metrics.
method Local injectivity proof for geodesic X-ray transform on asymptotically hyperbolic manifolds.
result Local injectivity near a boundary point for X-ray transform in dimensions 3 and higher, up to O(ρ5)O(ρ^5).

Paper shows invertibility of tensor X-ray transform on certain manifolds.

problem Invertibility of tensor X-ray transform on asymptotically conic manifolds.
method Used 1-cusp pseudodifferential operator algebra and modified solenoidal gauge condition.
result Invertibility of tensor X-ray transform up to natural obstruction.

We consider the broken ray transform on Riemann surfaces in the presence of an obstacle, following earlier work of Mukhometov. If the surface has nonpositive curvature and the obstacle is strictly convex, we show that a function is determined by its integrals over broken geodesic rays that reflect on the boundary of th…

2014-03-20abs ↗pdf ↗

The study examines the asymptotic behavior of extremal length in Teichmüller space.

problem Understanding the asymptotic behavior of extremal length along Teichmüller rays.
method Analyzing the limit of extremal length and deriving formulas for limiting Teichmüller distance and detour metric.
result An explicit formula for the limiting Teichmüller distance and a necessary and sufficient condition for Teichmüller rays to be asymptotic.

Develops CLTs for Markov chain transition probabilities and policies.

problem Estimating transition probabilities and policies in controlled Markov chains.
method Non-parametric estimator for transition matrices; CLTs for value, Q-, and advantage functions; goodness-of-fit tests.
result Asymptotic normality of estimators under specific logging policies.

Local invertibility of ray transforms on convex manifolds.

problem Invertibility of ray transforms on compact Riemannian manifolds with strictly convex boundary.
method Local invertibility results for transverse and mixed ray transforms of 1 and 1+1 tensors.
result Local invertibility of ray transforms near boundary points, leading to global results.

We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an estimator based on a ratio of realized power variations. Our new resampling method,…

2016-05-03abs ↗pdf ↗

The natural topological, differentiable and geometrical structures on the space of light rays of a given spacetime are discussed. The relation between the causality properties of the original spacetime and the natural structures on the space of light rays are stressed. Finally, a symplectic geometrical approach to the …

2015-10-28abs ↗pdf ↗

Study on Teichmüller rays' asymptotic behavior and distances.

problem Understanding the asymptotic behavior of Teichmüller rays.
method Explicit formula derivation for limiting Teichmüller distance under specific conditions.
result Two Teichmüller rays are asymptotic if their vertical measured foliations are modularly equivalent and their limit surfaces coincide.

New algorithm selects best distribution privately in nearly-linear time.

problem Estimating the best distribution from samples under differential privacy constraints.
method Differentially private algorithm with nearly-linear time complexity and optimal approximation factor.
result Achieves optimal approximation factor of 3 with modest sample complexity increase.

In this paper, we consider the asymptotic behavior of two Teichmüller geodesic rays determined by Jenkins-Strebel differentials, and we obtain a generalization of a theorem in \cite{Amano14}. We also consider the infimum of the asymptotic distance in shifting base points of the rays along the geodesics. We show that th…

2014-02-14abs ↗pdf ↗

This PhD thesis studies the broken ray transform, a generalization of the geodesic X-ray transform where geodesics are replaced with broken rays that reflect on a part of the boundary. The fundamental question is whether this transform is injective. We employ four different methods to approach this question, and each o…

2014-09-26abs ↗pdf ↗

Improves detection of low-rank signals from noisy data matrices.

problem Statistical detection of low-rank signals in noisy data matrices.
method Entrywise pre-transforming data matrix for non-Gaussian noise, sharp phase transition thresholds, central limit theorem for linear spectral statistics, hypothesis test.
result Improves detection of low-rank signals from noisy data matrices, generalizing known results.