arXiv research

Characterizes continuity of monotone functionals in mixed topology.

Extends inf-convolution to countable risk measures for risk sharing.

We establish the existence and characterization of a primal and a dual facelift - discontinuity of the value function at the terminal time - for utility-maximization in incomplete semimartingale-driven financial markets. Unlike in the lower- and upper-hedging problems, and somewhat unexpectedly, a facelift turns out to…

Proves sufficiency of countable test plans for BV functions on metric spaces.

In this paper the notion of Measure Equivalence (ME) of countable groups is studied. ME was introduced by Gromov as a measure-theoretic analog of quasi-isometries. All lattices in the same locally compact group are Measure Equivalent; this is one of the motivations for this notion. The main result of this paper is ME r…

Artin groups of hyperbolic type are boundary amenable and have rigid properties.

Neural networks can approximate rectifiable measures with small error.

In response to a 1997 problem of M. Vidyasagar, we state a criterion for PAC learnability of a concept class $\mathscr C$ under the family of all non-atomic (diffuse) measures on the domain $Ω$. The uniform Glivenko--Cantelli property with respect to non-atomic measures is no longer a necessary condition, and consisten…

The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on ${\cal C}_b(Ω)$, we associate a unique equivalence class of probability measures on Borel sets, characterizing the riskless non positive elements of $…

New algorithm for countable bandits with optimal regret.

We show that if $M$ is a sub-Riemannian manifold and $N$ is a Carnot group such that the nilpotentization of $M$ at almost every point is isomorphic to $N$, then there are subsets of $N$ of positive measure that embed into $M$ by bilipschitz maps. Furthermore, $M$ is countably $N$--rectifiable, i.e., all of $M$ except …

Injectivity proven for measure homology of certain wild spaces.

We consider a utility-maximization problem in a general semimartingale financial model, subject to constraints on the number of shares held in each risky asset. These constraints are modeled by predictable convex-set-valued processes whose values do not necessarily contain the origin; that is, it may be inadmissible fo…

We prove that every countable family of countable acylindrically hyperbolic groups has a common finitely generated acylindrically hyperbolic quotient. As an application, we obtain an acylindrically hyperbolic group $Q$ with strong fixed point properties: $Q$ has property $FL^p$ for all $p\in [1, +\infty)$, and every ac…

Study shows singular set of distance functions is delta-convex.

The problem is sequence prediction in the following setting. A sequence x1,..., xn,... of discrete-valued observations is generated according to some unknown probabilistic law (measure) mu. After observing each outcome, it is required to give the conditional probabilities of the next observation. The measure mu belongs…

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the…

This paper is devoted to dualization of paracompactness to the coarse category via the concept of $R$-disjointness. Property A of G.Yu can be seen as a coarse variant of amenability via partitions of unity and leads to a dualization of paracompactness via partitions of unity. On the other hand, finite decomposition com…

We investigate the supports of extremal martingale measures with pre-specified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure $Q$ and the denseness in $L^1(Q)$ of a suitable linear subspace, which can be seen in a financial context as…

The Minimum Description Length (MDL) principle selects the model that has the shortest code for data plus model. We show that for a countable class of models, MDL predictions are close to the true distribution in a strong sense. The result is completely general. No independence, ergodicity, stationarity, identifiabilit…

Countable modular groups found on surfaces with infinite type.

We show that the mapping class group of a compact orientable surface with higher complexity has the following extreme rigidity in the sense of measure equivalence: if the mapping class group is measure equivalent to a discrete group, then they are commensurable up to finite kernel. Moreover, we describe all lattice emb…

Consider a nontrivial solution to a semilinear elliptic system of first order with smooth coefficients defined over an $n$-dimensional manifold. Assume the operator has the strong unique continuation property. We show that the zero set of the solution is contained in a countable union of smooth $(n-2)$-dimensional subm…

Study chaotic behavior in homeomorphism groups of countable products of spaces.

We propose a general framework for studying adaptive regret bounds in the online learning framework, including model selection bounds and data-dependent bounds. Given a data- or model-dependent bound we ask, "Does there exist some algorithm achieving this bound?" We show that modifications to recently introduced sequen…

This paper is related to the problem of finding a good notion of rectifiability in sub-Riemannian geometry. In particular, we study which kind of results can be expected for smooth hypersurfaces in Carnot groups. Our main contribution will be a consequence of the following result: there exists a $C^{\infty}$ hypersurfa…

Handlebody groups are rigid under measure equivalence.

Finite groups can be represented as origami automorphisms, extended to countable groups.

Study graph products of groups, classifying them up to measure equivalence and rigidity.

Study large deviations and speed of random walks in hyperbolic spaces.

The completeness problem of the bond market model with the random factors determined by a Wiener process and Poisson random measure is studied. Hedging portfolios use bonds with maturities in a countable, dense subset of a finite time interval. It is shown that under natural assumptions the market is not complete unles…

We classify up to coarse equivalence all countable abelian groups of finite torsion free rank. The Q-cohomological dimension and the torsion free rank are the two invariants that give us such classification. We also prove that any countable abelian group of finite torsion free rank is coarsely equivalent to Z^n + H whe…

In the context of large financial markets we formulate the notion of \emph{no asymptotic free lunch with vanishing risk} (NAFLVR), under which we can prove a version of the fundamental theorem of asset pricing (FTAP) in markets with an (even uncountably) infinite number of assets, as it is for instance the case in bond…

In a previous paper we introduced a notion of "genericity" for countable sets of curves in the curve complex of a surface S, based on the Lebesgue measure on the space of projective measured laminations in S. With this definition we prove that for each fixed g > 1 the set of irreducible genus g Heegaard splittings of h…

We prove that two countable locally finite-by-abelian groups G,H endowed with proper left-invariant metrics are coarsely equivalent if and only if their asymptotic dimensions coincide and the groups are either both finitely-generated or both are infinitely generated. On the other hand, we show that each countable group…

Every countable compact subset of sphere is tame.

Finite approximations help reconstruct countable metric and ultrametric spaces.

Let F be a family of Borel measurable functions on a complete separable metric space. The gap (or fat-shattering) dimension of F is a combinatorial quantity that measures the extent to which functions f in F can separate finite sets of points at a predefined resolution gamma > 0. We establish a connection between the g…

We show that all non-trivial continuous endomorphisms of the circle group are topologically mixing. We also show that there exists a large infinite class of continuous endomorphisms of any n-dimensional torus group which are topologically mixing. Lastly, we prove that any continuous endomorphism on an abelian polish se…

We study the estimation of risk-sensitive policies in reinforcement learning problems defined by a Markov Decision Process (MDPs) whose state and action spaces are countably finite. Prior efforts are predominately afflicted by computational challenges associated with the fact that risk-sensitive MDPs are time-inconsist…

The study proves the uniqueness of entropy-maximizing measures for geodesic flows on specific manifolds.

This work aims at a deeper understanding of the mathematical implications of the economically-sound condition of absence of arbitrages of the first kind in a financial market. In the spirit of the Fundamental Theorem of Asset Pricing (FTAP), it is shown here that absence of arbitrages of the first kind in the market is…

The abstract proves the existence and regularity of Brakke flows starting from a given set.

Compact groups can be represented as dessin automorphisms.

Symbolic dynamics for flows in high dimensions, extending previous work.

We attach copies of the circle to points of a countable dense subset $D$ of a separable metric space $X$ and construct an earring space $E(X,D)$. We show that the fundamental group of $E(X,D)$ is isomorphic to a subgroup of the Hawaiian earring group, if the space $X$ is simply-connected and locally simply-connected. I…

We compute the asymptotic dimension of the rationals given with an invariant proper metric. Also, we show that a countable torsion abelian group taken with an invariant proper metric has asymptotic dimension zero.

New approach to nonuniform learnability using measure theory.