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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.

169,051 papers · 148 categories

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48 results for Ergodic transformations

The paper provides a link between ergodic theory and symplectic topology. A classical notion of ergodic theory is a skew product map associated with a loop in a group of transformations. We study skew products which come from loops in the group of Hamiltonian diffeomorphisms of a symplectic manifold. Our main question …

1998-06-29abs ↗pdf ↗

In [Mas82] and [Vee78] it was proved independently that almost every interval exchange transformation is uniquely ergodic. The Birkhoff ergodic theorem implies that these maps mainly have uniformly distributed orbits. This raises the question under which conditions the orbits yield low-discrepancy sequences. The case o…

2017-11-20abs ↗pdf ↗

New MCMC method tackles heavy tailed distributions using Fourier transforms.

problem Challenges in sampling from heavy tailed distributions using MCMC.
method Proposes Fourier transform MCMC to sample from densities with known Fourier transforms.
result Shows geometric ergodicity of the resulting Markov chain for heavy tailed distributions.

Study on Volterra Cox-Ingersoll-Ross process, proving asymptotic independence and ergodicity.

problem Analyzing the Volterra Cox-Ingersoll-Ross process and its properties.
method Fine asymptotic analysis of Volterra Riccati equation, affine transformation formula.
result Proves asymptotic independence and ergodicity of the process.

Proposes a method to estimate SDE noise from a single trajectory.

problem Estimating SDE noise from a single data trajectory without ergodicity or stationarity.
method Combining Taylor expansions, Girsanov transformations, and drift function's initial value for drift and noise estimation.
result First SSISDE algorithm capable of identifying SDE dynamics from a single trajectory.

We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …

1997-01-28abs ↗pdf ↗

Develops quasi-likelihood analysis for marked point processes and applies it to Hawkes processes.

problem Analyzing multivariate marked point processes and their applications.
method Quasi-likelihood analysis for a general class of multivariate marked point processes, with focus on marked Hawkes processes.
result The quasi-likelihood analysis for marked Hawkes processes provides explicit conditions for ergodicity and Markovian transformation.

Gambles are random variables that model possible changes in monetary wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but thei…

2014-05-03abs ↗pdf ↗

EGFs use ergodicity to simplify generative flows for easier training and imitation learning.

problem Challenges in training generative flows, especially in continuous settings and for imitation learning.
method EGFs leverage ergodicity to build simple flows with universality guarantees and tractable FM loss. They introduce a KL-weakFM loss for IL training without a separate reward model.
result EGFs simplify generative flow training and enable effective imitation learning.

Study of flows on circle bundles over translation surfaces, showing decay of correlations.

problem Ergodic properties of flows on circle bundles over translation surfaces.
method Generalizing Heisenberg nilflows to more general base surfaces, showing relatively mixing.
result Showed that such flows exhibit decay of correlations in the orthogonal complement of functions constant along fibers.

A new model for generating point processes with complex geometries.

problem Difficulties in modeling point processes with large numbers of particles and complex geometries.
method Gradient descent algorithm applied to a phase harmonic operator on wavelet transforms of point patterns.
result The model allows for fast sampling of new configurations that match the statistics of observed point processes.

It is known since 40 years old paper by M. Keane that minimality is a generic (i.e. holding with probability one) property of an irreducible interval exchange transformation. If one puts some integral linear restrictions on the parameters of the interval exchange transformation, then minimality may become an "exotic" p…

2015-10-13abs ↗pdf ↗

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

Asymptotically consistent clustering algorithms for ergodic stochastic processes are developed.

problem Clustering stochastic processes with consistency guarantees.
method Review and development of clustering algorithms for ergodic stochastic processes.
result Asymptotically consistent clustering algorithms can be obtained for ergodic stochastic processes.

We extend to orbifolds classical results on quantum ergodicity due to Shnirelman, Colin de Verdière and Zelditch, proving that, for any positive, first-order self-adjoint elliptic pseudodifferential operator P on a compact orbifold X with positive principal symbol p, ergodicity of the Hamiltonian flow of p implies quan…

2012-05-24abs ↗pdf ↗

Strong stability of ergodic iterations proven without ergodic driving sequence.

problem Ensuring strong stability of ergodic iterations under non-ergodic driving sequences.
method Revisiting processes driven by stationary ergodic sequences, proving strong stability under mild conditions on recursive maps.
result Strong stability of iterations proven without ergodic driving sequence.

Non-ergodic measures found in horocycle flow on Abelian differentials.

problem Finding non-ergodic measures in the horocycle flow on Abelian differentials.
method Analyzing weak convergence of ergodic measures to non-ergodic invariant measures.
result Existence of points with non-equidistributing horocycle flow orbits.

The study shows that ergodic measures are not generic on non-positively curved manifolds.

problem Determining the genericity of ergodic measures on non-positively curved Riemannian manifolds.
method Investigates the existence of an open isometric embedding of a product manifold with a factor isometric to S1S^1.
result The closure of the set of ergodic measures does not encompass all invariant measures, indicating the failure of genericity.

We show that Masur's logarithmic law of geodesics in the moduli space of translation surfaces does not imply unique ergodicity of the translation flow, but that a similar law involving the flat systole of a Teichmüller geodesic does imply unique ergodicity. It shows that the flat geometry has a better control on ergodi…

2016-02-29abs ↗pdf ↗

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…

2014-10-31abs ↗pdf ↗

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.

A measured solenoid is a laminated space endowed with a tranversal measure invariant by holonomy, as defined in arXiv:0910.2836. A measured solenoid immersed in a smooth manifold produces a closed current (known as generalized Ruelle-Sullivan current). Uniquely ergodic solenoids are those for which there is a unique (u…

2009-10-19abs ↗pdf ↗

We construct a Poincaré section for the horocycle flow on the modular surface SL(2,R)/SL(2,Z)SL(2, \R)/SL(2, \Z), and study the associated first return map, which coincides with a transformation (the {\it BCZ map}) defined by Boca-Cobeli-Zaharescu. We classify ergodic invariant measures for this map and prove equidistribution of pe…

2012-06-28abs ↗pdf ↗

The paper connects function theory, dynamics, and ergodic theory via Thurston's theory.

problem Function theory on Teichmüller space and dynamics of mapping class groups.
method Utilizes Thurston's theory and Sullivan's theory on discrete subgroups of hyperbolic space.
result Establishes connections between function theory, dynamics, and ergodic theory.

The geodesic flow on certain surfaces is shown to be ergodic.

problem Ergodicity of geodesic flows on surfaces without focal points.
method Analyzing geodesic flows on surfaces with no focal points, proving ergodicity under specific curvature conditions.
result The geodesic flow on the unit tangent bundle of a surface with no focal points is ergodic with respect to the Liouville measure.

The paper introduces a new method to create stable ergodic actions on higher-dimensional manifolds.

problem Stable ergodicity of group actions on smooth manifolds restricted to one-dimensional cases.
method Geometric method using quasi-conformal blender for constructing stable local dynamics.
result Every closed manifold admits stably ergodic finitely generated group actions by diffeomorphisms of class C1+αC^{1+α}.

This work investigates a mixture of LMC and RMHMC with MMALA for geometric ergodicity.

problem Lack of geometric ergodicity study in Riemannian manifold and Lagrangian Monte Carlo methods.
method Investigates a mixture of LMC and RMHMC with MMALA to achieve geometric ergodicity.
result Demonstrates geometric ergodicity in the mixture of LMC and RMHMC with MMALA.

We introduce the concept of solenoid as an abstract laminated space. We do a thorough study of solenoids, leading to the notion of ergodic and uniquely ergodic solenoids. We define generalized currents associated with immersions of oriented solenoids with a transversal measure into smooth manifolds, generalizing Ruelle…

2009-10-15abs ↗pdf ↗

We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.

problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.