arXiv research

Study extreme-case Value-at-Risk under IFR distributions, providing guidance for risk management.

We give a moment map interpretation of some relatively balanced metrics. As an application, we extend a result of S. K. Donaldson on constant scalar curvature Kähler metrics to the case of extremal metrics. Namely, we show that a given extremal metric is the limit of some specific relatively balanced metrics. As a coro…

In this paper, by generalizing the concept of balanced metrics, we shall show that Donaldson's asymptotic approximation of balanced metrics for constant scalar curvature cases can be generalized to extremal Kaehler cases.

Method tracks change-points in crypto-assets extremes.

The paper introduces twins in Kähler and Sasaki geometry, generalizing known concepts.

In this paper we give sufficient conditions on a compact orbifold with an extremal Kaehler metric to admit a resolution with an extremal Kaehler metric. We also complete the Kaehler constant scalar curvature case.

We prove a theorem which asserts that the Lie algebra of all holomorphic vector fields on a compact Kähler manifold with a perturbed extremal metric has the structure similar to the case of an unperturbed extremal Kähler metric proved by Calabi.

The paper calculates VaR and CTE for extreme and aggregate risks using FGM copula.

The paper analyzes extreme risk measures with limited distributional information.

New framework assesses extreme errors in machine learning models.

The study finds no extremal metrics for eigenvalues on compact manifolds but constructs examples for annuli.

We prove that in many cases the existence of an extremal metric for some Laplace eigenvalue in a conformal class allows to find extremal metrics in conformal classes close by. As a consequence and as part of the arguments we obtain perturbed harmonic maps with constant density.

Study axisymmetric waves on extremal Kerr spacetime using physical-space estimates.

Study on massless Vlasov equation on Reissner-Nordström spacetimes, showing decay rates and non-decay phenomena.

Let $\M$ be a complete, connected noncompact manifold with bounded geometry. Under a condition near infinity, we prove that the Log Sobolev functional (\ref{logfanhan}) has an extremal function decaying exponentially near infinity. We also prove that an extremal function may not exist if the condition is violated. This…

We generalize the notions of the Futaki invariant and extremal vector field of a compact Kähler manifold to the general almost-Kahler case and show the periodicity of the extremal vector field when the symplectic form represents an integral cohomology class modulo torsion. We also give an explicit formula of the hermit…

Uniqueness of weighted extremal metrics on Kähler manifolds proven.

We classify extremal curves in free nilpotent Lie groups. The classification is obtained via an explicit integration of the adjoint equation in Pontryagin Maximum Principle. It turns out that abnormal extremals are precisely the horizontal curves contained in algebraic varieties of a specific type. We also extend the r…

Study on black holes and photon surfaces in 4D spacetimes, proving uniqueness theorems.

We prove the existence of extremal Sasakian structures occurring on a countably infinite number of distinct contact structures on $T^2\times S^3$ and certain related manifolds. These structures occur in bouquets and exhaust the Sasaki cones in all except one case in which there are no extremal metrics.

Paper shows mapping class groups are not extremely amenable except for specific cases.

We give some detailed numerical information about extremal metrics on four different toric surfaces. These are sample of many other cases which can be treated using a computer programme outlined in the paper.

Paper derives best- and worst-case GlueVaR measures with incomplete data.

Study on charged parallel spinors and mass-charge inequalities.

In this paper, we show that the extremal length functions on Teichmüller space are log-plurisubharmonic. As a corollary, we obtain an alternative proof of L.Liu and W.Su's results on the plurisubharmonicity of extremal length functions. We also obtain alternative proofs of S.Krushkal's results that a function defined b…

Kernel PCA helps analyze multivariate extremes and clusters them effectively.

Quantum algorithm finds extremal values without direct function access.

Study on extremizers for Sobolev inequality on curved manifolds.

The paper calculates extreme measures in continuous time conic finance.

New proof of Sobolev inequality with constraints on sphere.

Alexandrov spaces have a special stratification that maps to spheres.

This paper tackles efficient optimization for nonlinear embeddings in similarity learning.

In this paper we extend recent breakthrough of Chen-Cheng \cite{CC1, CC2, CC3} on existence of constant scalar Kähler metric on a compact Kähler manifold to Calabi's extremal metric. Our argument follows \cite{CC3} and there are no new a prior estimates needed, but rather there are necessary modifications adapted to th…

We study the Sasaki cone of a CR structure of Sasaki type on a given closed manifold. We introduce an energy functional over the cone, and use its critical points to single out the strongly extremal Reeb vectors fields. Should one such vector field be a member of the extremal set, the scalar curvature of a Sasaki extre…

This paper uses VAE to generate extreme events from multivariate data.

Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile regression applied to the tails, is of interest in many economic and financial applicat…

We show that axisymmetric extremal horizons are unstable under linear scalar perturbations. Specifically, we show that translation invariant derivatives of generic solutions to the wave equation do not decay along such horizons as advanced time tends to infinity, and in fact, higher order derivatives blow up. This resu…

Motivated by the equation satisfied by the extremals of certain Hardy-Sobolev type inequalities, we show sharp $L^q$ regularity for finite energy solutions of p-laplace equations involving critical exponents and possible singularity on a sub-space of $\mathbb{R}^n$, which imply asymptotic behavior of the solutions at i…

The paper studies Sasakian geometry on sphere bundles, focusing on extremal metrics and cohomology.

Extremal compact hyperbolic surfaces contain a packing of discs of the largest possible radius permitted by the topology of the surface. It is well known that arithmetic conditions on the uniformizing group are necessary for the existence of a second extremal packing in the same surface, but constructing explicit examp…

Classification tasks usually assume that all possible classes are present during the training phase. This is restrictive if the algorithm is used over a long time and possibly encounters samples from unknown classes. The recently introduced extreme value machine, a classifier motivated by extreme value theory, addresse…

We generalize to the finite-state case the notion of the extreme effect variable $Y$ that accumulates all the effect of a variant variable $V$ observed in changes of another variable $X$. We conduct theoretical analysis and turn the problem of finding of an effect variable into a problem of a simultaneous decomposition…

Study proves inequality for hypersurfaces and shows almost extremals are close to Wulff shape.

The book chapter discusses tail risk analysis for financial data using extreme value statistics.

Extremal Kahler metrics and Sasaki-Einstein metrics characterized via coercive energy.

Blowups of Kähler manifolds with extremal metrics inherit such metrics under stability conditions.

We apply recently developed convex programs to find the minimal-area Riemannian metric on $2n$-sided polygons ($n\geq 3$) with length conditions on curves joining opposite sides. We argue that the Riemannian extremal metric coincides with the conformal extremal metric on the regular $2n$-gon. The hexagon was considered…

We propose an algebraic geometric stability criterion for a polarised variety to admit an extremal Kaehler metric. This generalises conjectures by Yau, Tian and Donaldson which relate to the case of Kaehler-Einstein and constant scalar curvature metrics. We give a result in geometric invariant theory that motivates thi…