arXiv research

Study shows energy levels on hyperbolic surfaces follow GOE fluctuations.

GOE statistics emerge from surface moduli space averages.

Study shows optimal spectral gaps diminish in large genus surfaces.

In this paper, we present a multi-period trading model in the style of Kyle (1985)'s inside trading model, by assuming that there are at least two insiders in the market with long-lived private information, under the requirement that each insider publicly discloses his stock trades after the fact. Based on this model, …

Study eigenvector overlaps in large Gaussian matrices, simplifying for GOE.

We show that, given an immortal solution to the Ricci flow on a closed manifold with uniformly bounded curvature and diameter, the Ricci tensor goes to zero as t goes to infinity. We also show that if there exists an immortal solution on a closed 3-dimensional manifold such that the product of the square of the diamete…

Study shows exponential growth of Laplacian determinant on random hyperbolic surfaces.

We introduce and study a new family of extensions for the Borsuk-Ulam and topological Radon type theorems. The defining idea for this new family is to replace requirements of the form `a subset that is large in some sense goes to a singleton' with requirements of the milder form `a subset that is large in some sense go…

Let M be a closed connected manifold. Let m(M) be the Morse number of M, that is, the minimal number of critical points of a Morse function on M. Let N be a finite cover of M of degree d. M.Gromov posed the following question: what are the asymptotic properties of m(N) as d goes to infinity? In this paper we study the …

Study calculates eigenvalues and eigenfunctions for spherical triangles and finds fundamental gap behavior.

We construct a new family {K_n} of simply connected symplectic 4-manifolds with the property c_1^2(K_n)/chi(K_n) -> 9 (as n goes to infinity).

The paper studies connectivity properties of Morse complexes as simplicial complexes grow.

This paper is mostly a survey of recent work on sequences of locally symmetric spaces whose Riemannian volume goes to infinity. We also work out some applications to random surfaces.

The paper is devoted to the large scale geometry of the Heisenberg group $\mathbb H$ equipped with left-invariant Riemannian distances. We prove that two such distances have bounded difference if and only if they are asymptotic, i.e., their ratio goes to one, at infinity. Moreover, we show that for every left-invariant…

In this paper we obtain the asymptotic behavior of solutions of the Klein-Gordon equation on Lorentzian manifolds $(X^\circ,g)$ which are de Sitter-like at infinity. Such manifolds are Lorentzian analogues of the so-called Riemannian conformally compact (or asymptotically hyperbolic) spaces. Under global assumptions on…

Mathai-Quillen forms are used to give an integral formula for the Lefschetz number of a smooth map of a closed manifold. Applied to the identity map, this formula reduces to the Chern-Gauss-Bonnet theorem. The formula is computed explicitly for constant curvature metrics. There is in fact a one-parameter family of inte…

New metric shows how different regularization methods affect deep linear networks.

We prove that the completed cohomology groups of SL_N(Z) in fixed degree stabilize as N goes to infinity. We also prove that the action of Hecke operators on stable cohomology is trivial, in a precisely defined sense.

We study the asymptotic behavior of convex Cauchy hypersurfaces on maximal globally hyperbolic spatially compact space-times of constant curvature. We generalise the result of [11] to the (2+1) de Sitter and anti de Sitter cases. We prove that in these cases the level sets of quasi-concave times converge in the Gromov …

We show that the stable commutator length vanishes for certain groups defined as infinite unions of smaller groups. The argument uses a group-theoretic analogue of the Mazur swindle, and goes back to the works of Anderson, Fisher, and Mather on homeomorphism groups.

New 2-spheres of revolution with simple cut locus structures.

We obtained a complete classification of simple closed geodesics on regular tetrahedra in Lobachevsky space. Also, we evaluated the number of simple closed geodesics of length not greater than $L$ and found the asymptotic of this number as $L$ goes to infinity.

Persistence diagrams from random matrices follow RMT universality, offering a new spectral diagnostic.

A point in the $(N,q)$-torus knot in $\mathbb{R}^3$ goes $q$ times along a vertical circle while this circle rotates $N$ times around the vertical axis. In the Lissajous-toric knot $K(N,q,p)$, the point goes along a vertical Lissajous curve (parametrized by $t\mapsto(\sin(qt+φ),\cos(pt+ψ)))$ while this curve rotates $N…

CIBP models feature abundance in latent feature models.

Knot Floer homology stabilizes with twists.

The study of random surfaces reveals asymptotic lengths of separating geodesics.

Deep residual networks (ResNets) have demonstrated better generalization performance than deep feedforward networks (FFNets). However, the theory behind such a phenomenon is still largely unknown. This paper studies this fundamental problem in deep learning from a so-called "neural tangent kernel" perspective. Specific…

Internal crossing of trades between multiple alpha streams results in portfolio turnover reduction. Turnover reduction can be modeled using the correlation structure of the alpha streams. As more and more alphas are added, generally turnover reduces. In this note we use a factor model approach to address the question o…

In this paper we study the evolution of almost non-negatively curved (possibly singular) three dimensional metric spaces by Ricci flow. The non-negatively curved metric spaces which we consider arise as limits of smooth Riemannian manifolds (M_i,g_i), i \in N, whose Ricci curvature is not less than -c^2(i), where c^2(i…

Mean exit times concentrate near equators and minimal hypersurfaces in high dimensions.

Geodesics on hyperbolic surfaces become evenly spread over time.

In this paper, we consider a kind of area preserving non-local flow for convex curves in the plane. We show that the flow exists globally, the length of evolving curve is non-increasing, and the curve converges to a circle in C^{\infty} sense as time goes into infinity.

In this paper, we consider a new length preserving curve flow for convex curves in the plane. We show that the global flow exists, the area of the region bounded by the evolving curve is increasing, and the evolving curve converges to the circle in C-infinity topology as t goes to infinity.

The moduli space of convex projective structures on a simplicial hyperbolic Coxeter orbifold is either a point or the real line. Answering a question of M. Crampon, we prove that in the latter case, when one goes to infinity in the moduli space, the entropy of the Hilbert metric tends to 0.

The Sornette-Ide differential equation of herding and rational trader behaviour together with very small random noise is shown to lead to crashes or bubbles where the price change goes to infinity after an unpredictable time. About 100 time steps before this singularity, a few predictable roughly log-periodic oscillati…

Optimal strategy found for identifying best arm in bandits with small gap.

Model compares altruism and individualism in wealth dynamics.

The $c$-curvature of a complete surface with Gauss curvature close to 1 in $C^2$ norm is almost-positive (in the sense of Kim--McCann). Our proof goes by a careful case by case analysis combined with perturbation arguments from the constant curvature case, keeping track of an estimate on the closeness curvature conditi…

In many European countries the growth of the real GDP per capita has been linear since 1950. An explanation for this linearity is still missing. We propose that in artificial intelligence we may find models for a linear growth of performance. We also discuss possible consequences of the fact that in systems with linear…

We consider binary classification problems with positive definite kernels and square loss, and study the convergence rates of stochastic gradient methods. We show that while the excess testing loss (squared loss) converges slowly to zero as the number of observations (and thus iterations) goes to infinity, the testing …

This article gives the foundations of the colored Jones polynomial for singular knots. We extend Masbum and Vogel's algorithm to compute the colored Jones polynomial for any singular knot. We also introduce the tail of the colored Jones polynomial of singular knots and use its stability properties to prove a false thet…

We give an exposition and numerical studies of upper hedging prices in multinomial models from the viewpoint of linear programming and the game-theoretic probability of Shafer and Vovk. We also show that, as the number of rounds goes to infinity, the upper hedging price of a European option converges to the solution of…

A well-known Lemma in Riemannian geometry by Klingenberg says that if $x_0$ is a minimum point of the distance function $d(p,\cdot)$ to $p$ in the cut locus $C_p$ of $p$, then either there is a minimal geodesic from $p$ to $x_0$ along which they are conjugate, or there is a geodesic loop at $p$ that smoothly goes throu…

Proves Khovanov homology functoriality and positivity for gl2 webs.

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a first application, we consider the set of n x n (Real, Complex or Quaternionic) …

Predicting the exit (e.g. bankrupt, acquisition, etc.) of privately held companies is a current and relevant problem for investment firms. The difficulty of the problem stems from the lack of reliable, quantitative and publicly available data. In this paper, we contribute to this endeavour by constructing an exit predi…

The paper studies the zeta-regularized determinant of a pseudo-Laplacian on a cuspidal end with flat unitary line bundle.