Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

4895143190 · May 202619922001200920172026
48 results for Hawking singularity theorem

The paper proves a Hawking-type singularity theorem using worldvolume quantum strong energy inequalities.

problem Improving classical singularity theorems with weakened energy conditions.
method Integral Ricci curvature bounds based on worldvolume quantum strong energy inequalities.
result Past geodesic incompleteness proven in cosmological scenarios.

The Penrose theorem and Hawking's topology theorem are extended to weighted spacetimes.

problem Extending Penrose's singularity theorem and Hawking's topology theorem to weighted spacetimes.
method Using weighted null energy condition and synthetic dimension to generalize the theorems.
result Generalized versions of the Penrose and Hawking theorems hold under a weighted null energy condition.

We provide a detailed proof of Hawking's singularity theorem in the regularity class C1,1C^{1,1}, i.e., for spacetime metrics possessing locally Lipschitz continuous first derivatives. The proof uses recent results in C1,1C^{1,1}-causality theory and is based on regularisation techniques adapted to the causal structure.

2014-11-17abs ↗pdf ↗

The paper extends Hawking's singularity theorem to metrics with Hölder continuity and bounded curvature.

problem Proving singularity theorems for metrics with low regularity.
method Combining elliptic RT-equations for metric regularisation and manifold convolution for curvature refinement.
result Establishes globally hyperbolic and timelike incompleteness for metrics with Hölder continuity and bounded curvature.

This survey introduces synthetic timelike Ricci curvature bounds in Lorentzian spaces.

problem Synthetic timelike Ricci curvature bounds in non-smooth Lorentzian spaces.
method Optimal transport and entropy tools.
result Synthetic version of Hawking's singularity theorem and synthetic characterisation of Einstein's vacuum equations.

The Gannon-Lee singularity theorems give well-known restrictions on the spatial topology of singularity-free (i.e., nonspacelike geodesically complete), globally hyperbolic spacetimes. In this paper, we revisit these classic results in the light of recent developments, especially the failure in higher dimensions of a c…

2010-05-30abs ↗pdf ↗

The paper extends Hawking--Page solutions to various spacetimes with singularities.

problem Understanding the extensions of Hawking--Page solutions with different types of singularities.
method Kaluza--Klein reduction and Christodoulou's methods.
result Extensions of Lorentzian Hawking--Page solutions with null, spacelike singularities, and Cauchy horizons of Taub--NUT type are proven.

The study proves a transverse diameter theorem for Lorentzian foliations.

problem Understanding the geometry of foliations in Lorentzian spacetimes.
method Developed a novel causality structure on leaf spaces via transverse Lorentzian geometry.
result Derived a transverse diameter theorem for Lorentzian foliations and orbifolds.

Researchers prove a 30-year-old cosmological conjecture about spacetime.

problem The rigidity of the cosmological Hawking--Penrose singularity theorem.
method Combining global viscosity solutions and elliptic approaches.
result A timelike geodesically complete spacetime splits isometrically as a Lorentzian product.

The study examines Hawkes processes and their long-term behavior.

problem Understanding the long-term behavior of Hawkes processes.
method Proving functional limit theorems under various conditions on the dispersion of child events.
result Functional limit theorems hold for Hawkes processes with different levels of child event dispersion.

We analyze Lorentzian spacetimes subject to curvature-dimension bounds using the Bakry-Émery-Ricci tensor. We extend the Hawking-Penrose type singularity theorem and the Lorentzian timelike splitting theorem to synthetic dimensions N1N\le 1, including all negative synthetic dimensions. The rigidity of the timelike spli…

2017-07-27abs ↗pdf ↗

We establish volume comparison results for balls in Riemannian manifolds with C1,1C^{1,1}-metrics with a lower bound on the Ricci tensor and for the evolution of spacelike, acausal, causally complete hypersurfaces with an upper bound on the mean curvature in spacetimes with C1,1C^{1,1}-metrics with a lower bound on the tim…

2015-07-31abs ↗pdf ↗

We find necessary and sufficient conditions for existence of a locally isometric embedding of a vacuum space-time into a conformally-flat 5-space. We explicitly construct such embeddings for any spherically symmetric Lorentzian metric in 3+13+1 dimensions as a hypersurface in R4,1R^{4, 1}. For the Schwarzschild metric the…

2018-12-13abs ↗pdf ↗

Continuing recent efforts in extending the classical singularity theorems of General Relativity to low regularity metrics, we give a complete proof of both the Hawking and the Penrose singularity theorem for C1C^1-Lorentzian metrics - a regularity where one still has existence but not uniqueness for solutions of the ge…

2019-10-30abs ↗pdf ↗

The paper constructs singularities for Lagrangian flow in Gibbons-Hawking spaces with vanishing mean curvature.

problem Infinite-time singularities with vanishing mean curvature for Lagrangian mean curvature flow in Gibbons-Hawking spaces.
method One-parameter family of barrier curves and detailed asymptotic analysis.
result The mean curvature converges uniformly to zero, but the second fundamental form becomes unbounded.

We prove a conjecture of Toponogov on complete convex planes, namely that such planes must contain an umbilic point, albeit at infinity. Our proof is indirect. It uses Fredholm regularity of an associated Riemann-Hilbert boundary value problem and an existence result for holomorphic discs with Lagrangian boundary condi…

2020-02-28abs ↗pdf ↗

The paper develops Hawkes-based models for LOB and applies them to European, spread, and basket option pricing.

problem Developing accurate models for pricing options in the context of limit order books (LOB).
method Introduces multivariate Hawkes processes and their limit theorems, applies to European, spread, and basket options.
result Hawkes-based models provide more market forecast information than classical models.

The Bakry-Emery generalized Ricci tensor arises in scalar-tensor gravitation theories in the conformal gauge known as the Jordan frame. Recent results from the mathematics literature show that standard singularity and splitting theorems that hold when an energy condition is applied in general relativity also hold when …

2013-02-07abs ↗pdf ↗

The Hawking energy is nonnegative and rigid on area-constrained surfaces in general relativity.

problem The rigidity and positivity of the Hawking energy on specific surfaces in general relativity.
method Evaluation of the Hawking energy on area-constrained critical surfaces under the dominant energy condition.
result The Hawking energy is nonnegative and rigid on area-constrained surfaces, including charged and cosmological constant variants.

We discuss the Ricci-flat `model metrics' on C2\mathbb{C}^2 with cone singularities along the conic {zw=1}\{zw=1\} constructed by Donaldson using the Gibbons-Hawking ansatz over wedges in R3\mathbb{R}^3. In particular we describe their asymptotic behavior at infinity and compute their energies.

2017-01-23abs ↗pdf ↗

In the present work some generalizations of the Hawking singularity theorems in the context of f(R)f(R) theories are presented. The assumptions are of these generalized theorems is that the matter fields satisfy the conditions (Tijgij2T)kikj0\bigg(T_{ij}-\frac{g_{ij}}{2} T\bigg)k^i k^j\geq 0 for any generic unit time like field, that…

2016-02-13abs ↗pdf ↗

Synthetic framework for null hypersurfaces in non-smooth spacetimes.

problem Analyzing null hypersurfaces in non-smooth spacetimes.
method Develops synthetic null hypersurfaces using optimal transport and Lorentzian geometry.
result Synthetic null energy condition stabilizes under convergence and applies to low-regularity spacetimes.

In this paper, we study various new Hawkes processes. Specifically, we construct general compound Hawkes processes and investigate their properties in limit order books. With regards to these general compound Hawkes processes, we prove a Law of Large Numbers (LLN) and a Functional Central Limit Theorems (FCLT) for seve…

2018-11-06abs ↗pdf ↗

Study differentially private methods for learning Hawkes processes.

problem Lack of thorough analysis on sample complexity for learning Hawkes processes parameters and releasing differentially private versions.
method Developed non-private and differentially private estimators for Hawkes processes parameters.
result Obtained sample complexity results for both private and non-private settings.

The paper establishes a central limit theorem for estimating the influence parameter in a partially observed Hawkes process system.

problem Estimating the influence parameter in a partially observed Hawkes process system.
method Central limit theorem applied to an estimator of the influence parameter in a partially observed system of Hawkes processes.
result Establishes a central limit theorem for the estimator of the influence parameter under the subcritical condition.

The null energy condition is characterized via convexity of entropy in Lorentzian manifolds.

problem Characterizing the null energy condition in Lorentzian manifolds.
method Characterization via convexity of the relative entropy along displacement interpolations on null hypersurfaces.
result The null energy condition is characterized in terms of convexity of the relative entropy.

Study of spacelike singularities in spherical spacetimes with scalar matter.

problem Characterize spacelike singularities in spherically symmetric spacetimes with scalar matter.
method Analyzes the properties of spacelike singularities in spherically symmetric spacetimes with scalar matter, proving inverse polynomial blow-up rates and providing a BKL-type expansion.
result Provides a rigorous description of Kasner-like singularities in spherically symmetric gravitational collapse.

Paper develops efficient estimator for Hawkes processes using representer theorem.

problem Estimating latent triggering kernels for Hawkes processes from event sequences.
method Penalized least squares minimization in RKHS framework.
result Efficient estimator with competitive accuracy and improved computational efficiency.

In this paper, we introduce a new model for the risk process based on general compound Hawkes process (GCHP) for the arrival of claims. We call it risk model based on general compound Hawkes process (RMGCHP). The Law of Large Numbers (LLN) and the Functional Central Limit Theorem (FCLT) are proved. We also study the ma…

2017-06-27abs ↗pdf ↗

Study complex structures of hyperkähler manifolds with infinite type.

problem Understanding complex structures of hyperkähler four-manifolds with infinite topological type.
method Analyzing the Gibbons-Hawking ansatz and proving biholomorphic relationships to hypersurfaces or minimal resolutions of singular surfaces.
result For almost all complex structures, the manifold is biholomorphic to a hypersurface in \(\mathbb{C}^3\). For the remaining, it is biholomorphic to the minimal resolution of a singular surface under certain conditions.

We show that the explicit ALE Ricci-flat Kahler metrics constructed by Eguchi-Hanson, Gibbons-Hawking, Hitchin and Kronheimer, and their free quotients are metrics obtained by Tian-Yau techniques. The proof relies on a construction of good compactifications of Q-Gorenstein deformations of quotient surface singularities…

2013-01-21abs ↗pdf ↗

In this paper we introduce two new Hawkes processes, namely, compound and regime-switching compound Hawkes processes, to model the price processes in limit order books. We prove Law of Large Numbers and Functional Central Limit Theorems (FCLT) for both processes. The two FCLTs are applied to limit order books where we …

2017-12-07abs ↗pdf ↗

In this paper, we study various new Hawkes processes, namely, so-called general compound and regime-switching general compound Hawkes processes to model the price processes in the limit order books. We prove Law of Large Numbers (LLN) and Functional Central Limit Theorems (FCLT) for these processes. The latter two FCLT…

2017-06-22abs ↗pdf ↗

Because of their tractability and their natural interpretations in term of market quantities, Hawkes processes are nowadays widely used in high-frequency finance. However, in practice, the statistical estimation results seem to show that very often, only nearly unstable Hawkes processes are able to fit the data properl…

2013-10-08abs ↗pdf ↗