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.
We prove in this paper that, under suitable coinditions on an initial data set, we can obtain Area and Curvature Estimates for simple marginally outer trapped surfaces (or MOTS). Using this estimates, we derive a Compactness Theorem for MOTS. Moreover, the Compactness Theorem will allow us to adapt the recent Degree Th…
In a recent paper, Eichmair, Galloway and Pollack have proved a Gannon-Lee-type singularity theorem based on the existence of marginally outer trapped surfaces (MOTS) on noncompact initial data sets for globally hyperbolic spacetimes. This result requires that the MOTS be generic in a suitable sense. In the same spirit…
The study examines the index of MOTS in Kerr-Newman-de Sitter spacetime and its relation to mass and charge.
problem Investigating the index of MOTS in Kerr-Newman-de Sitter spacetime.
method Analyzing the spatial cross section of the cosmological horizon in the Kerr-Newman-de Sitter spacetime, proving index bounds and establishing area-charge estimates.
result Established bounds on the index of MOTS and a connection between MOTS with index one and General Relativity.
In recent work, the notion of Double Convexity for a foliation of a conical null hypersurface was introduced to give a proof, if satisfied, of the Null Penrose Inequality. Double Convexity constrains the geometry of a Marginally Outer Trapped Surface (MOTS), called a quasi-round MOTS. In the first part of this paper, f…
The aim of this paper is to collect some facts about the blowup of Jang's equation. First, we discuss how to construct solutions that blow up at an outermost MOTS. Second, we exclude the possibility that there are extra blowup surfaces in data sets with non-positive mean curvature. Then we investigate the rate of conve…
A new relaxed framework for pricing illiquid derivatives using bid-ask spreads.
problem Pricing illiquid derivatives with realistic bounds and hedging prices.
method Introducing Bid--Ask Martingale Optimal Transport (BAMOT) that relaxes the exact calibration of model marginals to mid-prices of vanilla options.
result BAMOT yields realistic price bounds and superhedging prices for illiquid derivatives.
We study the evolution of hypersurfaces in spacetime initial data sets by their null mean curvature. A theory of weak solutions is developed using the level-set approach. Starting from an arbitrary mean convex, outer untapped hypersurface ∂Ω0, we show that there exists a weak solution to the null mean curvatu…
Small deformations of marginally outer trapped surfaces (MOTS) are studied by using the stability operator introduced by Andersson-Mars-Simon. Novel formulae for the principal eigenvalue are presented. A characterization of the many marginally outer trapped tubes (MOTT) passing through a given MOTS is given, and the po…
The problem of Multiple Object Tracking (MOT) consists in following the trajectory of different objects in a sequence, usually a video. In recent years, with the rise of Deep Learning, the algorithms that provide a solution to this problem have benefited from the representational power of deep models. This paper provid…
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between m discrete probability distributions supported each on n support points. First, we show that the standard linear programming (LP) represe…
We introduce a new geometric evolution equation for hypersurfaces in asymptotically flat spacetime initial data sets, that unites the theory of marginally outer trapped surfaces (MOTS) with the study of inverse mean curvature flow in asymptotically flat Riemannian manifolds. A theory of weak solutions is developed usin…
In [5], a rigidity result was obtained for outermost marginally outer trapped surfaces (MOTSs) that do not admit metrics of positive scalar curvature. This allowed one to treat the "borderline case" in the author's work with R. Schoen concerning the topology of higher dimensional black holes [8]. The proof of this rigi…
We prove some related results concerning blow-up solutions for the Jang equation. First: it has been shown that, given an outermost marginally outer trapped surface (MOTS) Σ, there exists a solution to Jang's equation which blows up at Σ. Here we show that in addition, large classes of spherically symmetric initial dat…
Online Multi-Object Tracking (MOT) from videos is a challenging computer vision task which has been extensively studied for decades. Most of the existing MOT algorithms are based on the Tracking-by-Detection (TBD) paradigm combined with popular machine learning approaches which largely reduce the human effort to tune a…
For an admissible class of smooth compact initial data sets with boundary, we prove a comparison theorem between the Wang/Liu-Yau quasi-local mass of the boundary and the Hawking mass of strictly minimizing hulls in the Jang graphs of the domain. Using this, we prove a quasi-local Penrose inequality that involves these…
We solve Einstein vacuum equations in a spacetime region up to the "center" of gravitational collapse. Within this region, we construct a sequence of marginally outer trapped surfaces (MOTS) with areas going to zero. These MOTS form a marginally outer trapped tube (apparent horizon). It emerges from a point and is smoo…
Obstructs complete metrics with positive scalar curvature on non-compact manifolds.
problem Obstructing complete metrics with positive scalar curvature on non-compact manifolds.
method Using minimal hypersurfaces and MOTS, the study provides topological obstructions and proves the Liouville theorem.
result The Liouville theorem for locally conformally flat n-manifolds of non-negative scalar curvature follows from the impossibility of positive scalar curvature metrics.
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be approximated using linear programming (LP) problems which result from a discretisa…