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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.

168,695 papers · 148 categories

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48 results for Marcenko-Pastur map

Study eigenvalue distributions of neural kernels for linear-width networks.

problem Eigenvalue distributions of neural kernels in linear-width networks.
method Asymptotic analysis of Conjugate Kernel and Neural Tangent Kernel under random initialization and approximate orthogonality.
result Eigenvalue distributions converge to deterministic limits, described by recursive fixed-point equations.

We discuss the applications of Random Matrix Theory in the context of financial markets and econometric models, a topic about which a considerable number of papers have been devoted to in the last decade. This mini-review is intended to guide the reader through various theoretical results (the Marcenko-Pastur spectrum …

2009-10-07abs ↗pdf ↗

This paper shows universality in spectrum behavior for random inner-product kernel matrices in polynomial regime.

problem Understanding spectrum behavior of random inner-product kernel matrices in polynomial regime.
method Analyzing matrices formed by a nonlinear function applied entrywise to a sample-covariance matrix, considering i.i.d. entries with all finite moments.
result The spectrum of random inner-product kernel matrices is universally described by the free convolution of the semicircular and Marčenko-Pastur distributions, with relative weights given by expanding the nonlinear function in the Hermite basis.

We present a general method to detect and extract from a finite time sample statistically meaningful correlations between input and output variables of large dimensionality. Our central result is derived from the theory of free random matrices, and gives an explicit expression for the interval where singular values are…

2005-12-10abs ↗pdf ↗

Estimates covariance matrices with correlations between samples.

problem Estimating large-dimensional covariance matrices with correlated samples.
method Generalized Marcenko-Pastur equation and Ledoit-Peche shrinkage estimator using random matrix theory and free probability. Developed an efficient algorithm based on Ledoit-Wolf kernel estimation.
result Efficient algorithm for estimating large covariance matrices with correlations.

New method detects global factors near BBP phase transition in high-dimensional data.

problem Detecting the number of global factors in noisy high-dimensional correlation matrices.
method Iterative Global Factor (IGF) algorithm combining adaptive edge recalibration and PR delocalization filter.
result IGF algorithm successfully detects global factors near BBP transition, improving over eigenvalue-only methods.

This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review some early results in that field, with particular emphasis on the applications of …

2005-07-14abs ↗pdf ↗

We reveal connections between RBMs and Bosons, explaining symmetry breaking in their energy landscapes.

problem Understanding the relationships among different deep generative models and their learning mechanisms.
method Introducing a reciprocal space formulation to RBMs, revealing connections to diffusion processes and Bosons.
result Symmetry breaking in RBM energy landscapes is characterized by singular values and weight matrix eigenvectors.

Maps are an important medium that enable people to comprehensively understand the configuration of cultural activities and natural elements over different times and places. Although massive maps are available in the digital era, how to effectively and accurately access the required map remains a challenge today. Previo…

2018-05-26abs ↗pdf ↗

Both bi-harmonic map and ff-harmonic map have nice physical motivation and applications. In this paper, by combination of these two harmonic maps, we introduce and study ff-bi-harmonic maps as the critical points of the ff-bi-energy functional 12Mfτ(φ)2dvg\frac{1}{2}\int_M f|τ(φ)|^2dv_{g}. This class of maps generalizes both …

2013-05-23abs ↗pdf ↗

Research explores real algebraic realization of round fold maps of codimension -1.

problem Real algebraic realization of round fold maps of codimension -1.
method Generalizes canonical projections of unit spheres to round fold maps and discusses their real algebraic realization.
result Developed new studies in real algebraic geometry focusing on round fold maps of codimension -1.

The paper derives Liouville theorems for various generalized maps on Riemannian manifolds.

problem Deriving Liouville theorems for generalized maps on Riemannian manifolds.
method Using conservation laws and monotonicity formulas, the paper derives Liouville theorems for different types of maps under various conditions.
result The paper establishes Liouville theorems for several types of generalized maps, including φφ-FF harmonic maps, φφ-FF symphonic maps, and φφ-FF-VV-harmonic maps.

The paper explores unique continuation properties for polyharmonic maps between Riemannian manifolds.

problem Investigating unique continuation principles for polyharmonic maps.
method Analyzing critical points of higher order functionals to prove extensions of known results in harmonic and biharmonic cases.
result Proving extensions of unique continuation principles for k-harmonic maps.

The hyperelliptic mapping class group has been studied in various contexts within topology and algebraic geometry. What makes this study tractable is that there is a surjective map from the hyperelliptic mapping class group to a mapping class group of a punctured sphere. The more general family of superelliptic mapping…

2016-04-13abs ↗pdf ↗

This paper constructs real algebraic maps that are topologically special generic maps.

problem Constructing smooth maps in differential topology and real algebraic geometry.
method Constructs real algebraic maps that are topologically special generic maps.
result Real algebraic maps are topologically special generic maps.

Characterizes a general range decreasing group homomorphism.

problem Understanding range decreasing group homomorphisms in the entire mapping group.
method Characterization of a general range decreasing group homomorphism.
result Computes a particular class of homomorphisms and identifies all range decreasing group homomorphisms on specific mapping groups.

The paper proves a Liouville theorem for specific harmonic maps with free boundary.

problem Analyzing harmonic maps with free boundary conditions.
method Developed Liouville theorem for φ φ-FF-symphonic, φ φ-FF-harmonic, and φ φ-ΦS,p,εΦ_{S, p, \varepsilon} harmonic maps.
result Established Liouville theorem for the specified harmonic maps with free boundary.

We introduce slant Riemannian maps from Riemannian manifolds to almost Hermitian manifolds as a generalization of slant immersions, invariant Riemannian maps and anti-invariant Riemannian maps. We give examples, obtain characterizations and investigate the harmonicity of such maps. We also obtain necessary and sufficie…

2012-06-15abs ↗pdf ↗

The paper studies maps from pseudo-Hermitian to Kähler manifolds, proving harmonic map properties.

problem Analyzing maps between pseudo-Hermitian and Kähler manifolds.
method Investigates partial energy functionals and critical maps, proving foliated results for b\overline{\partial}_{b}- and b\partial_{b}-harmonic maps.
result Generalizes Siu's holomorphicity result to b\overline{\partial}_{b}- and b\partial_{b}-harmonic maps.

The article explores constructing biharmonic and conformal biharmonic maps to spheres.

problem Constructing biharmonic and conformal biharmonic maps to spheres.
method Geometric algorithm to render harmonic maps biharmonic or conformally biharmonic.
result Explicit critical points for conformal-biharmonic maps between spheres are found.

New theorem proves convergence of various discrete conformal structures to conformal maps.

problem Proving convergence of discrete conformal structures to conformal maps.
method General theorem using piecewise linear discrete conformal mappings and Riemannian barycentric coordinates.
result Discrete conformal mappings converge to conformal maps under certain conditions.

Maps and measures on surfaces link best Lipschitz and least gradient functions.

problem Analyzing maps between surfaces and their geometric properties.
method Duality between best Lipschitz and least gradient maps, geodesic laminations, and transverse measures.
result The infinity harmonic map defines a geodesic lamination and the least gradient map defines a transverse measure.

The construction of topological index maps for equivariant families of Dirac operators requires factoring a general smooth map through maps of a very simple type: zero sections of vector bundles, open embeddings, and vector bundle projections. Roughly speaking, a normally non-singular map is a map together with such a …

2009-08-11abs ↗pdf ↗

Study heat flow for half-harmonic maps and harmonic maps with free boundary.

problem Integrability and regularity of half-harmonic maps and harmonic maps with free boundary.
method Introduced a heat flow associated to half-harmonic maps and constructed weak solutions via Ginzburg-Landau approximation.
result Proved partial regularity of weak solutions in space and time.

A vertex-transitive map XX is a map on a closed surface on which the automorphism group Aut(X){\rm Aut}(X) acts transitively on the set of vertices. If the face-cycles at all the vertices in a map are of same type then the map is said to be a semi-equivelar map. Clearly, a vertex-transitive map is semi-equivelar. Converse…

2016-10-06abs ↗pdf ↗