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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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295887116 · Jun 202019922001200920172026
48 results for Markov's conjecture

Numerical study confirms Brennan's conjecture for a counterexample to Thurston's K=2K=2 conjecture.

problem Thurston's K=2K=2 conjecture and Brennan's conjecture in planar domains.
method Numerical analysis of a specific counterexample to Thurston's conjecture.
result The counterexample does not contradict Brennan's conjecture.

Classifies degenerations of complex projective plane with rational singularities.

problem Classifying singularities of complex projective plane.
method Assuming Wahl's conjecture, classifies degenerations using rational homology disk smoothing.
result Classifies surfaces with rational singularities, including new degenerations with non-log canonical singularities.

The time to converge to the steady state of a finite Markov chain can be greatly reduced by a lifting operation, which creates a new Markov chain on an expanded state space. For a class of quadratic objectives, we show an analogous behavior where a distributed ADMM algorithm can be seen as a lifting of Gradient Descent…

2017-03-10abs ↗pdf ↗

Non-negative curvature affects Markov chains' mixing and expansion properties.

problem Understanding the behavior of Markov chains with non-negative curvature.
method Analyzing conductance, displacement, and cutoff phenomenon in sparse Markov chains.
result Non-negatively curved Markov chains exhibit specific, non-standard behavior in terms of mixing and expansion.

We define a finite-dimensional cubic quotient of the group algebra of the braid group, endowed with a (essentially unique) Markov trace which affords the Links-Grould invariant of knots and links. We investigate several of its properties, and state several conjectures about its structure.

2012-03-27abs ↗pdf ↗

New findings on hyperbolic groups and their boundaries.

problem Understanding the structure of cubulated hyperbolic groups with specific boundary conditions.
method Utilizing ideas from Markovic's work on Cannon's conjecture, focusing on quasi-convex subgroups and limit sets.
result Cubulated hyperbolic groups with certain boundary conditions are virtually fundamental groups of specific manifolds.

When solving consensus optimization problems over a graph, there is often an explicit characterization of the convergence rate of Gradient Descent (GD) using the spectrum of the graph Laplacian. The same type of problems under the Alternating Direction Method of Multipliers (ADMM) are, however, poorly understood. For i…

2017-10-02abs ↗pdf ↗

The study proves inequalities and curvature properties for Markov chains.

problem Isoperimetric and concentration inequalities for Markov chains.
method Laplacian separation principle for eikonal equation; modified log-Sobolev constant; Ollivier curvature.
result Affirmative answers to open questions and new inequalities.

We classify the Markov traces factoring through the Birman-Wenzl-Murakami (BMW) algebras. For this purpose, we define a common `cover' for the two variations of the BMW-algebra originating from the quantum orthogonal/symplectic duality, which are responsible for the so-called `Dubrovnik' variation of the Kauffman polyn…

2014-03-17abs ↗pdf ↗

Study non-negative curvature Markov chains, proving entropy contraction.

problem Prove entropy contraction for Markov chains with non-negative curvature.
method Prove 1-step contraction in Wasserstein distance implies 1-step contraction in relative entropy.
result Prove MLSI with constant equal to minimal rate increment for mean-field zero-range process.

New bounds on cover degrees for Teichmüller distance between hyperbolic surfaces.

problem Finding optimal cover degrees for Teichmüller distance between hyperbolic surfaces.
method Proved the existence of a constant k>0k>0 depending on MM and NN such that the covers MεoMM_ε o M and NεoNN_ε o N can be chosen to have degrees less than εkε^{-k}.
result The bound εkε^{-k} is optimal for certain arithmetic Riemann surfaces.

We formulate simple assumptions, implying the Robbins-Monro conditions for the QQ-learning algorithm with the local learning rate, depending on the number of visits of a particular state-action pair (local clock) and the number of iteration (global clock). It is assumed that the Markov decision process is communicatin…

2018-08-01abs ↗pdf ↗

Koschorke introduced a map from the space of closed nn-component links to the ordered configuration space of nn-tuples of points in R3\mathbb{R}^3, and conjectured that this map separates homotopy links. The purpose of this paper is to construct an analogous map for string links, and to prove (1) this map in fact sep…

2015-04-13abs ↗pdf ↗

Develops a model for causal discovery in path spaces.

problem Discover causal relationships in path spaces using asymmetric independence.
method Theory linking E-separation in DMGs to conditional independence in SDEs, proving global Markov property, characterizing equivalence classes of graphs.
result Each equivalence class of graphs has a greatest element as a parsimonious representation, which can be identified from data.

We generalize Ng's two-variable algebraic/combinatorial 00-th framed knot contact homology for framed oriented knots in S3S^3 to knots in S1×S2S^1 \times S^2, and prove that the resulting knot invariant is the same as the framed cord algebra of knots. Actually, our cord algebra has an extra variable, which potentially co…

2014-07-31abs ↗pdf ↗

In this paper we discuss four problems regarding Markov equivalences for subclasses of loopless mixed graphs. We classify these four problems as finding conditions for internal Markov equivalence, which is Markov equivalence within a subclass, for external Markov equivalence, which is Markov equivalence between subclas…

2011-10-20abs ↗pdf ↗

The paper estimates key metrics for linear models with Markov or hidden Markov sources.

problem Estimating free energy, mutual information, and MMSE for linear models with specific signal priors.
method Replica analysis in statistical physics, focusing on Markov and hidden Markov sources.
result The linear model with Markov or hidden Markov sources can be simplified into decoupled AWGN channels.

Study approximates financial market with discrete-time models.

problem Approximating continuous-time financial market models with discrete-time.
method Constructs discrete-time market models with Markov switching and proves convergence.
result Discrete-time models converge to continuous-time Black-Scholes model with Markov switching.

The paper analyzes local minima in high-dimensional empirical risk minimization.

problem Understanding local minima in high-dimensional data models.
method Using Kac-Rice formula and proportional asymptotics, the paper derives bounds on local minima.
result Sharp asymptotics on estimation and prediction errors are derived.

New algorithms for RL in Markov games with independent linear function approximation, breaking the curse of multiagents.

problem Tackles the challenge of learning Markov equilibria in large state space Markov games with multiple agents.
method Proposes independent linear Markov games and designs new algorithms for learning Markov coarse correlated equilibria and Markov correlated equilibria with polynomial sample complexity.
result Breaks the curse of multiagents by achieving sample complexity bounds that scale polynomially with each agent's function class complexity.

The paper bounds generalization errors for deep neural networks with Markov datasets.

problem Bounding generalization errors for deep learning with Markov datasets.
method Developed new symmetrization inequalities for Markov chains, using spectral gap of the infinitesimal generator.
result Derived upper bounds on generalization errors for deep neural networks with Markov datasets.

The paper constructs Markov partitions for geodesic flow on hyperbolic surfaces.

problem Understanding Markov partitions for general hyperbolic flows.
method Rigorous construction of Markov partitions for geodesic flow on Riemann surfaces of constant negative curvature.
result Explicit forms of rectangles and local cross sections provided for the geodesic flow.

We rephrase Gromov's definition of Markov compacta, introduce a subclass of Markov compacta defined by one building block and study cohomological dimensions of these compacta. We show that for a Markov compactum XX, $\dim_{\Z_{(p)}}X=\dim_{\Q}X$ for all but finitely many primes pp where Z(p)\Z_{(p)} is the localization…

2006-11-01abs ↗pdf ↗

Study nonparametric estimator for Markov chain transition matrices in offline setting.

problem Estimating transition matrices of finite controlled Markov chains from logged data.
method Developed sample complexity bounds and conditions for minimaxity.
result Achieving certain statistical risk requires balancing mixing properties and sample size.

The paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

New method estimates convergence bounds for nonlinear Markov chains.

problem Difficulty in describing properties of nonlinear Markov chains.
method Coupling Markov chains to reconstitute distribution relationships and estimate convergence bounds.
result Estimation of convergence bounds is more precise than existing results.

We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as Markov cubature rules. The polynomial property allows us to study such rules using …

2017-07-21abs ↗pdf ↗