arXiv research

Extended a mathematical inequality by Andrews.

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the martingale inequality is determined by a fixed point of a simple nonlinear operato…

Proves conjectured capillary Blaschke-Santaló inequality for certain convex hypersurfaces.

The paper discusses rigidity results for inequalities on weighted Riemannian manifolds.

Mathematical model describes how red blood cells return to equilibrium.

Mathematical study of excess growth rate connects info theory with finance.

The study shows that close hypersurfaces have uniformly bounded inequalities.

The paper reviews and improves concentration inequalities for statistical inference.

New algorithms reduce variance in solving complex mathematical problems.

Wealth inequality is an important matter for economic theory and policy. Ongoing debates have been discussing recent rise in wealth inequality in connection with recent development of active financial markets around the world. Existing literature on wealth distribution connects the origins of wealth inequality with a v…

In 1973, R. Penrose presented an argument that the total mass of a space-time which contains black holes with event horizons of total area $A$ should be at least $\sqrt{A/16π}$. An important special case of this physical statement translates into a very beautiful mathematical inequality in Riemannian geometry known as …

The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this p…

This paper provides a PAC-Bayesian bound for CVaR in machine learning.

Motivated by liquidity risk in mathematical finance, D. Lacker introduced concentration inequalities for risk measures, i.e. upper bounds on the \emph{liquidity risk profile} of a financial loss. We derive these inequalities in the case of time-consistent dynamic risk measures when the filtration is assumed to carry a …

In recent years, random matrices have come to play a major role in computational mathematics, but most of the classical areas of random matrix theory remain the province of experts. Over the last decade, with the advent of matrix concentration inequalities, research has advanced to the point where we can conquer many (…

Consider a set represented by an inequality. An interesting phenomenon which occurs in various settings in mathematics is that the interior of this set is the subset where strict inequality holds, the boundary is the subset where equality holds, and the closure of the set is the closure of its interior. This paper disc…

Paper outlines a new mathematical language for experiments.

$f$-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance e…

Generative adversarial networks (GANs) form a generative modeling approach known for producing appealing samples, but they are notably difficult to train. One common way to tackle this issue has been to propose new formulations of the GAN objective. Yet, surprisingly few studies have looked at optimization methods desi…

Paper proves a Penrose inequality in extrinsic geometry.

The Penrose inequality gives a lower bound for the total mass of a spacetime in terms of the area of suitable surfaces that represent black holes. Its validity is supported by the cosmic censorship conjecture and therefore its proof (or disproof) is an important problem in relation with gravitational collapse. The Penr…

Proposes a method to improve pWCET estimation for heavy-tailed distributions.

In 1981 Edward Witten proved a remarkable result where he derived the classical Morse Inequalities using ideas from Supersymmetric (SUSY) Quantum Mechanics. In this regard, one has an example where a Physical Theory has something to say about the underlying Mathematical Structure. The objective of this essay is to unde…

We report empirical studies on the personal income distribution, and clarify that the distribution pattern of the lognormal with power law tail is the universal structure. We analyze the temporal change of Pareto index and Gibrat index to investigate the change of the inequality of the income distribution. In addition …

Under the assumption of the uniform local Sobolev inequality, it is proved that Riemannian metrics with an absolute Ricci curvature bound and a small Riemannian curvature integral bound can be smoothed to having a sectional curvature bound. This partly extends previous a priori estimates of Ye Li (J. Geom. Anal. 17 (20…

Survey of mathematical foundations for reinforcement learning.

McDiarmid's inequality under dependence via approximate tensorization of entropy

Expanding on techniques of concentration of measure, we develop a quantitative framework for modeling liquidity risk using convex risk measures. The fundamental objects of study are curves of the form $(ρ(λX))_{λ\ge 0}$, where $ρ$ is a convex risk measure and $X$ a random variable, and we call such a curve a \emph{liqu…

We provide an introduction to the mathematics and physics of the deformed Hermitian-Yang-Mills equation, a fully nonlinear geometric PDE on Kahler manifolds which plays an important role in mirror symmetry. We discuss the physical origin of the equation, and some recent progress towards its solution. In dimension 3 we …

Polynomial inequalities lie at the heart of many mathematical disciplines. In this paper, we consider the fundamental computational task of automatically searching for proofs of polynomial inequalities. We adopt the framework of semi-algebraic proof systems that manipulate polynomial inequalities via elementary inferen…

The Heston stochastic volatility process, which is widely used as an asset price model in mathematical finance, is a paradigm for a degenerate diffusion process where the degeneracy in the diffusion coefficient is proportional to the square root of the distance to the boundary of the half-plane. The generator of this p…

Paper introduces a new measure combining entropy and Gini index.

Book introduces deep learning methods with math, theory, and applications.

Abstract mathematical formulas for statistical structures and curvatures.

Study shows formation of Kerr black holes with complete apparent horizons and proves Penrose inequalities.

Introduces new gradient-based methods for machine learning problems.

In a paper \cite{P} in 1973, R. Penrose made a physical argument that the total mass of a spacetime which contains black holes with event horizons of total area $A$ should be at least $\sqrt{A/16π}$. An important special case of this physical statement translates into a very beautiful mathematical inequality in Riemann…

In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the entropy. We show that this identity can be extended to generalized versions of en…

We provide here a counter-example to the second inequality of Corollary (19.10) in the Clay Institute Monograph by J.Morgan and G.Tian entitled "Ricci Flow and the Poincare Conjecture". We had announced the existence of this counter-example in our paper "Five Gaps in Mathematics", Advanced Non-linear Studies, vol 15, N…

Study explores relationship between Hölder and FDPD divergences.

Study dual representations for quasiconvex systemic risk measures.

Nonexistence of radial optimal functions on certain Cartan-Hadamard manifolds.

This paper proves that for large n, the regular polygon minimizes the first eigenvalue of the Laplacian.

A widely applied diversification paradigm is the naive diversification choice heuristic. It stipulates that an economic agent allocates equal decision weights to given choice alternatives independent of their individual characteristics. This article provides mathematically and economically sound choice theoretic founda…

First I will explain my motivation to introduce the $δ$-invariants for Riemannian manifolds. I will also recall the notions of ideal immersions and best ways of living. Then I will present a few of the many applications of $δ$-invariants to several areas in mathematics. Finally, I will present two optimal inequalities …

Derives derivatives and geometric framework for functions with non-independent variables.

Study uses Perelman and Ricci flow methods to analyze economic inequality.

The Ricci flow has been of fundamental importance in mathematics, most famously though its use as a tool for proving the Poincaré Conjecture and Thurston's Geometrization Conjecture. It has a parallel life in physics, arising as the first order approximation of the Renormalization Group flow for the nonlinear sigma mod…