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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.

169,291 papers · 148 categories

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113226338451 · Jun 202019922001200920182026
48 results for Maximal analytic extension

We construct a Kruskal-Szekeres-type analytic extension of the Emparan-Reall black ring, and investigate its geometry. We prove that the extension is maximal, globally hyperbolic, and unique within a natural class of extensions. The key to those results is the proof that causal geodesics are either complete, or approac…

2008-07-15abs ↗pdf ↗

The paper examines Reissner-Nordstrøm-de Sitter black holes and their photon sphere.

problem Analyzing the properties of Reissner-Nordstrøm-de Sitter black holes.
method Investigating the conditions for the existence of three horizons and the photon sphere.
result Proving the existence of only one photon sphere under specific conditions.

Semi-supervised clustering aims to introduce prior knowledge in the decision process of a clustering algorithm. In this paper, we propose a novel semi-supervised clustering algorithm based on the information-maximization principle. The proposed method is an extension of a previous unsupervised information-maximization …

2013-04-30abs ↗pdf ↗

The paper proposes a new method for dictionary learning using p\ell_p-norm maximization.

problem Complete dictionary learning problem in signal processing and data analytics.
method The paper investigates p\ell_p-norm maximization approaches for complete dictionary learning, proving global maximizers are close to the true dictionary and developing an efficient algorithm based on the generalized power method.
result The p\ell_p-based approaches are more efficient and robust than conventional methods, with p=3p=3 performing best.

Analytic completeness criterion applied to constant mean curvature surfaces.

problem Determining the analytic completeness of constant mean curvature surfaces.
method Defining arc-properness and applying it to surfaces in de Sitter 3-space.
result A criterion for the analytic completeness of G-catenoids and their extensions.

We analyze the horizon and geodesic structure of a class of 4D off--diagonal metrics with deformed spherical symmetries, which are exact solutions of the vacuum Einstein equations with anholonomic variables. The maximal analytic extension of the ellipsoid type metrics are constructed and the Penrose diagrams are analyz…

2002-06-05abs ↗pdf ↗

Local conditions on boundaries of CC^\infty Levi-flat hypersurfaces, in case the boundary is a generic submanifold, are studied. For nontrivial real analytic boundaries we get an extension and uniqueness result, which forces the hypersurface to be real analytic. This allows us to classify all real analytic generic bou…

2006-12-03abs ↗pdf ↗

New approach confirms Kruskal-Szekeres extension for Schwarzschild spacetime.

problem Confirming the Kruskal-Szekeres extension for Schwarzschild spacetime.
method Reformulating the problem as an ODE and showing the ODE admits a solution if and only if the horizon is non-degenerate.
result Photon surfaces approaching the Killing horizon must necessarily cross it.

A spacetime can be embedded in an enveloping space with all its extensions.

problem Existence and uniqueness of C0-maximal extensions in globally hyperbolic conformally flat spacetimes.
method Proving conformal embedding into an enveloping space containing all extensions.
result Existence and uniqueness of C0-maximal extensions proven.

The maximal dilatation of certain minimal Lagrangian extensions is bounded by a constant.

problem Bounding the maximal dilatation of minimal Lagrangian extensions.
method Analyzing two one-parameter families of minimal Lagrangian extensions.
result Constraints on the optimal constant C for the maximal dilatation.

The paper classifies extensions of Yang-Mills-type theories, proving maximality and universality are dense properties.

problem Classifying extensions of Yang-Mills-type theories.
method Categorical characterization and dense properties analysis.
result Maximality and universality are dense properties in the one-point compactification of extension classes.

Study optimal consumption with drawdown limits over a fixed time frame.

problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.

Solves Merton's investment-consumption problem with certainty equivalent approach.

problem Maximizing CRRA utility of consumption over time and investment mix.
method Identifies a certainty equivalent problem for the Merton problem, reformulates it as an SOCP, and applies it to model predictive control.
result The certainty equivalent problem can be solved as an SOCP, facilitating model predictive control.

Two neural network-based mixture models with E-M learning for efficient likelihood computation.

problem Efficiently computing likelihood in mixture models with complex structures.
method Explicit mixture models with flow-based neural networks, E-M algorithm for parameter learning.
result Demonstrated efficiency in generating samples and maximum likelihood classification.

We consider an infinite dimensional optimization problem motivated by mathematical economics. Within the celebrated "Arbitrage Pricing Model", we use probabilistic and functional analytic techniques to show the existence of optimal strategies for investors who maximize their expected utility.

2015-08-31abs ↗pdf ↗

New research proves uniqueness of maximal spacetime boundaries under certain conditions.

problem The uniqueness of maximal spacetime boundaries in extendible spacetimes.
method Analyzing manifolds with boundary, excluding specific geodesic behaviors, to prove uniqueness.
result Extendible spacetimes admit a unique maximal future boundary extension under suitable assumptions.

The paper provides conditions for smooth CR-manifolds to be CR-diffeomorphic to real-analytic ones.

problem Conditions for CR-diffeomorphism to real-analytic CR-manifolds.
method Holomorphic extension property and Fefferman type determinant.
result Necessary and sufficient condition for CR-diffeomorphism to real-analytic CR-manifolds.

The notion of maximal extension of a globally hyperbolic space-time arises from the notion of maximal solutions of the Cauchy problem associated to the Einstein's equations of general relativity. In 1969 Choquet-Bruhat and Geroch proved that if the Cauchy problem has a local solution, this solution has a unique maximal…

2013-06-17abs ↗pdf ↗

The Jacobian of Douady-Earle extension equals 1 only for isometries.

problem Investigating the Jacobian of Douady-Earle extension maps.
method Analyzing the Jacobian of the Douady-Earle extension map and constructing sequences of hyperbolic surfaces.
result The Jacobian of the Douady-Earle extension map is 1 only when the map is an isometry, and it can grow arbitrarily large for certain sequences of surfaces.

This paper improves tail dependence analysis by introducing a path-based approach.

problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.

Consider a compact Riemannian manifold with boundary. Assume all maximally extended geodesics intersect the boundary at both ends. Then to each maximal geodesic segment one can form a triple consisting of the initial and final vectors of the segment and the length of the segment. The collection of all such triples comp…

2008-12-03abs ↗pdf ↗

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…

2013-09-09abs ↗pdf ↗

An analytic extension of the Reissner-Nordstrom solution at and beyond the singularity is presented. The extension is obtained by using new coordinates in which the metric becomes degenerate at r=0r=0. The metric is still singular in the new coordinates, but its components become finite and smooth. Using this extension …

2011-11-18abs ↗pdf ↗

Real analytic functions can be extended on manifolds with normal crossings.

problem Extending continuous functions to CωC^ω functions on manifolds with normal crossings.
method Employing Cartan Theorems A and B from real analytic geometry.
result Continuous functions on the union of submanifolds with normal crossings can be extended to CωC^ω functions on the entire manifold.

Hyperbolicity proven for a specific type of group extension.

problem Proving hyperbolicity of a specific group extension.
method Analyzing ascending HNN extension of groups with a free factor system and an injective endomorphism.
result Ascending HNN extension of a group is hyperbolic relative to a collection of maximal parabolic subgroups.

We discuss the problem of risk estimation in the classification problem, with specific focus on finding distributions that maximize the confidence intervals of risk estimation. We derived simple analytic approximations for the maximum bias of empirical risk for histogram classifier. We carry out a detailed study on usi…

2014-08-14abs ↗pdf ↗

New topological Riemann-Roch theorem for circle fibrations.

problem Topological Riemann-Roch theorem for complex line bundles on circle fibrations.
method Construction of central extensions and application to algebraic K-theory.
result Equality of specific cohomology elements in the third cohomology group.

Theory proposes neural networks can be initialized for optimal information transmission.

problem Optimizing neural networks for optimal information transmission and representation.
method Developed a corrected mean-field framework to study neural networks as information channels, proving mutual information maximization at dynamic isometry.
result Mutual information maximization is realized between inputs and propagated signals when neural networks are initialized at dynamic isometry.

The purpose of sufficient dimension reduction (SDR) is to find the low-dimensional subspace of input features that is sufficient for predicting output values. In this paper, we propose a novel distribution-free SDR method called sufficient component analysis (SCA), which is computationally more efficient than existing …

2011-03-25abs ↗pdf ↗

We construct a geometric, real analytic parametrization of the Hitchin component Hit_n(S) of the PSL_n(R)-character variety R_{PSL_n(R)}(S) of a closed surface S. The approach is explicit and constructive. In essence, our parametrization is an extension of Thurston's shear coordinates for the Teichmueller space of a cl…

2012-09-16abs ↗pdf ↗

Paper tackles utility maximization with job-switching and retirement constraints.

problem Maximizing utility with job-switching and retirement constraints.
method Dual-martingale approach and double obstacle problem theory.
result Characterization of optimal job-switching strategy and wealth boundaries.

This paper tackles resource allocation in multi-user communication networks using a coordinated multi-armed bandit approach.

problem Learning unknown stochastic network characteristics and sharing resources efficiently.
method Combines Multi-Armed Bandit learning with a lightweight signalling-based coordination scheme.
result Ensures convergence to a stable allocation of resources with maximal resource utilization.