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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.

169,181 papers · 148 categories

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92184276368 · Jun 202019922001200920182026
48 results for Multiplicative Ergodic Theorem

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

Given a n-dimensional lamination endowed with a Riemannian metric, we introduce the notion of a multiplicative cocycle of rank d, where n and d are arbitrary positive integers. The holonomy cocycle of a foliation and its exterior powers as well as its tensor powers provide examples of multiplicative cocycles. Next, we …

2014-03-28abs ↗pdf ↗

Graph neural networks suffer from oversmoothing, but adding residual connections helps.

problem Oversmoothing in deep graph neural networks where features become indistinguishable.
method Analyzed asymptotic oversmoothing rates with and without residual connections using the multiplicative ergodic theorem.
result Adding residual connections effectively mitigates or prevents oversmoothing.

In this note we prove the a pointwise ergodic theorem for functions taking values in a separable complete CAT(0)-space, analogous to Lindenstrauss' pointwise ergodic theorem for real-valued integrable functions on a probability space subject to a probability-preserving action of an amenable l.c.s.c. group, where in the…

2009-05-05abs ↗pdf ↗

The paper proves rigidity and ergodicity of horospherical foliations.

problem Rigidity and ergodicity of horospherical foliations in higher rank.
method Establishes higher rank extensions of rigidity theorems for representations of discrete subgroups of divergence type, using conformal measures and boundary maps.
result Proves conformal measure rigidity and ergodicity of horospherical foliations for hypertransverse subgroups.

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

problem Properties of bounded pluriharmonic and holomorphic functions on Teichmüller space.
method Analyzes the boundary behavior of functions and proves theorems about limits and non-ergodicity.
result Proves the existence of radial limits for bounded pluriharmonic functions and non-constant bounded holomorphic functions.

We extend Schwartzman theory beyond dimension 1 and provide a unified treatment of Ruelle-Sullivan and Schwartzman theories via Birkhoff's ergodic theorem for the class of immersions of solenoids with a trapping region.

2009-10-15abs ↗pdf ↗

Proves CLT for Brownian paths on pinched negative curvature manifolds.

problem Distribution of Brownian paths on pinched negative curvature manifolds.
method Proof of central limit theorem for distances and Green functions.
result Central limit theorem holds for Brownian paths in pinched negative curvature.

The paper proposes a thermodynamic potential to guide training of generative models, breaking ergodicity to improve functionality.

problem Improving generative model functionality while limiting access to underrepresented patterns.
method Constructing a thermodynamic potential that guides training, leading to multiple minima in the free energy.
result Training a generative model breaks ergodicity, preventing escape into the high-temperature phase.

Study shows mass distribution of random holomorphic sections follows a central limit theorem.

problem Understanding mass distribution of random holomorphic sections.
method Proved a central limit theorem for mass distribution of random holomorphic sections associated with positive line bundles.
result Almost every sequence of random holomorphic sections exhibits quantum ergodicity.

Develops stability conditions for estimating affine jump-diffusions.

problem Ergodicity and consistency of parameter estimation for affine jump-diffusions.
method Establishes stochastic stability conditions and ergodicity under specific conditions.
result Proves strong laws of large numbers and functional central limit theorems for additive functionals.

We define generalized currents associated with immersions of abstract solenoids with a transversal measure. We realize geometrically the full real homology of a compact manifold with these generalized currents, and more precisely with immersions of minimal uniquely ergodic solenoids. This makes precise and geometric De…

2007-02-16abs ↗pdf ↗

Extends Masur's divergence theorem to complex tori and Kummer surfaces.

problem Establishing uniquely ergodic horizontal foliations for geodesic flows on moduli spaces.
method Defined and calculated horizontal foliations and geodesic flows on moduli spaces of Kähler metrics.
result Proved that horizontal foliations are uniquely ergodic if geodesic flows are recurrent.

We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.

problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.

The paper establishes CLTs for Markov chains and improves sampling algorithms for heavy-tailed distributions.

problem Establishing central limit theorems for ergodic averages of Markov chains.
method Drift conditions to provide necessary and sufficient conditions for CLTs, including lower bounds on convergence rates.
result Sharp conditions and convergence rates for various MCMC algorithms on heavy-tailed targets.

We define generalized currents associated with immersions of abstract oriented solenoids with a transversal measure. We realize geometrically the full real homology of a compact manifold with these generalized currents, and more precisely with immersions of minimal uniquely ergodic solenoids. This makes precise and geo…

2009-10-15abs ↗pdf ↗

The article constructs a forward utility for markets with multiple default risks.

problem Characterizing forward performance processes in a market with multiple default risks.
method Using Jacod-Pham decomposition and recursive BSDEs, the article constructs a forward utility and proves its existence and uniqueness.
result The article identifies the risk-sensitive long-run growth rate of the optimal wealth process in a stochastic factor model with ergodic dynamics.

Study critical exponents of invariant subgroups in hyperbolic spaces.

problem Understanding critical exponents of invariant subgroups in hyperbolic spaces.
method Defined critical exponent δ(μ) and used a maximal ergodic theorem for hyperbolic groups.
result Critical exponent δ(μ) > d/2 in general and δ(μ) = d for divergence type subgroups.

The paper describes decompositions of geometric measures on Anosov homogeneous spaces.

problem Decomposing geometric measures on Anosov homogeneous spaces.
method Ergodic decompositions of Burger-Roblin and Bowen-Margulis-Sullivan measures.
result The space of non-trivial invariant ergodic measures is homeomorphic to a product space.

In this paper, we investigate the ergodic and rigidity properties of weakly hyperbolic group actions. Motivated by classical theorems describing Anosov diffeomorphisms, we obtain two main results: First, all C^2 volume preserving weakly hyperbolic actions on closed manifolds are ergodic. This result generalizes Anosov'…

2005-11-11abs ↗pdf ↗

Given a heterogeneous time-series sample, the objective is to find points in time (called change points) where the probability distribution generating the data has changed. The data are assumed to have been generated by arbitrary unknown stationary ergodic distributions. No modelling, independence or mixing assumptions…

2012-03-07abs ↗pdf ↗

Let MM be a closed Riemannian manifold carrying an effective and isometric action of a compact connected Lie group GG. We derive a refined remainder estimate in the stationary phase approximation of certain oscillatory integrals on TM×GT^\ast M \times G with singular critical sets that were examined previously in order…

2015-07-20abs ↗pdf ↗

In this paper we give a natural condition for when a volumorphism on a Riemannian manifold (M,g)(M,g) is actually an isometry with respect to some other, optimal, Riemannian metric hh. We consider the natural action of volumorphisms on the space $\M_μ^s$ of all Riemannian metrics of Sobolev class HsH^s, s>n/2s>n/2, with a f…

2012-06-02abs ↗pdf ↗

On a compact Kähler manifold there is a canonical action of a Lie-superalgebra on the space of differential forms. It is generated by the differentials, the Lefschetz operator and the adjoints of these operators. We determine the asymptotic distribution of irreducible representations of this Lie-superalgebra on the eig…

2008-05-15abs ↗pdf ↗

The paper explores conditions for interval exchange transformations to yield low-discrepancy sequences.

problem Conditions for interval exchange transformations to produce low-discrepancy sequences.
method Analyzes interval exchange transformations and applies ergodic theory.
result Constructs infinitely many interval exchange transformations with low-discrepancy orbits for n4n \geq 4.

Let XX be a Hadamard manifold, and ΓΓ a non-elementary discrete group of isometries of XX which contains a rank one isometry. We relate the ergodic theory of the geodesic flow of the quotient orbifold M=X/ΓM=X/Γ to the behavior of the Poincar{é} series of ΓΓ. Precisely, the aim of this paper is to extend the so-called…

2015-08-24abs ↗pdf ↗

Boundary-induced risk aversion in non-ergodic growth models.

problem Tension between expected-utility curvature and observed risk-taking behavior.
method Study of a finite-horizon binary multiplicative process with absorbing boundaries.
result Boundary-induced compression of optimal exposure below the Kelly fraction, leading to apparent risk aversion.

The paper finds unique equilibrium states for geodesic flows on certain surfaces.

problem Analyzing geodesic flows on surfaces without focal points.
method Proving the existence of unique equilibrium states for specific potentials.
result There are unique equilibrium states for certain potentials, including geometric multiples of scalar less than 1.

The study shows how to measure translation surfaces with short saddle connections.

problem Measuring the probability of surfaces with short saddle connections.
method Using the multi-scale compactification of strata and algebraicity results.
result Proves strong regularity for invariant measures on translation surfaces.

Gambles are random variables that model possible changes in monetary wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but thei…

2014-05-03abs ↗pdf ↗