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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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107213320426 · Jun 202019922001200920172026
48 results for Non-central limit theorem

NAST generalizes scattering transform for non-stationary time series analysis.

problem Analyzing non-stationary time series data.
method Neural activation of scattering transform with various activation functions and high pass filters.
result Central and non-central limit theorems for NAST of Gaussian processes.

Study reveals three limiting regimes for neural network functionals.

problem Understanding the behavior of functionals of random neural networks.
method Central and non-central limit theorems, Hermite expansions, Diagram Formula, Stein-Malliavin techniques.
result Three distinct limiting regimes based on fixed points of covariance function.

AES scheme improves Bermudan and American option pricing for Heston models.

problem Pricing Bermudan and American options under Heston models efficiently.
method AES scheme using non-central chi-square distribution for variance process.
result AES achieves higher accuracy and computational efficiency for Bermudan options.

Improved Bayesian analysis for SVM models using a mixture sampler.

problem Efficient simulation-based analysis of stochastic volatility in mean models.
method Developed a generalized mixture sampler for SVM models, approximating non-central chi-squared distributions as mixtures of normal distributions.
result The proposed method outperforms other volatility models based on marginal likelihoods in empirical studies.

The transition probability of a Cox-Ingersoll-Ross process can be represented by a non-central chi-square density. First we prove a new representation for the central chi-square density based on sums of powers of generalized Gaussian random variables. Second we prove Marsaglia's polar method extends to this distributio…

2008-02-29abs ↗pdf ↗

The Jones-Witten theory gives rise to representations of the (extended) mapping class group of any closed surface Y indexed by a semi-simple Lie group G and a level k. In the case G=SU(2) these representations (denoted V_A(Y)) have a particularly simple description in terms of the Kauffman skein modules with parameter …

2002-09-12abs ↗pdf ↗

A Lie bracket defined on the linear span of the free homotopy classes of undirected closed curves was discovered in stages passing through Thurston's earthquake deformations, Wolpert's corresponding calculations with Hamiltonian vector fields and Goldman's algebraic treatment of the latter leading to a Lie bracket on t…

2019-10-20abs ↗pdf ↗

We put forward a complete theory on moment explosion for fairly general state-spaces. This includes a characterization of the validity of the affine transform formula in terms of minimal solutions of a system of generalized Riccati differential equations. Also, we characterize the class of positive semidefinite process…

2014-09-05abs ↗pdf ↗

The study extends convergence theorems for Ricci-limit spaces with bounded curvature.

problem Understanding convergence properties of Ricci-limit spaces with bounded curvature.
method Establishing C1,αC^{1,α}-regularities and applying Fukaya's fibration theorem.
result Optimal generalization of Fukaya's fibration theorem to C1,αC^{1,α} limit spaces.

Proves limit curve theorem for incomplete metric spaces, applies to null distance in Lorentzian manifolds.

problem Control of Lorentzian lengths of limit curves in incomplete metric spaces.
method Proves limit curve theorem for incomplete metric spaces and applies to null distance.
result Strong control on Lorentzian lengths of limit curves in Sormani and Vegas' null distance.

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.

Central limit theorem for Green metrics on hyperbolic groups.

problem Proving a central limit theorem for Green metrics on hyperbolic groups.
method Proving a central limit theorem for Green metrics on hyperbolic groups using probability measures and ordering elements.
result Proved a central limit theorem for Green metrics on hyperbolic groups.

Stochastic gradient descent's long-term fluctuations are described by a diffusion limit.

problem Long-term behavior of stochastic gradient descent in non-smooth settings.
method Functional central limit theorem applied to rescaled trajectory of SGD.
result Characterization of long-term fluctuations around the minimizer.

The study of random walks on hyperbolic spaces and Teichmüller spaces, proving central limit theorems and geodesic tracking.

problem Analyzing random walks on hyperbolic and Teichmüller spaces.
method Proving central limit theorems and geodesic tracking using finite moments and logarithmic moments.
result Translation lengths of random isometries satisfy a central limit theorem if and only if the random walk has finite second moment.

Paper derives sub-Riemannian versions of Kastler-Kalau-Walze and Dabrowski-Sitarz-Zalecki theorems for twisted BCV spaces.

problem Deriving sub-Riemannian versions of the Kastler-Kalau-Walze and Dabrowski-Sitarz-Zalecki theorems for twisted BCV spaces.
method Derives sub-Riemannian versions of the Kastler-Kalau-Walze and Dabrowski-Sitarz-Zalecki theorems for the twisted BCV spaces.
result Computes Connes conformal invariants for the twisted product and sub-Riemannian limits of these invariants for the twisted BCV spaces.

Study shows central limit theorem for counting measures in non-smooth spaces.

problem Counting measures in non-smooth spaces with coarse negative curvature.
method Established central limit theorems for actions of groups on hyperbolic spaces without properness or smoothness assumptions.
result General framework allows for applications in geometrically finite manifolds and intersection numbers.

The study proves a central limit theorem for Gaussian holomorphic sections on Kähler manifolds.

problem Understanding statistical properties of zeros of random holomorphic sections.
method Proves a central limit theorem for smooth linear statistics of zero divisors of Gaussian sections in line bundles over Kähler manifolds.
result Derives first-order asymptotics and upper decay estimates for Bergman kernels.

The paper studies symplectic forms on projective limits of Banach bundles and their Darboux Theorem.

problem Conditions for weak symplectic forms on projective limits of Banach bundles.
method Analyzing projective sequences of Banach bundles and applying Darboux Theorem.
result Necessary and sufficient conditions for the Darboux Theorem on projective limits of Banach manifolds.

We consider the task of automated theorem proving, a key AI task. Deep learning has shown promise for training theorem provers, but there are limited human-written theorems and proofs available for supervised learning. To address this limitation, we propose to learn a neural generator that automatically synthesizes the…

2020-02-17abs ↗pdf ↗

Study shows a central limit theorem for random coverings of manifolds with nilpotent groups.

problem Understanding the distribution of connected components in random coverings of manifolds with nilpotent fundamental groups.
method Used sampling homomorphisms from the fundamental group into the symmetric group and subgroup growth zeta functions of nilpotent groups.
result Proved a central limit theorem for the number of connected components of these random coverings.

We give conditions under which the normalized marginal distribution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions of stochastic differential equations with locally bounded and continuous coefficients. The limit theorems are subsequently…

2012-08-21abs ↗pdf ↗

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of stochastic gradient descent training iterations. Our result describes the neural net…

2018-08-28abs ↗pdf ↗

The study examines Hawkes processes and their long-term behavior.

problem Understanding the long-term behavior of Hawkes processes.
method Proving functional limit theorems under various conditions on the dispersion of child events.
result Functional limit theorems hold for Hawkes processes with different levels of child event dispersion.

Study small-time CLTs for stochastic Volterra equations with various kernels.

problem Understanding the behavior of stochastic Volterra equations with different kernels.
method Proved convergence of finite-dimensional distributions, functional CLT, and limit theorems for smooth transformations.
result Derived asymptotic pricing formulae for digital calls in rough volatility models.

We use adiabatic limits to study foliated manifolds. The Bott connection naturally shows up as the adiabatic limit of Levi-Civita connections. As an application, we then construct certain natural elliptic operators associated to the foliation and present a direct geometric proof of a vanshing theorem of Connes[Co], whi…

1999-12-29abs ↗pdf ↗

In this paper we prove some general results on constant mean curvature lamination limits of certain sequences of compact surfaces MnM_n embedded in R3\mathbb R^3 with constant mean curvature HnH_n and fixed finite genus, when the boundaries of these surfaces tend to infinity. Two of these theorems generalize to the non…

2015-10-26abs ↗pdf ↗

In this paper we prove a theorem concerning lamination limits of sequences of compact disks MnM_n embedded in R3\mathbb{R}^3 with constant mean curvature HnH_n, when the boundaries of these disks tend to infinity. This theorem generalizes to the non-zero constant mean curvature case Theorem 0.1 by Colding and Minicozzi…

2015-10-17abs ↗pdf ↗

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.

The authors Balogh-Tyson-Vecchi in arXiv:1604.00180 utilize the Riemannian approximations scheme (H1,<,>L)(\mathbb H^1,<,>_L), in the Heisenberg group, introduced by Gromov, to calculate the limits of Gaussian and normal curvatures defined on surfaces of H1\mathbb H^1 when LL\rightarrow\infty. They show that these limits exi…

2020-02-17abs ↗pdf ↗

For α(1,2)α\in (1,2), we present a generalized central limit theorem for αα-stable random variables under sublinear expectation. The foundation of our proof is an interior regularity estimate for partial integro-differential equations (PIDEs). A classical generalized central limit theorem is recovered as a special case, p…

2014-09-28abs ↗pdf ↗

The paper calculates curvature limits and Gauss-Bonnet theorems in the Heisenberg group.

problem Computing curvature limits and Gauss-Bonnet theorems in the Heisenberg group.
method Sub-Riemannian limits of Gaussian curvature, Schouten-Van Kampen affine connections, and adapted connections.
result Gauss-Bonnet theorems associated with Schouten-Van Kampen affine connections in the Heisenberg group.