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.
New model improves DNA methylation data analysis.
problem Analyzing DNA methylation data with complex distributions.
method Doubly non-central beta (DNCB) distribution for non-negative matrix factorization.
result Improves predictive performance and yields meaningful latent representations.
Directly simulates squared Bessel processes efficiently.
problem Simulating squared Bessel processes accurately and efficiently.
method Two-dimensional Chebyshev expansion for non-central chi-square distribution inverse.
result Accurate and efficient simulation for various degrees of freedom.
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…
We show that a non-trivial, non-central normal subgroup of the braid groups contains a braid whose closure is a hyperbolic knot with arbitrary large genus. This shows that non-faithfulness of a quantum representation implies that the corresponding quantum invariant fails to detect the unknot. The proof utilizes the Deh…
Constructs maps on skein modules using non-semisimple quantum invariants.
problem Constructing maps on skein modules with specific characters.
method Uses UqHsl2 non-semisimple invariants of 3-manifolds. result Maps with any possible abelian non-central character as classical shadow.
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 …
Tests if vertices in graphs have the same latent positions.
problem Testing equality of latent positions in random graphs.
method Empirical Mahalanobis distances from spectral embeddings.
result Test statistics follow chi-square distributions under null and local alternatives.
New geometric definition of Lie bracket for undirected curves.
problem Understanding the Lie bracket of undirected curves on a surface.
method Local geometric definition and proof of three results.
result The TWG bracket counts intersection and suggests disjoint representatives.
We use quantum invariants to define an analytic family of representations for the mapping class group of a punctured surface. The representations depend on a complex number A with |A| <= 1 and act on an infinite-dimensional Hilbert space. They are unitary when A is real or imaginary, bounded when |A|<1, and only densel…
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…
Method upgrades limit theorems to mixing limit theorems for dynamical systems.
problem Improving limit theorems for dynamical systems.
method General method for upgrading limit theorems to mixing limit theorems.
result Mixing limit theorems for specific subbundles of the Kontsevich-Zorich cocycle.
Paper proves CLTs for Q-learning with asynchronous updates.
problem Establishing convergence rates for Q-learning algorithms.
method Polyak-Ruppert averaging, non-asymptotic and functional CLTs.
result Convergence rates in Wasserstein distance for Q-learning.
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,α-regularities and applying Fukaya's fibration theorem. result Optimal generalization of Fukaya's fibration theorem to C1,α limit spaces. The Constant Elasticity of Variance (CEV) model significantly outperforms the Black-Scholes (BS) model in forecasting both prices and options. Furthermore, the CEV model has a marked advantage in capturing basic empirical regularities such as: heteroscedasticity, the leverage effect, and the volatility smile. In fact, …
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.
In this paper, we compute the adiabatic limit of the scalar curvature and prove several vanishing theorems, we also derive a Kastler-Kalau-Walze type theorem for the noncommutative residue in the case of foliations.
This paper deals with a semi-classical limit (Theorem 1) by using traditional mathematical methods, and shows a Hopf theorem as a corollary. A formal discussion of it may be found in [7].
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.
Survey of recent Kleinian representation convergence results.
problem Kleinian representation convergence
method Survey and analysis of recent results following Thurston's theorems
result Survey of recent and less recent results on convergence of Kleinian representations
Functional central limit theorem for kernel gradient flow and infinitesimal gradient boosting
problem Fluctuations of boosting processes around their deterministic limit
method Stochastic perturbation analysis of ODEs in Banach spaces
result Rescaled deviations converge to a Gaussian process
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 show that the Gromov-Hausdorff limit of a sequence of leaves in a compact foliation is a covering space of the limiting leaf which is no larger than this leaf's holonomy cover. We also show that convergence to such a limit is smooth instead of merely Gromov-Hausdorff. Corollaries include Reeb's local stability theor…
AI generates theorems and proofs for training theorem provers.
problem Limited human-written theorems and proofs for supervised learning.
method Proposes a neural generator to automatically synthesize theorems and proofs.
result Synthetic data improves automated theorem proving in Metamath.
Authors calculate limits of curvatures on surfaces in sub-Riemannian manifolds.
problem Calculating limits of Gaussian and normal curvatures on surfaces in sub-Riemannian manifolds.
method Utilized Riemannian approximations scheme in Heisenberg group to calculate limits of curvatures.
result Obtained Gauss-Bonnet theorem as a limit of theorems in approximations schemes.
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…
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…
We obtain a Central Limit Theorem for closed Riemannian manifolds, clarifying along the way the geometric meaning of some of the hypotheses in Bhattacharya and Lin's Omnibus Central Limit Theorem for Fréchet means. We obtain our CLT assuming certain stability hypothesis for the cut locus, which always holds when the ma…
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…
In this paper we prove some general results on constant mean curvature lamination limits of certain sequences of compact surfaces Mn embedded in R3 with constant mean curvature Hn and fixed finite genus, when the boundaries of these surfaces tend to infinity. Two of these theorems generalize to the non…
The paper calculates curvature limits and proves Gauss-Bonnet theorems in affine and Minkowski groups.
problem Computing curvature limits in affine and Minkowski groups.
method Analyzing Euclidean C2-smooth surfaces and curves in affine and Minkowski groups. result Gauss-Bonnet theorems in affine and Minkowski groups are proven.
The purpose of this article is to point out a mistake in the published paper "Graphs of hyperbolic groups and limit set intersection theorem- Proc AMS, vol 146, no 5, pp 1859--1871, which subsequently weakens the main theorem of that paper. We state and prove a weaker result in this note.
In this paper we prove a theorem concerning lamination limits of sequences of compact disks Mn embedded in R3 with constant mean curvature Hn, 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…
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.
For α∈(1,2), we present a generalized central limit theorem for α-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…
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.