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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.

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9192837 · May 202619922001200920172026
48 results for Perron eigenvalue

Edge subdivision affects the Perron eigenvalue of tree Ricci matrices.

problem Understanding how edge subdivision impacts the Perron eigenvalue of tree Ricci matrices.
method Compressing branches into scalar feedback functions via Schur complement, reducing the spectral problem to a one-dimensional Chebyshev equation.
result Edge subdivision can decrease, preserve, or increase the Perron eigenvalue of tree Ricci matrices.

Study of endperiodic maps on infinite graphs, proving homotopy and eigenvalue properties.

problem Understanding endperiodic maps on infinite graphs with finitely many ends.
method Adapting relative train track maps and combinatorial techniques to infinite type setting.
result Any generalized endperiodic map is homotopic to a relative train track map.

The symplectic representation of mapping classes is not surjective for certain types of mapping classes.

problem The surjectivity of the symplectic representation of mapping classes, particularly pseudo-Anosov ones, is not always preserved.
method Explicit construction of symplectic matrices with a bi-Perron leading eigenvalue that cannot be represented by orientable pseudo-Anosov mapping classes.
result The symplectic representation of orientable pseudo-Anosov mapping classes is not surjective.

A pseudo-Anosov surface automorphism φφ has associated to it an algebraic unit λφλ_φ called the dilatation of φφ. It is known that in many cases λφλ_φ appears as the spectral radius of a Perron-Frobenius matrix preserving a symplectic form LL. We investigate what algebraic units could potentially appear as dilatatio…

2011-04-13abs ↗pdf ↗

In this paper, we give sufficient conditions for a Perron number, given as the leading eigenvalue of an aperiodic matrix, to be a pseudo-Anosov dilatation of a compact surface. We give an explicit construction of the surface and the map when the sufficient condition is met.

2014-11-05abs ↗pdf ↗

Using an idea of Doug Lind, we give a lower bound for the Perron-Frobenius degree of a Perron number that is not totally-real. As an application, we prove that there are cubic Perron numbers whose Perron-Frobenius degrees are arbitrary large; a result known to Lind, McMullen and Thurston. A similar result is proved for…

2017-11-18abs ↗pdf ↗

Stochastic discount factor (SDF) processes in dynamic economies admit a permanent-transitory decomposition in which the permanent component characterizes pricing over long investment horizons. This paper introduces an empirical framework to analyze the permanent-transitory decomposition of SDF processes. Specifically, …

2014-12-15abs ↗pdf ↗

Characterizes bi-Perron numbers with specific Galois conjugates.

problem Understanding bi-Perron numbers with real or unimodular conjugates.
method Characterization through power properties and spectral radii of transformations.
result Bi-Perron numbers with real or unimodular conjugates admit a power as stretch factors or spectral radii.

This paper extends transfer operator theory to McKean-Vlasov equations.

problem Analyzing the behavior of complex dynamical systems using transfer operators.
method Extended dynamic mode decomposition and Galerkin projection.
result Finite-dimensional approximations of transfer operators computed.

The paper explores growth rates and Perron numbers in Coxeter systems with low-dimensional Davis complexes.

problem Investigating growth rates and specific types of numbers in Coxeter systems with Davis complexes of low dimension.
method Examining Coxeter systems with Davis complexes of dimension at most 2, focusing on growth rates and specific types of numbers.
result The growth rate of Coxeter systems with Davis complexes of dimension at most 2 are either Salem or Pisot numbers, depending on the Euler characteristic.

Deep learning framework for kernel methods using RKHM and Perron-Frobenius operators.

problem Kernel methods in deep learning with potential overfitting issues.
method Combining RKHM and Perron-Frobenius operator to derive a new Rademacher bound and analyze deep kernel methods.
result Theoretical interpretation of benign overfitting and milder dependency on output dimension.

Solves Monge-Ampère equations on compact Hessian manifolds using the Perron method.

problem Solving Monge-Ampère equations on compact Hessian manifolds.
method Perron method, compactness properties of normalized quasi-convex functions, local and global comparison principles for twisted Monge-Ampère operators.
result Solves Monge-Ampère equations involving arbitrary probability measures.

In this paper we consider the growth rates of 3-dimensional hyperbolic Coxeter polyhedra some of its dihedral angles are πm\fracπ{m} for m7m\geq{7}. By combining with the classical result by Parry \cite{Pa} and the main result of \cite{Y}, we prove that the growth rates of 3-dimensional hyperbolic Coxeter groups are Pe…

2016-03-16abs ↗pdf ↗

We define a large class of abstract Coxeter groups, that we call \infty--spanned, and for which the word growth rate and the geodesic growth rate appear to be Perron numbers. This class contains a fair amount of Coxeter groups acting on hyperbolic spaces, thus corroborating a conjecture by Kellerhals and Perren. We a…

2019-12-11abs ↗pdf ↗

Paper proves existence and uniqueness of circle patterns on surfaces with assigned geodesic curvatures.

problem Existence and uniqueness of circle patterns on surfaces with prescribed geodesic curvatures.
method Applied Perron's method and Thurston's algorithm to prove existence and convergence.
result Existence and uniqueness of circle patterns on surfaces with prescribed geodesic curvatures.

We extend the stochastic Perron method to analyze the framework of stochastic target games, in which one player tries to find a strategy such that the state process almost surely reaches a given target no matter which action is chosen by the other player. Within this framework, our method produces a viscosity sub-solut…

2014-08-28abs ↗pdf ↗

I-BBS identifies latent sub-manifolds from distance matrices, robust to noise.

problem Identifying latent sub-manifolds from distance matrices in high-dimensional spaces.
method Coordinate-free inference using random distance matrix theory and generative noise models.
result Recovering latent geometry from integer-stable signatures of eigenvalues.

In this note, we deduce a partial answer to the question in the title. In particular, we show that asymptotically almost all bi-Perron algebraic unit whose characteristic polynomial has degree at most 2n2n do not correspond to dilatations of pseudo-Anosov maps on a closed orientable surface of genus nn for n10n\geq 10.…

2016-12-09abs ↗pdf ↗

We prove existence of solutions to boundary value problems and obstacle problems for degenerate-elliptic, linear, second-order partial differential operators with partial Dirichlet boundary conditions using a new version of the Perron method. The elliptic operators considered have a degeneracy along a portion of the do…

2013-02-07abs ↗pdf ↗

In this paper, we adapt stochastic Perron's method to analyze a stochastic target problem with unbounded controls in a jump diffusion set-up. With this method, we construct a viscosity sub-solution and super-solution to the associated Hamiltonian-Jacobi-Bellman (HJB) equations. Under comparison principles, uniqueness o…

2016-04-13abs ↗pdf ↗

The development of a metric for structural data is a long-term problem in pattern recognition and machine learning. In this paper, we develop a general metric for comparing nonlinear dynamical systems that is defined with Perron-Frobenius operators in reproducing kernel Hilbert spaces. Our metric includes the existing …

2018-05-31abs ↗pdf ↗

Study of complex Hessian equations using subharmonic functions and geodesics.

problem Understanding geodesics within complex Hessian equations.
method Perron envelope construction, comparison principle, rooftop equality, Kiselman minimum principle.
result Established criterion for geodesic connectivity among mm-subharmonic functions.

Let f ⁣:MNf\colon M\to N be a continuous map between closed irreducible graph manifolds with infinite fundamental group. Perron and Shalen showed that if ff induces a homology equivalence on all finite covers, then ff is in fact homotopic to a homeomorphism. Their proof used the statement that every graph manifold is fin…

2010-04-21abs ↗pdf ↗

New methods avoid spectral pollution in transfer operators for accurate analysis.

problem Spectral pollution in finite-dimensional approximations of transfer operators.
method Algorithms for computing spectral properties of transfer operators without spectral pollution.
result Accurate spectral estimation across various applications, including protein folding models.

Investor aims to meet financial goals with deadlines and target amounts, considering stock trading costs.

problem Goal-based portfolio selection with fixed transaction costs.
method Stochastic Perron's method to show value function is unique viscosity solution to quasi-variational inequalities. Existence of optimal strategy established.
result Optimal trading strategy differs significantly from frictionless case, revealing complex regions and strategies.

We describe a novel technique for solving the Plateau problem for constant curvature hypersurfaces based on recent work of Harvey and Lawson. This is illustrated by an existence theorem for hypersurfaces of constant Gaussian curvature in Rn+1\Bbb{R}^{n+1}.

2009-12-15abs ↗pdf ↗

This paper aims to make a new contribution to the study of lifetime ruin problem by considering investment in two hedge funds with high-watermark fees and drift uncertainty. Due to multi-dimensional performance fees that are charged whenever each fund profit exceeds its historical maximum, the value function is expecte…

2019-09-03abs ↗pdf ↗

Study on self-consuming generative models with diverse human curation, focusing on convergence and stability.

problem Analyzing self-consuming generative models with heterogeneous human curation.
method Investigates the asymptotic behavior of retraining dynamics using nonlinear Perron--Frobenius theory and Banach contraction mapping.
result Improves convergence results and provides stability and non-stability analyses for the model.

Data-driven methods link graphon limits to random walks and spectral clustering.

problem Clustering signals evolving over time with graphon limits.
method Transfer operators, Koopman and Perron-Frobenius, for estimating graphon from signal data.
result Spectral clustering can be extended to graphons, reconstructing transition densities and graphons.

IGNN captures long-range graph dependencies using fixed-point equations.

problem Limited GNN ability to capture long-range graph dependencies.
method Fixed-point equilibrium equations involving implicitly defined state vectors, leveraging Perron-Frobenius theory and projected gradient descent.
result IGNN consistently captures long-range dependencies and outperforms state-of-the-art GNNs.

We proof existence theorems for the Dirichlet problem for hypersurfaces of constant special Lagrangian curvature in Hadamard manifolds. The first results are obtained using the continuity method and approximation and then refined using two iterations of the Perron method. The a-priori estimates used in the continuity m…

2009-08-25abs ↗pdf ↗

We prove that non-elementary hyperbolic groups grow exponentially more quickly than their infinite index quasiconvex subgroups. The proof uses the classical tools of automatic structures and Perron-Frobenius theory. We also extend the main result to relatively hyperbolic groups and cubulated groups. These extensions us…

2016-02-25abs ↗pdf ↗