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.
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local X-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …
Estimates area and spectrum of stable minimal surfaces in Euclidean and hyperbolic spaces.
problem Estimating the growth of area and spectrum of stable minimal surfaces.
method Elementary argument and stability inequality for Euclidean space; explicit area growth estimate for hyperbolic space; scalar curvature lower bound for spectrum.
result Minimal surfaces in Euclidean space grow like the Euclidean plane, and in hyperbolic space, explicit area growth estimates are derived.
Estimates eigenvalues and spectrum for graph substructures using isocapacitary constants.
problem Estimating eigenvalues and spectrum for graph substructures.
method Introducing Cheeger type constants via isocapacitary constants to estimate eigenvalues and spectrum.
result Estimates for first Dirichlet, Neumann, and Steklov eigenvalues, as well as the bottom of the spectrum of the Laplace operator and Dirichlet-to-Neumann operator.
We obtain upper estimates for the bottom (that is, greatest lower bound) of the essential spectrum of weighted Laplacian operator of a weighted manifold under assumptions of the volume growth of their geodesic balls and spheres. Furthermore, we find examples where the equality occurs in the estimates obtained. As a con…
In all dimensions, we prove that the marked length spectrum of a Riemannian manifold (M,g) with Anosov geodesic flow and non-positive curvature locally determines the metric in the sense that two close enough metrics with the same marked length spectrum are isometric. In addition, we provide a completely new stabilit…
Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to analyze a particular case of the correlations in financial series and to show that…
We consider a complete noncompact smooth Riemannian manifold M with a weighted measure and the associated drifting Laplacian. We demonstrate that whenever the q-Bakry-Émery Ricci tensor on M is bounded below, then we can obtain an upper bound estimate for the heat kernel of the drifting Laplacian from the upper b…
In this paper, we study the spectral problem on a compact Finsler manifold with or without boundary. More precisely, given a certain collection of sets in Sobolev space H1,2(M) and a dimension-like function, we can define a corresponding spectrum. Such a spectrum satisfies nice properties. In particular, the eigen…
This paper concerns the L2 essential spectrum of the Laplacian Δ and the drift Laplacian Δf on complete Riemannian manifolds endowed with a weighted measure e−fdvolg. We prove that the essential spectrum of the drift Laplacian Δf is [0,+∞) provided the Bakry-Émery curvature tensor Ricf is …
In this paper, we study the spectrums of faithful dimension pairs on a closed Finsler manifold and obtain a Gromov type and a Buser type lower bounds for eigenvalues. Furthermore, for the Lusternik-Schnirelmann spectrum, we not only obtain a better lower bound, but also estimate the multiplicity of each eigenvalue.
In this paper, we prove the invariance of the spectrum of the basic Dirac operator defined on a Riemannian foliation (M,F) with respect to a change of bundle-like metric. We then establish new estimates for its eigenvalues on spin flows in terms of the O'Neill tensor and the first eigenvalue of the Dirac op…
We propose to use Gaussian process regression to accurately estimate the diffusion MRI signal at arbitrary locations in q-space. By estimating the signal on a grid, we can do synthetic diffusion spectrum imaging: reconstructing the ensemble averaged propagator (EAP) by an inverse Fourier transform. We also propose an a…
Liquid chromatography coupled with tandem mass spectrometry, also known as shotgun proteomics, is a widely-used high-throughput technology for identifying proteins in complex biological samples. Analysis of the tens of thousands of fragmentation spectra produced by a typical shotgun proteomics experiment begins by assi…
We establish an upper estimate for the small eigenvalues of the twisted Dirac operator on Kahler submanifolds in Kahler manifolds carrying Kahlerian Killing spinors. We then compute the spectrum of the twisted Dirac operator of the canonical embedding \CP^d \rightarrow \CP^n in order to test the sharpness of the upper …
In this paper, we prove that Euclidean hypersurfaces with almost extremal extrinsic radius or λ1 have a spectrum that asymptotically contains the spectrum of the extremal sphere in the Reilly or Hasanis-Koutroufiotis Inequalities. We also consider almost extremal hypersurfaces which satisfy a supplementary bound on …
We prove some estimates on the spectrum of the Laplacian of the total space of a Riemannian submersion in terms of the spectrum of the Laplacian of the base and the geometry of the fibers. When the fibers of the submersions are compact and minimal, we prove that the total space is discrete if and only if the base is di…
We consider the Dirac operator on compact quaternionic Kaehler manifolds and prove a lower bound for the spectrum. This estimate is sharp since it is the first eigenvalue of the Dirac operator on the quaternionic projective space.
The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically slowly. The key general properties of the covariance matrices are the following…