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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.

168,742 papers · 148 categories

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64129193257 · May 202619922001200920172026
48 results for Stieltjes theory

Efficient methods for Lévy models using SINH-regular processes.

problem Efficient numerical methods for evaluating Lévy models.
method Defining SL-processes and sSL-processes, deriving properties of characteristic exponent, and showing all popular Lévy processes can be subordinated to Brownian motion.
result All crucial properties of characteristic exponent are consequences of a specific representation, and all popular Lévy processes are SL- or sSL-subordinated Brownian motion.

Paper defines quasi-Strebel structures for meromorphic k-differentials and proves their existence.

problem Existence of quasi-Strebel structures for meromorphic k-differentials.
method Introduced quasi-Strebel structures and proved their existence for meromorphic k-differentials.
result Every differential of even order k > 2 satisfying certain conditions admits a quasi-Strebel structure.

The paper connects Riemannian Gaussian distributions to random matrix theory and diffusion kernels.

problem Analyzing Riemannian Gaussian distributions on symmetric spaces.
method Analytical computation of marginals using orthogonal and skew orthogonal polynomials, and diffusion kernels.
result Riemannian Gaussian distributions are random matrix types, and their probability density functions can be computed analytically.

Researchers create minimal surfaces with Scherk ends and find catenoid limits.

problem Constructing minimal surfaces with specific end types and understanding their limits.
method Constructing families of embedded, singly periodic minimal surfaces with Scherk-type ends and analyzing their limits.
result The limit of the constructed surfaces are catenoid necks connecting planes, determined by Stieltjes polynomials.

We show that a trader, who starts with no initial wealth and is not allowed to borrow money or short sell assets, is theoretically able to attain positive wealth by continuous trading, provided that she has perfect foresight of future asset prices, given by a continuous semimartingale. Such an arbitrage strategy can be…

2016-04-26abs ↗pdf ↗

Study shows deterministic equivalent for neural network kernel convergence.

problem Understanding convergence of neural network kernels.
method Analyzes empirical spectral distribution of Conjugate Kernel, proving convergence to a deterministic limit.
result Obtains a deterministic equivalent for the Stieltjes transform and resolvent of the Conjugate Kernel.

In 1948 Feynman introduced functional integration. Long ago the problematic aspect of measures in the space of fields was overcome with the introduction of volume elements in Probability Space, leading to stochastic formulations. More recently Cartier and DeWitt-Morette focused on the definition of a proper integration…

2018-12-10abs ↗pdf ↗

Develops a new method to compute risk-sharing allocations using Laplace transforms.

problem Complex integrals in computing conditional mean risk-sharing allocations.
method Uses Laplace-Stieltjes transforms to compute risk-sharing allocations from joint transforms.
result Provides closed-form or semi-analytic solutions for a broad class of distributions.

The paper proves local laws for non-separable sample covariance matrices.

problem Analyzing non-separable sample covariance matrices with dependent or nonlinearly transformed data.
method Tensor network framework for analyzing fluctuation averaging in the presence of higher-order cumulant structure.
result Optimal averaged local law and full anisotropic local law for non-separable sample covariance matrices.

Estimates KRR risk from training data for various kernels and hyperparameters.

problem Predicting the generalization error of Kernel Ridge Regression.
method Introduces SCT and KARE to approximate KRR risk from training data.
result KARE provides an excellent approximation of KRR risk and helps select good kernels.

Derives integral representations for a Lévy process and its extremum, hitting time, with fast evaluation.

problem Efficiently evaluating the joint probability density function of a Lévy process, its supremum, and hitting time.
method Integral representations, Laplace-Fourier transforms, summation by parts, conformal deformation, trapezoid rules, Gaver-Wynn-Rho algorithm.
result Explicit calculations and fast evaluation of the joint cpdf for Lévy processes.

This paper studies Thompson sampling's arm-pull dynamics and inference, revealing key differences from UCB algorithms.

problem Understanding the precise arm-pull dynamics in Thompson sampling algorithms.
method Developed new approaches to analyze the arm-pull count process and noise processes, including inverse process and reparametrization methods.
result Arm-pull count is asymptotically deterministic only for suboptimal or unique optimal arms, revealing a unifying principle of stability.

The paper connects function theory, dynamics, and ergodic theory via Thurston's theory.

problem Function theory on Teichmüller space and dynamics of mapping class groups.
method Utilizes Thurston's theory and Sullivan's theory on discrete subgroups of hyperbolic space.
result Establishes connections between function theory, dynamics, and ergodic theory.

Lectures on topological field theories and differential cohomology.

problem Exploring topological field theories and their connections to differential cohomology.
method Introduction to topological field theory and generalized Abelian gauge theories.
result Explains the relationship between topological field theories and differential cohomology.

The paper defines strong emergence in field theories and proves it exists between certain theories.

problem Defining and proving the existence of strong emergence phenomena between field theories.
method Formal definition and sufficient conditions for emergence, proving existence in Euclidean background.
result Strong emergence exists between certain parameterized Lagrangian field theories.

Researchers find new G2G_2-conifolds in MM-theory with potential field theory duals.

problem Exploring the field theory interpretation of MM-theory G2G_2-conifolds.
method Constructing G2G_2-holonomy orbifolds from circle bundles over Calabi-Yau cones.
result Many UV perturbative gauge theories have an infrared dual described by smooth G2G_2-holonomy backgrounds in MM-theory.

We survey three different ways in which K-theory in all its forms enters quantum field theory. In Part 1 we give a general argument which relates topological field theory in codimension two with twisted K-theory, and we illustrate with some finite models. Part 2 is a review of pfaffians of Dirac operators, anomalies, a…

2002-06-18abs ↗pdf ↗

Distributivity in algebraic structures appeared in many contexts such as in quasigroup theory, semigroup theory and algebraic knot theory. In this paper we give a survey of distributivity in quasigroup theory and in quandle theory.

2012-09-28abs ↗pdf ↗

Main mathematical applications of Frobenius manifolds are in the theory of Gromov - Witten invariants, in singularity theory, in differential geometry of the orbit spaces of reflection groups and of their extensions, in the hamiltonian theory of integrable hierarchies. The theory of Frobenius manifolds establishes rema…

1998-07-08abs ↗pdf ↗

In this paper, we construct a new homology theory for semi-groups satisfying the self distributivity axiom or the idempotency axiom. Next, we consider the geometric realization corresponding to the homology theory. We continue with the comparison of this homology theory with one term and two term (rack) homology theori…

2016-11-17abs ↗pdf ↗

This thesis proposes a global geometric formulation of Extended Field Theories.

problem Global understanding of Extended Field Theories remains an open problem.
method Introducing an atlas for the principal infinity-bundle, unifying metric and higher gauge field.
result Global abelian T-duality and Poisson-Lie T-duality are automatically recovered.

This is the revised version of the second paper in a series introducing a generalized Fredholm theory in a new class of smooth spaces called polyfolds. The theory will be illustrated in upcoming papers by applications to Floer Theory, Gromov-Witten Theory and Symplectic Field Theory. Some proofs have been improved and …

2007-05-09abs ↗pdf ↗

The paper quantizes hybrid topological-holomorphic field theories on RmimesCn\mathbb{R}^m imes \mathbb{C}^n.

problem Quantizing hybrid topological-holomorphic field theories rigorously.
method Constructing perturbative, one-loop quantizations on RmimesCn\mathbb{R}^m imes \mathbb{C}^n.
result The one-loop obstruction to quantization vanishes when m1m \geq 1.

We propose a new partially topological theory in three dimensions which couples Chern-Simons theory to matter. The 3-manifolds needed for this construction admit transverse holomorphic foliation (THF). The theory depends only on the choice of such a structure, but not on a choice of metric and in this sense, it is topo…

2017-06-29abs ↗pdf ↗

Unified treatment of gauge theories and Yang-Mills theory duality.

problem Unified treatment of gauge theories and Yang-Mills theory duality.
method Cohomological localization techniques and Atiyah-Singer index theorem.
result Unified framework and simplified derivations of localization formulas.

New theory connects string theory to swampland distance conjecture.

problem Connecting string theory to swampland distance conjecture.
method Deformations of the heterotic superpotential, treating separately for large fluxes or large distances, integrating out fields to obtain a new field theory.
result New holomorphic theory defined, connects to swampland distance conjecture.

In this short note we show how Dubrovin's integrable hierarchies, defined using the Gromov-Witten theory of a closed symplectic manifold, generalizes to Hamiltonian Floer theory. In particular, we show how the required generalization of the PSS isomorphism, relating Gromov-Witten theory and Hamiltonian Floer theory, ca…

2012-06-07abs ↗pdf ↗

Semisimple 4D field theories can't distinguish smooth 4-manifolds.

problem Detecting exotic smooth structures in 4-manifolds.
method Proving field theories lead to stable invariants, distinguishing only homeomorphic and homotopy equivalent manifolds.
result Semisimple 4D field theories can't distinguish homotopy equivalent 4-manifolds.

Paper introduces a new geometric homology theory and applies it to Gromov-Witten theory.

problem Developing a new homology theory for orbifolds with corners.
method Using stratification and triangulation theories of Lie groupoids and their orbit spaces, extending to Lie groupoids with corners.
result Proposes and proves the geometric homology theory (GHT), a flexible generalization of singular homology.

Paper reinterprets marginal productivity theory using vectorial products, challenging traditional ethical interpretations.

problem Challenges traditional ethical interpretations of marginal productivity theory.
method Formulates marginal productivity theory using vectorial marginal products, contrasting with traditional scalar approach.
result Vectorial marginal products conflict with traditional distributive shares picture of property.