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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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265277103 · May 202619922001200920172026
48 results for Uniform Ergodicity

Study uniform learnability of binary classification networks with communication.

problem Learning a network with communication between vertices from uniform ergodic Random Graph Process.
method Introduced structural Rademacher complexity and used martingale method and Marton's coupling.
result Uniform learnability as worst-case theoretical limits for binary classification problems.

We show that the sets in a family with finite VC dimension can be uniformly approximated within a given error by a finite partition. Immediate corollaries include the fact that VC classes have finite bracketing numbers, satisfy uniform laws of averages under strong dependence, and exhibit uniform mixing. Our results ar…

2010-07-23abs ↗pdf ↗

Study ergodic properties of geodesic flows on specific manifolds without conjugate points.

problem Ergodic properties of geodesic flows on uniform visibility manifolds without conjugate points.
method Comprehensive study including geometric properties, entropy gap assumption, and symbolic approach.
result Geodesic flow is ergodic with respect to Liouville measure under certain conditions.

New concentration inequality for U-statistics of Markov chains.

problem Proving a concentration inequality for U-statistics of order two in uniformly ergodic Markov chains.
method Inductive analysis using martingale techniques, uniform ergodicity, Nummelin splitting, and Bernstein's inequality.
result Recovery of convergence rate for U-statistics of independent random variables and canonical kernels, with improved results for dependent kernels.

For any family of measurable sets in a probability space, we show that either (i) the family has infinite Vapnik-Chervonenkis (VC) dimension or (ii) for every epsilon > 0 there is a finite partition pi such the pi-boundary of each set has measure at most epsilon. Immediate corollaries include the fact that a family wit…

2010-10-21abs ↗pdf ↗

New MCMC methods map high-dimensional problems to spheres for better mixing.

problem Mixing issues in high-dimensional distributions, especially heavy-tailed ones.
method Stereographic Markov Chain Monte Carlo (MCMC) methods that map high-dimensional problems to spheres.
result Uniformly ergodic samplers for various distributions, including heavy-tailed ones, with faster convergence in higher dimensions.

The paper tackles learning from non-irreducible Markov chains, proving learnability and generalization bounds.

problem Learning from temporal dependent data with non-irreducible Markov chains.
method Uniform convergence and generalization bounds for sample error under uniform ergodicity.
result Learnability and generalization bounds for approximate sample error minimization algorithm.

We investigate the ergodic problem of growth-rate maximization under a class of risk constraints in the context of incomplete, Itô-process models of financial markets with random ergodic coefficients. Including {\em value-at-risk} (VaR), {\em tail-value-at-risk} (TVaR), and {\em limited expected loss} (LEL), these cons…

2007-06-04abs ↗pdf ↗

The paper proves conditions for non-uniform expansion in partially hyperbolic systems.

problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.

The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff func- tions. The result provides a validat…

2010-04-13abs ↗pdf ↗

Let XX be a proper geodesic Gromov hyperbolic metric space and let GG be a cocompact group of isometries of XX admitting a uniform lattice. Let dd be the Hausdorff dimension of the Gromov boundary X\partial X. We define the critical exponent δ(μ)δ(μ) of any discrete invariant random subgroup μμ of the locally compa…

2018-04-09abs ↗pdf ↗

A natural generalization of interval exchange maps are linear involutions, first introduced by Danthony and Nogueira. Recurrent train tracks with a single switch provide a subclass of linear involutions. We call such linear involutions non-classical interval exchanges. They are related to measured foliations on orienta…

2009-06-14abs ↗pdf ↗

The paper connects geodesic flows and limit sets on visibility manifolds.

problem Understanding dynamics and ergodic properties on non-compact visibility manifolds.
method Analyzing geodesic flows and Patterson-Sullivan measures on visibility manifolds without conjugate points.
result The positivity of the Patterson-Sullivan measure of the Myrberg limit set is equivalent to the conservativity of the geodesic flow.

We present two proofs of the fact, originally due to Reiner Martin, that any fully irreducible hyperbolic element of Out(FN)Out(F_N) acts on the projectivized space of geodesic currents PCurr(FN)\mathbb{P}Curr(F_N) with uniform north-south dynamics. The first proof, using purely train-track methods, provides an elaborated and corr…

2014-01-08abs ↗pdf ↗

The article constructs a forward utility for markets with multiple default risks.

problem Characterizing forward performance processes in a market with multiple default risks.
method Using Jacod-Pham decomposition and recursive BSDEs, the article constructs a forward utility and proves its existence and uniqueness.
result The article identifies the risk-sensitive long-run growth rate of the optimal wealth process in a stochastic factor model with ergodic dynamics.

New sampler improves uniform sampling over convex bodies with fewer queries.

problem Improving uniform sampling over convex bodies with fewer queries.
method Proximal sampler with uniform ergodicity and annealing scheme.
result Converges in Rényi-infinity divergence with O~(d3extpolylog1ε)\widetilde{\mathcal{O}}(d^3\, ext{polylog} \frac{1}{\varepsilon}) query complexity.

New algorithm learns optimal policy for average reward MDPs with sample complexity matching lower bound.

problem Learning optimal policy for average reward in uniformly ergodic MDPs.
method Developed an estimator with sample complexity of O(|S||A|t_{mix}ε^{-2}).
result First algorithm to match lower bound of existing literature.

We consider cocycles of isometries on spaces of nonpositive curvature HH. We show that the supremum of the drift over all invariant ergodic probability measures equals the infimum of the displacements of continuous sections under the cocycle dynamics. In particular, if a cocycle has uniform sublinear drift, then there…

2011-12-02abs ↗pdf ↗

The paper improves importance sampling and MCMC methods for complex distributions.

problem Improving sampling efficiency for distributions with atoms or heavy tails.
method Develops minimax optimal trial distributions and importance-tempered MCMC.
result Importance-tempered MCMC can be uniformly ergodic for certain distributions.

Many problems in machine learning and game theory can be formulated as saddle-point problems, for which various first-order methods have been developed and proven efficient in practice. Under the general convex-concave assumption, most first-order methods only guarantee an ergodic convergence rate, that is, the uniform…

2019-03-26abs ↗pdf ↗

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

In this note we show that the Riemann moduli spaces Mg,nM_{g, n} equipped with the Weil--Petersson metric are quantum ergodic for 3g+n43g+n \geq 4. We also provide other examples of singular spaces with ergodic geodesic flow for which quantum ergodicity holds.

2019-08-19abs ↗pdf ↗

We extend to orbifolds classical results on quantum ergodicity due to Shnirelman, Colin de Verdière and Zelditch, proving that, for any positive, first-order self-adjoint elliptic pseudodifferential operator P on a compact orbifold X with positive principal symbol p, ergodicity of the Hamiltonian flow of p implies quan…

2012-05-24abs ↗pdf ↗

Strong stability of ergodic iterations proven without ergodic driving sequence.

problem Ensuring strong stability of ergodic iterations under non-ergodic driving sequences.
method Revisiting processes driven by stationary ergodic sequences, proving strong stability under mild conditions on recursive maps.
result Strong stability of iterations proven without ergodic driving sequence.

Non-ergodic measures found in horocycle flow on Abelian differentials.

problem Finding non-ergodic measures in the horocycle flow on Abelian differentials.
method Analyzing weak convergence of ergodic measures to non-ergodic invariant measures.
result Existence of points with non-equidistributing horocycle flow orbits.

The study shows that ergodic measures are not generic on non-positively curved manifolds.

problem Determining the genericity of ergodic measures on non-positively curved Riemannian manifolds.
method Investigates the existence of an open isometric embedding of a product manifold with a factor isometric to S1S^1.
result The closure of the set of ergodic measures does not encompass all invariant measures, indicating the failure of genericity.

We show that Masur's logarithmic law of geodesics in the moduli space of translation surfaces does not imply unique ergodicity of the translation flow, but that a similar law involving the flat systole of a Teichmüller geodesic does imply unique ergodicity. It shows that the flat geometry has a better control on ergodi…

2016-02-29abs ↗pdf ↗

We relate ergodic-theoretic properties of a very small tree or lamination to the behavior of folding and unfolding paths in Outer space that approximate it, and we obtain a criterion for unique ergodicity in both cases. Our main result is that non-unique ergodicity gives rise to a transverse decomposition of the foldin…

2014-10-31abs ↗pdf ↗

The paper studies ergodicity of flows on subspaces, generalizing earlier work.

problem Ergodicity of flows on subspaces of higher rank groups.
method Analyzes one-parameter diagonalizable subgroups of connected semisimple groups acting on homogeneous spaces.
result Obtains an ergodicity criterion similar to Hopf-Tsuji-Sullivan for general Anosov subgroups.

A measured solenoid is a laminated space endowed with a tranversal measure invariant by holonomy, as defined in arXiv:0910.2836. A measured solenoid immersed in a smooth manifold produces a closed current (known as generalized Ruelle-Sullivan current). Uniquely ergodic solenoids are those for which there is a unique (u…

2009-10-19abs ↗pdf ↗

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.

We show that for any weakly convergent sequence of ergodic SL2(R)SL_2(\mathbb{R})-invariant probability measures on a stratum of unit-area translation surfaces, the corresponding Siegel-Veech constants converge to the Siegel-Veech constant of the limit measure. Together with a measure equidistribution result due to Eskin-M…

2016-12-31abs ↗pdf ↗

The paper introduces a new method to create stable ergodic actions on higher-dimensional manifolds.

problem Stable ergodicity of group actions on smooth manifolds restricted to one-dimensional cases.
method Geometric method using quasi-conformal blender for constructing stable local dynamics.
result Every closed manifold admits stably ergodic finitely generated group actions by diffeomorphisms of class C1+αC^{1+α}.