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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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48 results for achronal limits

In the early 80's S.-T. Yau posed the problem of establishing the rigidity of the Hawking-Penrose singularity theorems. Approaches to this problem have involved the introduction of Lorentzian Busemann functions and the study of the geometry of their level sets - the horospheres. The regularity theory in the Lorentzian …

2012-11-11abs ↗pdf ↗

We begin with a basic exploration of the (point-set topological) notion of Hausdorff closed limits in the spacetime setting. Specifically, we show that this notion of limit is well suited to sequences of achronal sets, and use this to generalize the `achronal limits' introduced in [12]. This, in turn, allows for a broa…

2016-08-23abs ↗pdf ↗

All inextendible null geodesics in four dimensional de Sitter space dS^4 are complete and globally achronal. This achronality is related to the fact that all observer horizons in dS^4 are eternal, i.e. extend from future infinity scri^+ all the way back to past infinity scri^-. We show that the property of having a nul…

2007-03-27abs ↗pdf ↗

Study existence of achronal hypersurfaces with prescribed mean curvature in 3D spacetimes.

problem Existence of achronal hypersurfaces with prescribed mean curvature in 3D spacetimes.
method General existence and regularity theorem for surfaces in ambient dimension 3.
result Proves existence and regularity of surfaces in 3D spacetimes.

Sharp inequality for Lorentzian spaces with timelike Ricci bounds.

problem Establishing bounds on achronal hypersurfaces in Lorentzian spaces.
method Optimal transport and synthetic TCDpe(K,N)\mathsf{TCD}^e_p(K,N) spaces.
result Sharp isoperimetric-type inequality for Lorentzian spaces.

We show that finiteness of the Lorentzian distance is equivalent to the existence of generalised time functions with gradient uniformly bounded away from light cones. To derive this result we introduce new techniques to construct and manipulate achronal sets. As a consequence of these techniques we obtain a functional …

2014-12-17abs ↗pdf ↗

We study the causality relation in the 3-dimensional anti-de Sitter space AdS and its conformal boundary Ein. To any closed achronal subset ΛΛ in Ein_2{Ein}\_2 we associate the invisible domain E(Λ)E(Λ) from ΛΛ in AdS. We show that if ΓΓ is a torsion-free discrete group of isometries of AdS preserving ΛΛ and is non-elem…

2005-09-23abs ↗pdf ↗

This paper is the continuation of [8]. We essentially prove that the familly of strongly causal spacetimes defined in [8] associated to generic achronal subsets in Ein contains all the examples of BTZ multi black-holes. It provides new elements for the global description of these multi black-holes. We also prove that a…

2005-10-04abs ↗pdf ↗

Classical Kleinian groups are discrete subgroups of isometries of H n. The well-known theory of Kleinian groups starts with the definition of their associated limit set in the boundary of H n , and includes the geometric properties of the quotient hyperbolic space. This approach, naively applied, fails in the Lorentzia…

2016-09-13abs ↗pdf ↗

The study identifies obstructions to global visibility of singularities in spacetimes.

problem Identifying conditions that prevent singularities from being globally visible in asymptotically flat spacetimes.
method Developed two generator-wise criteria using the Raychaudhuri equation and Sturm-type ODEs.
result Existence of focal points implies non-global visibility of singularities.

Let ΓΓ be a finitely generated group, and let $\op{Rep}(Γ, \SO(2,n))$ be the moduli space of representations of ΓΓ into $\SO(2,n)$ (n2n \geq 2). An element $ρ: Γ\to \SO(2,n)$ of $\op{Rep}(Γ, \SO(2,n))$ is \textit{quasi-Fuchsian} if it is faithful, discrete, preserves an acausal subset in the conformal boundary $\Ein_…

2013-01-18abs ↗pdf ↗

We give conditions on a general stress-energy tensor T_{αβ} in a spherically symmetric black hole spacetime which are sufficient to guarantee that the black hole will contain a (spherically symmetric) marginally trapped tube which is eventually achronal, connected, and asymptotic to the event horizon. Price law decay p…

2007-02-19abs ↗pdf ↗

Paper studies apparent horizon dynamics and introduces a null comparison principle.

problem Global dynamics of apparent horizon and local achronality.
method Constructing apparent horizon by solving MOTS along null hypersurfaces, using Klainerman-Szeftel estimates and null comparison principle.
result Smooth, asymptotically null, and converging apparent horizon proven.

The causal structure of a strongly causal spacetime is particularly well endowed. Not only does it determine the conformal spacetime geometry when the spacetime dimension n >2, as shown by Malament and Hawking-King-McCarthy (MHKM), but also the manifold dimension. The MHKM result, however, applies more generally to spa…

2011-02-04abs ↗pdf ↗

The paper extends Hawking's singularity theorem to metrics with Hölder continuity and bounded curvature.

problem Proving singularity theorems for metrics with low regularity.
method Combining elliptic RT-equations for metric regularisation and manifold convolution for curvature refinement.
result Establishes globally hyperbolic and timelike incompleteness for metrics with Hölder continuity and bounded curvature.

Refines d'Alembertian for signed Lorentz distance functions in metric measure spacetimes.

problem Exact representation and bounds of d'Alembertian for signed Lorentz distance functions.
method Metric geometry techniques, localization, Sobolev calculus.
result Distributional d'Alembertian is a signed measure with integration by parts formula.

Synthetic framework for null hypersurfaces in non-smooth spacetimes.

problem Analyzing null hypersurfaces in non-smooth spacetimes.
method Develops synthetic null hypersurfaces using optimal transport and Lorentzian geometry.
result Synthetic null energy condition stabilizes under convergence and applies to low-regularity spacetimes.

Unified approach to various energy conditions in spacetime geometry.

problem Synthetic quantification of energy conditions in spacetime.
method Introducing entropic timelike curvature dimension condition with variable Ricci curvature bounds.
result Unified approach to various energy conditions including strong, weak, and null energy conditions.

We show that for a strongly convergent sequence of geometrically finite Kleinian groups with geometrically finite limit, the Cannon-Thurston maps of limit sets converge uniformly. If however the algebraic and geometric limits differ, as in the well known examples due to Kerckhoff and Thurston, then provided the geometr…

2011-07-05abs ↗pdf ↗

New examples show strong Kato limits can be branching and not satisfy known conditions.

problem Exploring the boundaries of strong Kato limits and their properties.
method Constructing specific examples of non-collapsed strong Kato limits.
result Found examples of strong Kato limits that are branching and do not satisfy CD(K,)\mathrm{CD}(K,\infty) or MCP(K,N)\mathrm{MCP}(K,N) conditions.

We explore the plane-wave limit of homogeneous spacetimes. For plane-wave limits along homogeneous geodesics the limit is known to be homogeneous and we exhibit the limiting metric in terms of Lie algebraic data. This simplifies many calculations and we illustrate this with several examples. We also investigate the beh…

2005-04-07abs ↗pdf ↗

The large-N limit of Segal-Bargmann transform on spheres is studied.

problem Understanding the behavior of Segal-Bargmann transform on spheres as dimension increases.
method Analyzing the large-N limit of the transform on SN1(N)S^{N-1}(\sqrt N), describing geometric models, and showing the transform remains unitary.
result The limiting transform is still a unitary map from the limiting domain onto the limiting range.

A limit group is the limit of a sequence of conjugates of the diagonal Cartan subgroup, C, of SL(3,R). We show C has 5 possible limit groups, up to conjugacy. Each limit group is determined by an equivalence class of nonstandard triangle, and we give a criterion for a sequence of conjugates of C to converge to each of …

2014-06-17abs ↗pdf ↗

We investigate the Penrose limits of classical string and M-theory backgrounds. We prove that the number of (super)symmetries of a supergravity background never decreases in the limit. We classify all the possible Penrose limits of AdS x S spacetimes and of supergravity brane solutions. We also present the Penrose limi…

2002-02-18abs ↗pdf ↗

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of order positions and related queues around their fluid limits are analyzed. As a…

2015-05-18abs ↗pdf ↗

Two price regimes identified in limit order books: close and far from quotes.

problem Understanding the distribution and behavior of limit orders in limit order books.
method Analysis of limit order book data in dimensions of price, time, lifetime, and volume.
result Identification of two distinct regimes in the limit order book: close and far from quotes.

Study compares price limit and circuit breaker effects in stock markets.

problem Preventing rapid and steep price drops in stock exchanges.
method Agent-based model for financial market simulation.
result Price limit and circuit breaker have similar effects under same conditions, but price limit less effective with shorter limit time range.

In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE s…

2017-09-05abs ↗pdf ↗

Study of conformal limits in Nakajima quiver varieties.

problem Understanding the conformal limits of Nakajima quiver varieties.
method Defined and studied a conformal limit construction for Nakajima quiver varieties, proving it is a limit of a one-parameter family and gives a biholomorphic map.
result Proved the conformal limit is a biholomorphic map between Lagrangian submanifolds of different quiver varieties.

Study on the limits of projective special real manifolds and their symmetries.

problem Understanding the limits of projective special real manifolds.
method Evolution of defining polynomial and centro-affine fundamental form along curves.
result Found a list of possible limit geometries and a lower bound for symmetry groups.

New framework for understanding infinite-width neural networks.

problem Understanding the infinite-width limit behavior of neural networks.
method General framework to study limit behavior of neural models based on hyperparameter scaling.
result Derives scaling for existing mean-field and neural tangent kernel limits and introduces new dynamically stable limits.

Study examines infinite limits of transformer dynamics, identifying key parameterizations.

problem Understanding the training dynamics of transformer models in the feature learning regime.
method Analysis of infinite scaling limits using dynamical mean field theory.
result Identified parameterizations that admit well-defined infinite width and depth limits.