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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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9182635 · May 202619922001200920172026
48 results for aperiodic spectrum

ARISE models efficient markets without periodogram or Gaussianity assumptions.

problem Mimicking and learning long-term memory in efficient markets.
method ARISE process using aperiodic spectrum estimation and infinite-sum function of known processes.
result ARISE process has mean-square convergence, consistency, and asymptotic normality without periodogram and Gaussianity assumptions.

We introduce a quantitative condition on orbits of dynamical systems which measures their aperiodicity. We show the existence of sequences in the Bernoulli-shift and geodesics on closed hyperbolic manifolds which are as aperiodic as possible with respect to this condition.

2012-06-04abs ↗pdf ↗

The first aperiodic monotiling, introduced by Taylor, was based on a trapezoidal prototile equipped with 14 distinct decorations. A presentation of the closely related Taylor-Socolar aperiodic monotiling is based on a hexagonal prototile equipped with 7 decorations. This paper gives decoration-free algebraic descriptio…

2015-04-26abs ↗pdf ↗

We construct the first aperiodic tiles for two amenable 3-dimensional Lie groups: Sol and the Heisenberg group. Our construction relies on the use of higher-dimensional uniformly finite homology. In particular, we settle completely the existence of aperiodic tiles for all of the non-compact geometries of 3-manifolds ap…

2012-01-04abs ↗pdf ↗

The study examines aperiodicity properties of automorphism groups of free products of groups.

problem Investigating aperiodicity properties of automorphism groups of free products of groups.
method Analyzing the subgroup of Out(G) preserving conjugacy classes and proving aperiodicity properties.
result The group IA(G, G, 3) is torsion-free and has notable aperiodicity properties.

Study shows aperiodic sequences enhance Parrondo's effect, with Thue-Morse outperforming others.

problem Enhancing Parrondo's effect through strategic switching protocols.
method Investigated Fibonacci, Thue-Morse, and Rudin-Shapiro sequences; analyzed capital correlation and persistence.
result Thue-Morse sequence outperforms other aperiodic sequences and benchmark games in capital gain.

A full Mealy automaton is associated with a graph and a square complex, which contains an anti-torus if and only if the automaton is bi-reversible and the graph is aperiodic.

problem Determining the existence of anti-tori in square complexes associated with Mealy automata
method Associating a graph and a square complex with a Mealy automaton and proving the equivalence between bi-reversibility and aperiodicity of the graph
result The square complex contains an anti-torus if and only if the automaton is bi-reversible and the graph is aperiodic

Given a knot in a closed connected orientable 3-manifold we prove that if the exterior of the knot admits an aperiodic contact form that is Euclidean near the boundary, then the 3-manifold is diffeomorphic to the 3-sphere and the knot is the unknot.

2018-06-22abs ↗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 ↗

This paper considers the problem of characterizing the simplest discrete point sets that are aperiodic, using invariants based on topological dynamics. A Delone set whose patch-counting function N(T), for radius T, is finite for all T is called repetitive if there is a function M(T) such that every ball of radius M(T)+…

1999-09-06abs ↗pdf ↗

Paper bridges matching rules and height functions in aperiodic tilings.

problem Relationship between matching rules and height functions in aperiodic tilings.
method Cochain-first framework to establish equivalence between matching rules, Ammann bar continuity, cycle closure of 1-cochains, and height-function existence.
result Unified framework for aperiodic tilings including Penrose and canonical projection tilings.

The main goal of this paper is to define a 1-1 correspondence between between substitution tilings constructed by inflation and the arithmetic of positional representation in the underlying real vector space. It introduces a generalization of inflationary tessellations to equivalence classes of tiles. Two tiles belong …

2015-05-03abs ↗pdf ↗

We show that uniformly finite homology of products of nn trees vanishes in all degrees except degree nn, where it is infinite dimensional. Our method is geometric and applies to several large scale homology theories, including almost equivariant homology and controlled coarse homology. As an application we determine …

2014-09-18abs ↗pdf ↗

Enhances topology optimization with multiclass microstructures using latent variable Gaussian process.

problem Lack of an inherent ordering or distance measure between different classes of microstructures.
method Extended latent-variable Gaussian process (LVGP) models to multi-response LVGP (MR-LVGP) models for metamaterials.
result Improved performance through consistent load-transfer paths for micro- and macro-structures.

We construct a new aperiodic symplectic plug and hence new smooth counterexamples to the Hamiltonian Seifert conjecture in R^{2n} for n>2. In other words, we develop an alternative procedure, to those of V. L. Ginzburg and M. Herman, for constructing smooth Hamiltonian flows, on the standard symplectic R^{2n} for n>2, …

2001-01-23abs ↗pdf ↗

We consider the problem of estimating from sample paths the absolute spectral gap γγ_* of a reversible, irreducible and aperiodic Markov chain (Xt)tN(X_t)_{t \in \mathbb{N}} over a finite state space ΩΩ. We propose the UCPI{\tt UCPI} (Upper Confidence Power Iteration) algorithm for this problem, a low-complexity algorithm …

2018-06-15abs ↗pdf ↗

We define a new spectrum for compact length spaces and Riemannian manifolds called the "covering spectrum" which roughly measures the size of the one dimensional holes in the space. More specifically, the covering spectrum is a set of real numbers δ>0δ>0 which identify the distinct δδ covers of the space. We investigat…

2003-11-22abs ↗pdf ↗

Study the energy spectrum of metrics on surfaces and its relation to simple length spectrum.

problem Relate the energy spectrum to the simple length spectrum of metrics on surfaces.
method Analyze the energy spectrum of metrics on surfaces and their Teichmüller spaces, considering homotopy conditions.
result The energy spectrum determines the simple length spectrum under certain conditions.

Develops a new spectrum for annular links, recovering a transverse invariant at extreme gradings.

problem Understanding transverse link invariants in the annular setting.
method Constructs a stable homotopy type for annular links and defines a map to the Khovanov skein spectrum.
result At extreme gradings, the map from the Khovanov spectrum to the Khovanov skein spectrum recovers the cohomotopy transverse invariant.

The spectrum of certain manifolds matches that of hyperbolic space if the bottom spectrum is maximal.

problem Investigating spectral rigidity of manifolds with Ricci bounded below and maximal bottom spectrum.
method Analyzing the spectrum of the Laplacian on manifolds with specific Ricci curvature bounds.
result The spectrum of the manifold coincides with that of hyperbolic space if the bottom spectrum is maximal.

Paper forecasts financial trading durations using a new point process model.

problem Forecasting limit order book durations in high-frequency financial data.
method Self-exciting flexible residual point process incorporating empirical distributional features.
result The model achieves strong predictive performance compared to alternative approaches.

In 2004, Sormani and Wei introduced the covering spectrum: a geometric invariant that isolates part of the length spectrum of a Riemannian manifold. In their paper they observed that certain Sunada isospectral manifolds share the same covering spectrum, thus raising the question of whether the covering spectrum is a sp…

2009-05-01abs ↗pdf ↗

The rigidity of marked length spectrum for closed hyperbolic surfaces due to Fricke-Klein [7] has been the motivation of many different rigidity results, specially for manifolds of negative curvature. From the works of Vigneras [18], Sunada [17] and many other authors this result is far from being true for the unmarked…

2017-01-30abs ↗pdf ↗

Study essential spectrum of differential operators on geometrically finite orbifolds.

problem Analyzing the essential spectrum of differential operators over specific geometric structures.
method Investigates first order and Laplace type elliptic differential operators on Riemannian vector bundles over geometrically finite orbifolds.
result Discovers properties of essential spectra for these operators.

ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.

problem Fixed-spectrum Stiefel layers impose rigid spectral constraints.
method Introduces ManifoldFlow, a relaxation that learns a positive spectrum while keeping the basis on the Stiefel manifold.
result Learnable SPD spectrum improves performance in various settings.