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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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232465697929 · Jun 202019922001200920172026
48 results for asymptotic approach

We define the (total) center of mass for suitably asymptotically hyperbolic time-slices of asymptotically anti-de Sitter spacetimes in general relativity. We do so in analogy to the picture that has been consolidated for the (total) center of mass of suitably asymptotically Euclidean time-slices of asymptotically Minko…

2015-01-22abs ↗pdf ↗

The asymptotic lattices and their transformations are studied within the line geometry approach. It is shown that the discrete asymptotic nets are represented by isotropic congruences in the Plucker quadric. On the basis of the Lelieuvre-type representation of asymptotic lattices and of the discrete analog of the Mouta…

1999-09-16abs ↗pdf ↗

This paper is devoted to dualization of dimension-theoretical results from the small scale to the large scale. So far there are two approaches for such dualization: one consisting of creating analogs of small scale concepts and the other amounting to the covering dimension of the Higson corona ν(X)ν(X) of XX. The first …

2013-04-22abs ↗pdf ↗

We introduce the notion of asymptotic cohomology based on the bounded cohomology and define cohomological asymptotic dimension $\as_{\Z} X$ of metric spaces. We show that it agrees with the asymptotic dimension $\as X$ when the later is finite. Then we use this fact to construct an example of a metric space XX of boun…

2006-08-09abs ↗pdf ↗

Unified definition of mass aspect function for weakly regular hyperbolic manifolds.

problem Ambiguity in mass definition for asymptotically hyperbolic manifolds.
method Introduced an ADM-style mass aspect function for broad asymptotics and low regularity.
result Unified mass aspect function exhibits favorable covariance properties.

Study finds necessary conditions for black hole geometries to asymptotically approach Kerr-de Sitter spacetime.

problem Understanding the asymptotic behavior of black hole geometries.
method Used hidden symmetry and conformal geometry technology to find necessary conditions.
result Necessary conditions for black hole geometries to asymptotically approach Kerr-de Sitter spacetime.

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.

problem Geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
method Groupoid approach to pseudodifferential calculus, rescaled bundle.
result Rescaled bundle provides geometric characterization to asymptotic pseudodifferential calculus on spinor bundles.

Study on eigenvalue rate of geodesic balls in asymptotically hyperbolic Einstein manifolds.

problem Rate of decrease of the first Dirichlet eigenvalue of geodesic balls.
method Investigation of eigenvalues in asymptotically hyperbolic Einstein manifolds with nonnegative Yamabe type conformal infinity.
result Two-term asymptotic of eigenvalues is the same as in hyperbolic space for nonnegative Yamabe type conformal infinity.

In this paper, based on an intrinsic definition of asymptotically AdS space-times, we show that the standard anti-de Sitter space-time is the unique strictly stationary asymptotically AdS solution to the vacuum Einstein equations with negative cosmological constant in dimension less than 7. Instead of using the positiv…

2003-10-18abs ↗pdf ↗

Although consistency is a minimum requirement of any estimator, little is known about consistency of the mean partition approach in consensus clustering. This contribution studies the asymptotic behavior of mean partitions. We show that under normal assumptions, the mean partition approach is consistent and asymptotic …

2015-12-18abs ↗pdf ↗

This paper improves offline contextual bandits using distributional robustness.

problem Improving offline contextual bandits with robustness.
method Extends Distributionally Robust Optimization (DRO) for offline contextual bandits, introducing a convex reformulation of Counterfactual Risk Minimization.
result Automatic calibration of asymptotic confidence intervals for policy optimization.

Improved control approach for correlated bandits with better performance.

problem General multi-armed bandit problem with correlated elements.
method Introducing entropy regularisation to obtain a smooth asymptotic approximation of the value function, leading to a semi-index approximation of the optimal decision process.
result Performance of Asymptotic Randomised Control (ARC) algorithm compares favorably with other approaches.

Paper explores weighted averaging schemes for SGD, achieving asymptotic normality and optimality.

problem Improving convergence of SGD in various settings.
method Develops a general weighted averaging scheme for SGD and establishes asymptotic normality.
result Establishes asymptotic normality and optimality of weighted averaged SGD solutions.

Study asymptotic behavior of translators in hyperbolic product space.

problem Classify asymptotic boundary components of translators in H2imesR\mathbb H^2 imes\mathbb R.
method Inspired by earlier work on minimal and constant mean curvature surfaces, use symmetric translators as barriers.
result Prove classification of asymptotic boundary components under continuity assumptions.

Estimates growth of reciprocal classes in Hecke groups.

problem Estimating the growth of reciprocal conjugacy classes in Hecke groups.
method Using free product structure and word lengths of reciprocal elements, with tools from basic probability theory.
result Estimates the asymptotic growth of reciprocal conjugacy classes in Hecke groups.

The paper studies reward concentration in MDPs, covering asymptotic and non-asymptotic settings.

problem Reward concentration in Markov Decision Processes (MDPs).
method Unified approach to reward concentration in MDPs, including asymptotic and non-asymptotic bounds.
result Rate-equivalent definitions of regret for learning policies.

Static spherically symmetric solutions to the Einstein-Euler equations with prescribed central densities are known to exist, be unique and smooth for reasonable equations of state. Some criteria are also available to decide whether solutions have finite extent (stars with a vacuum exterior) or infinite extent. In the l…

2018-01-20abs ↗pdf ↗

A framework to compare federated learning algorithms in high-dimensional settings.

problem Comparing the performance of federated learning algorithms in high-dimensional settings.
method Formulating federated learning as a multi-criterion objective and analyzing a linear regression model.
result Federated Averaging with simple client fine-tuning achieves the same asymptotic risk as more intricate approaches and outperforms without personalization.

The paper analyzes stability and asymptotic behavior of hedging strategies in binomial and trinomial models.

problem Stability and asymptotic analysis of hedging strategies in incomplete financial models.
method Discrete-time Föllmer-Schweizer decomposition, perturbation analysis, and asymptotic approximation.
result Explicit formulas for leading order correction terms in asymptotic analysis.

Researchers use conformal infinity to study spacetimes near AdS2×S2.

problem Studying the rigidity of asymptotically AdS2×S2 spacetimes.
method Developed a new approach based on conformal infinity.
result Obtained new results including similar to [4] but for higher dimensions and more than two ends.

Uniformly K-stable toric varieties are asymptotically Chow stable if their Futaki-Ono invariant vanishes.

problem Determining asymptotic Chow stability of uniformly K-stable toric varieties.
method Detailed study of triangulations of moment polytope neighborhoods and analysis of Futaki-Ono invariant.
result Every uniformly K-stable polarized smooth toric variety with vanishing Futaki-Ono invariant is asymptotically Chow polystable.

Study fractional perimeter asymptotics on Riemannian manifolds as ss approaches 0.

problem Asymptotics of fractional perimeter on Riemannian manifolds.
method Analysis of fractional Laplacian and existence of bounded harmonic functions.
result Asymptotics of fractional ss-perimeter on all complete manifolds.

In this paper we study the small time asymptotics for the heat kernel on a sub-Riemannian manifold, using a perturbative approach. We then explicitly compute, in the case of a 3D contact structure, the first two coefficients of the small time asymptotics expansion of the heat kernel on the diagonal, expressing them in …

2011-05-06abs ↗pdf ↗

This paper considers magnitude, asymptotics and duration of drawdowns for some Lévy processes. First, we revisit some existing results on the magnitude of drawdowns for spectrally negative Lévy processes using an approximation approach. For any spectrally negative Lévy process whose scale functions are well-behaved at …

2015-06-28abs ↗pdf ↗

Paper constructs solutions to Bogomolny equations with specific boundary and asymptotic conditions.

problem Constructing solutions to Bogomolny equations with given boundary and asymptotic conditions.
method Using generalized Nahm pole boundary condition and real symmetry breaking condition.
result Solutions analogous to instanton solutions, satisfying different asymptotic conditions.

Novel approach to wave equations near null infinity in flat spacetimes.

problem Analyzing regularity and decay of wave equations near null infinity in asymptotically flat spacetimes.
method Microlocal analysis in a compactified spacetime with corners, focusing on edge-type wave operators.
result Microlocal regularity propagates across null infinity via radial sets, leading to new estimates for wave equations.

Researchers prove a Penrose inequality for spacetime with specific conditions.

problem Establishing mass lower bounds for spacetime with specific asymptotic conditions.
method Combining harmonic level set approach, Jang equation, and stability techniques.
result Proof of Penrose inequality with universal constant and minimal area requirement.

Unified asymptotics for investment in markets with transaction costs and search frictions.

problem Investment in markets with transaction costs and search frictions.
method Power-utility maximization problem with proportional transaction costs and Poisson-triggered trades, analyzed using a novel asymptotic framework.
result Explicit asymptotics for the no-trade region and value function derived.

Study analyzes low-energy behavior of Schrödinger operators with Coulomb potentials.

problem Analyzing the limiting resolvent of Schrödinger operators at low energies.
method Using Vasy's second microlocal approach (Lagrangian approach), uniformly analyzing the resolvent from E=0E=0.
result Obtained oscillatory asymptotics for the resolvent output at low energy, differing from short-range cases.

Asymptotic cones of metric spaces were first invented by Gromov. They are metric spaces which capture the 'large-scale structure' of the underlying metric space. Later, van den Dries and Wilkie gave a more general construction of asymptotic cones using ultrapowers. Certain facts about asymptotic cones, like the complet…

2003-11-07abs ↗pdf ↗