arXiv research

Proposes new rule for ranking investment prospects over long horizons.

Odd-dimensional manifolds have contact maps of non-zero degree.

The positive energy theorem is proven for certain spacetimes with irregular curvature.

Proves spacetime positive mass theorem with corners.

Proves density and mass theorems for specific initial data sets.

This note improves on universal portfolios by using bilinear strategies.

We derive properties of the cdf of random variables defined as saddle-type points of real valued continuous stochastic processes. This facilitates the derivation of the first-order asymptotic properties of tests for stochastic spanning given some stochastic dominance relation. We define the concept of Markowitz stochas…

Proves positive mass theorem for spin initial data sets with arbitrary ends and dominant energy shields.

This paper shows a buy-and-hold strategy is asymptotically log-optimal for a market with a dominant asset.

We show that the causal-future-directed character of the energy-momentum vector of $n$-dimensional asymptotically hyperbolic Riemannian manifolds with spherical conformal infinity, $n\ge 3$, can be traced back to that of asymptotically Euclidean general-relativistic initial data sets satisfying the dominant energy cond…

The Bartnik mass is a quasi-local mass tailored to asymptotically flat Riemannian manifolds with non-negative scalar curvature. From the perspective of general relativity, these model time-symmetric domains obeying the dominant energy condition without a cosmological constant. There is a natural analogue of the Bartnik…

We consider the least-squares regression problem and provide a detailed asymptotic analysis of the performance of averaged constant-step-size stochastic gradient descent (a.k.a. least-mean-squares). In the strongly-convex case, we provide an asymptotic expansion up to explicit exponentially decaying terms. Our analysis…

Paper extends positive energy theorem to anti-de Sitter spacetimes.

New insights into Bartnik mass from improvability of dominant energy scalar.

We establish versions of the Positive Mass and Penrose inequalities for a class of asymptotically hyperbolic hypersurfaces. In particular, under the usual dominant energy condition, we prove in all dimensions $n\geq 3$ an optimal Penrose inequality for certain graphs in hyperbolic space $\mathbb H^{n+1}$ whose boundary…

New proof shows equality in spacetime mass theorem.

When working with asymptotically hyperbolic initial data sets for general relativity it is convenient to assume certain simplifying properties. We prove that the subset of initial data sets with such properties is dense in the set of physically reasonable asymptotically hyperbolic initial data sets. More specifically, …

Proves positive mass theorem for hyperbolic manifolds with ends.

Study harmonic maps and anti-de Sitter 3-manifolds.

Study on area-constrained Willmore spheres in asymptotic Schwarzschild manifolds.

Given a Riemann surface $X = (Σ, J)$ we find an expression for the dominant term for the asymptotics of the holonomy of opers over that Riemann surface corresponding to rays in the Hitchin base of the form $(0,0,\cdots,tω_n)$. Moreover, we find an associated equivariant map from the universal cover $(\tildeΣ,\tilde{J})…

We define a mass-type invariant for asymptotically hyperbolic manifolds with a noncompact boundary which are modelled at infinity on the hyperbolic half-space and prove a sharp positive mass inequality in the spin case under suitable dominant energy conditions. As an application we show that any such manifold which is …

New theorem for spacetime mass in noncompact regions.

In this survey article we review several results on the curvature of semi-Riemannian metrics which are motivated by the positive mass theorem. The main themes are estimates of the Riemann tensor of an asymptotically flat manifold and the construction of Lorentzian metrics which satisfy the dominant energy condition.

We show that asymptotically, completely asynchronous stochastic gradient procedures achieve optimal (even to constant factors) convergence rates for the solution of convex optimization problems under nearly the same conditions required for asymptotic optimality of standard stochastic gradient procedures. Roughly, the n…

Double Machine Learning estimators are asymptotically inadmissible under structure-agnostic models.

Jackknife variance estimation validated for generalized U-statistics.

Positive energy theorems for spin initial data with charge in higher dimensions.

We prove the spacetime positive mass theorem in dimensions less than eight. This theorem states that for any asymptotically flat initial data set satisfying the dominant energy condition, the ADM energy-momentum vector $(E,P)$ of the initial data satisfies the inequality $E \ge |P|$. Previously, this theorem was proven…

New approach analyzes ancient solutions and singularities of mean curvature flow.

We study the portfolio selection problem of a long-run investor who is maximising the asymptotic growth rate of her expected utility. We show that, somewhat surprisingly, it is essentially not affected by introduction of a floor constraint which requires the wealth process to dominate a given benchmark at all times. We…

In this paper the valuation problem of a European call option in presence of both stochastic volatility and transaction costs is considered. In the limit of small transaction costs and fast mean reversion, an asymptotic expression for the option price is obtained. While the dominant term in the expansion it is shown to…

This paper unifies risk-averse Thompson sampling for continuous risk functionals.

With model uncertainty characterized by a convex, possibly non-dominated set of probability measures, the agent minimizes the cost of hedging a path dependent contingent claim with given expected success ratio, in a discrete-time, semi-static market of stocks and options. Based on duality results which link quantile he…

We study, using Mean Curvature Flow methods, 2+1 dimensional cosmologies with a positive cosmological constant and matter satisfying the dominant and the strong energy conditions. If the spatial slices are compact with non-positive Euler characteristic and are initially expanding everywhere, then we prove that the spat…

The paper proves positive energy-momentum theorems for charged AdS initial data sets.

Researchers prove a Penrose inequality for spacetime with specific conditions.

The paper proves positive mass theorems for initial data sets with noncompact boundaries.

Building upon the work of Brendle, Marques and Neves on the construction of counterexamples to Min-Oo's conjecture, we exhibit deformations of the de Sitter-Schwarzschild space of dimension $n\geq 3$ satisfying the dominant energy condition and agreeing with the standard metric along the event and cosmological horizons…

We present a proof of the Riemannian Penrose inequality with charge in the context of asymptotically flat initial data sets for the Einstein-Maxwell equations, having possibly multiple black holes with no charged matter outside the horizon, and satisfying the relevant dominant energy condition. The proof is based on a …

We affirm the rigidity conjecture of the spacetime positive mass theorem in dimensions less than eight. Namely, if an asymptotically flat initial data set satisfies the dominant energy condition and has $E=|P|$, then $E=|P|=0$, where $(E, P)$ is the ADM energy-momentum vector. The dimensional restriction can be removed…

We study the SU(2) Witten--Reshetikhin--Turaev invariant for the Seifert fibered homology spheres with M-exceptional fibers. We show that the WRT invariant can be written in terms of (differential of) the Eichler integrals of modular forms with weight 1/2 and 3/2. By use of nearly modular property of the Eichler integr…

The paper consists of two parts. In the first part, by using the Gauss-Bonnet curvature, which is a natural generalization of the scalar curvature, we introduce a higher order mass, the Gauss-Bonnet-Chern mass $m^{\H}_k$, for asymptotically hyperbolic manifolds and show that it is a geometric invariant. Moreover, we pr…

We extend the idea and techniques in \cite{Miao} to study variational effect of the boundary geometry on the ADM mass of an asymptotically flat manifold. We show that, for a Lipschitz asymptotically flat metric extension of a bounded Riemannian domain with quasi-convex boundary, if the boundary mean curvature of the ex…

Paper proves Penrose inequality with a weaker late-time condition.

We develop a statistical framework to benchmark and select large language models based on their risks.

The paper proves energy theorems for specific initial data sets in 3D spacetime.

We present a proof of the Riemannian Penrose inequality with charge $r\leq m + \sqrt{m^2-q^2}$, where $A=4πr^2$ is the area of the outermost apparent horizon with possibly multiple connected components, $m$ is the total ADM mass, and $q$ the total charge of a strongly asymptotically flat initial data set for the Einste…