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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.

169,341 papers · 148 categories

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96191287382 · May 202619922001200920182026
48 results for asymptotic growth rate

Classifies polynomial growth solutions to drift-harmonic equations on asymptotically paraboloidal manifolds.

problem Classifying polynomial growth solutions to drift-harmonic equations on specific types of manifolds.
method Inductive argument that alternates between constructing and asymptotically controlling drift-harmonic functions.
result All drift-harmonic functions with polynomial growth asymptotically separate variables and dimensions of spaces are computed.

Study on MLE growth rate for stable CIR process, proving consistency and normality.

problem Estimating the growth rate of a stable CIR process from continuous observations.
method Maximum likelihood estimation for a specific type of process.
result Strong consistency and asymptotic normality in subcritical and supercritical cases, asymptotic mixed normality in supercritical, open in critical case.

Study maximum likelihood estimator for growth rate of jump-type CIR process.

problem Estimating growth rate of jump-type CIR process from continuous observations.
method Maximum likelihood approach, distinguishing subcritical, critical, and supercritical cases.
result Asymptotic properties including consistency and normality for different cases.

Growth rate of Dehn twist lattice points in Teichmüller space is slower than mapping class group lattice points.

problem Analyzing the growth rate of Dehn twist lattice points in Teichmüller space.
method Comparing growth rates of Dehn twist, mapping class group, and multi-twist lattice points.
result The growth rate of Dehn twist lattice points is coarsely asymptotic to $e^{ rac{h}{2}R}$, slower than the mapping class group.

New growth rate for pseudo-Anosov conjugacy classes in Teichmüller space.

problem Understanding growth rates of conjugacy classes in Teichmüller space.
method Analyzing pseudo-Anosov mapping classes and their conjugacy classes in Teichmüller space.
result The number of lattice points of pseudo-Anosov conjugacy classes intersecting a closed ball of radius R is coarsely asymptotic to \(e^{\frac{h}{2}R}\).

Uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth is proven.

problem Proving uniqueness of asymptotic limits for noncollapsed Ricci flat manifolds with linear volume growth.
method Relating uniqueness to the existence of a harmonic function asymptotic to a Busemann function, proving uniqueness via a monotone quantity.
result Proves uniqueness of the asymptotic limit and establishes a polynomial convergence rate.

This paper analyzes deep Stable neural networks, showing convergence rates under different growth settings.

problem Analyzing the behavior of deep Stable neural networks as width increases.
method Large-width asymptotic analysis and convergence rates for fully connected feed-forward deep Stable NNs.
result The rescaled deep Stable NN converges weakly to a Stable SP under joint growth, with sup-norm convergence rates established.

Universal portfolio strategy aims for best growth rate in stochastic markets.

problem Achieving the best growth rate in stochastic markets.
method Build a wealth-weighted average of portfolios, using concentration of wealth and large deviation principles.
result The wealth-weighted average converges to the best portfolio under suitable conditions.

Early warning signs of Greece's economic crisis were present in GDP growth rate instability.

problem Identifying early warning signs of economic crises in other countries.
method Analysis of GDP growth rate stability and long-term trends.
result GDP growth rate instability predicted the economic collapse in Greece.

In this paper we give the precise index growth for the embedded hypersurfaces of revolution with constant mean curvature (cmc) 1 in Rn\R^{n} (Delaunay unduloids). When n=3n=3, using the asymptotics result of Korevaar, Kusner and Solomon, we derive an explicit asymptotic index growth rate for finite topology cmc 1 surfac…

2000-11-07abs ↗pdf ↗

This survey reviews portfolio selection problem for long-term horizon. We consider two objectives: (i) maximize the probability for outperforming a target growth rate of wealth process (ii) minimize the probability of falling below a target growth rate. We study the asymptotic behavior of these criteria formulated as l…

2014-08-27abs ↗pdf ↗

The main theme of this paper is to study for a symplectomorphism of a compact surface, the asymptotic invariant which is defined to be the growth rate of the sequence of the total dimensions of symplectic Floer homologies of the iterates of the symplectomorphism. We prove that the asymptotic invariant coincides with as…

2011-01-24abs ↗pdf ↗

For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter λ(0,1)λ\in(0,1). Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading s…

2012-03-06abs ↗pdf ↗

Study proves uniqueness of asymptotic limits for specific manifolds.

problem Proving uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth.
method Established using natural curvature and cross section assumptions.
result Uniqueness and exponential convergence rate for complete noncollapsed Ricci-flat manifolds with linear volume growth.

Study counts geodesics on special projective planes, finding a noninteger growth rate.

problem Counting geodesics on specific projective planes with removed points.
method Proved true asymptotic formula for geodesics of length ≤ L, independent of hyperbolic structure.
result Growth exponent is noninteger, contrasting with results for orientable surfaces.

Study optimizes growth rate for investors with long-only constraints.

problem Maximizing growth rate under drift uncertainty and long-only constraints.
method Developed a finite dimensional approximation for concave functionally generated portfolios.
result Proved uniqueness and existence for optimal portfolios under long-only constraints.

Given a knot KK in a closed orientable manifold MM we define the growth rate of the tunnel number of KK to be grt(K)=lim supnt(nK)nt(K)n1gr_t(K) = \limsup_{n \to \infty} \frac{t(nK) - n t(K)}{n-1}. As our main result we prove that the Heegaard genus of MM is strictly less than the Heegaard genus of the knot exterior if and only if the grow…

2004-02-03abs ↗pdf ↗

The study calculates the growth rate of reciprocal hyperbolic elements in Hecke groups.

problem Counting reciprocal hyperbolic elements in Hecke groups.
method Analyzes conjugacy classes of hyperbolic elements associated with reciprocal geodesics.
result Determines the asymptotic growth rate and limiting constant of primitive conjugacy classes of reciprocal hyperbolic elements.

Study on harmonic functions in spaces with collapsing behaviors.

problem Harmonic functions on spaces with inhomogeneous collapsing behaviors at infinity.
method Analysis of complete and incomplete spaces with nonnegative Ricci curvature.
result Any nonconstant harmonic function yields a definite exponential growth rate.

Investigates optimal portfolio strategies in markets with latent side information.

problem Investment problem in markets with latent dependence structure and side information.
method Dynamic and constant portfolio strategies, analyzing log-optimal portfolio as benchmark.
result Optimal dynamic strategy growth rate asymptotically converges to constant strategy in stationary markets.

Study on the growth of colored Jones polynomial for figure-eight knot cables.

problem Asymptotic behavior of colored Jones polynomial for figure-eight knot cables.
method Analyzing the asymptotic growth of the NN-dimensional colored Jones polynomial of a cable of the figure-eight knot.
result The growth rate of the colored Jones polynomial is exponential and related to the Chern-Simons invariant.

Two major financial market complexities are transaction costs and uncertain volatility, and we analyze their joint impact on the problem of portfolio optimization. When volatility is constant, the transaction costs optimal investment problem has a long history, especially in the use of asymptotic approximations when th…

2014-01-02abs ↗pdf ↗

Study shows exponential growth of knot polynomial tied to Chern-Simons invariant.

problem Asymptotic behavior of colored Jones polynomials of figure-eight knot.
method Analyzes growth rate of polynomial evaluated at specific points.
result Growth rate determined by Chern-Simons invariant of an affine representation.

Study shows how margin loan interest rates converge to a choke price, limiting long-term advantage in the broker call money market.

problem Long-term dynamics of margin loan interest rates and their impact on retail clients' advantage in the broker call money market.
method Analyzes the broker call money market dynamics, assuming perfect inelastic supply and continuous reinvestment, to show convergence of relative size and margin loan interest rates.
result Margin loan interest rates converge to a choke price, limiting the long-term advantage of retail clients over the market.

Study high-frequency trading with fractional Brownian motion, finding optimal strategies and convergence.

problem Maximizing utility in high-frequency trading with fractional Brownian motion.
method Spectral methods for stationary Gaussian sequences, asymptotic growth rate analysis, finite-dimensional distribution convergence.
result Suitably rescaled optimal positions converge to a Gaussian white-noise-type field.

Study on kk-surfaces in negatively curved 3-manifolds, focusing on energy and entropy.

problem Understanding the growth rate and asymptotic behavior of kk-surfaces in negatively curved 3-manifolds.
method Proved results on the asymptotic behavior of high energy kk-surfaces, including upper bounds and rigidity theorems.
result Determined a rigid upper bound for the growth rate of quasi-Fuchsian kk-surfaces in negatively curved 3-manifolds.

The study examines the growth of reciprocal classes in Hecke groups, proving an asymptotic formula.

problem Analyzing the growth of reciprocal classes in Hecke groups.
method Utilizes the free product structure of Hecke groups, combinatorial counting, and recurrence relations.
result Proves an asymptotic formula for the number of reciprocal classes in Hecke groups.

Study excursions of geodesics in RAAGs and graph products, finding a log(n) max excursion.

problem Understanding geodesic excursions in RAAGs and graph products.
method Defined and studied excursions in subgroups of groups, focusing on right-angled Artin groups and graph products.
result Max excursion of generic geodesics in flat tends to log(n) for irreducible RAAGs.

The aim of this paper is to state and prove polynomial analogues of the classical Manning inequality relating the topological entropy of a geodesic flow with the growth rate of the volume of balls in the universal covering. To this aim we use two numerical conjugacy invariants, the {\em strong polynomial entropy $h_{po…

2011-05-12abs ↗pdf ↗

We present a preferential attachment growth model to obtain the distribution P(K)P(K) of number of units KK in the classes which may represent business firms or other socio-economic entities. We found that P(K)P(K) is described in its central part by a power law with an exponent φ=2+b/(1b)φ=2+b/(1-b) which depends on the probabil…

2006-09-04abs ↗pdf ↗

In this paper we develop an asymptotic analysis for formal and actual solutions of q-difference equations, under a regularity assumption. In particular, evaluations of regular solutions of regular q-difference equations have an exponential growth rate which can be computed from the q-difference equation. The motivation…

2004-05-17abs ↗pdf ↗

We consider the asymptotics of the Turaev-Viro and the Reshetikhin-Turaev invariants of a hyperbolic 33-manifold, evaluated at the root of unity exp(2π1/r)\exp({2π\sqrt{-1}}/{r}) instead of the standard exp(π1/r)\exp({π\sqrt{-1}}/{r}). We present evidence that, as rr tends to \infty, these invariants grow exponentially with growt…

2015-03-09abs ↗pdf ↗