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.
Study on stochastic approximation with Polyak-Ruppert averaging for linear systems.
problem Understanding the asymptotic and non-asymptotic properties of stochastic approximation procedures.
method Detailed analysis of linear stochastic approximation with Polyak-Ruppert averaging, focusing on asymptotic and non-asymptotic properties.
result Proves CLT and non-asymptotic concentration inequality for averaged iterates, providing refined understanding of linear stochastic approximation.
Dynamic hedging of an European option under a general local volatility model with small linear transaction costs is studied. A continuous control version of Leland's strategy that asymptotically replicates the payoff is constructed. An associated central limit theorem of hedging error is proved. The asymptotic error va…
The main purpose of this monograph is to give an elementary and self-contained account of the existence of asymptotically hyperbolic Einstein metrics with prescribed conformal infinities sufficiently close to that of a given asymptotically hyperbolic Einstein metric with nonpositive curvature. The proof is based on an …
We use planar coordinates as well as hyperbolic coordinates to separate the de Sitter spacetime into two parts. These two ways of cutting the de Sitter give rise to two different spatial infinities. For spacetimes which are asymptotic to either half of the de Sitter spacetime, we are able to provide definitions of the …
The paper studies asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.
problem Asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.
method Analyzes the Bochner-Schrödinger operator Hp and its function φ(Hp) in L2(X,Lp⊗E), providing an asymptotic expansion of its smooth Schwartz kernel.
result The trace of the operator φ(Hp) admits a complete asymptotic expansion in powers of p−1/2 as po∞.
We prove a comparison theorem on the first Neumann eigenvalue on Bakry-Emery manifolds. Examples are constructed to illustrate the sharpness of the result. A linear explicit lower bound is also proved. We also discuss the asymptotic sharpness of such a result.
A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational Bayes (VB) methods have emerged as a popular alternative to the classical Markov chain Monte Carlo (MCMC) methods. VB methods tend to be faster while achieving comparabl…
We introduce a geometric property complementary-finite asymptotic dimension (coas- dim). Similar with asymptotic dimension, we prove the corresponding coarse invariant theorem, union theorem and Hurewicz-type theorem.
We prove the equality case of the Penrose inequality in all dimensions for asymptotically flat hypersurfaces. It was recently proven by G. Lam that the Penrose inequality holds for asymptotically flat graphical hypersurfaces in Euclidean space with non-negative scalar curvature and with a minimal boundary. Our main the…
We prove an asymptotic analog of the classical Hurewicz theorem on mappings which lower dimension. This theorem allows us to find sharp upper bound estimates for the asymptotic dimension of groups acting on finite dimensional metric spaces and allows us to prove a useful extension theorem for asymptotic dimension. As a…
Study of Dirichlet minimizers on manifolds with boundary and their asymptotic behavior.
problem Understanding the behavior of solutions to the Allen-Cahn equation on manifolds with boundary.
method Analyzing the asymptotic behavior of Dirichlet minimizers, relating Neumann data to boundary geometry, and using invertibility of the linearized Allen-Cahn operator.
result Computed expansions of the solution to high order and established a projection theorem about Allen-Cahn solutions near minimal surfaces.
We formulate and prove the Lorentzian version of the positive mass theorems with arbitrary negative cosmological constant for asymptotically AdS spacetimes. This work is the continuation of the second author's recent work on the positive mass theorem on asymptotically hyperbolic 3-manifolds.