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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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55110164219 · May 202619922001200920172026
48 results for asymptotic shape

We use tools from geometric statistics to analyze the usual estimation procedure of a template shape. This applies to shapes from landmarks, curves, surfaces, images etc. We demonstrate the asymptotic bias of the template shape estimation using the stratified geometry of the shape space. We give a Taylor expansion of t…

2016-09-06abs ↗pdf ↗

Study the limiting shape of solutions to the L_p-Minkowski problem as p approaches negative infinity.

problem Understanding the limiting shape of solutions to the L_p-Minkowski problem as p → -∞.
method Group-invariant method to study the asymptotic shape of solutions.
result Existence of a solution Ω^(p) to the L_p-Minkowski problem that converges to a regular polytope T as p → -∞.

We compute the volumes of the eigenform loci in the moduli space of genus two Abelian differentials. From this, we obtain asymptotic formulas for counting closed billiards paths in certain L-shaped polygons with barriers.

2007-05-23abs ↗pdf ↗

The paper studies the free elastic flow of closed curves and finds their asymptotic shape converges to a circle.

problem Challenges in studying the asymptotic behavior of the free elastic flow for closed curves.
method Analysis of the free elastic flow as an L2L^2-gradient flow for Euler's elastic energy.
result An appropriate rescaling of initial curves geometrically close to circles converges to a unique round circle.

New flow expands hypersurfaces in hyperbolic space, showing round limiting shape for certain powers.

problem Understanding the limiting shape of hypersurfaces expanding in hyperbolic space.
method Introduced shifted inverse curvature flow with positive power pp for a smooth curvature function.
result For 0<p10<p\leq 1, limiting shape is always round as maximal existence time is approached.

Study shows how weak inverse anisotropic mean curvature flow behaves at infinity.

problem Understanding the asymptotic behavior of anisotropic mean curvature flow.
method Established local gradient estimates for anisotropic pp-harmonic functions and weak solutions of IAMCF.
result Weak IAMCF is asymptotic to the expanding Wulff shape solution at infinity.

Study of Brown--York mass for four-dimensional asymptotically flat manifolds.

problem Calculating mass for hypersurfaces in four-dimensional asymptotically flat manifolds.
method Intrinsic definition of mean curvature, expansion analysis for large uniformly convex hypersurfaces.
result Shape-dependent correction to ADM mass for nearly round surfaces vanishes under certain conditions.

New findings connect shaped and unshaped neural networks using differential equations.

problem Understanding the behavior of neural networks with different activation scaling methods.
method Deriving differential equation-based asymptotic characterizations for shaped and unshaped neural networks.
result Two types of unshaped networks converge to the same infinite-depth-and-width limit at initialization.

Proves a Minkowski inequality for star-shaped hypersurfaces in warped cylinders.

problem Proving a Minkowski inequality for specific types of hypersurfaces.
method Using weakly mean convex and star-shaped hypersurfaces in warped cylinders, and applying the inverse mean curvature flow.
result Sharp inequality holds for outward minimizing hypersurfaces in Schwarzschild and hyperbolic spaces.

For two disjoint rectifiable star-shaped Jordan curves (including round circles) in the asymptotic boundary of hyperbolic 3-space, if the distance (see Definition 1.8) between these two Jordan curves are bounded from above by some constant, then there exists an annulus-type area minimizing (or equivalently least area) …

2020-01-26abs ↗pdf ↗

We give a geometrically intrinsic construction of a global time function for relatively compact diamond-shaped regions in arbitrary spacetimes. In the case of Minkowski spacetime, the flow of diffeomorphisms associated to a suitably normalized gradient of this time function becomes the conformal isotropy subgroup of th…

2010-10-25abs ↗pdf ↗

The study examines evolving star-shaped hypersurfaces in hyperbolic spaces, influenced by ambient geometry.

problem Evolution of star-shaped hypersurfaces in hyperbolic spaces.
method Nonhomogeneous expanding curvature flows in hyperbolic spaces.
result The asymptotic behavior of the flow depends on the ambient space's geometry, leading to different limiting metrics.

In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the "sell-side shape" and "buy-side shape" of an order book converges to a pair of deterministic measure-valued processes in a c…

2014-11-27abs ↗pdf ↗

We show that the constant mean curvature hypersurfaces in the hyperbolic n-space spanning the boundary of a star shaped C^{1,1} domain in the asymptotic sphere give a foliation of the hyperbolic n-space. We also show that if C is a closed codimension-1 C^{2,a} submanifold in the asymptotic sphere bounding a unique cons…

2009-09-30abs ↗pdf ↗

We study the shapes of the implied volatility when the underlying distribution has an atom at zero and analyse the impact of a mass at zero on at-the-money implied volatility and the overall level of the smile. We further show that the behaviour at small strikes is uniquely determined by the mass of the atom up to high…

2013-10-03abs ↗pdf ↗

Optimal trading strategy with predictor and costs, derived equations and shape.

problem Optimal trading strategy in presence of price predictor, costs, and risk control.
method Path-integral method to derive equations for band edges, solved explicitly for Ornstein-Uhlenbeck predictor.
result Explicit equations and shape of the optimal band strategy derived and analyzed.

We consider a compact, star-shaped, mean convex hypersurface Σ2R3Σ^2\subset \mathbb{R}^3. We prove that in some cases the flow exists until it shrinks to a point in a spherical manner, which is very typical for convex surfaces as well (see \cite{An1}). We also prove that in the case we have a surface of revolution which …

2008-06-10abs ↗pdf ↗

New method constructs asymptotic convex hypersurfaces via equidistant hyperplanes.

problem Constructing asymptotic convex hypersurfaces in hyperbolic space.
method Approximating hypersurface by geodesic graphs over equidistant hyperplanes.
result Existence of complete, strictly locally convex hypersurfaces with prescribed asymptotic boundary.

We study statistical detection of grayscale objects in noisy images. The object of interest is of unknown shape and has an unknown intensity, that can be varying over the object and can be negative. No boundary shape constraints are imposed on the object, only a weak bulk condition for the object's interior is required…

2011-02-23abs ↗pdf ↗

In this work, we prove an optimal Penrose inequality for asymptotically locally hyperbolic manifolds which can be realized as graphs over Kottler space. Such inequality relies heavily on an optimal weighted Alexandrov-Fenchel inequality for the mean convex star shaped hypersurfaces in Kottler space.

2013-09-24abs ↗pdf ↗

A convex surface contracting by a strictly monotone, homogeneous degree one function of curvature remains smooth until it contracts to a point in finite time, and is asymptotically spherical in shape. No assumptions are made on the concavity of the speed as a function of principal curvatures.

2004-02-17abs ↗pdf ↗

The goal of this paper is to measure the non-convexity of compact and smooth connected components of real algebraic plane curves. We study these curves first in a general setting and then in an asymptotic one. In particular, we consider sufficiently small levels of a real bivariate polynomial in a small enough neighbou…

2019-07-19abs ↗pdf ↗

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For a real mode, we wish to infer its damping rate and mode shape. For a complex mod…

2019-09-23abs ↗pdf ↗

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

Paper proves uniqueness of catenary cylinders based on their asymptotic shape.

problem Proving uniqueness of catenary cylinders by their asymptotic behavior.
method Applying the moving plane method of Alexandrov and strong maximum principle for elliptic operators.
result Established a uniqueness result for [φ,e3][\varphi,\vec{e}_{3}]-catenary cylinders based on their asymptotic behavior.

We consider a stochastic volatility model which captures relevant stylized facts of financial series, including the multi-scaling of moments. The volatility evolves according to a generalized Ornstein-Uhlenbeck processes with super-linear mean reversion. Using large deviations techniques, we determine the asymptotic sh…

2015-01-14abs ↗pdf ↗

We develop a theory for the market impact of large trading orders, which we call metaorders because they are typically split into small pieces and executed incrementally. Market impact is empirically observed to be a concave function of metaorder size, i.e., the impact per share of large metaorders is smaller than that…

2011-02-26abs ↗pdf ↗

In mathematics, the classical Plateau problem consists of finding the surface of least area that spans a given rigid boundary curve. A physical realization of the problem is obtained by dipping a stiff wire frame of some given shape in soapy water and then removing it; the shape of the spanning soap film is a solution …

2011-08-02abs ↗pdf ↗

New solutions for soft materials' nonlinear behavior in growing spheroidal inclusions.

problem Understanding soft materials' behavior under microstructure effects.
method Presented an accurate semi-inverse solution for isotropically growing spheroidal inclusions.
result Existence of a non-spherical asymptotic shape and associated asymptotic pressure (isomorphic pressure).

Proves solution uniqueness for biomembrane shape prediction.

problem Proving solution uniqueness for the genus one Canham variational problem.
method Combining numeric analytic continuation and singularity analysis to prove non-negativity of a sequence.
result Proves positivity of the sequence, leading to solution uniqueness.

We answer Mark Kac's famous question, "can one hear the shape of a drum?" in the positive for orbifolds that are 3-dimensional and 4-dimensional lens spaces; we thus complete the answer to this question for orbifold lens spaces in all dimensions. We also show that the coefficients of the asymptotic expansion of the tra…

2017-04-25abs ↗pdf ↗

Deep learning models complex multivariate extremes using geometric shapes.

problem Modeling complex extremal dependencies in high-dimensional data.
method Geometric representation and deep learning for flexible semi-parametric models.
result First approach to modeling limit sets using deep learning for high-dimensional data.

A closed hyperbolic surface of genus g2g\ge 2 can be decomposed into pairs of pants along shortest closed geodesics and if these curves are sufficiently short (and with lengths uniformly bounded away from 0), then the geometry of the surface is essentially determined by the combinatorics of the pants decomposition. The…

2013-06-26abs ↗pdf ↗

We provide integral formulae for the ADM mass of asymptotically flat hypersurfaces in Riemannian manifolds with a certain warped product structure in a neighborhood of infinity, thus extending Lam's recent results on Euclidean graphs to this broader context. As applications we exhibit, in any dimension, new classes of …

2011-08-27abs ↗pdf ↗