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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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55109164218 · May 202619922001200920172026
48 results for central field

Researchers solve a 25-year-old conjecture about vector fields.

problem Proving a 25-year-old conjecture about divergence-free vector fields.
method Analysis of a Leibniz algebra underlying these vector fields.
result Construction of the universal central extension for divergence-free vector fields and diffeomorphisms.

Centralized exchanges influence staking behavior and decentralization in Proof of Stake blockchain ecosystems.

problem How do centralized exchanges affect staking behavior and decentralization in Proof of Stake blockchain ecosystems?
method Formulate a continuous-time mean field model of miners as validators and traders in a centralized market.
result Centralized trading activities enhance staking participation and promote decentralization through market incentives.

We formulate and analyze a multi-agent model for the evolution of individual and systemic risk in which the local agents interact with each other through a central agent who, in turn, is influenced by the mean field of the local agents. The central agent is stabilized by a bistable potential, the only stabilizing force…

2015-07-29abs ↗pdf ↗

We present a geometric construction of central extensions of covering groups of the group of volume preserving diffeomorphisms, integrating central extensions of the Lie algebra of divergence free vector fields defined by Lichnerowicz cocycles. Certain covering spaces of non-linear Grassmannians can be realized as preq…

2010-07-31abs ↗pdf ↗

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of stochastic gradient descent training iterations. Our result describes the neural net…

2018-08-28abs ↗pdf ↗

Develops an equilibrium model for securities pricing in a mixed cooperative and non-cooperative market.

problem Equilibrium pricing of securities in a market with cooperative and non-cooperative agents.
method Conditional extended mean-field control for cooperative agents, mean-field model for both cooperative and non-cooperative agents.
result Existence of a unique equilibrium for both finite-agent and mean-field models under certain conditions.

Central bank optimizes bailout cash injection to limit defaults.

problem Optimizing cash injection to limit defaults in a system of mutual obligations.
method Proved convergence and solved a drift controlled Stefan problem using mean field control and policy gradient methods.
result Optimal strategies involve subsidizing banks with equity values in a time-dependent region.

The central object of synthetic differential geometry is microlinear spaces. In our previous paper [Microlinearity in Frolicher spaces -beyond the regnant philosophy of manifolds-, International Journal of Pure and Applied Mathematics, 60 (2010), 15-24] we have emancipated microlinearity from within well-adapted models…

2010-02-22abs ↗pdf ↗

A semigroup of annuli integrates a central extension of vector fields on S^1.

problem No Lie group exists for complexified vector fields on S^1.
method Introduced an enlargement of the semigroup of annuli and proved it integrates a central extension of vector fields.
result Every partially thin annulus is the time-ordered exponential of a path in the cone of inward pointing complexified vector fields.

Paper studies central bank's strategy to control systemic risk in interbank system.

problem Minimizing average distance between log-monetary reserves and target levels.
method Weak formulation, Ekeland's variational principle, Gamma-convergence, stochastic Fokker-Planck-Kolmogorov equation.
result Proves convergence of optimal strategies as number of banks increases.

The paper finds that circles and logarithmic spirals are the only constant-speed ramps for a specific force field.

problem Determining planar curves for constant-speed motion under specific force conditions.
method Analyzing the motion of a particle under friction and a central force field.
result Every solution to the constant-speed motion problem approaches either a circle or a logarithmic spiral.

The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.

problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.

Abstract: Connections between Lie algebras and symplectic nilmanifolds explored.

problem Understanding the relationship between Lie algebras and symplectic nilmanifolds.
method Central extensions of Lie algebras, dynamical systems, and symplectic nilmanifolds constructed.
result Covering Lie groups for symplectic nilmanifolds can have any rank as solvable Lie groups.

Study on connection points on double regular polygons, providing coordinates and proving non-connection points.

problem Identifying connection points on double regular polygons.
method Examined coordinates in trace field, provided constructive proof for prime nn.
result For n=7n=7, conjectured all remaining points are connection points; for n7n \geq 7 prime, provided explicit separatrix.

We propose a simple model of inter-bank borrowing and lending where the evolution of the log-monetary reserves of NN banks is described by a system of diffusion processes coupled through their drifts in such a way that stability of the system depends on the rate of inter-bank borrowing and lending. Systemic risk is ch…

2013-08-09abs ↗pdf ↗

We propose a mean field game model to study the question of how centralization of reward and computational power occur in Bitcoin-like cryptocurrencies. Miners compete against each other for mining rewards by increasing their computational power. This leads to a novel mean field game of jump intensity control, which we…

2019-12-04abs ↗pdf ↗

New method uses resurgent analysis to determine growth rate of quantum field theory coefficients.

problem Determining the growth rate of quantum field theory coefficients.
method Resurgence analysis on the Stokes line, leading to transseries decomposition and continued across natural boundary.
result Essential exponent of growth has Cardy-like interpretation as effective central charge.

Gradient descent dynamics in wide neural networks are analyzed using a dynamical CLT.

problem Understanding the fluctuations in wide shallow neural networks trained via gradient descent.
method Dynamical Central Limit Theorem (CLT) applied to neural network dynamics.
result Asymptotic fluctuations remain bounded in mean square throughout training.

Study on vector fields on Lie groups reveals surprising algebraic coincidences.

problem Characterizing vector fields on Lie groups with Riemannian metrics.
method Algebraic and geometric analysis of left-invariant vector fields on nilpotent Lie groups.
result Spaces of Killing, one-harmonic, and conformal vector fields coincide with the center of the Lie algebra on nilpotent Lie groups.

We give conditions under which the normalized marginal distribution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions of stochastic differential equations with locally bounded and continuous coefficients. The limit theorems are subsequently…

2012-08-21abs ↗pdf ↗

Study finds central points of double heptagon surface are not connection points.

problem Identifying connection points on double heptagon translation surfaces.
method Used a gcd algorithm to determine hyperbolic directions and found non-connection points.
result Central points of heptagons are not connection points on double heptagon translation surfaces.

Federated learning linked to mean-field games for large-scale learning.

problem Large-scale distributed and privacy-preserving learning algorithms.
method Established a connection between federated learning and mean-field games, presenting federated learning as a differential game.
result Properties of the equilibrium of the federated learning game were discussed.

Paper derives CLT for Bayesian neural networks trained with variational inference.

problem Analyzing the fluctuation behavior of Bayesian neural networks trained with different variational inference schemes.
method Rigorous derivation of CLT for three variational inference schemes: idealized, Bayes-by-Backprop, and Minimal VI.
result Minimal VI scheme has larger variances but is more computationally efficient.

We study the general structure of the AdS_5/CFT_4 correspondence in type IIB string theory from the perspective of generalized geometry. We begin by defining a notion of "generalized Sasakian geometry," which consists of a contact structure together with a differential system for three symplectic forms on the four-dime…

2010-11-18abs ↗pdf ↗

TKFT models computation via smooth vector fields, simulating functions in a single dynamical step.

problem Modeling computation in a single step.
method Established Topological Kleene Field Theory (TKFT) as a new model of computation.
result Any computable function can be simulated in a single go of a dynamical system.

This paper studies the large time existence for the motion of closed hypersurfaces in a radially symmetric potential. In physical, this surface can be considered as an electrically charged membrane with a constant charge per area in a radially symmetric potential. The evolution of such surface has been investigated by …

2015-02-17abs ↗pdf ↗

We argue that Horava-Lifshitz (HL) gravity provides the minimal holographic dual for Lifshitz-type field theories with anisotropic scaling and dynamical exponent z. First we show that Lifshitz spacetimes are vacuum solutions of HL gravity, without need for additional matter. Then we perform holographic renormalization …

2012-11-20abs ↗pdf ↗

Study reveals three limiting regimes for neural network functionals.

problem Understanding the behavior of functionals of random neural networks.
method Central and non-central limit theorems, Hermite expansions, Diagram Formula, Stein-Malliavin techniques.
result Three distinct limiting regimes based on fixed points of covariance function.

Continuing the previous work, we propose a further extension of the structure equation for a truncated CMC hierarchy by the non-commuting, truncated Virasoro algebra of non-local symmetries. Via a canonical dressing transformation, we first define a wave function for the CMC hierarchy. This leads to a pair of additiona…

2014-08-14abs ↗pdf ↗

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.

The problem of description of superintegrable systems (i.e., systems with closed trajectories in a certain domain) in the class of rotationally symmetric natural mechanical systems goes back to Bertrand and Darboux. We describe all superintegrable (in a domain of slow motions) systems in the class of rotationally symme…

2020-01-14abs ↗pdf ↗