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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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52104155207 · May 202619922001200920172026
48 results for closed walks

A closed equilateral random walk in 3-space is a selection of unit length vectors giving the steps of the walk conditioned on the assumption that the sum of the vectors is zero. The sample space of such walks with nn edges is the (2n3)(2n-3)-dimensional Riemannian manifold of equilateral closed polygons in R3\mathbb{R}^3

2013-10-22abs ↗pdf ↗

We show that simple random walks on (non-trivial) relatively hyperbolic groups stay O(log(n))O(\log(n))-close to geodesics, where nn is the number of steps of the walk. Using similar techniques we show that simple random walks in mapping class groups stay O(nlog(n))O(\sqrt{n\log(n)})-close to geodesics and hierarchy paths. Along the…

2013-05-23abs ↗pdf ↗

For any pseudo-Anosov diffeomorphism on a closed orientable surface SS of genus greater than one, it is known by the work of Bers and Thurston that the topological entropy agrees with the translation distance on the Teichmüller space with respect to the Teichmüller metric. In this paper, we consider random walks on th…

2016-04-04abs ↗pdf ↗

We consider a random walk on the mapping class group of a surface of finite type. We assume that the random walk is determined by a probability measure whose support is finite and generates a non-elementary subgroup HH. We further assume that HH is not consisting only of lifts with respect to any one covering. Then w…

2014-08-02abs ↗pdf ↗

Random walks on braid groups are transient, with specific closure properties for certain braids.

problem Understanding the behavior of random walks on braid groups and their closure properties.
method Analyzing the symplectic representation of braid groups and polynomial conditions on their matrices.
result Random walks on braid groups are transient, and specific closure properties for certain braids are derived.

This paper refines bounds on random walk speed in Teichmüller space.

problem Understanding the speed of random walks on Teichmüller space.
method Analyzing Jenkins-Strebel directions and Lebesgue geodesics.
result The drift of random walks grows exponentially for typical geodesics and oscillates between linear and exponential for some geodesics.

Innovative extensions to option pricing models using asymmetric Brownian motion and random walk approaches.

problem Capturing empirical phenomena like return skewness, heavy tails, and volatility asymmetry in option pricing models.
method Developing the Geometric Asymmetric Brownian Motion (GABM) within the Bachelier--Black--Scholes--Merton framework.
result Deriving closed-form option pricing formulas and a discrete-time binomial tree algorithm that converges to the GABM limit.

A result of Malyutin shows that a random walk on the mapping class group gives rise to an element whose fractional Dehn twist coefficient is large or small enough. We show that this leads to several properties of random 3-manifolds and links. For example, random closed braids and open books are hyperbolic.

2015-04-17abs ↗pdf ↗

We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in the case of the Grover walk on lattices. Moreover, our numerical simulation sugge…

2015-07-05abs ↗pdf ↗

We show that for any integers k and g, with g at least two, there are infinitely many closed hyperbolic 3-manifolds which are integral homology spheres with Casson invariant k, and Heegaard genus equal to g. This existence result is shown using random methods, using a model of random 3-manifolds arising from random wal…

2014-05-25abs ↗pdf ↗

Study on a pinning model with random walk increments, showing convergence to a critical disordered pinning measure.

problem Understanding the critical behavior of a disordered pinning model.
method Analyzing a disordered pinning model induced by a random walk with specific moment conditions, showing convergence to a limiting measure.
result Convergence of point-to-point partition functions to the critical disordered pinning measure in the critical window.

In this paper, we propose a new fuzzy clustering algorithm based on the mode-seeking framework. Given a dataset in Rd\mathbb{R}^d, we define regions of high density that we call cluster cores. We then consider a random walk on a neighborhood graph built on top of our data points which is designed to be attracted by hig…

2014-06-27abs ↗pdf ↗

This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…

2017-08-26abs ↗pdf ↗

The Cannon-Thurston map's pushed measures on the circle are singular with respect to sphere measures.

problem Understanding the behavior of geodesics and measures on fibered hyperbolic 3-manifolds.
method Properties of geodesics and measures on the circle and sphere are analyzed to prove singularity.
result Natural measures on the circle become singular with respect to measures on the sphere.

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya wher…

2017-10-23abs ↗pdf ↗

The paper introduces walks with jumps for modeling neuron activity in hyperbolic space.

problem Encoding neuron activity sequences in hyperbolic space.
method Introducing walks with jumps in hyperbolic geometry to model neuron activity.
result Endpoints of walks with jumps do not fully encode the sequence of jump times.

Many problems in finance are related to first passage times. Among all of them, we chose three on which we contributed personally. Our first example relates Kolmogorov-Smirnov like goodness-of-fit tests, modified in such a way that tail events and core events contribute equally to the test (in the standard Kolmogorov-S…

2013-06-13abs ↗pdf ↗

Unified view on random walk and Weisfeiler-Leman kernels, improving accuracy.

problem Improving graph kernel methods for better classification accuracy.
method Define and analyze walk-based node refinement methods, relate to Weisfeiler-Leman test, and introduce new walk-based kernels.
result Walk-based kernels are as expressive as Weisfeiler-Leman subtree kernel but support non-strict neighborhood comparison.

Local limit theorem for random walks on hyperbolic groups with parabolic subgroups.

problem Analyzing the behavior of random walks on relatively hyperbolic groups.
method Study of convergent random walks with finite derivative of Green function at spectral radius.
result Proves a local limit theorem for the probability of returning to the origin.

Study diffusions and random walks on hyperbolic spaces, focusing on their Martin boundaries.

problem Understanding diffusions and random walks on hyperbolic spaces.
method Analyzing specific diffusions and random walks on hyperbolic spaces, examining their Martin boundaries.
result Characterized the Martin boundaries of diffusions and random walks on hyperbolic spaces.

Random walks on hyperbolic spaces show linear growth in translation lengths.

problem Investigate the growth of translation lengths in random walks on hyperbolic spaces.
method Prove linear growth without moment conditions and apply to Teichmüller spaces.
result Linear growth of translation lengths in random walks on hyperbolic spaces.

Researchers use information geometry to analyze and improve DRWs for node classification.

problem Lack of theoretical foundations for Discriminative Random Walks (DRWs).
method Revisit DRWs through information geometry, treating hitting-time laws as a statistical manifold. Derived closed-form expressions and introduced sensitivity scores.
result Introduced a sensitivity score that bounds maximal first-order change in DRW betweenness under unit Fisher perturbations.

The paper examines random walks on metric spaces and finds commensurable subgroups.

problem Determining commensurable subgroups via stationary measures in metric spaces.
method Analyzing random walks on isometry groups of metric spaces with non-singular stationary measures.
result Subgroups generated by random walks are commensurable under mild conditions.