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.
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 n edges is the (2n−3)-dimensional Riemannian manifold of equilateral closed polygons in R3…
We show that simple random walks on (non-trivial) relatively hyperbolic groups stay O(log(n))-close to geodesics, where n 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))-close to geodesics and hierarchy paths. Along the…
For any pseudo-Anosov diffeomorphism on a closed orientable surface S 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…
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 H. We further assume that H is not consisting only of lifts with respect to any one covering. Then w…
Random walks and polygons are used to model polymers. In this paper we consider the extension of writhe, self-linking number and linking number to open chains. We then study the average writhe, self-linking and linking number of random walks and polygons over the space of configurations as a function of their length. W…
We establish spectral theorems for random walks on mapping class groups of connected, closed, oriented, hyperbolic surfaces, and on Out(FN). In both cases, we relate the asymptotics of the stretching factor of the diffeomorphism/automorphism obtained at time n of the random walk to the Lyapunov exponent of …
We obtain a description of Poisson--Furstenberg boundaries for (random walks on) fundamental groups of compact graph-manifolds. Together with previously known results due to V.A. Kaimanovich and others, this allows one to obtain descriptions of Poisson--Furstenberg boundaries for fundamental groups of all closed 3-mani…
By appealing to renewal theory we determine the equations that the mean exit time of a continuous-time random walk with drift satisfies both when the present coincides with a jump instant or when it does not. Particular attention is paid to the corrections ensuing from the non-Markovian nature of the process. We show t…
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.
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…
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…
In this paper, we propose a new fuzzy clustering algorithm based on the mode-seeking framework. Given a dataset in Rd, 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…
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…
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…
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…
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few…
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.