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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.

168,742 papers · 148 categories

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55111166221 · May 202619922001200920172026
48 results for coarse path components

The study explores ends in coarse homotopy of proper geodesic spaces.

problem Understanding ends in coarse homotopy of proper geodesic spaces.
method Recontextualizing ends as a functor and proving properties of coarse path components.
result Existence of a natural surjection from coarse path components to ends, not always an injection.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to the standard uniform dis- cretisation times. The key component in multilevel analy…

2011-06-23abs ↗pdf ↗

The study introduces Cayley--Abels--Rosendal graphs for Polish groups.

problem Understanding the structure of Polish groups through graph theory.
method Developing Cayley--Abels--Rosendal graphs and applying them to Polish groups.
result Groups with Cayley--Abels--Rosendal graphs are topological analogues of finitely generated groups.

In this paper, we consider spaces whose Higson coronae are indecomposable continua. We show that for a non-compact proper metric space XX which is coarsely geodesic and has coarse bounded geometry, the Higson corona of XX is an indecomposable continuum if and only if XX is coarsely equivalent to the space of natural…

2019-09-08abs ↗pdf ↗

We introduce a novel definition of curvature for hypergraphs, a natural generalization of graphs, by introducing a multi-marginal optimal transport problem for a naturally defined random walk on the hypergraph. This curvature, termed \emph{coarse scalar curvature}, generalizes a recent definition of Ricci curvature for…

2018-03-22abs ↗pdf ↗

Study shows infinitely many path components for positive Ricci curvature metrics on certain spin manifolds.

problem Understanding the space of metrics with positive Ricci curvature on spin manifolds.
method Analyzing spin manifolds of dimension 4k-1 for k ≥ 2, focusing on metrics with a specific property.
result The space of metrics has infinitely many path components.

The paper shows non-aspherical path components in G2-moduli spaces.

problem Characterizing non-aspherical path components in G2-moduli spaces.
method Using generalised Kummer construction and resolving singularities with Eguchi-Hanson spaces, the authors establish a fibration over each path component with Eilenberg Mac Lane spaces as fibres.
result The comparison map is a fibration over each path component with Eilenberg Mac Lane spaces as fibres, indicating non-trivial families of G2-manifolds.

The paper defines a path metric on a stable component of polynomial families.

problem Understanding the geometry of polynomial families with parabolic relations.
method Constructing a positive semi-definite pressure form on a bounded stable component of the moduli space.
result The pressure form defines a path metric on the stable component.

It was previously shown by the second author that every knot in S3S^3 is ambient isotopic to one component of a two-component, alternating, hyperbolic link. In this paper, we define the alternating volume of a knot KK to be the minimum volume of any link LL in a natural class of alternating, hyperbolic links such tha…

2019-01-08abs ↗pdf ↗

The study examines moduli spaces of metrics with positive Ricci or non-negative sectional curvature on sphere bundles.

problem Classifying and understanding moduli spaces of metrics with specific curvature properties on sphere bundles.
method Analyzing total spaces of S7S^7-bundles over S8S^8 and quotients of Milnor and Shimada spheres.
result The moduli space of metrics has infinitely many path components.

The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extract- ing governing equations by employing fine-scale simulation …

2018-02-11abs ↗pdf ↗

We consider a large collection of dynamically interacting components defined on a weighted directed graph determining the impact of default of one component to another one. We prove a law of large numbers for the empirical measure capturing the evolution of the different components in the pool and from this we extract …

2018-12-18abs ↗pdf ↗

Given two points on a soup can or conical cup with lid, we find and classify all paths of minimal length connecting them. When the number of minimal paths is finite, there are at most four on a can and three on a cup. At worst, minimal paths are piece-wise smooth with three components, each of which is a classical geod…

2004-01-09abs ↗pdf ↗

For a Heegaard surface F in a closed orientable 3-manifold M, H(M,F) = Diff(M)/Diff(M,F) is the space of Heegaard surfaces equivalent to the Heegaard splitting (M,F). Its path components are the isotopy classes of Heegaard splittings equivalent to (M,F). We describe H(M,F) in terms of Diff(M) and the Goeritz group of (…

2010-11-02abs ↗pdf ↗

Temporal coarse-graining of multi-sector default count data generates effective correlation matrices and rank copulas.

problem Explaining the difference in default dependence between monthly and annual aggregation.
method Dynamic low-rank state-space model with AR(1) latent credit-state factors.
result Effective correlation matrices and rank copulas are generated from monthly default count data.

Study of hyperbolic 3-manifolds via fractional Dehn twists and cusp geometry.

problem Understanding the geometry of fibred hyperbolic 3-manifolds via combinatorial data.
method Relating Euclidean cusp geometry to fractional Dehn twist coefficients of monodromies.
result Uniform bounds on fractional Dehn twist coefficients for certain open book decompositions.

New CGMD model predicts non-equilibrium processes better than existing methods.

problem Inconsistency in conditional distribution of unresolved variables.
method Time-lagged independent component analysis to minimize entropy contribution of unresolved variables.
result The model's generalization ability for non-equilibrium processes is significantly improved.

We define a notion of free product for coarse spaces that generalizes the corresponding notion of a free product for groups. We show that free products preserve coarse properties such as coarse property C, finite coarse decomposition complexity, and coarse property A. We also give an upper bound estimate on the dimensi…

2019-05-16abs ↗pdf ↗

Study shows infinitely many metrics with nonnegative sectional or positive Ricci curvature on specific 5D quotients.

problem Finding metrics with specific curvature properties on Brieskorn quotients.
method Analyzing moduli spaces of metrics with nonnegative sectional or positive Ricci curvature.
result Moduli spaces have infinitely many path components for both nonnegative sectional and positive Ricci curvature.

For every strong coarse homology theory we construct a coarse assembly map as a natural transformation between coarse homology theories. We provide various conditions implying that this assembly map is an equivalence. These results generalize known results for the analytic coarse assembly map for K-homology to general …

2017-06-07abs ↗pdf ↗

A bounded curvature path is a continuously differentiable piecewise C2C^2 path with a bounded absolute curvature that connects two points in the tangent bundle of a surface. In this work, we analyze the homotopy classes of bounded curvature paths for points in the tangent bundle of the Euclidean plane. We show the exis…

2014-03-19abs ↗pdf ↗

Study shows almost complex structures with certain tensor properties are prevalent.

problem Characterizing almost complex structures with specific tensor properties.
method Analyzes the space of almost complex structures on compact manifolds.
result The space of almost complex structures with rank at least k Nijenhuis tensor is either empty or dense in each component.

In this article, we introduce the notion of a functor on coarse spaces being coarsely excisive- a coarse analogue of the notion of a functor on topological spaces being excisive. Further, taking cones, a coarsely excisive functor yields a topologically excisive functor, and for coarse topological spaces there is an ass…

2010-02-24abs ↗pdf ↗

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

Interprets coarse symbol and index classes for Callias type operators.

problem Understanding coarse geometry and index classes for Callias type operators.
method Interprets coarse symbol and index classes in terms of K-theory classes of coarse corona.
result Local positivity and invertibility conditions are incorporated into support conditions in K-theory.

Neural networks enjoy widespread use, but many aspects of their training, representation, and operation are poorly understood. In particular, our view into the training process is limited, with a single scalar loss being the most common viewport into this high-dimensional, dynamic process. We propose a new window into …

2019-09-03abs ↗pdf ↗

The coarse category was established by Roe to distill the salient features of the large-scale approach to metric spaces and groups that was started by Gromov. In this paper, we use the language of coarse spaces to define coarse versions of asymptotic property C and decomposition complexity. We prove that coarse propert…

2016-04-08abs ↗pdf ↗

Let MM be a compact surface and PP be a one dimensional manifold without boundary, that is the line R1\mathbb{R}^1 or a circle S1S^1. The classification of path-components of the space of Morse maps from MM into PP was recently obtained by S. V. Matveev and V. V. Sharko for the case P=RP=\mathbb{R}. For P=S1P=S^1 the …

1999-10-18abs ↗pdf ↗

We show that coarse property C is preserved by finite coarse direct products. We also show that the coarse analog of Dydak's countable asymptotic dimension is equivalent to the coarse version of straight finite decomposition complexity and is therefore preserved by direct products.

2017-12-09abs ↗pdf ↗

In this note on coarse geometry we revisit coarse homotopy. We prove that coarse homotopy indeed is an equivalence relation, and this in the most general context of abstract coarse structures. We introduce (in a geometric way) coarse homotopy groups. The main result is that the coarse homotopy groups of cone of a compa…

2018-11-25abs ↗pdf ↗

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph GG on pp vertices corresponding to variables, the non-zero entries of the extracted principal component must coincide with vertice…

2015-06-08abs ↗pdf ↗