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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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35810 · Jun 202619922001200920172026
48 results for cusp excursions

Study geodesics entering a fixed cusp neighborhood multiple times.

problem Understanding geodesics entering a specific cusp neighborhood multiple times.
method Investigate reciprocal geodesics entering a fixed cusp neighborhood a fixed number of times.
result Characterized the class of reciprocal geodesics entering a fixed cusp neighborhood a fixed number of times.

We generalize the notion of cusp excursion of geodesic rays by introducing for any k1k \geq 1 the kthk^{th} excursion in the cusps of a hyperbolic NN-manifold of finite volume. We show that on one hand, this excursion is at most linear for geodesics that are generic with respect to the hitting measure of a random walk.…

2019-04-25abs ↗pdf ↗

In this paper we study the typical speed of a generic earthquake trajectory leaving compact sets in the moduli space of the once-punctured torus. Mirzakhani showed that the earthquake flow is measurably equivalent to the horocyclic flow, which has been studied extensively. Our main result shows that the earthquake flow…

2015-06-15abs ↗pdf ↗

Stationary measures on hyperbolic surfaces with cusps are singular and stable under quasi-symmetries.

problem Understanding stationary measures on hyperbolic surfaces with cusps.
method Analyzing exponential decay of cusp excursions and proving quasi-symmetry stability.
result Stationary measures on hyperbolic surfaces with cusps are quasi-symmetrically stable and singular.

We derive several results that describe the rate at which a generic geodesic makes excursions into and out of a cusp on a finite area hyperbolic surface and relate them to approximation with respect to the orbit of infinity for an associated Fuchsian group. This provides proofs of some well known theorems from metric d…

2007-09-04abs ↗pdf ↗

We study geodesics on the modular surface, comparing WP and hyperbolic metrics.

problem Comparing geodesics on the modular surface under different metrics.
method Lift WP geodesics to the universal cover, analyze geometric properties, and compare deviations.
result WP and hyperbolic geodesics fellow-travel in the thick part of the universal cover.

This paper proves exponential mixing for frame flows on hyperbolic manifolds with cusps.

problem Establishing exponential mixing for frame flows on geometrically finite hyperbolic manifolds with cusps.
method Symbolic coding of geodesic flow, Dolgopyat's method, large deviation property, combinatorics of cusp excursions, renewal theorem.
result Frame flows for geometrically finite hyperbolic manifolds of arbitrary dimensions are exponentially mixing.

We construct a Poincaré section for the horocycle flow on the modular surface SL(2,R)/SL(2,Z)SL(2, \R)/SL(2, \Z), and study the associated first return map, which coincides with a transformation (the {\it BCZ map}) defined by Boca-Cobeli-Zaharescu. We classify ergodic invariant measures for this map and prove equidistribution of pe…

2012-06-28abs ↗pdf ↗

Study examines local extrema and crossing statistics in financial markets.

problem Understanding local extrema and crossing statistics in financial markets.
method Excursion set theory, numerical computation, theoretical prediction, clustering of geometrical measures, cross-correlation, Singular Value Decomposition.
result Excursion sets reveal statistical coherency and sensitivity to crises in financial markets.

New method distinguishes stochastic from deterministic signals using excursion counts.

problem Distinguishing between stochastic and deterministic signals in discrete time series.
method Excursion and crossing theorems for continuous semimartingales, comparing empirical excursion counts to theoretical expectation.
result A robust data-driven diffusion test that classifies signals based on log-log slope deviation.

This note re-addresses the Paris barrier options proposed by Yor and collaborators and their valuation using the Laplace transform approach. The notion of Paris barrier options, based on excursion theory and using the Brownian meander, is extended such that their valuation is now possible at any point during their life…

2002-02-28abs ↗pdf ↗

Meta-learning method for estimating time-varying mHealth intervention effects.

problem Complex mHealth data and uncertain randomization probabilities.
method DR-WCLS meta-learning procedure for causal excursion effects.
result More efficient and consistent estimates of causal excursion effects.

The paper analyzes insurance risk with Parisian ruin and capital injection.

problem Analyzing insurance risk with Parisian ruin and capital injection.
method Using fluctuation and excursion theory of spectrally negative Levy processes.
result Distributional identities and ruin probabilities are derived.

The paper extends consistency results for sequential design strategies to vector-valued Gaussian processes.

problem Estimating excursion sets of vector-valued Gaussian processes.
method Clarifying the connection between continuous Gaussian processes and Gaussian measures in Banach spaces, extending concepts and properties from scalar-valued settings to vector-valued settings.
result Consistency results for sequential design strategies can be applied to vector-valued Gaussian processes.

This work analyzes the gap between off-policy and on-policy policy gradient methods and provides conditions to reduce this gap.

problem The gap between off-policy and on-policy policy gradient methods and conditions to reduce it.
method Theoretical analysis and empirical evidence of conditions to reduce the on-off gap.
result Conditions to reduce the on-off gap between off-policy and on-policy policy gradient methods.

A new algorithm learns from failures to optimize under constraints efficiently.

problem Optimizing under unknown constraints with limited failure tolerance.
method Excursion search controls risk as a function of a failure budget.
result The algorithm achieves lower regret and uses failures budget more efficiently.

Generative model calibrates 3D battery cathode morphologies from 2D images.

problem Calibrate 3D morphologies of all-solid-state battery cathodes from 2D microscopy images.
method Combining GANs with excursion sets of Gaussian random fields.
result Calibrated digital twins enable systematic exploration of morphological scenarios.

This paper introduces a new method for uncertainty quantification in prediction models.

problem Quantifying uncertainty in high-stakes applications like medicine and finance.
method Confidence sets for outcome excursions, focusing on identifying subsets of features where outcomes exceed a threshold.
result Theoretical guarantees for the probability that confidence sets contain the true feature subset, both asymptotically and for finite sample sizes.

Study on spin random fields using chaos decomposition for cosmic microwave background modeling.

problem Modeling polarization of Cosmic Microwave Background using spin random fields.
method Explicit Wiener-Itô chaos decomposition of area measures of level sets.
result Reveals a clear difference between high frequency regime and zero spin case.

We study a parsimonious but non-trivial model of the latent limit order book where orders get placed with a fixed displacement from a center price process, i.e.\ some process in-between best bid and best ask, and get executed whenever this center price reaches their level. This mechanism corresponds to the fundamental …

2017-01-04abs ↗pdf ↗

Along with excursions into manifolds with corners, resolution towers of Thom and Whitney stratifications, I show that for a generic gradientlike vector field on a manifold with a Morse function, the stable manifolds give a CW decomposition of the manifold. This has been done before.

2016-10-24abs ↗pdf ↗

Characterizes holonomies of convex projective cusps.

problem Understanding holonomies in strictly convex projective geometry.
method Complete characterization of holonomies for strictly convex and round cusps, building families of generalized cusps.
result Produces the first example of generalized cusps with non-virtually nilpotent fundamental group.

We find that cusp densities of hyperbolic knots in the 3-sphere are dense in [0,0.6826...] and those of links are dense in [0,0.853...]. We define a new invariant associated with cusp volume, the cusp crossing density, as the ratio between the cusp volume and the crossing number of a link, and show that cusp crossing d…

2017-01-12abs ↗pdf ↗

New method reduces memory usage for Bayesian inverse problems on large grids.

problem Solving large-scale linear inverse problems with Gaussian process priors.
method Implicit representation of posterior covariance matrices, sequential disintegrations of Gaussian measures.
result Significant reduction in uncertainty for high-density regions estimation.

New findings on cusped Borel Anosov representations and their properties.

problem Characterizing and understanding cusped Borel Anosov representations.
method Analyzing representations of lattices in PGL2(R)PGL_2(\mathbb{R}) to PGLd(R)PGL_d(\mathbb{R}).
result Cusped Borel Anosov representations with specific properties are Hitchin representations.

We prove that non-compact finite volume hyperbolic 3-manifolds that satisfy a mild cohomological condition (infinitesimal rigidity) admit a family of properly convex deformations of their complete hyperbolic structure where the ends become generalized cusps of type 1 or type 2. We also discuss methods for controlling w…

2018-05-23abs ↗pdf ↗

This paper completes a classification of the types of orientable and non-orientable cusps that can arise in the quotients of hyperbolic knot complements. In particular, S2(2,4,4)S^2(2,4,4) cannot be the cusp cross-section of any orbifold quotient of a hyperbolic knot complement. Furthermore, if a knot complement covers an orb…

2020-01-14abs ↗pdf ↗

We construct here two new examples of non-orientable, non-compact, hyperbolic 4-manifolds. The first has minimal volume vm=4π2/3v_m = 4π^2/3 and two cusps. This example has the lowest number of cusps among known minimal volume hyperbolic 4-manifolds. The second has volume 2vm2\cdot v_m and one cusp. It has lowest volume among…

2014-02-11abs ↗pdf ↗

Study Dirac operator on cusped hyperbolic manifolds, finding spectrum properties.

problem Investigate the Dirac operator's spectrum on hyperbolic manifolds with cusps.
method Analyze spin structures on finite-volume hyperbolic n-manifolds, focusing on cusps.
result Discovered examples where Dirac operator's spectrum is R in some dimensions and discrete in others.