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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.

168,657 papers · 148 categories

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86172257343 · Jun 202019922001200920172026
48 results for dynamical proof

We present two proofs of the fact, originally due to Reiner Martin, that any fully irreducible hyperbolic element of Out(FN)Out(F_N) acts on the projectivized space of geodesic currents PCurr(FN)\mathbb{P}Curr(F_N) with uniform north-south dynamics. The first proof, using purely train-track methods, provides an elaborated and corr…

2014-01-08abs ↗pdf ↗

This paper is devoted to rigidity of smooth bundles which are equipped with fiberwise geometric or dynamical structure. We show that the fiberwise associated sphere bundle to a bundle whose leaves are equipped with (continuously varying) metrics of negative curvature is a topologically trivial bundle when either the ba…

2014-03-17abs ↗pdf ↗

Polynomial inequalities lie at the heart of many mathematical disciplines. In this paper, we consider the fundamental computational task of automatically searching for proofs of polynomial inequalities. We adopt the framework of semi-algebraic proof systems that manipulate polynomial inequalities via elementary inferen…

2019-06-04abs ↗pdf ↗

We give a sharp lower bound for the number of geometrically distinct contractible periodic orbits of dynamically convex Reeb flows on prequantizations of symplectic manifolds that are not aspherical. Several consequences of this result are obtained, like a new proof that every bumpy Finsler metric on SnS^n carries at l…

2015-09-28abs ↗pdf ↗

We present a new proof of the following theorem of Benoist-Quint: Let G:=SO(d,1)G:=SO^\circ(d,1), d2d\ge 2 and Δ<GΔ<G a cocompact lattice. Any orbit of a Zariski dense subgroup ΓΓ of GG is either finite or dense in Δ\GΔ\backslash G. While Benoist and Quint's proof is based on the classification of stationary measures, our proo…

2019-03-07abs ↗pdf ↗

Model analyzes Proof-of-Stake network dynamics and speculative capital effects on token prices.

problem Understanding and managing price dynamics in Proof-of-Stake networks.
method Developed an open-economy macroeconomic model to analyze Proof-of-Stake dynamics and speculative capital effects.
result Speculative capital can shift staked-token ownership, potentially improving consensus decentralization.

We provide conditions for the existence and the unicity of strictly stationary solutions of the usual Dynamic Conditional Correlation GARCH models (DCC-GARCH). The proof is based on Tweedie's (1988) criteria, after having rewritten DCC-GARCH models as nonlinear Markov chains. Moreover, we study the existence of their f…

2014-05-27abs ↗pdf ↗

In this note we make use of some properties of vector fields on a manifold to give an alternate proof to [3] for the equivalence between connections and parallel transport on vector bundles over manifolds. Out of the proof will emerge a new approach to connections on a bundle as a consistent way to lift the dynamics of…

2011-02-22abs ↗pdf ↗

The paper examines stability of shares in Proof of Stake protocol, identifying different investor behaviors and phase transitions.

problem Stability of shares in Proof of Stake protocol.
method Identification of large, medium, and small investors under various rewarding schemes; dynamical population model analysis.
result Phase transitions and thresholds for stability are characterized; chaotic centralization leads to concentration of shares.

Formula derived for zeta functions of 3D foliated systems.

problem Analyzing zeta functions of 3D Riemannian foliated dynamical systems.
method Relating dynamical spectral ξξ-functions to zeta functions using the distributional dynamical Lefschetz trace formula.
result Proved a regularized determinant formula for zeta functions.

Simplified proof of stability for Ricci flow near ALE metrics.

problem Stability of Ricci flow near ALE metrics with integrable deformations.
method Equivalence between integrability and almost-orthogonality property of Ricci-DeTurck tensor, analysis in weighted Holder spaces.
result Dynamical stability of Ricci flow near linearly stable Ricci-flat ALE metrics.

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of solutions and the absence of a duality gap. Our proof uses extended dynamic programm…

2011-05-04abs ↗pdf ↗

The paper studies invariant weighted Bergman metrics on domains.

problem Investigating invariant weighted Bergman metrics under biholomorphisms.
method Introducing invariant weight assignments, using Bergman's minimum integral method and domain version of Tian-Yau-Zelditch expansion.
result Uniform convergence of weighted Bergman kernels and metrics on uniform squeezing domains.

Probabilistic proof of smooth boundaries in optimal stopping problems.

problem Continuous differentiability of time-dependent optimal boundaries in optimal stopping problems.
method Local probabilistic arguments for a wider range of conditions.
result First probabilistic proof of continuous differentiability under general conditions.

The paper revisits and applies FTAP to life insurance and annuities pricing.

problem Non-arbitrage pricing of life contingent assets in dynamic markets.
method Revisit FTAP, use martingale theory, apply FTAP to life insurance and annuities, clarify assumptions.
result Valuation formula for life contingent assets including life insurance policies and annuities.

Mirzakhani's thesis counts geodesics on hyperbolic surfaces, finding a specific asymptotic formula.

problem Counting simple closed geodesics on hyperbolic surfaces.
method Inspired by lattice point counting, uses principles of homogeneous dynamics.
result The number of simple closed geodesics of length ≤ L is asymptotic to L^(6g-6) times a constant.

The aim of this (mostly expository) article is twofold. We first explore a variety of length functions on the space of currents, and we survey recent work regarding applications of length functions to counting problems. Secondly, we use length functions to provide a proof of a folklore theorem which states that pseudo-…

2018-03-28abs ↗pdf ↗

Optimal trading strategy in Proof-of-Stake blockchain using continuous-time control.

problem Finding the optimal balance between stake utility and consumption utility in Proof-of-Stake blockchain.
method Continuous-time control approach, dynamic programming, Hamilton-Jacobi-Bellman (HJB) equations.
result Close-form solutions for linear and convex utility functions, optimal strategies identified.

A long-standing conjecture in Hamiltonian Dynamics states that the Reeb flow of any convex hypersurface in R2n\mathbb{R}^{2n} carries an elliptic closed orbit. Two important contributions toward its proof were given by Ekeland in 1986 and Dell'Antonio-D'Onofrio-Ekeland in 1995 proving this for convex hypersurfaces satis…

2014-11-10abs ↗pdf ↗

We analyze training dynamics in Gaussian mixture models using a comparison theorem.

problem Analyzing training algorithms with Gaussian mixture data.
method Applying a Gaussian comparison theorem to a specific family of training algorithms.
result Validated dynamic mean-field expressions and provided iterative refinement schemes.

Kyle's equilibrium model stability proven for 1-2 trading times, but not for 3 or more.

problem Stability of Kyle's equilibrium model in a dynamic trading setting.
method Proof of stability for 1-2 trading times, non-stability for 3 or more trading times, independent of input parameters.
result Kyle's equilibrium model is stable for 1-2 trading times but not for 3 or more trading times.

Study the exponential map on surfaces using fluid dynamics.

problem Exponential map of volume-preserving diffeomorphisms on closed surfaces.
method Fluid dynamical proof of Ebin--Misiołek--Preston theorem and extension of Shnirelman's rigidity result.
result Exponential map is a nonlinear Fredholm mapping of index zero and Fredholm quasiregular.

This study explains gradient flow dynamics in neural networks for small initialisation.

problem Understanding the training dynamics of neural networks for small initialisation.
method Analysis of gradient flow dynamics for one-hidden layer ReLU networks with orthogonal inputs.
result Gradient flow converges to zero loss and characterizes implicit bias towards minimum variation norm.

We exhibit a pseudogroup of smooth local transformations of the real line which is compactly generated, but not realizable as the holonomy pseudogroup of a foliation of codimension 1 on a compact manifold. The proof relies on a description of all foliations with the same dynamic as the Reeb component.

2009-09-05abs ↗pdf ↗

We discuss some classification results for Ricci solitons, that is, self similar solutions of the Ricci Flow. Some simple proofs of known results will be presented. In detail, we will take the equation point of view, trying to avoid the tools provided by considering the dynamic properties of the Ricci flow.

2006-07-21abs ↗pdf ↗

The paper analyzes the mean field Langevin dynamics and its convergence rate.

problem The convergence property of the mean field Langevin dynamics in the context of neural networks.
method The analysis uses a proximal Gibbs distribution and techniques from convex optimization.
result A concise convergence rate analysis of the mean field Langevin dynamics in both continuous and discrete time settings.