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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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16324763 · May 202619922001200920172026
48 results for eigenvalue spectrum

Estimates eigenvalues and spectrum for graph substructures using isocapacitary constants.

problem Estimating eigenvalues and spectrum for graph substructures.
method Introducing Cheeger type constants via isocapacitary constants to estimate eigenvalues and spectrum.
result Estimates for first Dirichlet, Neumann, and Steklov eigenvalues, as well as the bottom of the spectrum of the Laplace operator and Dirichlet-to-Neumann operator.

Upper bounds on Laplacian eigenvalues on manifolds with non-negative curvature.

problem Bounding Laplacian eigenvalues on manifolds with non-negative scalar curvature.
method Investigation of invariant spectrum on compact Riemannian manifolds with large isometry groups.
result Upper bounds for eigenvalues of the invariant spectrum assuming non-negative scalar curvature.

The paper studies eigenvalues in gaps of the essential spectrum of a Bochner-Schrödinger operator.

problem Eigenvalue distribution in gaps of the essential spectrum of the Bochner-Schrödinger operator.
method Trace asymptotics formula and Weyl type asymptotic formula for eigenvalue counting function.
result The spectrum of HpH_{p} in the gap is discrete.

In this paper, we study the spectrums of faithful dimension pairs on a closed Finsler manifold and obtain a Gromov type and a Buser type lower bounds for eigenvalues. Furthermore, for the Lusternik-Schnirelmann spectrum, we not only obtain a better lower bound, but also estimate the multiplicity of each eigenvalue.

2018-06-14abs ↗pdf ↗

Study on the spectrum of drift Laplacian on Ricci expanders.

problem Analyzing the spectrum of the drift Laplacian on Ricci expanders.
method Investigation of discrete spectrum under proper potential function, asymptotic behavior of potential function, and computation of eigenvalues.
result Discrete spectrum of the drift Laplacian on Ricci expanders with bounded Ricci curvature.

This paper relates the spectrum of the scalar Laplacian of an asymptotically hyperbolic Einstein metric to the conformal geometry of its ``ideal boundary'' at infinity. It follows from work of R. Mazzeo that the essential spectrum of such a metric on an (n+1)(n+1)-dimensional manifold is the ray [n2/4,)[n^2/4,\infty), with no …

1994-09-19abs ↗pdf ↗

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to analyze a particular case of the correlations in financial series and to show that…

2003-12-18abs ↗pdf ↗

Study detects signal in financial stock correlations using phase-ordering kinetics.

problem Detecting meaningful signals in financial stock return correlations.
method Stochastic field theory model to establish a detection threshold.
result Detection of a signal in the largest eigenvalues of the stock return correlation matrix.

In this paper, we establish a kind of splitting theorem for the eigenvalues of a specific family of operators on the base of a warped product. As a consequence, we prove a density theorem for a set of warping functions that makes the spectrum of the Laplacian a warped-simple spectrum. This is then used to study the gen…

2018-04-08abs ↗pdf ↗

We prove a lower bound for the kk-th Steklov eigenvalues in terms of an isoperimetric constant called the kk-th Cheeger-Steklov constant in three different situations: finite spaces, measurable spaces, and Riemannian manifolds. These lower bounds can be considered as higher order Cheeger type inequalities for the Ste…

2017-05-24abs ↗pdf ↗

We compute the spectrum of the Dirac operator on 3-dimensional Heisenberg manifolds. The behavior under collapse to the 2-torus is studied. Depending on the spin structure either all eigenvalues tend to ±\pm\infty or there are eigenvalues converging to those of the torus. This is shown to be true in general for collap…

1998-01-20abs ↗pdf ↗

Study eigenvalues of Dirac operator on surfaces, proving existence and deriving inequalities.

problem Finding optimal bounds for Dirac eigenvalues on spin surfaces.
method Minimization problem within a fixed conformal class, focusing on surfaces.
result Derive isoperimetric inequalities for the Dirac operator on the sphere, complete conformal spectrum characterization.

In this paper, we study the spectral problem on a compact Finsler manifold with or without boundary. More precisely, given a certain collection of sets in Sobolev space H1,2(M)H^{1,2}(M) and a dimension-like function, we can define a corresponding spectrum. Such a spectrum satisfies nice properties. In particular, the eigen…

2018-06-11abs ↗pdf ↗

Sharp Steklov eigenvalue estimates for differential forms on manifolds.

problem Estimating the first positive eigenvalue of the Steklov eigenvalue problem for differential forms.
method Established a weighted Reilly formula for differential forms and applied it to geometric conditions.
result Sharp lower bound for the first positive eigenvalue of the Steklov eigenvalue problem on differential forms.

In this paper, we prove the invariance of the spectrum of the basic Dirac operator defined on a Riemannian foliation (M,F)(M,\mathcal{F}) with respect to a change of bundle-like metric. We then establish new estimates for its eigenvalues on spin flows in terms of the O'Neill tensor and the first eigenvalue of the Dirac op…

2008-09-14abs ↗pdf ↗

Study finds finitely many non-congruent polygonal domains with same Steklov spectrum.

problem Inverse Steklov problem on convex polygons.
method Analysis of Steklov eigenvalues and isoperimetric bounds.
result For almost all convex polygonal domains, there exist at most finitely many non-congruent domains with the same Steklov spectrum.

We study the spectral properties of curl, a linear differential operator of first order acting on differential forms of appropriate degree on an odd-dimensional closed oriented Riemannian manifold. In three dimensions its eigenvalues are the electromagnetic oscillation frequencies in vacuum without external sources. In…

2017-02-07abs ↗pdf ↗

For a closed Riemannian orbifold OO, we compare the spectra of the Laplacian, acting on functions or differential forms, to the Neumann spectra of the orbifold with boundary given by a domain UU in OO whose boundary is a smooth manifold. Generalizing results of several authors, we prove that the metric of OO can be…

2016-11-23abs ↗pdf ↗

This paper is devoted to the study of the conformal spectrum (and more precisely the first eigenvalue) of the Laplace-Beltrami operator on a smooth connected compact Riemannian surface without boundary, endowed with a conformal class. We give a constructive proof of a critical metric which is smooth except at some coni…

2010-07-19abs ↗pdf ↗

In this paper, we define a new capacity which allows us to control the behaviour of the Dirichlet spectrum of a compact Riemannian manifold with boundary, with "small" subsets (which may intersect the boundary) removed. This result generalizes a classical result of Rauch and Taylor ("the crushed ice theorem"). In the s…

2005-04-08abs ↗pdf ↗

The exact meaning of the noise spectrum of eigenvalues of the covariance matrix is discussed. In order to better understand the possible phenomena behind the observed noise, the spectrum of eigenvalues of the covariance matrix is studied under a model where most of the true eigenvalues are zero and the parameters are n…

2006-10-21abs ↗pdf ↗

The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically slowly. The key general properties of the covariance matrices are the following…

2009-03-09abs ↗pdf ↗

Recent developments link Steklov eigenvalues to manifold geometry.

problem Steklov eigenvalues and eigenfunctions on compact Riemannian manifolds.
method Analytical and geometric approaches, including isoperimetric bounds, stability analysis, optimisation, and discretization.
result Connections between Steklov eigenvalues and manifold geometry, including optimisation and isospectrality.

The paper proves a bound on eigenvalues for surfaces embedded in 3D space.

problem Relating the spectrum of embedded surfaces to bounded domains.
method Analyzes the spectrum of a closed embedded surface and its relation to the Dirichlet spectrum of a bounded domain.
result Proves a positive constant KgK_g exists such that the eigenvalue ratio bound holds.

The paper analyzes the performance of delay-based reservoir computing using eigenvalue analysis.

problem Quantifying the performance of delay-based reservoir computing.
method Eigenvalue analysis of the dynamical system to predict reservoir computing performance.
result The performance of a reservoir computing system can be predicted by analyzing the small signal response and eigenvalue spectrum.

In the first part of this article we obtain an identity relating the radial spectrum of rotationally invariant geodesic balls and an isoperimetric quotient 1/λirad=V(s)/S(s)ds\sum 1/λ_{i}^{\rm rad}=\int V(s)/S(s)ds. We also obtain upper and lower estimates for the series λi2(Ω)\sum λ_{i}^{-2}(Ω) where ΩΩ is an extrinsic ball of a proper m…

2016-05-14abs ↗pdf ↗

The first eigenvalue of the Laplacian on a unique Hurwitz surface has a sevenfold multiplicity and specific numerical values.

problem Identifying the spectrum of the Laplacian on a specific Hurwitz surface.
method Analytical proof for the multiplicity and numerical identification of the first eigenvalue; numerical identification of the eigenspace representation; determination of Dirichlet domain.
result The first eigenvalue of the Laplacian on the Fricke-Macbeath surface has a sevenfold multiplicity and is contained in the interval [1.23, 1.26].

The classical inverse problem of recovering a simply connected smooth planar domain from the Steklov spectrum \cite{E} is equivalent to the problem of recovering, up to a conformal equivalence, a positive function aC(S)a\in C^\infty({\mathbb S}) on the unit circle S={eiθ}{\mathbb S}=\{e^{iθ}\} from the eigenvalue spectrum of t…

2014-04-08abs ↗pdf ↗

Formula derived for Laplace-Beltrami spectrum on homogeneous spaces.

problem Calculating the spectrum of the Laplace-Beltrami operator on homogeneous spaces.
method Formula derivation based on eigenvalues of a generalized Casimir operator and spherical representations.
result First detailed computation and investigation of the spectrum for a family of metrics on the Aloff-Wallach manifold.

The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different timescales and then explore the eigenvalue spectrum over sliding …

2010-01-04abs ↗pdf ↗

Let M be a closed spin manifold of dimension at least three with a fixed topological spin structure. For any Riemannian metric, we can construct the associated Dirac operator. The spectrum of this Dirac operator depends on the metric of course. In 2005, Dahl conjectured that M can be given a metric, for which a finite …

2015-01-16abs ↗pdf ↗

ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.

problem Fixed-spectrum Stiefel layers impose rigid spectral constraints.
method Introduces ManifoldFlow, a relaxation that learns a positive spectrum while keeping the basis on the Stiefel manifold.
result Learnable SPD spectrum improves performance in various settings.