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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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4488131175 · May 202619922001200920172026
48 results for expansion theorem

The study proves an expansion theorem for scalar-flat asymptotically conical Kähler metrics.

problem Proving an expansion theorem for scalar-flat asymptotically conical Kähler metrics.
method Using weak decay conditions and the standard Kähler metric of the metric cone, the expansion theorem is proven.
result Each scalar-flat AC Kähler metric admits an expansion with a main term given by the standard Kähler metric of the metric cone and a leading error term of O(r^{2-2n}).

The abstract discusses embedding theorems for pseudo-Kähler manifolds.

problem Embedding theorems for pseudo-Kähler manifolds.
method Using quantizable pseudo-Kähler manifolds and Hermitian line bundles, the asymptotic expansion of Bergman kernels is analyzed.
result The asymptotic expansion of Bergman kernels implies analogues of Kodaira embedding theorem and Tian's almost-isometry theorem.

Researchers derived heat kernel expansions for non-compact spaces using Witten deformation.

problem Heat kernel expansions on non-compact spaces, especially for Witten Laplacians.
method Introduced parabolic distance and used it to derive asymptotic expansions.
result Derived an asymptotic expansion of trace of heat kernel for small-time tt.

The paper studies asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.

problem Asymptotic expansions of operators related to Bochner-Schrödinger on Riemannian manifolds.
method Analyzes the Bochner-Schrödinger operator HpH_p and its function φ(Hp)\varphi(H_p) in L2(X,LpE)L^2(X,L^p\otimes E), providing an asymptotic expansion of its smooth Schwartz kernel.
result The trace of the operator φ(Hp)\varphi(H_p) admits a complete asymptotic expansion in powers of p1/2p^{-1/2} as pop o \infty.

We obtain a first order extension of the large deviation estimates in the Gärtner-Ellis theorem. In addition, for a given family of measures, we find a special family of functions having a similar Laplace principle expansion up to order one to that of the original family of measures. The construction of the special fam…

2014-06-14abs ↗pdf ↗

In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint density of the estimators of quadratic variation and its asymptotic variance. Our …

2015-12-15abs ↗pdf ↗

We give a detailed and easily accessible proof of Gromov's Topological Overlap Theorem. Let XX be a finite simplicial complex or, more generally, a finite polyhedral cell complex of dimension dd. Informally, the theorem states that if XX has sufficiently strong higher-dimensional expansion properties (which generali…

2015-06-15abs ↗pdf ↗

Paper applies theorem to find optimal investment boundary in stochastic capacity expansion.

problem Finding optimal investment boundary in a stochastic, time-inhomogeneous capacity expansion problem.
method Applies Bank and El Karoui Representation Theorem to solve first order conditions involving a non-integral term.
result Existence of base capacity ly(t)l^{\star}_y(t), showing optimal investment process becomes active at this level.

New insights into black hole horizons from asymptotic expansions.

problem Understanding the geometry of black hole horizons.
method Proving the asymptotic expansion of spacetime metrics at non-degenerate Killing horizons.
result The full asymptotic expansion of smooth vacuum metrics at non-degenerate Killing horizons is determined by the horizon geometry.

Geodesic flows on certain surfaces are shown to be semi-conjugate to expansive flows.

problem Understanding geodesic flows on compact surfaces without conjugate points.
method Time-preserving semi-conjugation to a continuous expansive flow.
result Geodesic flows on compact surfaces without conjugate points of genus > 1 have a unique measure of maximal entropy.

A small-time Edgeworth expansion of the density of an asset price is given under a general stochastic volatility model, from which asymptotic expansions of put option prices and at-the-money implied volatilities follow. A limit theorem for at-the-money implied volatility skew and curvature is also given as a corollary.…

2018-01-26abs ↗pdf ↗

We perform global and local analysis of oscillatory and damped spherically symmetric fundamental solutions for Helmholtz operators (Δ±β2)\big({-}Δ\pmβ^2\big) in dd-dimensional, RR-radius hyperbolic HRd{\mathbf H}_R^d and hyperspherical SRd{\mathbf S}_R^d geometry, which represent Riemannian manifolds with positive constant…

2018-03-19abs ↗pdf ↗

We use the exterior product of double forms to reformulate celebrated classical results of linear algebra about matrices and bilinear forms namely the Cayley-Hamilton theorem, Laplace expansion of the determinant, Newton identities and Jacobi's formula for the determinant. This new formalism is then used to naturally g…

2011-12-06abs ↗pdf ↗

This paper provides details of the construction, properties and some applications of the ambient metric associated to a conformal class of metrics on a smooth manifold. Existence and uniqueness of formal expansions defining such metrics are considered. Equivalence with the expansions of associated Poincare metrics is e…

2007-10-04abs ↗pdf ↗

We analyze the semi-hard triplet loss using Edgeworth expansion for better understanding of its behavior.

problem Understanding the behavior of the semi-hard triplet loss function.
method Developed a higher-order asymptotic analysis using the Edgeworth expansion.
result Derived explicit Edgeworth expansions revealing first-order corrections in terms of the third cumulant.

This paper gives an explicit formula of the asymptotic expansion of the Kobayashi-Royden metric on the punctured sphere CP1\{0,1,}\mathbb{CP}^1\backslash\{0,1,\infty\} in terms of the exponential Bell polynomials. We prove a local quantitative version of the Little Picard's theorem as an application of the asymptotic expansion…

2019-07-17abs ↗pdf ↗

Let V be a compact real analytic surface with isolated singularities embedded in RNR^N, and assume its smooth part is equipped with a Riemannian metric that is induced from some analytic Riemannian metric on RNR^N. We prove: 1. Each point of V has a neighborhood which is quasi-isometric (naturally and 'almost isometric…

1999-01-15abs ↗pdf ↗

Deep neural network solves portfolio optimization with MGARCH and small transaction costs.

problem Optimizing portfolios with MGARCH and small transaction costs.
method Fixed-point RL algorithm using neural networks.
result NN algorithm shows positive testing performance.

This work reconstructs knot invariants from Alexander polynomials, proving consistency with known theorems.

problem Reconstructing knot invariants from Alexander polynomials.
method Quantization, deformation, and rewriting of Alexander polynomials.
result Derives new formulae for colored superpolynomials and proves consistency with Melvin-Morton-Rozansky theorem.

Geometric quantization results for Riemann surfaces with semi-positive line bundles.

problem Analyzing geometric quantization for Riemann surfaces with semi-positive line bundles.
method Exploring the Bergman kernel expansion and related results for induced Fubini-Study metrics, Toeplitz operators, and holomorphic torsion.
result Asymptotic results for holomorphic torsion and random sections.

The paper studies dynamical properties in semigroups modulo ideals.

problem Analyzing shadowing, expansivity, and stability in semigroups with ideals.
method Investigates shadowing, expansivity, and stability properties in uniform transformation semigroups modulo an ideal.
result Establishes that if a semigroup exhibits shadowing and expansivity modulo an ideal, it is also topologically stable modulo that ideal.

Analyzes the differential expansion of knot polynomials, focusing on its applicability and modifications.

problem Understanding the differential expansion of colored knot polynomials, especially for non-trivial knots and those with defects.
method Examines the current status of differential expansion, analyzes its applicability to non-trivial knots, and introduces a new transformation.
result A new transformation VV that converts Z\cal{Z} to standard ZZ-factors and allows for the calculation of FF.

We consider a compact connected CR manifold with a transversal CR locally free R\mathbb R-action endowed with a rigid positive CR line bundle. We prove that a certain weighted Fourier-Szegő kernel of the CR sections in the high tensor powers admits a full asymptotic expansion and we establish R\mathbb R-equivariant K…

2017-10-12abs ↗pdf ↗

The paper solves the Dirichlet problem at infinity for certain negatively curved 3-manifolds.

problem Solving the Dirichlet problem at infinity for negatively curved 3-manifolds with expansive ends.
method Based on a result that does not require explicit curvature assumptions, the paper presents an example of a metric on an end with indefinite curvature for which the Dirichlet Problem at Infinity is solvable.
result The Dirichlet problem at infinity is solvable for certain negatively curved 3-manifolds with expansive ends.