arXiv research

We investigate probability measures with finite pluricomplex energy. We give criteria insuring that a given measure has finite energy and test these on various examples. We show that this notion is a biholomorphic but not a bimeromorphic invariant.

New measure of maximal entropy found for a class of geometrically finite groups.

Extends finite entropy measures in Kähler geometry.

Using techniques of optimal transportation and gradient flows in metric spaces, we extend the notion of Riemannian Curvature Dimension condition $RCD(K,\infty)$ introduced (in case the reference measure is finite) by Giuseppe Savare', the first and the second author, to the case the reference measure is $σ$-finite; in …

Paper proves finite BMS measure for SPR groups in higher rank Lie groups.

Synthetic approach to pluripotential theory measures finite energy.

The study shows finite measure-preserving isometry groups for certain metric measure spaces.

Kaimanovich and Masur showed that a random walk on the mapping class group for an initial distribution with finite first moment and whose support generates a non-elementary subgroup, converges almost surely to a point in the space PMF of projective measured foliations on the surface. This defines a harmonic measure on …

We prove a generalization of the fundamental inequality of Guivarc'h relating entropy, drift and critical exponent to Gibbs measures on geometrically finite quotients of CAT(-1) metric spaces. For random walks with finite superexponential moment, we show that the equality is achieved if and only if the Gibbs density is…

We study unimodular measures on the space $\mathcal M^d$ of all pointed Riemannian $d$-manifolds. Examples can be constructed from finite volume manifolds, from measured foliations with Riemannian leaves, and from invariant random subgroups of Lie groups. Unimodularity is preserved under weak* limits, and under certain…

The theorems of M. Ratner, describing the finite ergodic invariant measures and the orbit closures for unipotent flows on homogeneous spaces of Lie groups, are extended for actions of subgroups generated by unipotent elements. More precisely: Let G be a Lie group (not necessarily connected) and Gamma a closed subgroup …

Random walks on Fuchsian Schottky groups have harmonic measures with lower dimension.

Study on finite entropy and energy in Kähler geometry.

We consider a finitely generated torsion free Kleinian group $H$ and a random walk on $H$ with respect to a symmetric nondegenerate probability measure $μ$ with finite support. When $H$ is geometrically infinite without parabolics or when $H$ is Gromov hyperbolic with parabolics, we prove that the Patterson-Sullivan me…

This paper studies convergence behavior of latent mixing measures that arise in finite and infinite mixture models, using transportation distances (i.e., Wasserstein metrics). The relationship between Wasserstein distances on the space of mixing measures and f-divergence functionals such as Hellinger and Kullback-Leibl…

Study measures invariant under horospherical subgroups for finitely generated Kleinian groups.

Extends inf-convolution to countable risk measures for risk sharing.

New learning rule for quantum measurement classes overcomes uniform convergence issues.

New guarantees for uniquely identifying transport maps and vector fields from finite measure-valued data.

Paper revisits Black-Scholes model, proving solution existence and measuring market uncertainty.

A Hilbert space embedding for probability measures has recently been proposed, wherein any probability measure is represented as a mean element in a reproducing kernel Hilbert space (RKHS). Such an embedding has found applications in homogeneity testing, independence testing, dimensionality reduction, etc., with the re…

Paper develops a finite dimensional approximation scheme for Riemannian manifolds.

Proves finite measure implies product structure for certain discrete subgroups.

Common perpendiculars equidistribute in negatively curved spaces.

Let S be a non-exceptional oriented surface of finite type. We classify all Radon measures on the space of measured geodesic laminations for S which are invariant under the mapping class group.

Geodesics in curved spaces spread evenly over time.

Paper provides unbiased spectral moment estimates from finite data.

Consider a financial market in which an agent trades with utility-induced restrictions on wealth. For a utility function which satisfies the condition of reasonable asymptotic elasticity at $-\infty$ we prove that the utility-based super-replication price of an unbounded (but sufficiently integrable) contingent claim i…

Under certain assumptions on CAT(0) spaces, we show that the geodesic flow is topologically mixing. In particular, the Bowen-Margulis' measure finiteness assumption used in recent work of Ricks is removed. We also construct examples of CAT(0) spaces which do not admit finite Bowen-Margulis measure.

Let N be a complete hyperbolic 3-manifold that is an algebraic limit of geometrically finite hyperbolic 3-manifolds. We show N is homeomorphic to the interior of a compact 3-manifold, or tame, if one of the following conditions holds: (1) N has non-empty conformal boundary, (2) N is not homotopy equivalent to a compres…

Infinite dimensional measure-valued processes modeled as polynomial diffusions.

We show that the mapping class group of a compact orientable surface with higher complexity has the following extreme rigidity in the sense of measure equivalence: if the mapping class group is measure equivalent to a discrete group, then they are commensurable up to finite kernel. Moreover, we describe all lattice emb…

In this paper we consider non-compact non-flat simply connected harmonic manifolds. In particular, we show that the Martin boundary and Busemann boundary coincide for such manifolds. For any finite volume quotient we show that (up to scaling) there is a unique Patterson-Sullivan measure and this measure coincides with …

We establish orbit equivalence rigidity for any ergodic, essentially free and measure-preserving action on a standard Borel space with a finite positive measure of the mapping class group for a compact orientable surface with higher complexity. We prove similar rigidity results for a finite direct product of mapping cl…

Study shows $k$-NN classifier is not universally consistent on $(0,1)$ but consistent on discrete and specific measure spaces.

Root's barrier is continuous and finite under certain conditions.

Confidence intervals improve evaluation of binary prediction rules in data mining.

Study shows central limit theorem for counting measures in non-smooth spaces.

The Bakry-Emery Ricci tensor of a metric-measure space (M,g,e^{-f}dv_{g}) plays an important role in both geometric measure theory and the study of Hamilton's Ricci flow. Under a uniform positivity condition on this tensor and with bounded Ricci curvature we show the underlying space has finite f-volume. As a consequen…

Volterra square-root process boundary behavior and martingale measures

We consider (locally) energy finite coordinates associated with a strongly local regular Dirichlet form on a metric measure space. We give coordinate formulas for substitutes of tangent spaces, for gradient and divergence operators and for the infinitesimal generator. As examples we discuss Euclidean spaces, Riemannian…

For any family of measurable sets in a probability space, we show that either (i) the family has infinite Vapnik-Chervonenkis (VC) dimension or (ii) for every epsilon > 0 there is a finite partition pi such the pi-boundary of each set has measure at most epsilon. Immediate corollaries include the fact that a family wit…

The paper studies properties of $\mathrm{RCD}(K,N)$ spaces and their boundaries.

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used models like the Dirichlet process and the beta-Bernoulli process can be expressed a…

This paper approaches the definition and properties of dynamic convex risk measures through the notion of a family of concave valuation operators satisfying certain simple and credible axioms. Exploring these in the simplest context of a finite time set and finite sample space, we find natural risk-transfer and time-co…

Unified formula for higher traces of linear maps on finite-dimensional normed spaces.

Filling length measures the length of the contracting closed loops in a null-homotopy. The filling length function of Gromov for a finitely presented group measures the filling length as a function of length of edge-loops in the Cayley 2-complex. We give a bound on the filling length function in terms of the log of an …

We prove that in metric measure spaces where the entropy functional is K-convex along every Wasserstein geodesic any optimal transport between two absolutely continuous measures with finite second moments lives on a non-branching set of geodesics. As a corollary we obtain that in these spaces there exists only one opti…