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.
We study the ellipticity and the ``Nekhoroshev stability'' (stability properties for finite, but very long, time scales) of the Riemann ellipsoids. We provide numerical evidence that the regions of ellipticity of the ellipsoids of types II and III are larger than those found by Chandrasekhar in the 60's and that all Ri…
The paper analyzes stability of random matrix products with Markovian noise.
problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero …
We provide a dual characterisation of the weak∗-closure of a finite sum of cones in L∞ adapted to a discrete time filtration Ft: the tth cone in the sum contains bounded random variables that are Ft-measurable. Hence we obtain a generalisation of Delbaen's m-stability condition…
This paper deals with stability in the numerical solution of the prominent Heston partial differential equation from mathematical finance. We study the well-known central second-order finite difference discretization, which leads to large semi-discrete systems with non-normal matrices A. By employing the logarithmic sp…
We study constant mean curvature Lorentzian hypersurfaces of R1,d+1 from the point of view of its Cauchy problem. We completely classify the spherically symmetric solutions, which include among them a manifold isometric to the de Sitter space of general relativity. We show that the spherically symmetric s…
Consider a group G and a family A of subgroups of G. We say that vertex finiteness holds for splittings of G over A if, up to isomorphism, there are only finitely many possibilities for vertex stabilizers of minimal G-trees with edge stabilizers in A. We show vertex finiteness when G…
We present sufficient conditions for topological stability of continuous functions f:R→R having finitely many local extrema with respect to averagings by discrete measures with finite supports.
We construct analogues of FI-modules where the role of the symmetric group is played by the general linear groups and the symplectic groups over finite rings and prove basic structural properties such as Noetherianity. Applications include a proof of the Lannes--Schwartz Artinian conjecture in the generic representatio…
In this work, we study stability of distributed filtering of Markov chains with finite state space, partially observed in conditionally Gaussian noise. We consider a nonlinear filtering scheme over a Distributed Network of Agents (DNA), which relies on the distributed evaluation of the likelihood part of the centralize…
We introduce a strong notion of quasiconvexity in finitely generated groups, which we call stability. Stability agrees with quasiconvexity in hyperbolic groups and is preserved under quasi-isometry for finitely generated groups. We show that the stable subgroups of mapping class groups are precisely the convex cocompac…
Gradient filters track moving parameters under noisy data and misspecification.
problem Tracking multidimensional time-varying parameters under noisy observations and model misspecification.
method Gradient-based filters update parameters using the gradient of a postulated objective function, evaluated at either the predicted or updated parameters.
result Novel sufficient conditions for exponential stability of the filtered parameter path, and finite-sample and asymptotic mean squared error bounds.
We continue the study of a general class of spaces of 0-cycles on a manifold defined and begun by Farb-Wolfson-Wood. Using work of Gadish on linear subspace arrangements, we obtain representation stability for the cohomology of the ordered version of these spaces. We establish subexponential bounds on the growth of uns…
We prove the following theorem for Holomorphic Foliations in compact complex kaehler manifolds: if there is a compact leaf with finite holonomy, then every leaf is compact with finite holonomy. As corollary we reobtain stability theorems for compact foliations in Kaehler manifolds of Edwards-Millett-Sullivan and Hollma…