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.
Study of deep neural networks using finite-time Lyapunov exponents.
We study the asymptotic behavior of the Lyapunov exponent in a meromorphic family of random products of matrices in SL(2, C), as the parameter converges to a pole. We show that the blow-up of the Lyapunov exponent is governed by a quantity which can be interpreted as the non-Archimedean Lyapunov exponent of the family.…
Study approximates top Lyapunov exponents for surface mapping classes.
We study the relationship between the Lyapunov exponents of the geodesic flow of a closed negatively curved manifold and the geometry of the manifold. We show that if each periodic orbit of the geodesic flow has exactly one Lyapunov exponent on the unstable bundle then the manifold has constant negative curvature. We a…
In previous work, the author fully classified orbit closures in genus three with maximally many (four) zero Lyapunov exponents of the Kontsevich-Zorich cocycle. In this paper, we prove that there are no higher dimensional orbit closures in genus three with any zero Lyapunov exponents. Furthermore, if a Teichmüller curv…
New method stabilizes deep neural networks by setting Lyapunov exponent to zero.
Classifies GL(2,R)-invariant subvarieties with zero Lyapunov exponents.
We show that for many strata of Abelian differentials in low genus the sum of Lyapunov exponents for the Teichmueller geodesic flow is the same for all Teichmueller curves in that stratum, hence equal to the sum of Lyapunov exponents for the whole stratum. This behavior is due to the disjointness property of Teichmuell…
We consider Lyapunov exponents for flat bundles over hyperbolic curves defined via parallel transport over the geodesic flow. We refine a lower bound obtained by Eskin, Kontsevich, Moeller and Zorich showing that the sum of the first k exponents is greater or equal than the sum of the degree of any rank k holomorphic s…
Consider a family of K3 surfaces over a hyperbolic curve (i.e. Riemann surface). Their second cohomology groups form a local system, and we show that its top Lyapunov exponent is a rational number. One proof uses the Kuga-Satake construction, which reduces the question to Hodge structures of weight 1. A second proof us…
We study several new invariants associated to a holomorphic projective structure on a Riemann surface of finite analytic type: the Lyapunov exponent of its holonomy which is of probabilistic/dynamical nature and was introduced in our previous work; the degree which measures the asymptotic covering rate of the developin…
The paper proves conditions for non-uniform expansion in partially hyperbolic systems.
Consider a flat bundle over a complex curve. We prove a conjecture of Fei Yu that the sum of the top k Lyapunov exponents of the flat bundle is always greater or equal to the degree of any rank k holomorphic subbundle. We generalize the original context from Teichmueller curves to any local system over a curve with non…
Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.
We construct a Teichmueller curve uniformized by the Fuchsian triangle group (m,n,\infty) for every m<n. Our construction includes the Teichmueller curves constructed by Veech and Ward as special cases. The construction essentially relies on properties of hypergeometric differential operators. For small m, we find Bill…
We characterize geometrically the Lyapunov exponents of a cocycle (of arbitrary rank) with respect to a harmonic current defined on a hyperbolic Riemann surface lamination. Our characterizations are formulated in terms of the expansion rates of the cocycle along geodesic rays.
Gradient flossing stabilizes RNN training by controlling Lyapunov exponents.
New continuous-time optimization algorithms converge in finite time to local minima.
We describe all the situations in which the Kontsevich-Zorich cocycle has zero Lyapunov exponents. Confirming a conjecture of Forni, Matheus, and Zorich, this only occurs when the cocycle satisfies additional geometric constraints. We also describe the real Lie groups which can appear in the monodromy of the Kontsevich…
The paper proves Zimmer's conjecture for non-uniform lattices by controlling mass escape and Lyapunov exponents.
Lyapunov exponents help understand RNN stability.
Study describes splitting and filtration of Hodge bundle on quadratic differentials.
We compute the sum of the positive Lyapunov exponents of the Hodge bundle with respect to the Teichmuller geodesic flow. The computation is based on the analytic Riemann-Roch Theorem and uses a comparison of determinants of flat and hyperbolic Laplacians when the underlying Riemann surface degenerates.
Proves simplicity of Lyapunov exponents for specific Anosov flows.
Neural network outperforms traditional methods in chaotic dynamics classification.
The paper analyzes deep neural networks using control theory to set a time limit for their convergence.
This expository paper, based on a Current Events Bulletin talk at the January, 2016 Joint Meetings, introduces the concept of Lyapunov exponents and discusses the role they play in three areas: smooth ergodic theory, Teichmüller theory, and the spectral theory of one-frequency Schrödinger operators. The inspiration for…
The paper proves a unique orbit for a specific genus 3 curve.
We study the behaviour of a Hilbert geometry when going to infinity along a geodesic line. We prove that all the information is contained in the shape of the boundary at the endpoint of this geodesic line and have to introduce a regularity property of convex functions to make this link precise. The point of view is a d…
We determine the Lyapunov spectrum of ball quotients arising from cyclic coverings. The computations are performed by rewriting the sum of Lyapunov exponents as ratios of intersection numbers and by the analysis of the period map near boundary divisors. As a corollary, we complete the classification of commensurability…
Unified analysis of stochastic iterative algorithms using Lyapunov functions.
We consider actions of Z^k, k \ge 2, by Anosov diffeomorphisms which are uniformly quasiconformal on each coarse Lyapunov distribution. These actions generalize Cartan actions for which coarse Lyapunov distributions are one-dimensional. We show that, under certain non-resonance assumptions on the Lyapunov exponents, a …
We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an associated ordinary differential equation (ODE). We obtain finite-time bounds on t…
The Chirikov standard map and the 2D Froeschlé map are investigated. A few thousand values of the Hurst exponent (HE) and the maximal Lyapunov exponent (mLE) are plotted in a mixed space of the nonlinear parameter versus the initial condition. Both characteristic exponents reveal remarkably similar structures in this s…
Consider the 1-dimensional Hurwitz space parameterizing covers of P^1 branched at four points. We study its intersection with divisor classes on the moduli space of curves. As an application, we calculate the slope of the Teichmuller curve parameterizing square-tiled cyclic covers and recover the sum of its Lyapunov ex…
Recent results on ergodic theory for Riemann surface laminations and foliations.
Formula for Masur-Veech volumes in quadratic differentials with odd zeros.
A cyclic cover over the Riemann sphere branched at four points inherits a natural flat structure from the "pillow" flat structure on the basic sphere. We give an explicit formula for all individual Lyapunov exponents of the Hodge bundle over the corresponding arithmetic Teichmuller curve. The key technical element is e…
We started from computer experiments with simple one-dimensional ergodic dynamical systems called interval exchange transformations. Correlators in these systems decay as a power of time. In the simplest non-trivial case the exponent is equal to 1/3. We found a formula connecting characteristic exponents with explicit …
We consider hyperbolic and partially hyperbolic diffeomorphisms on compact manifolds. Associated with invariant foliation of these systems, we define some topological invariants and show certain relationships between these topological invariants and the geometric and Lyapunov growths of these foliations. As an applicat…
Inspired by Katz-Mazur theorem on crystalline cohomology and by Eskin-Kontsevich-Zorich's numerical experiments, we conjecture that the polygon of Lyapunov spectrum lies above (or on) the Harder-Narasimhan polygon of the Hodge bundle over any Teichmüller curve. We also discuss the connections between the two polygons a…
The paper develops techniques to study dynamical systems with Carnot metrics.
Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data. In this paper, we utilize the inherent memory decay in hidden Markov models, such that the forward and backward probabilities can be carried out with subsequences, enabling efficient inference over…
The paper studies geometric loci and their invariants in complex dynamics.
Motivated by the widespread use of temporal-difference (TD-) and Q-learning algorithms in reinforcement learning, this paper studies a class of biased stochastic approximation (SA) procedures under a mild "ergodic-like" assumption on the underlying stochastic noise sequence. Building upon a carefully designed multistep…
Formula for harmonic current dimension on foliated surfaces, extending Brunella's inequality.
Study on financial systems using perturbed unimodal maps with heteroscedastic noise.
Given a n-dimensional lamination endowed with a Riemannian metric, we introduce the notion of a multiplicative cocycle of rank d, where n and d are arbitrary positive integers. The holonomy cocycle of a foliation and its exterior powers as well as its tensor powers provide examples of multiplicative cocycles. Next, we …