Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

226452678904 · Jun 202019922001200920172026
48 results for functional limits

Stochastic gradient descent's long-term fluctuations are described by a diffusion limit.

problem Long-term behavior of stochastic gradient descent in non-smooth settings.
method Functional central limit theorem applied to rescaled trajectory of SGD.
result Characterization of long-term fluctuations around the minimizer.

Uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth is proven.

problem Proving uniqueness of asymptotic limits for noncollapsed Ricci flat manifolds with linear volume growth.
method Relating uniqueness to the existence of a harmonic function asymptotic to a Busemann function, proving uniqueness via a monotone quantity.
result Proves uniqueness of the asymptotic limit and establishes a polynomial convergence rate.

Proves limit curve theorem for incomplete metric spaces, applies to null distance in Lorentzian manifolds.

problem Control of Lorentzian lengths of limit curves in incomplete metric spaces.
method Proves limit curve theorem for incomplete metric spaces and applies to null distance.
result Strong control on Lorentzian lengths of limit curves in Sormani and Vegas' null distance.

Study reveals three limiting regimes for neural network functionals.

problem Understanding the behavior of functionals of random neural networks.
method Central and non-central limit theorems, Hermite expansions, Diagram Formula, Stein-Malliavin techniques.
result Three distinct limiting regimes based on fixed points of covariance function.

The study shows that limited liability can make banks more stable by choosing less risky assets.

problem How limited liability affects bank stability and risk management.
method Dynamic portfolio approach with continuous time models, including and excluding limited liability, and using the KMV model to measure resiliency.
result Inclusion of limited liability leads to a bank choosing less risky assets, increasing its resilience.

We study the volume distribution of nodal domains of random band-limited functions on generic manifolds, and find that in the high energy limit a typical instance obeys a deterministic universal law, independent of the manifold. Some of the basic qualitative properties of this law, such as its support, monotonicity and…

2016-06-18abs ↗pdf ↗

The study proves a quantitative functional CLT for neural networks with smooth activation functions.

problem Understanding the convergence rates of neural networks with different activation functions.
method Functional versions of the Stein-Malliavin approach and a quantitative functional central limit theorem.
result Rates of convergence depend on the smoothness of the activation function, ranging from logarithmic to sqrt(n).

The objective of this paper is to introduce the notion of generalized almost statistical (briefly, GAS) convergence of bounded real sequences, which generalizes the notion of almost convergence as well as statistical convergence of bounded real sequences. As a special kind of Banach limit functional, we also introduce …

2019-11-15abs ↗pdf ↗

Study of linear classifiers in infinite imbalance scenarios.

problem Behavior of linear discriminant functions in extreme imbalance conditions.
method Analysis of linear classifiers under infinite imbalance, focusing on weight function properties and limit behavior.
result Limiting coefficient vectors reflect robustness or conservatism, optimizing against worst-case alternatives.

This paper constructs a function on Gromov-Hausdorff limits of 2-surfaces with curvature constraints.

problem Understanding geometric properties of limits of surfaces with curvature constraints.
method Construction of an integer-valued function on the limit space.
result Existence and classification of functions on Gromov-Hausdorff limits of 2-surfaces.

The abstract proves every knot type can be parametrized by smooth functions and studies limit knot types.

problem Understanding all knot types and their parametrizations.
method Proving every knot type can be represented by smooth functions and studying limit knot types.
result Every knot type can be parametrized by smooth functions and limit knot types exist.

The large-N limit of Segal-Bargmann transform on spheres is studied.

problem Understanding the behavior of Segal-Bargmann transform on spheres as dimension increases.
method Analyzing the large-N limit of the transform on SN1(N)S^{N-1}(\sqrt N), describing geometric models, and showing the transform remains unitary.
result The limiting transform is still a unitary map from the limiting domain onto the limiting range.

Proves continuum limits of Lipschitz learning using Γ-convergence.

problem Semi-supervised learning with graph-based methods and continuum limits of pp-Laplacian learning.
method Proves continuum limits of Lipschitz learning using Γ-convergence.
result Proves ΓΓ-convergence in the LL^\infty-topology to the supremum norm of the gradient.

The paper improves confidence regions for band-limited functions using tighter norm bounds and majority voting.

problem Constructing reliable confidence regions for band-limited functions from noisy data.
method Improved norm bounds using Hoeffding's inequality and empirical Bernstein bound, majority voting to aggregate intervals.
result Confidence intervals retain their simultaneous coverage guarantee even when aggregated from random subsamples.

The paper creates nonparametric confidence bands for band-limited functions.

problem Estimating confidence bands for band-limited functions with finite samples and unknown noise.
method Uses Paley-Wiener reproducing kernel Hilbert spaces and gradient-perturbation methods.
result Non-asymptotic guarantees for confidence regions without assuming a parametric model.

The study examines Hawkes processes and their long-term behavior.

problem Understanding the long-term behavior of Hawkes processes.
method Proving functional limit theorems under various conditions on the dispersion of child events.
result Functional limit theorems hold for Hawkes processes with different levels of child event dispersion.

The study extends classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.

problem Extending classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.
method Investigated the restricted mean-value property on Riemannian manifolds, focusing on non-tangential boundary behavior.
result Extended a classical result of Fenton to non-positively curved Harmonic manifolds of purely exponential volume growth.

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

problem Properties of bounded pluriharmonic and holomorphic functions on Teichmüller space.
method Analyzes the boundary behavior of functions and proves theorems about limits and non-ergodicity.
result Proves the existence of radial limits for bounded pluriharmonic functions and non-constant bounded holomorphic functions.

Study of deep Stable neural networks with various activation functions.

problem Characterizing the infinitely wide limits of deep Stable neural networks.
method Investigation of large-width properties of deep Stable NNs with a generalized central limit theorem for heavy tails.
result Extension of characterization to a broader class of activation functions, including sub-linear, asymptotically linear, and super-linear functions.

We extend the calculus of adiabatic pseudo-differential operators to study the adiabatic limit behavior of the eta and zeta functions of a differential operator δδ, constructed from an elliptic family of operators indexed by S1S^1. We show that the regularized values η(δt,0)η(δ_t,0) and tζ(δt,0)tζ(δ_t,0) are smooth functions of …

2002-04-12abs ↗pdf ↗

The paper explores the correspondence between gradient flow lines of a function and its Lagrange multiplier functional.

problem Detecting critical points of a function subject to constraints.
method Adiabatic limit technique and singular version of the implicit function theorem.
result A one-to-one correspondence between gradient flow lines connecting critical points of Morse index difference one.

The aim of the paper is to investigate the relation between inverse limit of branched manifolds and codimension zero laminations. We give necessary and sufficient conditions for such an inverse limit to be a lamination. We also show that codimension zero laminations are inverse limits of branched manifolds. The inverse…

2012-04-28abs ↗pdf ↗

We analyze multi-layer neural networks in the asymptotic regime of simultaneously (A) large network sizes and (B) large numbers of stochastic gradient descent training iterations. We rigorously establish the limiting behavior of the multi-layer neural network output. The limit procedure is valid for any number of hidde…

2019-03-11abs ↗pdf ↗

Researchers approximate partition functions on Riemannian spaces in the large N limit.

problem Computing normalization factors (partition functions) on Riemannian symmetric spaces is challenging.
method Approximation techniques in the large N limit, including saddle-point equations.
result Formulas for leading order terms in the large N limit of SPD matrices and related spaces.

Using the reformulation in divergence form of the Euler-Lagrange equation for the Willmore functional as it was developed in "Analysis of the Willmore Functional" by T. Riviere (Invent. Math. 174), we study the limit of a local Palais-Smale sequence of weak Willmore immersions with locally square-integrable second fund…

2009-04-02abs ↗pdf ↗

In order to choose a neural network architecture that will be effective for a particular modeling problem, one must understand the limitations imposed by each of the potential options. These limitations are typically described in terms of information theoretic bounds, or by comparing the relative complexity needed to a…

2018-09-30abs ↗pdf ↗

Study on functions computed by deep-layered machines finds same distribution in neural networks and Boolean circuits.

problem Understanding the space of functions computed by deep-layered machines.
method Investigation of Boolean functions on random-layered machines, including neural networks and Boolean circuits.
result The space of functions computed at large depth limit is characterized and the macroscopic entropy of Boolean functions is either monotonically increasing or decreasing with depth.

Study rigidity of Ricci flow limits on nilpotent bundles with zero curvature.

problem Rigidity of invariant Ricci flow blowdown limits on nilpotent bundles with zero curvature.
method Construct a new functional to derive rigidity results for invariant Ricci flow blowdown limits on nilpotent principal bundles with zero associated curvature.
result Proves blowdown limit is locally an expanding Ricci soliton for three-dimensional Heisenberg group structure group.

In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE s…

2017-09-05abs ↗pdf ↗

The study examines exceptional sets for radial limits of superharmonic functions on curved manifolds.

problem Understanding exceptional sets for radial limits of superharmonic functions on curved manifolds.
method Analysis of radial geodesic rays, Poisson integrals, Green potentials, and Riesz decomposition.
result Sharp bounds on Hausdorff dimensions of exceptional sets for superharmonic functions.

Corrected Monti's blow-up analysis for H-minimizing sets in Heisenberg group.

problem Blow-up analysis of H-minimizing sets in Heisenberg group with corrected partial differential equation.
method Revised Monti's results on blow-ups of H-perimeter minimizing sets in Hn\mathbb{H}^n and corrected the partial differential equation for the limit function.
result Corrected the partial differential equation for the limit function of blow-ups in Heisenberg group.

We establish decoupled functional CLTs for two-time-scale stochastic approximation.

problem Understanding the asymptotic behavior of two-time-scale stochastic approximation.
method Martingale problem approach and auxiliary sequence.
result The limiting dynamics of two-time-scale SA are independent of each other.

Finite-precision learning of anh anh networks is limited by the Monte Carlo rate.

problem Learning anh anh neural networks under finite precision
method Using iterated anh anh activations to construct localized bump functions
result No adaptive randomized algorithm can achieve higher convergence rate than Monte Carlo rate in finite precision

We show how the smooth geometry of Calabi-Yau manifolds emerges from the thermodynamic limit of the statistical mechanical model of crystal melting defined in our previous paper arXiv:0811.2801. In particular, the thermodynamic partition function of molten crystals is shown to be equal to the classical limit of the par…

2009-02-24abs ↗pdf ↗

Optimal first-order methods are shown to be fundamental limits in functional estimation.

problem Optimal functional estimation under weak conditions.
method Formalization of functional estimation with black-box nuisance function estimates and derivation of minimax lower bounds.
result First-order methods are optimal under weak conditions, but higher-order methods can outperform them when nuisance function structure is known.