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 provide a direct proof of Cramér's theorem for geodesic random walks in a complete Riemannian manifold (M,g). We show how to exploit the vector space structure of the tangent spaces to study large deviation properties of geodesic random walks in M. Furthermore, we reveal the geometric obstructions one runs into …
We show that simple random walks on (non-trivial) relatively hyperbolic groups stay O(log(n))-close to geodesics, where n is the number of steps of the walk. Using similar techniques we show that simple random walks in mapping class groups stay O(nlog(n))-close to geodesics and hierarchy paths. Along the…
We consider random walks on the mapping class group whose support generates a non-elementary subgroup and contains a pseudo-Anosov map whose invariant Teichmüller geodesic is in the principal stratum. For such random walks, we show that mapping classes along almost every infinite sample path are eventually pseudo-Anoso…
We consider random walks on the mapping class group that have finite first moment with respect to the word metric, whose support generates a non-elementary subgroup and contains a pseudo-Anosov map whose invariant Teichmuller geodesic is in the principal stratum of quadratic differentials. We show that a Teichmuller ge…
We show that, in the Teichmüller metric, "thin-framed triangles are thin"---that is, under suitable hypotheses, the variation of geodesics obeys a hyperbolic-like inequality. This theorem has applications to the study of random walks on Teichmüller space. In particular, an application is worked out for the action of th…
We introduce the geodesic walk for sampling Riemannian manifolds and apply it to the problem of generating uniform random points from polytopes in R^n specified by m inequalities. The walk is a discrete-time simulation of a stochastic differential equation (SDE) on the Riemannian manifold equipped with the metric induc…
We relate some basic constructions of stochastic analysis to differential geometry, via random walk approximations. We consider walks on both Riemannian and sub-Riemannian manifolds in which the steps consist of travel along either geodesics or integral curves associated to orthonormal frames, and we give particular at…
We give a proof of the sublinear tracking property for sample paths of random walks on various groups acting on spaces with hyperbolic-like properties. As an application, we prove sublinear tracking in Teichmueller distance for random walks on mapping class groups, and on Cayley graphs of a large class of finitely gene…
We show that the largest subsurface projection distance between a marking and its image under the nth step of a random walk grows logarithmically in n, with probability approaching 1 as n tends to infinity. Our setup is general and also applies to (relatively) hyperbolic groups and to Out(Fn). We then use t…
We establish spectral theorems for random walks on mapping class groups of connected, closed, oriented, hyperbolic surfaces, and on Out(FN). In both cases, we relate the asymptotics of the stretching factor of the diffeomorphism/automorphism obtained at time n of the random walk to the Lyapunov exponent of …
A random walk wn on a separable, geodesic hyperbolic metric space X converges to the boundary ∂X with probability one when the step distribution supports two independent loxodromics. In particular, the random walk makes positive linear progress. Progress is known to be linear with exponential decay when …
We obtain sharp estimates on the growth rate of stable commutator length on random (geodesic) words, and on random walks, in hyperbolic groups and groups acting nondegenerately on hyperbolic spaces. In either case, we show that with high probability stable commutator length of an element of length n is of order $n/\l…
Every pseudo-Anosov mapping class φ defines an associated veering triangulation τφ of a punctured mapping torus. We show that generically, τφ is not geometric. Here, the word "generic" can be taken either with respect to random walks in mapping class groups or with respect to counting geodesic…
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few…
This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…