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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

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52104156208 · May 202619922001200920172026
48 results for geometric exponents

Proves critical exponent for ΘΘ-positive representations in discrete subgroups.

problem Determining the critical exponent for ΘΘ-positive representations.
method Analyzes discrete subgroups ΓPSL(2,R)Γ\subset \mathsf{PSL}(2,\mathbb{R}) and their geometric properties.
result Equality of critical exponent holds if and only if ΓΓ is a lattice for geometrically finite ΓΓ.

Study of deep neural networks using finite-time Lyapunov exponents.

problem Understanding the geometric structures in input space formed by deep neural networks.
method Analogy with dynamical systems, computing finite-time Lyapunov exponents.
result Ridges of large positive exponents divide input space into regions associated with different classes.

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…

2014-10-08abs ↗pdf ↗

Constructs free semigroups with critical exponents close to but less than ambient groups.

problem Creating free semigroups with critical exponents close to but less than ambient groups.
method Constructing finitely generated free subsemigroups with specific properties.
result Free semigroups with critical exponents arbitrarily close to but strictly less than ambient groups.

We prove that the relative homological dimension of a Kleinian group G does not exceed 1 + the critical exponent of G. As an application of this result we show that for a geometrically finite Kleinian group G, if the topological dimension of the limit set of G equals its Hausdorff dimension, then the limit set is a rou…

2007-01-28abs ↗pdf ↗

Paper studies distributed learning with limited communication bits, achieving optimal error exponents.

problem Distributed hypothesis testing with constant communication bits.
method Geometric approach in distribution spaces, encoding empirical distributions to transmission bits.
result Optimal achievable error exponents and coding schemes for various communication constraints.

We study the order of tangency between two manifolds of same dimension and give that notion three quite different geometric interpretations. Related aspects of the order of tangency, e.g., regular separation exponents, are also discussed.

2018-03-20abs ↗pdf ↗

Study shows how to learn optimal policies quickly in stochastic control problems.

problem Learning optimal policies in large, continuous state and action spaces with limited data.
method Analyzes three geometric exponents to quantify fast policy regret convergence.
result Shows that fast policy regret convergence is induced by specific geometric structures.

The study shows how geometric Weyl bulk-density exponent rigidifies spectral encodings in O-regularly varying classes.

problem Understanding spectral encodings under Weyl growth conditions.
method Analyzing geometric Weyl bulk-density exponent and proving spectral rigidity.
result The geometric Weyl bulk-density exponent (d2)/2(d-2)/2 rigidifies spectral encodings in the O-regularly varying class, leading to unique admissible exponents and scaling laws.

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

SAEs struggle with curved activation manifolds, revealing layer-dependent scaling laws.

problem Sparse autoencoders' reconstruction error varies across layers, not fitting existing scaling laws.
method Cross-layer study of 844 SAE checkpoints, fitting and regressing on manifold geometry.
result Manifold geometry predicts layer-dependent width exponents in SAEs, with transferable coefficients.

We determine regularity results for energy minimizing maps from an nn-dimensional Riemannian polyhedral complex XX into a CAT(1) space. Provided that the metric on XX is Lipschitz regular, we prove Hölder regularity with Hölder constant and exponent dependent on the total energy of the map and the metric on the doma…

2016-10-25abs ↗pdf ↗

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…

2006-11-11abs ↗pdf ↗

New geometric insights reveal the persistence distribution in spin systems.

problem Determining the full persistence probability distribution in non-Markovian stochastic processes.
method Exact Fredholm Pfaffian structure and Painlevé VI system analysis.
result Recovery of the universal persistence exponent and its geometric interpretation.

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…

2019-04-02abs ↗pdf ↗

The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent αα lyi…

2014-06-24abs ↗pdf ↗

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 …

2014-03-28abs ↗pdf ↗

In this paper we study the ergodic theory of the geodesic flow on negatively curved geometrically finite manifolds. We prove that the measure theoretic entropy is upper semicontinuous when there is no loss of mass. In case we are losing mass, the critical exponents of parabolic subgroups of the fundamental group have a…

2016-10-15abs ↗pdf ↗

In this paper, we prove that if a metric measure space satisfies the volume doubling condition and the Caffarelli-Kohn-Nirenberg inequality with same exponent n(n>1), then it has exactly n-dimensional volume growth. As application, we obtain geometric and topological properties of Alexandrov space, Riemannian manifold …

2017-11-13abs ↗pdf ↗

Study of Lévy flights on Zoll surfaces, revealing geometric information.

problem Understanding the mean first capture time of Lévy flights on Zoll surfaces.
method Analysis of geodesic Lévy processes on Zoll surfaces, focusing on the first correction term.
result The first correction term encodes geometric information, specifically the degree of the conjugate point.

The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at most small departures from this value in either direction depending on the mark…

2005-04-22abs ↗pdf ↗

In this paper we apply Markovian approximation of the fractional Brownian motion (BM), known as the Dobric-Ojeda (DO) process, to the fractional stochastic volatility model where the instantaneous variance is modelled by a lognormal process with drift and fractional diffusion. Since the DO process is a semi-martingale,…

2019-04-19abs ↗pdf ↗

We give an explicit geometric argument that Artin's braid group BnB_n is right-orderable. The construction is elementary, natural, and leads to a new, effectively computable, canonical form for braids which we call left-consistent canonical form. The left-consistent form of a braid which is positive (respectively negat…

1998-09-03abs ↗pdf ↗

Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of 12\frac12 for a suitable potential function is related to local linear convergence. Nevertheless, KL exponent is in general extremely hard to estimate. I…

2019-02-10abs ↗pdf ↗

The main result of this paper is an effective count for Apollonian circle packings that are either bounded or contain two parallel lines. We obtain this by proving an effective equidistribution of closed horospheres in the unit tangent bundle of a geometrically finite hyperbolic 3-manifold of infinite volume, whose fun…

2012-02-06abs ↗pdf ↗

In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal detrended fluctuation analysis (MF-DFA), detrending moving average (DMA) and genera…

2012-01-23abs ↗pdf ↗

Quantifies how geodesic planes isolate in hyperbolic 3-manifolds.

problem Understanding isolation properties of geodesic planes in hyperbolic 3-manifolds.
method Quantitative estimates of geodesic planes in frame bundles, using tight areas and densities.
result Polynomial estimates of isolation properties with degree given by modified critical exponents.

One knows that the large time heat decay exponent on a nilpotent group is given by half the growing rate of the volume of its large balls. This work deals with the similar problem of trying to interpret geometrically the heat decay on (one) forms. We will show how it is (partially) related to the depth of the relations…

2001-12-06abs ↗pdf ↗

The paper studies geometric loci and their invariants in complex dynamics.

problem Analyzing geometric loci and their invariants in complex dynamics.
method Intersection theory and dynamical invariants on the flex and gothic loci.
result Determined the divisor class of the flex locus and various tautological intersection numbers on the gothic locus.

The compact curves of an intermediate Kato surface SS form a basis of H2(S,Q)H^2(S,\mathbb Q). We present a way to compute the associated rational coefficients of the first Chern class c1(S)c_1(S). We get in particular a simple geometric obstruction for c1(S)c_1(S) to be an integral class, or equivalently index(S)=1(S)=1. We also f…

2014-06-09abs ↗pdf ↗