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 obtain an estimate of the Cheeger isoperimetric constant in terms of the volume growth for a properly immersed submanifold in a Riemannian manifold which possesses at least one pole and sectional curvature bounded from above .
In this paper we give the precise index growth for the embedded hypersurfaces of revolution with constant mean curvature (cmc) 1 in Rn (Delaunay unduloids). When n=3, using the asymptotics result of Korevaar, Kusner and Solomon, we derive an explicit asymptotic index growth rate for finite topology cmc 1 surfac…
In this paper, we derive curvature estimates for strongly stable hypersurfaces with constant mean curvature immersed in Rn+1, which show that the locally controlled volume growth yields a globally controlled volume growth if ∂M=∅. Moreover, we deduce a Bernstein-type theorem for complete…
Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank. The simplest such model assigns the same, constant variance to all stocks; zero rate of growth to all stocks but the smallest; and positiv…
We make some improvements to our previous results. First, we prove a version of our volume growth theorem which does not require any assumption on the first Betti number. Second, we show that our local regularity theorem only requires a lower volume growth assumption, not a full Sobolev constant bound. These results al…
In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per time unit does not exceed a fixed level. Moreover, we include proportional transaction costs to make the portfolio problem more realistic. We provide a Verificatio…
We obtain area growth estimates for constant mean curvature graphs in E(κ,τ)-spaces with κ≤0, by finding sharp upper bounds for the volume of geodesic balls in E(κ,τ). We focus on complete graphs and graphs with zero boundary values. For instance, we prove that entire graphs in $\mathbb{E}(κ…
Growth rate of the world Growth Domestic Product (GDP) is analysed to determine possible pathways of the future economic growth. The analysis is based on using the latest data of the World Bank and it reveals that the growth rate between 1960 and 2014 was following a trajectory approaching asymptotically a constant val…
Let Mod(S) denote the mapping class group of a compact, orientable surface S. We prove that finitely generated subgroups of Mod(S) which are not virtually abelian have uniform exponential growth with minimal growth rate bounded below by a constant depending only, and necessarily, on S. For the proof, we find in any suc…
For transversely homogeneous foliations on compact manifolds whose global holonomy group has connected closure, it is shown that either all holonomy covers of the leaves have polynomial growth with degree bounded by a common constant, or all holonomy covers of the leaves have exponential growth. This is an extension of…
Some agent-based models for growth and allocation of resources are described. The first class considered consists of conservative models, where the number of agents and the size of resources are constant during time evolution. The second class is made up of multiplicative noise models and some of their extensions to co…
Uniform Poincaré inequalities established for various metric spaces.
problem Establishing uniform Poincaré inequalities on different metric spaces.
method Proper geodesic metric spaces equipped with a Borel measure. Local Poincaré inequality and volume conditions are used to derive uniform Poincaré inequalities.
result Uniform Poincaré inequalities are established for various metric spaces including hyperbolic spaces and covers of compact spaces.
We introduce a new method for estimating the growth of various quantities arising in dynamical systems. We apply our method to polygonal billiards on surfaces of constant curvature. For instance, we obtain power bounds of degree two plus epsilon in length for the number of billiard orbits between almost all pairs of po…
This article proposes a new approximation scheme for quadratic-growth BSDEs in a Markovian setting by connecting a series of semi-analytic asymptotic expansions applied to short-time intervals. Although there remains a condition which needs to be checked a posteriori, one can avoid altogether time-consuming Monte Carlo…
Let Mn be a complete, open Riemannian manifold with $\Ric \geq 0$. In 1994, Grigori Perelman showed that there exists a constant δn>0, depending only on the dimension of the manifold, such that if the volume growth satisfies $α_M := \lim_{r \to \infty} \frac{\Vol(B_p(r))}{ω_n r^n} \geq 1-δ_{n}$, then Mn is c…
In this paper, we study the volume growth property of a non-compact complete Riemannian manifold X. We improve the volume growth theorem of Calabi (1975) and Yau (1976), Cheeger, Gromov and Taylor (1982). Then we use our new result to study gradient Ricci solitons. We also show that on X, for any q∈(0,∞),…
We report the proof that the extension of Gibrat's law in the middle scale region is unique and the probability distribution function (pdf) is also uniquely derived from the extended Gibrat's law and the law of detailed balance. In the proof, two approximations are employed. The pdf of growth rate is described as tent-…
The growth-optimal portfolio optimization strategy pioneered by Kelly is based on constant portfolio rebalancing which makes it sensitive to transaction fees. We examine the effect of fees on an example of a risky asset with a binary return distribution and show that the fees may give rise to an optimal period of portf…
It is our purpose to study complete self-shrinkers in Euclidean space. First of all, we show some examples of complete self-shrinkers without polynomial volume growth. By making use of the generalized maximum principle for L-operator, we give a complete classification for 2-dimensional complete self-shrinke…
In this paper we study the Weil-Petersson geometry of Mg,n, the compactified moduli space of Riemann surfaces with genus g and n marked points. The main goal of this paper is to understand the growth of the diameter of Mg,n as a function of g and n. We show that t…