arXiv research

A 3D space of hyperbolic manifolds is connected but not path-connected.

Inf-FS selects features by graph paths, ranking them for infinite feature sets.

We consider an infinite horizon portfolio problem with borrowing constraints, in which an agent receives labor income which adjusts to financial market shocks in a path dependent way. This path-dependency is the novelty of the model, and leads to an infinite dimensional stochastic optimal control problem. We solve the …

Study shows infinitely many path components for positive Ricci curvature metrics on certain spin manifolds.

The study examines moduli spaces of metrics with positive Ricci or non-negative sectional curvature on sphere bundles.

Adjoint sampler targets infinite-dimensional function spaces for efficient sampling.

Study shows infinite families of manifolds with nonnegative curvature.

3D hyperbolic spaces have endless simple paths.

Let $M$ be any $n$ dimensional smooth manifold and $PM$ be the space of all smooth paths, then we showed that $PM$ is a smooth manifold modelled over a complete normable space. We discussed many geometric structure on Path spaces and its relation to ambient space.

Study shows infinitely many metrics with nonnegative sectional or positive Ricci curvature on specific 5D quotients.

Novel signature approach for pricing and hedging path-dependent options with market frictions.

This paper considers possible price paths of a financial security in an idealized market. Its main result is that the variation index of typical price paths is at most 2, in this sense, typical price paths are not rougher than typical paths of Brownian motion. We do not make any stochastic assumptions and only assume t…

We extend the notion of unicorn paths between two arcs introduced by Hensel, Przytycki and Webb to the case where we replace one arc with a geodesic asymptotic to a lamination. Using these paths, we give new proofs of the results of Klarreich and Schleimer identifying the Gromov boundaries of the curve graph and the ar…

This paper proposes new get-rich-quick schemes that involve trading in a financial security with a non-degenerate price path. For simplicity the interest rate is assumed zero. If the price path is assumed continuous, the trader can become infinitely rich immediately after it becomes non-constant (if it ever does). If i…

Using symplectic techniques and spectral analysis of smooth paths of self-adjoint operators, we characterize the set of conjugate instants along a geodesic in an infinite dimensional Riemannian Hilbert manifold.

Sub-Riemannian geometry connects bike paths to mathematical curves.

Project infinite time series graphs to finite marginal models using number theory.

A new method detects anomalies in multivariate streams without unit dependence.

We show that the moduli space of metrics of nonnegative sectional curvature on every homotopy ${\mathbb {R}} P^5$ has infinitely many path components. We also show that in each dimension $4k+1$ there are at least $2^{2k}$ homotopy ${\mathbb {R}} P^{4k+1}$s of pairwise distinct oriented diffeomorphism type for which the…

We establish a local function version of a classical result claiming that a bivector field on a manifold $M$ is Poisson if and only if cotangent paths form a coisotropic set of the infinite dimensional symplectic manifold of paths valued in $T^*M$. Our purpose here is to prove this result without using the Banach manif…

Local gluing connects flow lines in finite time intervals.

Study geodesic paths on flat surfaces, comparing length and singularity counts.

We present an explicit realization of abelian extensions of infinite dimensional Lie groups using abelian extensions of path groups, by generalizing Mickelsson's approach to loop groups and the approach of Losev-Moore-Nekrasov-Shatashvili to current groups. We apply our method to coupled cocycles on current Lie algebra…

We consider idealized financial markets in which price paths of the traded securities are cadlag functions, imposing mild restrictions on the allowed size of jumps. We prove the existence of quadratic variation for typical price paths, where the qualification "typical" means that there is a trading strategy that risks …

Study geodesics on graphs with random lengths, proving bi-infinite paths exist.

Develops methods for estimating constrained function-valued parameters in infinite-dimensional models.

The paper calculates the growth rates of billiard languages in hyperbolic polygons.

We develop a Malliavin calculus on the horizontal path space of a totally geodesic Riemannian foliation. As a first application, under suitable assumptions, we prove a log-Sobolev inequality for a natural one-parameter family of infinite-dimensional Ornstein-Uhlenbeck type operators. As a second application, we obtain …

We aim to generalize the results of Cai and Nitta (2007) by allowing both the utility and production function to depend on time. We also consider an additional intertemporal optimality criterion. We clarify the conditions under which the limit of the solutions for the finite horizon problems is optimal among all attain…

For a principal bundle $P\to M$ equipped with a connection ${\bar A}$, we study an infinite dimensional bundle ${\mathcal P}^{\rm dec}_{\bar A}P$ over the space of paths on $M$, with the points of ${\mathcal P}^{\rm dec}_{\bar A}P$ being horizontal paths on $P$ decorated with elements of a second structure group. We co…

The paper solves optimal control problems for stochastic delay equations.

The study finds infinitely many periodic orbits that can be used to modify Anosov flows.

New method uses LSTM and signature theory to solve complex financial PDEs.

Study proves hyperfiniteness of mapping class group actions on surface graphs.

The infinite Viterbi alignment is the limiting maximum a-posteriori estimate of the unobserved path in a hidden Markov model as the length of the time horizon grows. For models on state-space $\mathbb{R}^{d}$ satisfying a new ``decay-convexity'' condition, we develop an approach to existence of the infinite Viterbi ali…

We generalize the classical Bochner formula for the heat flow on evolving manifolds $(M,g_{t})_{t \in [0,T]}$ to an infinite-dimensional Bochner formula for martingales on parabolic path space $P\mathcal{M}$ of space-time $\mathcal{M} = M \times [0,T]$. Our new Bochner formula and the inequalities that follow from it a…

Estimates path-valued data using signature metrics and local kernels.

The relaxed maximum entropy problem is concerned with finding a probability distribution on a finite set that minimizes the relative entropy to a given prior distribution, while satisfying relaxed max-norm constraints with respect to a third observed multinomial distribution. We study the entire relaxation path for thi…

We give a new construction of the holonomy and fundamental groupoids of a singular foliation. In contrast with the existing construction of Androulidakis and Skandalis, our method proceeds by taking a quotient of an infinite dimensional space of paths. This strategy is a direct extension of the classical construction f…

This work explores functional expansions to handle path dependence in various fields.

Study growth rates of subgroups in groups with a constricting element.

This paper shows how infinitely wide Tensor Networks converge to Gaussian Processes.

The symmetries of paths in a manifold $M$ are classified with respect to a given pointwise proper action of a Lie group $G$ on $M$. Here, paths are embeddings of a compact interval into $M$. There are at least two types of symmetries: Firstly, paths that are parts of an integral curve of a fundamental vector field on $…

We investigate the short-time expansion of the heat kernel of a Laplace type operator on a compact Riemannian manifold and show that the lowest order term of this expansion is given by the Fredholm determinant of the Hessian of the energy functional on a space of finite energy paths. This is the asymptotic behavior to …

The paper introduces a new volatility model using Fourier techniques for pricing and hedging.

The paper proves a category of dg manifolds with finite positive amplitude.

We consider the variational complex on infinite jet space and the complex of variational derivatives for Lagrangians of multidimensional paths and study relations between them. The discussion of the variational (bi)complex is set up in terms of a flat connection in the jet bundle. We extend it to supercase using a part…

Volterra signature provides a clear, interpretable feature for history-dependent systems.