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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

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192383575766 · Jun 202019922001200920172026
48 results for infinite-dimensional limit space

Study of LQ MFGs in infinite-dimensional Hilbert spaces.

problem Mean field games in infinite-dimensional settings with stochastic dynamics.
method Analysis of coupled semilinear infinite-dimensional stochastic evolution equations, development of Nash equilibrium.
result Characterization of unique Nash equilibrium in the limit of many agents.

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

problem Limited theory and algorithms for sampling infinite-dimensional function spaces.
method Adjoint Sampler for infinite-dimensional function spaces based on stochastic maximum principle.
result FAS achieves superior performance in synthetic and real systems.

The paper shows how to use fine shape to understand infinite-dimensional spaces.

problem Understanding infinite-dimensional metrizable spaces and their homology theories.
method Obtained results indicating fine shape is tractable and can be used for Polish spaces.
result Every Polish space is fine shape equivalent to the limit of an inverse sequence of simplicial maps.

Simplified Ricci curvature for spherical fluid dynamics models.

problem Studying stability in incompressible fluid dynamics on a sphere.
method Definition and calculation of Ricci curvature for two-dimensional hydrodynamics using finite-dimensional Zeitlin models.
result Strong numerical evidence suggests convergence of finite-dimensional approximations to infinite-dimensional limit, indicating average instability for high-frequency modes.

Online learning of linear operators between infinite-dimensional spaces is possible but with limitations.

problem Learning linear operators between infinite-dimensional Hilbert spaces in an online setting.
method Online learning approach for linear operators with bounded pp-Schatten norm, proving impossibility for operator norm.
result Separation between online learnability and uniform convergence for bounded linear operators.

New mechanism for pure differential privacy on functional summaries using Laplace-like process.

problem Challenges in achieving differential privacy for complex, structured functional summaries.
method Independent Component Laplace Process (ICLP) mechanism for infinite-dimensional Hilbert space.
result Effective enhancement of utility of private summaries through oversmoothing.

We study the limits of sequences of spheres and complex projective spaces with unbounded dimensions. A sequence of spheres (resp. complex projective spaces) either is a Levy family, infinitely dissipates, or converges to (resp. the Hopf quotient of) a virtual infinite-dimensional Gaussian space, depending on the size o…

2014-02-04abs ↗pdf ↗

The paper explores infinite-dimensional nonholonomic and vakonomic systems.

problem Understanding dynamics of infinite-dimensional systems with constraints.
method Visualizing and revisiting classical and new examples of nonholonomic and vakonomic systems.
result Infinite-dimensional systems exhibit both nonholonomic and vakonomic dynamics.

This work bridges stochastic interpolants to infinite-dimensional Hilbert spaces.

problem Limited flexibility in generating arbitrary distributions for function-valued data.
method Establishes a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces.
result Achieves state-of-the-art results in conditional generation for complex PDE-based benchmarks.

This paper extends Lie algebra contractions to infinite-dimensional spaces for better understanding of group limits.

problem Understanding group limits through Lie algebra contractions, especially in infinite-dimensional settings.
method Using infinite-dimensional Lie algebras and their integration theory, the paper constructs Lie group expansions.
result Explicit descriptions of Lie groups in elementary terms, including applications to Newtonian gravity.

Study on infinite-dimensional Heisenberg groups using hypoelliptic heat kernels.

problem Properties of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
method Construction and study of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
result Hypoelliptic logarithmic Sobolev inequalities on the space.

Develops a new approach to establish universality for any-dimensional machine learning models.

problem Understanding universality for models with inputs of varying sizes.
method Identifies any-dimensional functions with a unique function in an infinite-dimensional limit space, using symmetries and relations between inputs of different sizes.
result Establishes universality for several existing architectures and proposes modifications to restore it.

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 ↗

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

New non-trivial Kaehler-Ricci solitons found in infinite dimensional complex space forms.

problem Non-trivial Kaehler-Ricci solitons in infinite dimensional complex space forms.
method Exhibited families of non trivial radial Kaehler-Ricci solitons in infinite dimensional complex space forms.
result Non-trivial Kaehler-Ricci solitons exist in infinite dimensional complex space forms, contradicting previous finite dimensional results.

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

The second order tangent bundle T2MT^{2}M of a smooth manifold MM consists of the equivalent classes of curves on MM that agree up to their acceleration. It is known that in the case of a finite nn-dimensional manifold MM, T2MT^{2}M becomes a vector bundle over MM if and only if MM is endowed with a linear connecti…

2003-10-29abs ↗pdf ↗

Develops robust methods for infinite-dimensional stochastic processes.

problem Measuring covariations in stochastic evolution equations in infinite dimensions.
method Asymptotic theory for jump robust measurement of covariations.
result Identifies scaling limits for realized covariations.

We develop a second-order model for limit order books in a single scaling regime.

problem Modeling price and volume dynamics in a limit order book with market and limit orders at a common time scale.
method Established a first- and second-order approximation for an infinite dimensional limit order book model.
result Proved the existence and uniqueness of a solution for the second-order approximation.

Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.

problem Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.
method Analyzing and expanding the notion of non-commutative cross-ratios, proving their smoothness.
result Smoothness of non-commutative cross-ratios.

Diffeologies unify infinite-dimensional geometry and PDEs, enhancing classical function spaces.

problem Combining infinite-dimensional geometry and PDEs for optimization problems.
method Review and extension of classical function spaces and mapping spaces.
result Diffeologies provide a unified framework for evolution equations and optimization problems.

We study direct limits (G,K)=lim(Gn,Kn)(G,K) = \varinjlim (G_n,K_n) of compact Gelfand pairs. First, we develop a criterion for a direct limit representation to be a multiplicity--free discrete direct sum of irreducible representations. Then we look at direct limits G/K=limGn/KnG/K = \varinjlim G_n/K_n of compact riemannian symmetric spaces, …

2008-01-25abs ↗pdf ↗

This research develops approximation theory for OOMs of infinite-dimensional processes.

problem Developing an approximation theory for OOMs of infinite-dimensional processes.
method Establishing an inner product structure and proving continuity of observable operators.
result A fundamental obstacle in making an infinite-dimensional space of future distributions into a Hilbert space is described.

Symplectic method solves infinite-dimensional Schrödinger equations.

problem Solving Schrödinger equations on infinite-dimensional Hilbert spaces with unbounded Hamiltonians.
method Analytic vectors, manifolds modelled on normed spaces, symplectic differential geometry, Marsden--Weinstein reduction.
result Mapped tt-dependent Schrödinger equations onto projective spaces.

We characterize conjugate nonparametric Bayesian models as projective limits of conjugate, finite-dimensional Bayesian models. In particular, we identify a large class of nonparametric models representable as infinite-dimensional analogues of exponential family distributions and their canonical conjugate priors. This c…

2010-12-02abs ↗pdf ↗

Existence of balanced embedding proved for complex manifold into infinite-dimensional space.

problem Balanced embedding of non-compact complex manifolds into infinite-dimensional projective space.
method Gradient flow in a Hilbert space, long-time existence established by perturbation, convergence depends on a priori bounds.
result Existence of balanced embedding proved in a model case.

We consider the Yang-Mills equations for a matrix gauge group GG inside the future light cone of 4-dimensional Minkowski space, which can be viewed as a Lorentzian cone C(H3)C(H^3) over the 3-dimensional hyperbolic space H3H^3. Using the conformal equivalence of C(H3)C(H^3) and the cylinder R×H3R\times H^3, we show that, in t…

2015-05-20abs ↗pdf ↗

New algorithms improve GP inference without approximations, achieving better results.

problem Inexact stochastic optimization methods in Gaussian Processes leading to biased results.
method Exact stochastic inference for GPs with finite dimensional RKHS, extending to infinite dimensions.
result Achieves better experimental results than existing methods in constrained resource settings.

This study describes the Fisher-Rao metric on Gaussian measures in infinite-dimensional spaces.

problem Understanding the Fisher-Rao metric in infinite-dimensional Gaussian settings.
method Explicit description and generalization of finite-dimensional quantities to infinite-dimensional Hilbert spaces.
result The Fisher-Rao metric and related geometric quantities generalize from finite to infinite dimensions.

The paper proves infinite-dimensional rational homotopy groups for a specific embedding space.

problem The study of rational homotopy groups of the space of long embeddings of codimension 2.
method Utilizing hairy graphs, the authors construct elements in the homotopy groups and prove their nontriviality.
result The rational homotopy groups of the space of long embeddings are infinite-dimensional in infinitely many degrees.