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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.

168,742 papers · 148 categories

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15304459 · May 202619922001200920172026
48 results for infinitesimally strict concavity

Refines d'Alembertian for signed Lorentz distance functions in metric measure spacetimes.

problem Exact representation and bounds of d'Alembertian for signed Lorentz distance functions.
method Metric geometry techniques, localization, Sobolev calculus.
result Distributional d'Alembertian is a signed measure with integration by parts formula.

We categorify the notion of an infinitesimal braiding in a linear strict symmetric monoidal category, leading to the notion of a (strict) infinitesimal 2-braiding in a linear symmetric strict monoidal 2-category. We describe the associated categorification of the 4-term relation, leading to six categorified relations. …

2013-09-16abs ↗pdf ↗

The paper characterizes a class of almost Kenmotsu manifolds with quasi Yamabe solitons.

problem Characterizing almost Kenmotsu manifolds with quasi Yamabe solitons.
method Analyzing the properties of quasi Yamabe solitons on (k,μ)(k,μ)'-almost Kenmotsu manifolds.
result If a (k,μ)(k,μ)'-almost Kenmotsu manifold admits a quasi Yamabe soliton, then VV is a constant multiple of ξξ, VV is a strict infinitesimal contact transformation, and (£Vh)X=0(£_V h')X = 0 for any vector field XX.

Lagrangian submanifolds in strict nearly Kähler 6-manifolds are related to special Lagrangian submanifolds in Calabi-Yau 6-manifolds and coassociative cones in G2G_2-manifolds. We prove that the mean curvature of a Lagrangian submanifold LL in a nearly Kähler manifold (M2n,J,g)(M^{2n}, J, g) is symplectically dual to the Mas…

2014-08-27abs ↗pdf ↗

It is well-known that a Lie algebroid A is equivalently described by a degree 1 Q-manifold M. We study distributions on M, giving a characterization in terms of A. We show that involutive Q-invariant distributions on M correspond bijectively to IM-foliations on A (the infinitesimal version of Mackenzie's ideal systems)…

2012-02-07abs ↗pdf ↗

The paper studies Einstein metrics on specific manifolds and their rigidity properties.

problem Investigating rigidity of Einstein metrics on homogeneous Gray manifolds.
method Computing coindex and analyzing infinitesimal deformations of Einstein metrics.
result Infinitesimal Einstein deformations on F1,2=SU(3)/T2F_{1,2}=\mathrm{SU}(3)/T^2 are not integrable.

We propose a novel and flexible rank-breaking-then-composite-marginal-likelihood (RBCML) framework for learning random utility models (RUMs), which include the Plackett-Luce model. We characterize conditions for the objective function of RBCML to be strictly log-concave by proving that strict log-concavity is preserved…

2018-06-04abs ↗pdf ↗

Improves SGM convergence bounds in W2-distance without strict assumptions.

problem Convergence bounds for SGMs in W2-distance require stringent assumptions.
method Novel framework using the OU process and PDE analysis.
result Log-concavity evolves from weak to strong over time.

Gradient Descent Ascent converges to von-Neumann solution in hidden zero-sum games.

problem Understanding dynamics of zero-sum games with hidden structure.
method Gradient Descent Ascent applied to hidden zero-sum games with specific convex-concave structure.
result Gradient Descent Ascent converges to von-Neumann solution in strictly convex-concave hidden games.

Paper proves generalized Talagrand inequality for Sinkhorn distance.

problem Proving a generalized Talagrand inequality for Sinkhorn distance.
method Using entropy power inequality and infinitesimal displacement convexity of optimal transport map.
result Extends previous results of Gaussian Talagrand inequality for Sinkhorn distance to strongly log-concave case.

Developing a non-symmetric strainer theory for spaces with non-negative curvature beyond Alexandrov geometry.

problem Studying spaces with non-Riemannian curvature beyond Alexandrov geometry.
method Introducing a weak quadruple comparison principle and developing a strainer theory.
result Spaces have constant integer dimension, measure contraction property, and unique Banach tangent cones.

We construct a flat (and fake-flat) 2-connection in the configuration space of nn indistinguishable particles in the complex plane, which categorifies the sl(2,C)sl(2,C)-Knizhnik-Zamolodchikov connection obtained from the adjoint representation of sl(2,C)sl(2,C). This will be done by considering the adjoint categorical represen…

2012-07-04abs ↗pdf ↗

Gradient descent-ascent converges to strict local minmax equilibria with a finite timescale separation.

problem Analyzing the convergence of gradient descent-ascent in non-convex, non-concave games with a finite timescale separation.
method Investigates the role of a finite timescale separation parameter τ on gradient descent-ascent in two-player zero-sum games, providing convergence rates and non-convergence results.
result Gradient descent-ascent converges to strict local minmax equilibria for a finite timescale separation parameter τ*.

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…

2009-10-20abs ↗pdf ↗

We study homologically maximizing timelike geodesics in conformally flat tori. A causal geodesic γγ in such a torus is said to be homologically maximizing if one (hence every) lift of γγ to the universal cover is arclength maximizing. First we prove a compactness result for homologically maximizing timelike geodesics…

2010-03-11abs ↗pdf ↗

For φφ a metric on the anticanonical bundle, KX-K_X, of a Fano manifold XX we consider the volume of XX Xeφ. \int_X e^{-φ}. We prove that the logarithm of the volume is concave along bounded geodesics in the space of positively curved metrics on KX-K_X and that the concavity is strict unless the geodesic comes from…

2013-03-20abs ↗pdf ↗

Study Rarita-Schwinger fields on nearly Kähler manifolds, finding coinciding spaces of fields and deformations.

problem Investigate Rarita-Schwinger fields on compact strict nearly Kähler manifolds.
method Clarify differential operator relationships, use deformation theory.
result Spaces of Rarita-Schwinger fields and Killing spinors coincide with specific eigenspaces and harmonic forms.

We treat utility maximization from terminal wealth for an agent with utility function U:RRU:\mathbb{R}\to\mathbb{R} who dynamically invests in a continuous-time financial market and receives a possibly unbounded random endowment. We prove the existence of an optimal investment without introducing the associated dual prob…

2017-02-03abs ↗pdf ↗

New method accelerates convergence for entropy-regularized reinforcement learning problems.

problem Slow convergence of standard first-order methods for entropy-regularized Markov decision processes.
method Introduce a quadratically convexified primal-dual formulation and a new interpolating metric to accelerate convergence.
result Global convergence and exponential convergence rate for the new method.

We investigate the fundamental principles that drive the development of scalable algorithms for network optimization. Despite the significant amount of work on parallel and decentralized algorithms in the optimization community, the methods that have been proposed typically rely on strict separability assumptions for o…

2016-02-12abs ↗pdf ↗

In this paper, we establish an infinitesimal equivariant index formula in the noncommutative geometry framework using Greiner's approach to heat kernel asymptotics. An infinitesimal equivariant index formula for odd dimensional manifolds is also given. We define infinitesimal equivariant eta cochains, prove their regul…

2013-07-31abs ↗pdf ↗

Cauchy used infinitesimals in differential geometry and integral geometry.

problem Applying infinitesimals in differential and integral geometry.
method Using infinitesimals as numbers in differential and integral geometry.
result Valid application of infinitesimals in geometric probability, differential geometry, elasticity, and Dirac delta functions.

Metric spaces with certain curvature properties are universally infinitesimally Hilbertian.

problem Analyzing the infinitesimal geometry of metric spaces with curvature bounds.
method Proving a metric space with a Gromov-Hausdorff tangent splitting property is universally infinitesimally Hilbertian.
result Metric spaces with curvature bounds are universally infinitesimally Hilbertian.

In this paper, we prove that infinitesimal equivariant Chern-Connes characters are well-defined. We decompose an equivariant index as a pairing of infinitesimal equivariant Chern-Connes characters with the Chern character of an idempotent matrix. We compute the limit of infinitesimal equivariant Chern- Connes character…

2014-11-25abs ↗pdf ↗

Paper generalizes connections between Lie groups and affine connections.

problem Exploring properties of infinitesimal groups and affine connections.
method Introducing second-order infinitesimal groups and using them to define Lie brackets and connections.
result Generalized correspondence between symmetric and non-symmetric affine connections.

We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body CRn+1C\subset \mathbb{R}^{n+1}, without assuming any further regularity on the boundary of CC. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…

2016-06-13abs ↗pdf ↗

Smooth manifolds have been always understood intuitively as spaces with an affine geometry on the infinitesimal scale. In Synthetic Differential Geometry this can be made precise by showing that a smooth manifold carries a natural structure of an infinitesimally affine space. This structure is comprised of two pieces o…

2018-09-16abs ↗pdf ↗