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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.

168,657 papers · 148 categories

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108217325433 · Jun 202019922001200920172026
48 results for large N-limit

The large-N limit of Segal-Bargmann transform on spheres is studied.

problem Understanding the behavior of Segal-Bargmann transform on spheres as dimension increases.
method Analyzing the large-N limit of the transform on SN1(N)S^{N-1}(\sqrt N), describing geometric models, and showing the transform remains unitary.
result The limiting transform is still a unitary map from the limiting domain onto the limiting range.

Researchers approximate partition functions on Riemannian spaces in the large N limit.

problem Computing normalization factors (partition functions) on Riemannian symmetric spaces is challenging.
method Approximation techniques in the large N limit, including saddle-point equations.
result Formulas for leading order terms in the large N limit of SPD matrices and related spaces.

Study connects knot contact homology to Chern-Simons theory's large N limit.

problem Relate knot contact homology to Chern-Simons theory's large N limit.
method Prove conjecture linking augmentation varieties to Chern-Simons theory's large N limit; characterize HOMFLYPT difference module.
result Classical limit of HOMFLYPT difference module equals degree 0 abelianized knot contact homology.

We study gravity duals to a broad class of N=2 supersymmetric gauge theories defined on a general class of three-manifold geometries. The gravity backgrounds are based on Euclidean self-dual solutions to four-dimensional gauged supergravity. As well as constructing new examples, we prove in general that for solutions d…

2014-04-01abs ↗pdf ↗

Random representations of surface groups approach asymptotic freeness in large nn limit.

problem Asymptotic freeness of Haar unitary matrices for surface groups.
method Interplay between Dehn's work and classical invariant theory.
result Expected value of trace of a fixed non-identity element is bounded as non o\infty.

Invites probabilistic approach to Kähler-Einstein metrics via random point processes.

problem Constructing Kähler-Einstein metrics on complex projective algebraic manifolds.
method Large N-limit from random point processes defined by algebro-geometric data; variational approach for positive Ricci curvature.
result Convergence of metrics to Kähler-Einstein metrics under specific conditions.

We propose a spectral curve describing torus knots and links in the B-model. In particular, the application of the topological recursion to this curve generates all their colored HOMFLY invariants. The curve is obtained by exploiting the full Sl(2, Z) symmetry of the spectral curve of the resolved conifold, and should …

2011-05-10abs ↗pdf ↗

New findings suggest no ensemble averaging for certain black hole observables.

problem Mystery in AdS/CFT correspondence regarding ensemble averaging of black hole amplitudes.
method Exploring sub-threshold observables in D=3D=3 and proving novel results about hyperbolic geometry.
result Connected solutions of Einstein's equations with disconnected boundary never contribute to sub-threshold observables.

We study a class of flat bundles, of finite rank NN, which arise naturally from the Donaldson-Thomas theory of a Calabi-Yau threefold XX via the notion of a variation of BPS structure. We prove that in a large NN limit their flat sections converge to the solutions to certain infinite dimensional Riemann-Hilbert prob…

2017-05-24abs ↗pdf ↗

We define reduced colored sl(N) link homologies and use deformation spectral sequences to characterize their dependence on color and rank. We then define reduced colored HOMFLY-PT homologies and prove that they arise as large N limits of sl(N) homologies. Together, these results allow proofs of many aspects of the phys…

2016-02-08abs ↗pdf ↗

We calculate in the strong coupling and large N limit the energy emitted by an accelerated external charge in N=4{\cal N}=4 SU(N) Yang-Mills theory, using the AdS/CFT correspondence. We find that the energy is a local functional of the trajectory of the charge. It coincides up to an overall factor with the Lienard formu…

2003-05-22abs ↗pdf ↗

Aganagic and Shakirov propose a refinement of the SU(N) Chern-Simons theory for links in three manifolds with S^1-symmetry, such as torus knots in S^3, based on deformation of the S and T matrices, originally found by Kirillov and Cherednik. We relate the large N limit of the S matrix to the Hilbert schemes of points o…

2012-11-25abs ↗pdf ↗

We show that the prequantum line bundle on the moduli space of flat SU(2)SU(2) connections on a closed Riemann surface of positive genus has degree 1. It then follows from work of Lawton and the second author that the classifying map for this line bundle induces a homotopy equivalence between the stable moduli space of fl…

2014-11-17abs ↗pdf ↗

We study the SU(2) Witten--Reshetikhin--Turaev invariant for the Seifert fibered homology spheres with M-exceptional fibers. We show that the WRT invariant can be written in terms of (differential of) the Eichler integrals of modular forms with weight 1/2 and 3/2. By use of nearly modular property of the Eichler integr…

2006-04-05abs ↗pdf ↗

If G1,...,GnG_1,...,G_n are limit groups and SG1×...×GnS\subset G_1\times...\times G_n is of type $\FP_n(\mathbb Q)$ then SS contains a subgroup of finite index that is itself a direct product of at most nn limit groups. This settles a question of Sela.

2007-04-30abs ↗pdf ↗

We contribute to the arithmetic/topology dictionary by relating asymptotic point counts and arithmetic statistics over finite fields to homological stability and representation stability over $\Cb$ in the example of configuration spaces of nn points in smooth varieties. To do this, we import the method of homological …

2015-12-01abs ↗pdf ↗

Scalable kernel methods for large datasets using Fourier representations and NUFFT.

problem Cubic complexity in kernel methods limits their use on large-scale datasets.
method Fourier representation of kernels combined with NUFFT for O(n log n) complexity.
result Achieves minimax convergence rates and processes up to tens of billions of samples.

Study of large-nn asymptotics for Weil-Petersson volumes of hyperbolic surfaces with cusps.

problem Understanding the geometry and spectral properties of random hyperbolic surfaces with many cusps.
method Large-nn asymptotic analysis, spectral theory, and moduli space volumes.
result Linear number of small Laplacian eigenvalues and relative frequency of simple vs. non-simple closed geodesics.

We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random walk with identical drift and dispersion. The rules of our model naturally give r…

1998-01-23abs ↗pdf ↗

We consider the problem of recovering a function input of a differential equation formulated on an unknown domain MM. We assume to have access to a discrete domain Mn={x1,,xn}MM_n=\{x_1, \dots, x_n\} \subset M, and to noisy measurements of the output solution at pnp\le n of those points. We introduce a graph-based Bayesian inve…

2017-06-22abs ↗pdf ↗

New Euclidean supersymmetric solutions found for a specific metric.

problem Constructing Euclidean supersymmetric solutions in minimal gauged supergravity.
method Infinite classes of Euclidean supersymmetric solutions constructed on spindle metrics.
result Found new solutions with distinct holographic renormalized on-shell actions for twist and anti-twist cases.

We argue that the AdS/CFT calculational prescription for double-trace deformations leads to a holographic derivation of the conformal anomaly, and its conformal primitive, associated to the whole family of conformally covariant powers of the Laplacian (GJMS operators) at the conformal boundary. The bulk side involves a…

2008-03-04abs ↗pdf ↗

We make a new attempt at the recently suggested program to express knot polynomials through topological vertices, which can be considered as a possible approach to the tangle calculus: we discuss the Macdonald deformation of the relation between the convolution of two topological vertices and the HOMFLY-PT invariant of…

2019-05-01abs ↗pdf ↗

Extends probabilistic approach for Kahler-Einstein metrics on Fano manifolds.

problem Constructing Kahler-Einstein metrics on log Fano manifolds with non-discrete automorphism groups.
method Introduces Gibbs polystability and uses moment map constraint to break symmetry.
result Gibbs polystability conjectured to be equivalent to existence of Kahler-Einstein metric.

A large portfolio of independent returns is optimized under the variance risk measure with a ban on short positions. The no-short selling constraint acts as an asymmetric 1\ell_1 regularizer, setting some of the portfolio weights to zero and keeping the out of sample estimator for the variance bounded, avoiding the di…

2016-12-21abs ↗pdf ↗

We consider a three-layer Sejnowski machine and show that features learnt via contrastive divergence have a dual representation as patterns in a dense associative memory of order P=4. The latter is known to be able to Hebbian-store an amount of patterns scaling as N^{P-1}, where N denotes the number of constituting bin…

2019-11-28abs ↗pdf ↗

Study on eigenvalue distribution of correlated time series deforming the semi-circle law.

problem Eigenvalue distribution of correlated time series differs from the semi-circle law.
method Analysis of Wigner random matrix with temporal correlation.
result Eigenvalue distribution converges to a deformed semi-circle law with longer tail and higher peak.

We study the connection between topological strings and contact homology recently proposed in the context of knot invariants. In particular, we establish the proposed relation between the Gromov-Witten disk amplitudes of a Lagrangian associated to a knot and augmentations of its contact homology algebra. This also impl…

2013-04-21abs ↗pdf ↗

Study on the geometric Dyson Brownian motion of non-square matrix products.

problem Understanding the spectrum of a product of non-square random matrices.
method Proportional depth-width limit followed by mean-field limit, solving Burgers equation.
result Free log-normal law is obtained in the identity-start case.

Minimal surfaces with negative curvature found in large spheres.

problem Existence of minimal surfaces with negative curvature in large dimensional spheres.
method Applied Song's strategy to closed Riemann surfaces with large automorphism groups, resulting in almost hyperbolic minimal surfaces.
result Existence of closed minimal surfaces with negative induced curvature in any sphere of large dimension.

An extra large metric is a spherical cone metric with all cone angles greater than 2 pi and every closed geodesic longer than 2pi. We show that every two-dimensional extra large metric can be triangulated with vertices at cone points only. The argument implies the same result for Euclidean and hyperbolic cone metrics, …

2005-09-14abs ↗pdf ↗

Study large deviations for hypoelliptic diffusion on sub-Riemannian manifolds.

problem Large deviations for hypoelliptic diffusion measures on sub-Riemannian manifolds.
method Rough path theory and manifold-valued Malliavin calculus.
result Proved a large deviation principle for pinned hypoelliptic diffusion measures.