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.
Each free homotopy class of directed closed curves on a surface with boundary can be described by a cyclic reduced word in the generators of the fundamental group and their inverses. The word length is the number of letters of the cyclic word. If the surface has a hyperbolic metric with geodesic boundary, the geometric…
We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest. Previously, only paths in one dimension have been considered, with no theoretical con…
This work studies the chord length distribution, in the case where both ends lie on a N-dimensional hypersphere (N≥2). Actually, after connecting this distribution to the recently estimated surface of a hyperspherical cap \cite{SLi11}, closed-form expressions of both the probability density function and the cu…
We investigate the distribution of lengths obtained by intersecting a random geodesic with a geodesic lamination. We give an explicit formula for the distribution for the case of a maximal lamination and show that the distribution is independent of the surface and lamination. We also show how the moments of the distrib…
Motivated by the study of billiards in polygons, we prove fine results for the distribution of gaps of directions of saddle connections on translation surfaces. As an application we prove that for almost every holomorphic differential ω on a Riemann surface of genus g≥2 the smallest gap between saddle connecti…
In the recent years, a number of issues concerning distributions generating 1- flags (called also Goursat flags) has been analyzed. Presently similar questions are discussed as regards distributions generating multi-flags. (In fact, only so-called special multi-flags, to avoid functional moduli.) In particular and fore…
We analyze the joint probability distribution on the lengths of the vectors of hidden variables in different layers of a fully connected deep network, when the weights and biases are chosen randomly according to Gaussian distributions, and the input is in {−1,1}N. We show that, if the activation function φ sat…
Short geodesics are important in the study of the geometry and the spectra of Riemann surfaces. Bers' theorem gives a global bound on the length of the first 3g−3 geodesics. We use the construction of Brooks and Makover of random Riemann surfaces to investigate the distribution of short (<log(g)) geodesics on a …
Let S=Γ\H be a hyperbolic surface of finite topological type, such that the Fuchsian group Γ≤PSL2(R) is non-elementary, and consider any generating set S of Γ. When sampling by an n-step random walk in π1(S)≅Γ with each step given by an element…
This paper attempts to find out numerically the distribution of the queue-length ratio in the context of a model of preferential attachment. Here we consider two restaurants only and a large number of customers (agents) who come to these restaurants. Each day the same number of agents sequentially arrives and decides w…
A random Heegaard splitting is a 3-manifold obtained by using a random walk of length n on the mapping class group as the gluing map between two handlebodies. We show that the joint distribution of random walks of length n and their inverses is asymptotically independent, and converges to the product of the harmonic an…
Let S be a closed oriented surface of genus at least 2, and denote by T(S) its Teichm{ü}ller space. For any isotopy class of closed curves γ, we compute the first three derivatives of the length function ℓ_γ:T(S)→R_+ in the shearing coordinates associated to a maxim…
In this paper, we numerically investigate the length spectra and the low-lying eigenvalue spectra of the Laplace-Beltrami operator for a large number of small compact(closed) hyperbolic (CH) 3-manifolds. The first non-zero eigenvalues have been successfully computed using the periodic orbit sum method, which are compar…
A general approach to proving that the length spectrum of a compact Riemannian manifold is an invariant of the Laplace spectrum comes from considering the wave trace, a spectrally determined tempered distribution. The Poisson relation states that the singularities of the wave trace can only occur at lengths of closed g…
Based on empirical financial time-series, we show that the "silence-breaking" probability follows a super-universal power law: the probability of observing a large movement is inversely proportional to the length of the on-going low-variability period. Such a scaling law has been previously predicted theoretically [R. …
This work challenges the assumption that shorter conformal prediction intervals are always better.
problem The conventional evaluation of conformal prediction metrics (coverage and interval length) may not fully capture the quality of predictions.
method The Prejudicial Trick (PT) is introduced, which probabilistically returns either a null interval or a longer one to maintain valid coverage while potentially reducing interval length.
result The Prejudicial Trick can yield deceptively shorter intervals without compromising coverage, but introduces practical vulnerabilities.
We study the dynamics of the linear and non-linear serial dependencies in financial time series in a rolling window framework. In particular, we focus on the detection of episodes of statistically significant two- and three-point correlations in the returns of several leading currency exchange rates that could offer so…