Study the topology of Ricci limit spaces using Gromov-Hausdorff limits.
problem Topology of Ricci limit spaces.
method Gromov-Hausdorff limits, slice theorem for isometric pseudo-group actions, uniform diameter bounds.
result Established semi-locally simply connected property and described universal cover.
Method upgrades limit theorems to mixing limit theorems for dynamical systems.
problem Improving limit theorems for dynamical systems.
method General method for upgrading limit theorems to mixing limit theorems.
result Mixing limit theorems for specific subbundles of the Kontsevich-Zorich cocycle.
Stochastic gradient descent's long-term fluctuations are described by a diffusion limit.
problem Long-term behavior of stochastic gradient descent in non-smooth settings.
method Functional central limit theorem applied to rescaled trajectory of SGD.
result Characterization of long-term fluctuations around the minimizer.
Study proves uniqueness of asymptotic limits for specific manifolds.
problem Proving uniqueness of asymptotic limits for Ricci-flat manifolds with linear volume growth.
method Established using natural curvature and cross section assumptions.
result Uniqueness and exponential convergence rate for complete noncollapsed Ricci-flat manifolds with linear volume growth.
Conservative SPDEs emerge from fluctuating SGD dynamics in neural networks.
problem Understanding the convergence of stochastic gradient descent to SPDEs.
method Mean-field analysis and central limit theorem for SPDEs.
result Optimal convergence rates for SPDEs derived from SGD.
Limited liability reduces leveraged risk in loan portfolio management models.
problem The impact of limited liability on risk in loan portfolio management models is not well understood.
method Formulated four models to analyze the effect of limited liability on risk and return in loan portfolio management.
result Including limited liability in loan portfolio management models produces better results in minimizing risk and maximizing expected return.
In this article, we study the relationship between the weak limit of a sequence of integral currents in a metric space and the possible Hausdorff limit of the sequence of supports. Due to cancellation, the weak limit is in general supported in a strict subset of the Hausdorff limit. We exhibit sufficient conditions in …
The paper studies symplectic forms on projective limits of Banach bundles and their Darboux Theorem.
problem Conditions for weak symplectic forms on projective limits of Banach bundles.
method Analyzing projective sequences of Banach bundles and applying Darboux Theorem.
result Necessary and sufficient conditions for the Darboux Theorem on projective limits of Banach manifolds.
Study of quasilocal energy in higher dimensions, focusing on small sphere limits.
problem Understanding quasilocal energy in higher dimensions and its small sphere limits.
method Generalized quasilocal energy definitions, evaluated along lightcone cuts, and compared with known energies.
result The small sphere limits of quasilocal energy in higher dimensions are not proportional to the Bel-Robinson superenergy, challenging its role as gravitational energy.
This is the second of a series of three papers which provide proofs of results announced in arXiv:1210.7494. In this paper we consider the Gromov-Hausdorff limits of metrics with cone singularities in the case when the limiting cone angle is less than 2π. We show that these are in a natrual way projective algebraic var…
We study non-collapsed Gromov-Hausdorff limits of Kähler manifolds with Ricci curvature bounded below. Our main result is that each tangent cone is homeomorphic to a normal affine variety. This extends a result of Donaldson-Sun, who considered non-collapsed limits of polarized Kähler manifolds with two-sided Ricci curv…
We give conditions under which the normalized marginal distribution of a semimartingale converges to a Gaussian limit law as time tends to zero. In particular, our result is applicable to solutions of stochastic differential equations with locally bounded and continuous coefficients. The limit theorems are subsequently…
Study of Calabi-Yau manifold degenerations near complex structure limits.
problem Understanding polarized degenerations of Calabi-Yau manifolds.
method Improvement of metric convergence results on generic regions.
result Metric convergence for collapsing Ricci-flat Kähler metrics on generic regions.
Penrose limit results for specific 3-surfaces in space-time.
problem Understanding Penrose limits for specific geometric configurations.
method Analyzing Penrose limits along null geodesics in umbilic 3-surfaces.
result Penrose limit of a specific 3-surface results in a diagonalisable plane-wave.
Study smooth convergence of metric flows from F-limits.
problem Smooth convergence of F-limit flows. method Extensively studied metric flows and F-limits, showing smooth convergence at regular points. result Each regular point on the limit is a point of smooth convergence.
The paper studies Hawkes processes under mean-field limits and criticality conditions.
problem Analyzing nearly unstable Hawkes processes in a mean-field regime.
method Extending the method by Jaisson and Rosenbaum, establishing scaling limits and propagation of chaos.
result Scaling limits of Hawkes processes are stochastic Volterra diffusions of affine type, with three distinct limiting regimes.
We examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized order book market of London Stock Exchange. As a result, the limit price is broadly distributed around the best price acc…
Study flat manifolds' collapsed limits as flat orbifolds.
problem Understanding collapsed limits of flat manifolds.
method Analyzing totally geodesic foliations and Gromov-Hausdorff limits.
result Identify collapsed limits as flat orbifolds and provide criteria for singularity.
Study G-H limits of surfaces with boundary, focusing on same Euler characteristic.
problem Investigate Gromov-Hausdorff limits of compact surfaces with boundary.
method Focus on surfaces with same Euler characteristic, build on previous work on closed surfaces.
result Complete description and topological properties of limit spaces.
We show that the limiting Khovanov chain complex of any infinite positive braid categorifies the Jones-Wenzl projector. This result extends Lev Rozansky's categorification of the Jones-Wenzl projectors using the limiting complex of infinite torus braids. We also show a similar result for the limiting Lipshitz-Sarkar-Kh…
Integrability criterion for projective limits of Banach distributions on Fréchet manifolds.
problem Integrability of projective limits of involutive bundles on Banach manifolds.
method An integrability criterion for a projective limit of Banach distributions.
result Result of integrability of projective limit of involutive bundles on a projective sequence of Banach manifolds.
The purpose of this paper is to study the property of the resolvent of the Laplace-Beltrami operator on a noncompact complete Riemannian manifold with various ends each of which has a different limit of the growth rate of the Riemannian measure at infinity, in particular, focusing on the limiting absorption principle. …
The paper characterizes subgroup stability via limit sets on the Morse boundary.
problem Characterizing subgroup stability in various settings.
method Characterization via limit sets on the Morse boundary.
result Stability of a subgroup is equivalent to all limit points being conical or horospherical.
Semistatic trading strategies can be taken to limits in discrete time.
problem Limits of semistatic trading strategies in discrete time.
method Analysis in full generality for a two-period model, and under a probabilistic condition for multi-period, multi-stock models.
result Pointwise limits of semistatic trading strategies are again semistatic strategies.
Characterizes limits of Ricci flows and their singularities.
problem Understanding the structure of non-collapsed limits of Ricci flows.
method Characterizes limits as smooth away from a set of high codimension, identifies tangent flows as gradient shrinking solitons, and stratifies singular set.
result Non-collapsed limits of Ricci flows are smooth away from a set of high codimension and have tangent flows as gradient shrinking solitons.
Proves limit curve theorem for incomplete metric spaces, applies to null distance in Lorentzian manifolds.
problem Control of Lorentzian lengths of limit curves in incomplete metric spaces.
method Proves limit curve theorem for incomplete metric spaces and applies to null distance.
result Strong control on Lorentzian lengths of limit curves in Sormani and Vegas' null distance.
The paper studies scaling limits of hedging prices in financial models.
problem Scaling limits of exponential utility indifference prices in financial models.
method Formulated dual problem as stochastic control, solved HJB equation for upper bound, used duality result for lower bound.
result Represented scaling limit in terms of specific relative entropy and constructed asymptotic optimal hedging strategies.
Paper studies limits of Kähler-Ricci flow on Fano G-manifolds.
problem Analyzing the limits of Kähler-Ricci flow on Fano G-manifolds.
method Proves the Gromov-Hausdorff limit of Kähler-Ricci flow on Fano G-manifolds is a horosymmetric variety.
result The limit of Kähler-Ricci flow on Fano G-manifolds is a horosymmetric variety.
With the proliferation of algorithmic high-frequency trading in financial markets, the Limit Order Book has generated increased research interest. Research is still at an early stage and there is much we do not understand about the dynamics of Limit Order Books. In this paper, we employ a machine learning approach to i…
Survey of recent Kleinian representation convergence results.
problem Kleinian representation convergence
method Survey and analysis of recent results following Thurston's theorems
result Survey of recent and less recent results on convergence of Kleinian representations
Study compares price limit and circuit breaker effects in stock markets.
problem Preventing rapid and steep price drops in stock exchanges.
method Agent-based model for financial market simulation.
result Price limit and circuit breaker have similar effects under same conditions, but price limit less effective with shorter limit time range.
The paper studies p-adic limits of class numbers in Zp-extensions and covers.
problem Understanding p-adic limits of class numbers in Zp-extensions and covers. method Arithmetic topology, explicit formula for p-adic limit of p-power-th cyclic resultants, investigations of knots and elliptic curves. result Established explicit formula for p-adic limit of p-power-th cyclic resultants. We propose a simple stochastic model for the dynamics of a limit order book, extending the recent work of Cont and de Larrard (2013), where the price dynamics are endogenous, resulting from market transactions. We also show that the conditional diffusion limit of the price process is the so-called Brownian meander.
New framework for understanding infinite-width neural networks.
problem Understanding the infinite-width limit behavior of neural networks.
method General framework to study limit behavior of neural models based on hyperparameter scaling.
result Derives scaling for existing mean-field and neural tangent kernel limits and introduces new dynamically stable limits.
Study ratio-limit boundaries for random walks on hyperbolic groups.
problem Computing ratio-limit boundaries for relatively hyperbolic groups.
method Adapting Woess's strategy to non-hyperbolic groups and analyzing degenerate cases.
result Closure of minimal points in R-Martin boundary is the unique smallest invariant subspace in ratio-limit boundary. We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of stochastic gradient descent training iterations. Our result describes the neural net…
Suppose M is a complete, embedded minimal surface in R3 with an infinite number of ends, finite genus and compact boundary. We prove that the simple limit ends of M have properly embedded representatives with compact boundary, genus zero and with constrained geometry. We use this result to show that if …
Stabilizes GAN training with limited data.
problem Overfitting in GANs with scarce data.
method Adaptive discriminator augmentation.
result Good results possible with few thousand images.
The study shows that limited liability can make banks more stable by choosing less risky assets.
problem How limited liability affects bank stability and risk management.
method Dynamic portfolio approach with continuous time models, including and excluding limited liability, and using the KMV model to measure resiliency.
result Inclusion of limited liability leads to a bank choosing less risky assets, increasing its resilience.
Solves asset allocation for investors with utility functions and limits.
problem Investor risk and utility with position limits.
method Analytical solution for piecewise-linear utility function with position limits.
result Simple functional form representing risk cost.
This is the third and final paper in a series which establish results announced in arXiv:1210.7494. In this paper we consider the Gromov-Hausdorff limits of metrics with cone singularities in the case when the limiting cone angle approaches 2π. We also put all our technical results together to complete the proof of the…
This work studies the smooth 1-Wasserstein distance and its limit distribution in high dimensions.
problem Addressing the curse of dimensionality in empirical approximation.
method Conducts a statistical study including limit distribution, bootstrap consistency, and concentration inequalities.
result Derives a nondegenerate limit distribution for empirical SWD, contrasting with classic W1. Bayesian neural networks approximate Student-t processes in the infinite-width limit.
problem Modeling uncertainty in neural networks with greater flexibility.
method Extending asymptotic properties of Gaussian processes to Student-t processes in the infinite-width limit of BNNs.
result Posterior BNNs converge to Student-t processes in the infinite-width limit.
Study on kernel methods in large-scale machine learning problems.
problem Large-scale machine learning with many interacting variables.
method Mean field limit analysis of kernels and their Hilbert spaces.
result Mean field convergence of empirical and infinite-sample solutions.
Study the limits of discrete DPPs to continuous DPPs as set size grows.
problem Characterize the behavior of discrete DPPs as they approach continuous DPPs.
method Non-asymptotic characterization of the limit in terms of weak coherency.
result Sufficient conditions for weak coherency are identified.
We study the optimal execution of market and limit orders with permanent and temporary price impacts as well as uncertainty in the filling of limit orders. Our continuous-time model incorporates a trade speed limiter and a trader director to provide better control on the trading rates. We formulate a stochastic control…
The paper analyzes SGD in high-dimensional networks, revealing new scaling limits.
problem Understanding SGD dynamics in high-dimensional networks.
method Analyzing the effective dynamics of SGD using recent work on the subject.
result A new correction term emerges at the critical scaling regime, changing the phase diagram.
Paper proposes Universum GANs to improve GANs with limited labeled data.
problem Limited labeled data makes supervised learning challenging.
method Proposes Universum GANs with evolving discriminator loss.
result Improved discriminator accuracy and high quality data generation.