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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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147295442589 · Jun 202019922001200920172026
48 results for limiting measure

The paper connects geodesic flows and limit sets on visibility manifolds.

problem Understanding dynamics and ergodic properties on non-compact visibility manifolds.
method Analyzing geodesic flows and Patterson-Sullivan measures on visibility manifolds without conjugate points.
result The positivity of the Patterson-Sullivan measure of the Myrberg limit set is equivalent to the conservativity of the geodesic flow.

Study shows central limit theorem for counting measures in non-smooth spaces.

problem Counting measures in non-smooth spaces with coarse negative curvature.
method Established central limit theorems for actions of groups on hyperbolic spaces without properness or smoothness assumptions.
result General framework allows for applications in geometrically finite manifolds and intersection numbers.

The paper examines the behavior of Weierstrass measures on stable curves as they approach a nodal stable curve.

problem Understanding the behavior of Weierstrass measures on stable curves as they approach a nodal stable curve.
method Analyzing the limiting behavior of Weierstrass measures on a smooth curve of genus g2g\geqslant 2 as it approaches a nodal stable curve in the Deligne-Mumford compactification.
result The Weierstrass measures on a stable rational curve at the boundary of Mg\mathcal{M}_g are completely determined.

For a torsion free Kleinian group ΓΓ without parabolics, we consider the decomposition of the limit set L(Γ)L(Γ) into conical and ending limit sets and compare the Patterson-Sullivan measure with the harmonic measure on L(Γ)L(Γ) when L(Γ)=S2L(Γ)=S^2_\infty.

2012-09-18abs ↗pdf ↗

Random walks on Fuchsian Schottky groups have harmonic measures with lower dimension.

problem Understanding the dimensionality of harmonic measures for random walks.
method Analyzing finite range random walks on Fuchsian Schottky groups.
result Harmonic measures have dimension strictly less than the limit set's Hausdorff dimension.

Study on Teichmüller rays' asymptotic behavior and distances.

problem Understanding the asymptotic behavior of Teichmüller rays.
method Explicit formula derivation for limiting Teichmüller distance under specific conditions.
result Two Teichmüller rays are asymptotic if their vertical measured foliations are modularly equivalent and their limit surfaces coincide.

A new approach models exploration in continuous-time RL using random measures.

problem Modeling exploration in continuous-time reinforcement learning.
method Random measure approach to control execution in continuous-time RL.
result Grid-sampling limit SDE can replace existing models for theoretical analysis and learning algorithms.

We extend the notion of canonical measures to all (possibly non-compact) metric graphs. This will allow us to introduce a notion of "hyperbolic measures" on universal covers of metric graphs. Kazhdan's theorem for Riemann surfaces describes the limiting behavior of canonical (Arakelov) measures on finite covers in rela…

2017-11-07abs ↗pdf ↗

Study transverse measures on infinite type hyperbolic surfaces.

problem Characterize the cone of transverse measures on infinite type hyperbolic surfaces.
method Use inverse limits and geodesic laminations to describe and construct cones of transverse measures.
result Explicit descriptions and bases of cones of transverse measures exist for many laminations.

Study shows how optimal transport behaves in higher dimensions.

problem Characterizing optimal transport in higher dimensions with Euclidean distance.
method Investigates the small regularization limit of entropic optimal transport.
result The limiting transport plan is supported on transport rays and uniquely minimizes a relative entropy functional.

Measuring mutual information from finite data is difficult. Recent work has considered variational methods maximizing a lower bound. In this paper, we prove that serious statistical limitations are inherent to any method of measuring mutual information. More specifically, we show that any distribution-free high-confide…

2018-11-10abs ↗pdf ↗

Fractal Lipschitz-Killing curvature measures C^f_k(F,.), k = 0, ..., d, are determined for a large class of self-similar sets F in R^d. They arise as weak limits of the appropriately rescaled classical Lipschitz-Killing curvature measures C_k(F_r,.) from geometric measure theory of parallel sets F_r for small distances…

2010-07-05abs ↗pdf ↗

Anosov groups limit sets are Ahlfors regular, with applications in Teichmüller spaces.

problem Understanding Ahlfors regularity of limit sets for Anosov groups.
method Proving Ahlfors regularity for limit sets and Patterson-Sullivan measures.
result Patterson-Sullivan measures are Ahlfors regular if and only if associated linear forms are symmetric.

New measures capture tail dependence and non-exchangeability in financial data.

problem Underestimation of tail dependence and inability to capture non-exchangeable tail dependence.
method Tail copulas and novel tail dependence measures (MTCM, ATCM) are proposed.
result Captures non-exchangeable tail dependence and provides analytical forms for various copulas.

We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of measures, and in particular, we provide necessary and sufficient condition for a Dyn…

2013-12-04abs ↗pdf ↗

This report examines the Pinned AUC metric introduced and highlights some of its limitations. Pinned AUC provides a threshold-agnostic measure of unintended bias in a classification model, inspired by the ROC-AUC metric. However, as we highlight in this report, there are ways that the metric can obscure different kinds…

2019-03-05abs ↗pdf ↗

We compute the hybrid limit (in the sense of Boucksom-Jonsson) of the family of Kähler-Einstein volume forms on a degeneration of canonically polarized manifolds. The limit measure is a weighted sum of Dirac masses at divisorial valuations, determined by the natural algebro-geometric limit of the family. We also make s…

2019-11-08abs ↗pdf ↗

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.

Central limit theorem for Green metrics on hyperbolic groups.

problem Proving a central limit theorem for Green metrics on hyperbolic groups.
method Proving a central limit theorem for Green metrics on hyperbolic groups using probability measures and ordering elements.
result Proved a central limit theorem for Green metrics on hyperbolic groups.

Let N be a complete hyperbolic 3-manifold that is an algebraic limit of geometrically finite hyperbolic 3-manifolds. We show N is homeomorphic to the interior of a compact 3-manifold, or tame, if one of the following conditions holds: (1) N has non-empty conformal boundary, (2) N is not homotopy equivalent to a compres…

2002-11-01abs ↗pdf ↗

Potential Future Exposure (PFE) is a standard risk metric for managing business unit counterparty credit risk but there is debate on how it should be calculated. The debate has been whether to use one of many historical ("physical") measures (one per calibration setup), or one of many risk-neutral measures (one per num…

2015-12-19abs ↗pdf ↗

Fix a translation surface XX, and consider the measures on XX coming from averaging the uniform measures on all the saddle connections of length at most RR. Then as RR\to\infty, the weak limit of these measures exists and is equal to the Lebesgue measure on XX. We also show that any weak limit of a subsequence of …

2017-05-30abs ↗pdf ↗

Study on random surfaces in hyperbolic 3-manifolds, focusing on geometric and topological properties.

problem Distribution of nearly geodesic surfaces in hyperbolic 3-manifolds.
method Invariant measures on the Grassmann bundle G(M) derived from limits of random minimal surfaces.
result Topological limiting measures are totally scarring if M contains a totally geodesic subsurface, while geometrical limiting measures are not.

For convex co-compact hyperbolic manifolds Γ\Hn+1Γ\backslash \mathbb{H}^{n+1} for which the dimension of the limit set satisfies δΓ<n/2δ_Γ< n/2, we show that the high-frequency Eisenstein series associated to a point ξξ "at infinity" concentrate microlocally on a measure supported by (the closure of) the set of points in the …

2011-07-13abs ↗pdf ↗

The paper studies the dimension of limit sets using variational principles and stationary measures.

problem Calculating the Hausdorff dimension of limit sets of Anosov representations and the Rauzy gasket.
method Established variational principles for affinity exponents and Rauzy gaskets, combined with dimension formulas of stationary measures.
result Yields the equality between the Hausdorff dimensions and affinity exponents in both settings.

Study on convergence of Narasimhan-Simha measures on degenerating families of Riemann surfaces.

problem Analyzing the convergence of measures on degenerating families of Riemann surfaces.
method Hybrid space approach, using metrized curve complex and Hermitian pairing.
result Convergence of measures on hybrid space, extending to singular curves.

The paper solves the isoperimetric problem on noncompact metric spaces with lower Ricci bounds.

problem Solving the isoperimetric problem on noncompact metric spaces with lower Ricci bounds.
method Establishes a structure theorem for minimizing sequences, proving the limit of such sequences is identified by a finite collection of isoperimetric regions.
result The limit of a minimizing sequence is identified by a finite collection of isoperimetric regions possibly contained in pointed Gromov--Hausdorff limits of the ambient space.

Paper proves a Central Limit Theorem for Random Forest Permutation Importance Measure.

problem Lack of theoretical analysis of Random Forest Permutation Importance Measure (RFPIM).
method Formal proof using U-Statistics theory, deviating from conventional Random Forest model.
result Established a Central Limit Theorem for RFPIM.

To model modern large-scale datasets, we need efficient algorithms to infer a set of PP unknown model parameters from NN noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise ratios, limited measurements, prior information, and computational tractability …

2016-01-18abs ↗pdf ↗

We study unimodular measures on the space Md\mathcal M^d of all pointed Riemannian dd-manifolds. Examples can be constructed from finite volume manifolds, from measured foliations with Riemannian leaves, and from invariant random subgroups of Lie groups. Unimodularity is preserved under weak* limits, and under certain…

2016-06-10abs ↗pdf ↗

A new method for comparing image probability measures using convolution operators.

problem Efficiently comparing images using conventional sliced Wasserstein methods.
method Proposed convolution sliced Wasserstein (CSW) methods with stride, dilation, and non-linear activation.
result CSW demonstrates favorable performance over conventional sliced Wasserstein in image comparison and deep generative modeling.

The paper studies limits of sub-Riemannian Heisenberg manifolds and proves convergence under certain conditions.

problem The study of limits of sub-Riemannian Heisenberg manifolds and their properties.
method Analysis of Gromov-Hausdorff limits with upper and lower bounds on diameter and Popp's measure.
result The non-collapsed limits of sub-Riemannian Heisenberg manifolds converge to a compact Heisenberg manifold.

Defines a geometric dimension for Lorentzian spaces, distinguishing spacelike and null subspaces.

problem No specific problem stated; focuses on defining a new geometric dimension.
method Introduces a one-parameter family of volume measures and a doubling condition for causal diamonds.
result Defines a geometric dimension for synthetic spacetimes, distinguishing between spacelike and null subspaces.

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 ↗

This study introduces axioms to assess regression uncertainty measures.

problem Limited formal justification and evaluations of uncertainty measures in regression settings.
method Introduces axioms and analyzes entropy- and variance-based measures in a predictive exponential family context.
result Provides a principled foundation for reliable uncertainty assessment in regression.