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.
In an evolutionary system in which the rules of mutation are local in nature, the number of possible outcomes after m mutations is an exponential function of m but with a rate that depends only on the set of rules and not the size of the original object. We apply this principle to find a uniform upper bound for the…
The aim here is to address the origins of sustainability for the real growth rate in the United States. For over a century of observations on the real GDP per capita of the United States a sustainable two percent growth rate has been observed. To find an explanation for this observation I consider the impact of utility…
We investigate the ergodic problem of growth-rate maximization under a class of risk constraints in the context of incomplete, Itô-process models of financial markets with random ergodic coefficients. Including {\em value-at-risk} (VaR), {\em tail-value-at-risk} (TVaR), and {\em limited expected loss} (LEL), these cons…
The paper explores growth rates and Perron numbers in Coxeter systems with low-dimensional Davis complexes.
problem Investigating growth rates and specific types of numbers in Coxeter systems with Davis complexes of low dimension.
method Examining Coxeter systems with Davis complexes of dimension at most 2, focusing on growth rates and specific types of numbers.
result The growth rate of Coxeter systems with Davis complexes of dimension at most 2 are either Salem or Pisot numbers, depending on the Euler characteristic.
This paper investigates the statistical properties of within-country GDP and industrial production (IP) growth rate distributions. Many empirical contributions have recently pointed out that cross-section growth rates of firms, industries and countries all follow Laplace distributions. In this work, we test whether als…
We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling properties and distributions reported for growth rates of complex systems in a variety…
We give a survey of the approaches to classifying foliations, starting with the Haefliger classifying spaces and the various results and examples about the secondary classes of foliations. Various dynamical properties of foliations are introduced and discussed, including expansion rate, local entropy, and orbit growth …
In [6], Kellerhals and Perren conjectured that the growth rates of the reflection groups given by hyperbolic Coxeter polyhedra are always Perron numbers. We prove that this conjecture is always true for the case of ideal Coxeter polyhedra in H3. We also find out the ideal Coxeter polyhedron in $\mathbb{H}^3…
In a previous paper Kobayashi and Rieck defined the growth rate of the tunnel number of a knot K, a knot invariant that measures the asymptotic behavior of the tunnel number under iterated connected sum of K. We denote the growth rate by $\mbox{gr}_t(K)$. In this paper we construct, for any ε>0, a hyperbolic kno…
In a previous paper the authors defined the growth rate of the tunnel number of knots, an invariant that measures that asymptotic behavior of the tunnel number under connected sum. In this paper we calculate the growth rate of the tunnel number of m-small knots in terms of their bridge indices.
Zipf's law states that the number of firms with size greater than S is inversely proportional to S. Most explanations start with Gibrat's rule of proportional growth but require additional constraints. We show that Gibrat's rule, at all firm levels, yields Zipf's law under a balance condition between the effective grow…
We provide a lower bound for the uniform exponential growth rate of closed nonflat nonpositively curved 3-manifold groups. A detailed study of the uniform exponential growth rate of closed 3-manifold groups is also presented.
The paper discusses the role of monetary policy when potential output depends on the inflation rate. If the intention of the central bank is to maximize actual output growth, then it has to be credibly committed to a strict inflation targeting rule, and to take the MOGIR (the Maximizing Output Growth Inflation Rate) as…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes. Explicit calculations are performed for two examples: uniformly distributed and two p…