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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.

168,742 papers · 148 categories

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79158237316 · May 202619922001200920172026
48 results for local laws

The paper proves local laws for non-separable sample covariance matrices.

problem Analyzing non-separable sample covariance matrices with dependent or nonlinearly transformed data.
method Tensor network framework for analyzing fluctuation averaging in the presence of higher-order cumulant structure.
result Optimal averaged local law and full anisotropic local law for non-separable sample covariance matrices.

Advocates a local feedback approach for RL in unknown systems.

problem Finding optimal feedback laws in unknown nonlinear dynamical systems.
method Searches over a local feedback representation consisting of an open-loop sequence and an optimal linear feedback law.
result Results in highly efficient training and superior performance compared to global methods.

The abstract discusses vector fields on curved spaces and conservation laws.

problem Finding vector fields on curved spaces with specific properties.
method Proves existence of special vector fields on manifolds with constant negative curvature and derives conservation laws.
result Closed 1-forms can be used to derive conservation laws for certain PDEs.

Unified theory for neural scaling laws in hierarchically compositional data.

problem Understanding neural scaling laws in hierarchically compositional data.
method Probabilistic context-free grammars and power-law distributed production rules.
result Unified learning curve behavior for classification and next-token prediction tasks.

Projects Markovian processes from Itô semimartingales with jumps.

problem Modeling Itô semimartingales with jumps using Markovian projections.
method Construct Markovian projections for Itô semimartingales with jumps using non-local FPKEs.
result Markovian projections match the marginal laws of the original process.

We formulate the variational problem for AdS gravity with Dirichlet boundary conditions and demonstrate that the covariant counterterms are necessary to make the variational problem well-posed. The holographic charges associated with asymptotic symmetries are then rederived via Noether's theorem and `covariant phase sp…

2005-05-23abs ↗pdf ↗

Researchers prove Weyl laws for Schrödinger operators on noncompact manifolds.

problem Proving Weyl laws for Schrödinger operators on noncompact manifolds.
method Heat kernel asymptotics, Karamata-Hardy-Littlewood Tauberian theorem, and semiclassical analysis.
result Established both classical and semiclassical Weyl laws for Schrödinger operators on noncompact manifolds.

The paper proves the law of one price in a continuous-time setting without friction.

problem Identifying conditions under which the law of one price holds in a continuous-time setting without frictions.
method Formulating a new mechanism for LOP failure and proving a novel variant of the uniform boundedness principle.
result Establishes the equivalence of the economic concept of LOP with the probabilistic property of the existence of a local $\scr{E}$-martingale state price density.

The paper characterizes law-invariant star-shaped risk measures.

problem Understanding and characterizing law-invariant star-shaped risk measures.
method Developed characterizations for positively homogeneous and star-shaped functionals, derived Kusuoka-type representations, and offered representations of general law-invariant star-shaped functionals.
result Characterizations of law-invariant star-shaped functionals, including their connections to Value-at-Risk and Expected Shortfall.

Let MM be a pinched negatively curved Riemannian manifold, whose unit tangent bundle is endowed with a Gibbs measure mFm_F associated to a potential FF. We compute the Hausdorff dimension of the conditional measures of mFm_F. We study the mFm_F-almost sure asymptotic penetration behaviour of locally geodesic lines of…

2014-05-09abs ↗pdf ↗

The bitcoin price has surged in recent years and it has also exhibited phases of rapid decay. In this paper we address the question to what extent this novel cryptocurrency market can be viewed as a classic or semi-efficient market. Novel and robust tools for estimation of multi-fractal properties are used to show that…

2018-09-22abs ↗pdf ↗

We uncover scaling laws and statistical structure in complex datasets.

problem Understanding universal traits in complex datasets.
method Analogizing data to physical systems, using statistical physics and RMT.
result Real-world datasets and Gaussian data with long-range correlations share the same RMT universality class.

We present the notion of a filtered bundle as a generalisation of a graded bundle. In particular, we weaken the necessity of the transformation laws for local coordinates to exactly respect the weight of the coordinates by allowing more general polynomial transformation laws. The key examples of such bundles include af…

2017-07-08abs ↗pdf ↗

Paper finds linear laws in Bitcoin price changes, aiding anomaly detection.

problem Detecting anomalies in Bitcoin price changes.
method Time embedding of autocorrelation function, binary series generation, stepped time windows.
result Linear laws became more complex before major market events, suggesting price manipulation.

Critical volatility triggers log-normal to power-law transitions in interconnected systems.

problem Understanding the transition from log-normal to power-law distributions in interconnected systems.
method Analyzing an infinite option-on-option chain model, deriving a critical volatility threshold.
result A critical volatility threshold of approximately 250.66% for unconditional cases, dropping to 125.3% with selective survival.

We explain the meaning of local symmetries in physics.

problem Understanding the meaning of local symmetries in physics.
method We argue that general covariance and gauge principles are principles of epistemic access to physical laws, leading to ontological insights.
result Relationality is a core notion in gauge field theory, encoded by local symmetries.

Using methods of math.DG/0304245 and [I.S.Krasil'shchik and P.H.M.Kersten, Symmetries and recursion operators for classical and supersymmetric differential equations, Kluwer, 2000], we accomplish an extensive study of the N=1 supersymmetric Korteweg-de Vries equation. The results include: a description of local and non…

2003-05-15abs ↗pdf ↗

We provide scientific foundations for athletic performance prediction on an individual level, exposing the phenomenology of individual athletic running performance in the form of a low-rank model dominated by an individual power law. We present, evaluate, and compare a selection of methods for prediction of individual …

2015-05-05abs ↗pdf ↗

Study on the noise in SGD minibatches near local minima.

problem Understanding the noise in SGD minibatches near local minima.
method Detailed analysis of SGD noise in linear regression and derivation of a general formula for different types of minima.
result Provides insight into the stability of training neural networks and suggests large learning rates can help generalization.

In the double field theory, gauge symmetries are realized as generalized diffeomorphisms in the doubled spacetime. By consistency of the theory, dependence of tensor fields on the doubled coordinates is strongly constrained. This causes finite transformation law highly complicated, both technically and conceptually. In…

2015-10-22abs ↗pdf ↗

Proposes DR-ME test for interpretable distributional treatment effects.

problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.

We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis (MDMA) is introduced and its scaling range properties are examined and compared…

2012-12-20abs ↗pdf ↗

We consider the semi-classical Dirac operator coupled to a magnetic potential on a large class of manifolds including all metric contact manifolds. We prove a sharp local Weyl law and a bound on its eta invariant. In the absence of a Fourier integral parametrix, the method relies on the use of almost analytic continuat…

2015-11-27abs ↗pdf ↗

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗

Harmonic functions u:RnRmu:{\mathbb R}^n \to {\mathbb R}^m are equivalent to integral manifolds of an exterior differential system with independence condition (M,I,ω)(M,{\mathcal I},ω). To this system one associates the space of conservation laws C{\mathcal C}. They provide necessary conditions for g:Sn1Mg:{\mathbb S}^{n-1} \to M

2009-03-05abs ↗pdf ↗