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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.

168,695 papers · 148 categories

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151302452603 · Jun 202019922001200920172026
48 results for local limit theorem

The study extends convergence theorems for Ricci-limit spaces with bounded curvature.

problem Understanding convergence properties of Ricci-limit spaces with bounded curvature.
method Establishing C1,αC^{1,α}-regularities and applying Fukaya's fibration theorem.
result Optimal generalization of Fukaya's fibration theorem to C1,αC^{1,α} limit spaces.

Local limit theorem for random walks on hyperbolic groups with parabolic subgroups.

problem Analyzing the behavior of random walks on relatively hyperbolic groups.
method Study of convergent random walks with finite derivative of Green function at spectral radius.
result Proves a local limit theorem for the probability of returning to the origin.

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…

2012-08-21abs ↗pdf ↗

The paper studies empirical processes from nearest neighbors in regression.

problem Estimating conditional cumulative distribution functions and local linear regression.
method Uniform central limit theorem and non-asymptotic bound under local bracketing entropy and uniform entropy numbers.
result Gaussian limit of empirical process with simple covariance.

We prove that any limit-interface corresponding to a locally uniformly bounded, locally energy-bounded sequence of stable critical points of the van der Waals--Cahn--Hilliard energy functionals with perturbation parameter tending to 0 is supported by an embedded smooth stable minimal hypersurface in low dimensions and …

2010-07-13abs ↗pdf ↗

The paper classifies and proves properties of ALE manifolds and orbifolds.

problem Classifying and understanding the structure of ALE manifolds and orbifolds.
method Proving structure theorems and using properties of conformal blow-up and compactification.
result Several classifications and properties of ALE manifolds and orbifolds are given in low dimensions.

We compute explicitly, and without any extra regularity assumptions, the large time limit of the fibrewise heat operator for Bismut-Lott type superconnections in the L^2-setting. This is motivated by index theory on certain non-compact spaces (families of manifolds with cocompact group action) where the convergence of …

2013-06-24abs ↗pdf ↗

Study small-time CLTs for stochastic Volterra equations with various kernels.

problem Understanding the behavior of stochastic Volterra equations with different kernels.
method Proved convergence of finite-dimensional distributions, functional CLT, and limit theorems for smooth transformations.
result Derived asymptotic pricing formulae for digital calls in rough volatility models.

Paper proposes a federated learning method for quantile inference with local differential privacy.

problem Federated learning of quantile inference under local differential privacy constraints.
method Local stochastic gradient descent with randomized mechanism for privacy and efficiency.
result Asymptotic normality and functional central limit theorem for the proposed estimator.

This paper analyzes Local SGD for federated learning, achieving both statistical and communication efficiency.

problem Statistical estimation and inference in federated learning with decentralized data.
method Local SGD, a multi-round estimation procedure using intermittent communication.
result Local SGD achieves both statistical efficiency and communication efficiency.

We prove a descriptive theorem on the extrinsic geometry of an embedded minimal surface of injectivity radius zero in a homogeneously regular Riemannian three-manifold, in a certain small intrinsic neighborhood of a point of almost-minimal injectivity radius. This structure theorem includes a limit object which we call…

2015-05-25abs ↗pdf ↗

New examples of embeddings defy Anosov representation limits.

problem Examples of robust quasi-isometric embeddings not approximated by Anosov representations.
method Exhibited non-locally rigid, Zariski dense embeddings in SLm(K)\mathsf{SL}_m(\mathbb{K}).
result Higher rank Anosov representation theorems fail for m30m\geq 30.

We prove that a minimal disc in a CAT(0) space is a local embedding away from a finite set of "branch points". On the way we establish several basic properties of minimal surfaces: monotonicity of area densities, density bounds, limit theorems and the existence of tangent maps. As an application, we prove Fary-Milnor's…

2018-08-20abs ↗pdf ↗

The paper proves a unique conformal measure for Anosov groups and shows local mixing.

problem Proving the uniqueness of conformal measures for Anosov groups.
method Analogue of Sullivan's theorem for Anosov subgroups of semisimple groups.
result Uniqueness of conformal measures and local mixing for Anosov groups.

Let S=Γ\HS=Γ\backslash \mathbb{H} be a hyperbolic surface of finite topological type, such that the Fuchsian group ΓPSL2(R)Γ\le \operatorname{PSL}_2(\mathbb{R}) is non-elementary, and consider any generating set S\mathfrak S of ΓΓ. When sampling by an nn-step random walk in π1(S)Γπ_1(S) \cong Γ with each step given by an element…

2018-07-10abs ↗pdf ↗

Study on order book dynamics with uniform catastrophes, explaining volatility and trends.

problem Understanding volatility and trends in financial markets with different types of liquidity.
method Stochastic models and population processes with uniform catastrophes.
result Law of large numbers, central limit theorem, and large deviations proved for the model.

Compactness theorem for Riemannian manifolds with volume and curvature bounds.

problem Investigating the regularity of limit spaces of Riemannian manifolds.
method Local volume growth condition, compactness theorem, different convergence notion.
result Compactness theorem for Riemannian manifolds with LpL^p curvature bounds and volume growth assumption.

We prove that a locally compact space with an upper curvature bound is a topological manifold if and only if all of its spaces of directions are homotopy equivalent and not contractible. We discuss applications to homology manifolds, limits of Riemannian manifolds and deduce a sphere theorem.

2018-09-17abs ↗pdf ↗

In this paper, we focus on the geometry of compact conformally flat manifolds (Mn,g)(M^n,g) with positive scalar curvature. Schoen-Yau proved that its universal cover (Mn~,g~)(\widetilde{M^n},\tilde{g}) is conformally embedded in Sn\mathbb{S}^n such that MnM^n is a Kleinian manifold. Moreover, the limit set of the Kleinian group…

2015-10-04abs ↗pdf ↗

NAST generalizes scattering transform for non-stationary time series analysis.

problem Analyzing non-stationary time series data.
method Neural activation of scattering transform with various activation functions and high pass filters.
result Central and non-central limit theorems for NAST of Gaussian processes.

In this paper, we give a general time-varying parameter model, where the multidimensional parameter possibly includes jumps. The quantity of interest is defined as the integrated value over time of the parameter process Θ=T10TθtdtΘ= T^{-1} \int_0^T θ_t^* dt. We provide a local parametric estimator (LPE) of ΘΘ and conditions u…

2016-03-17abs ↗pdf ↗

Study noncollapsed F-limit metric solitons, proving properties similar to smooth Ricci shrinkers.

problem Understanding noncollapsed F-limit metric solitons in Ricci flow.
method Systematic study and proving properties similar to smooth Ricci shrinkers.
result Proves quadratic lower bound for scalar curvature, local gap theorem, global Sobolev inequality, and optimal volume growth lower bound.

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random forests as an adaptive kernel method, we pair the forest kernel with a local li…

2018-07-30abs ↗pdf ↗

Paper proves a Cohen-Dimca-Orlik type theorem for Z-local systems of hyperplane arrangements.

problem Proving a Cohen-Dimca-Orlik type theorem for Z\mathbb{Z}-local systems.
method Analyzing local system cohomology groups of hyperplane arrangements complements.
result Proves a Cohen-Dimca-Orlik type theorem for Z\mathbb{Z}-local systems.

We obtain new topological information about the local structure of collapsing under a lower sectional curvature bound. As an application we prove a new sphere theorem and obtain a partial result towards the conjecture that not every Alexandrov space can be obtained as a limit of a sequence of Riemannian manifolds with …

2001-10-08abs ↗pdf ↗

The study extends classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.

problem Extending classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.
method Investigated the restricted mean-value property on Riemannian manifolds, focusing on non-tangential boundary behavior.
result Extended a classical result of Fenton to non-positively curved Harmonic manifolds of purely exponential volume growth.

Paper studies CLT rates for dependent data in Wasserstein-p distance.

problem CLT rates for multivariate dependent data in Wasserstein-p distance.
method Analyzes locally dependent sequences and geometrically ergodic Markov chains.
result Establishes optimal W1W_1 CLT rates and WpW_p (p2p\ge 2) rates for dependent data.

Two flexible, degenerate constructions related to Thurston's theorem.

problem Understanding the structure and local non-rigidity of Teichmüller spaces and their representations.
method Constructing geodesic segments and open sets in Teichmüller spaces with specific properties.
result Geodesic segments and open sets with degenerate properties in Teichmüller spaces.

The abstract discusses convergence properties of Lipschitz functions and sets defined by equations.

problem Convergence of Lipschitz functions and sets defined by equations.
method Painlevé-Kuratowski convergence applied to Lipschitz functions and sets defined by equations.
result Generalizations and reverses of classical theorems on convergence of functions and sets.

The notion of i-bounded geometry generalises simultaneously bounded geometry and the geometry of punctured torus Kleinian groups. We show that the limit set of a surface Kleinian group of i-bounded geometry is locally connected by constructing a natural Cannon-Thurston map. This is an exposition of a special case of th…

2005-11-04abs ↗pdf ↗

The paper provides Gaussian approximations for decentralized Federated Learning.

problem Lack of asymptotic statistical guarantees for local SGD in Federated Learning.
method Two generalized Gaussian approximation results for local SGD trajectories.
result Valid multiplier bootstrap procedures and Gaussian bootstrap-based tests for detecting adversarial attacks.

We construct Dirac operators on foliations by applying the Bismut-Lebeau analytic localization technique to the Connes fibration over a foliation. The Laplacian of the resulting Dirac operators has better lower bound than that obtained by using the usual adiabatic limit arguments on the original foliation. As a consequ…

2012-04-10abs ↗pdf ↗

We show the existence of a Hawking vector field in a full neighborhood of a local, regular, bifurcate, non-expanding horizon embedded in a smooth Einstein-Maxwell space-time without assuming the underlying space-time is analytic. It extends one result of Friedrich, Rácz and Wald, which was limited to the interior of th…

2009-03-27abs ↗pdf ↗

Stability of timelike Ricci bounds in low-regularity spacetimes.

problem Stability of synthetic timelike Ricci curvature bounds under C0C^0-limits.
method Constructing smooth approximations and analyzing limiting behavior via Lorentzian optimal transport.
result Impulsive gravitational waves satisfy synthetic timelike Ricci curvature lower bounds.