arXiv research

Study confirms asymptotic behavior of logarithmic balanced metric near infinity.

Paper uses ABP method to prove logarithmic Sobolev inequalities on curved spaces.

Solutions near infinity to special Lagrangian equations are asymptotic to quadratic polynomials with logarithmic terms.

This paper tightens the law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.

This work removes logarithmic singularities from hyperboloidal initial data without creating new ones.

Uniform heat kernel and diffusion bridge asymptotics for sub-Riemannian geometry.

Study verifies asymptotic expansion for Reshetikhin-Turaev invariants of fundamental shadow link pairs.

Ancient Ricci flows with asymptotic solitons have uniform bounds and inequalities.

Study geodesic curvature of logarithmic spirals on curved surfaces.

This paper establishes that optimistic algorithms attain gap-dependent and non-asymptotic logarithmic regret for episodic MDPs. In contrast to prior work, our bounds do not suffer a dependence on diameter-like quantities or ergodicity, and smoothly interpolate between the gap dependent logarithmic-regret, and the $\wid…

Barrieu, Rouault, and Yor [J. Appl. Probab. 41 (2004)] determined asymptotics for the logarithm of the distribution function of the Hartman-Watson distribution. We determine the asymptotics of the density. This refinement can be applied to the pricing of Asian options in the Black-Scholes model.

The paper studies reward concentration in MDPs, covering asymptotic and non-asymptotic settings.

New 4-manifolds found without certain Einstein metrics, using Seiberg-Witten theory.

The length of shortest non-simple geodesics grows logarithmically with surface genus.

Bandit algorithms struggle with consistent performance and robustness.

The question addressed in this paper is the performance of the optimal strategy, and the impact of partial information. The setting we consider is that of a stochastic asset price model where the trend follows an unobservable Ornstein-Uhlenbeck process. We focus on the optimal strategy with a logarithmic utility functi…

We study the Seiberg-Witten equations on surfaces of logarithmic general type. First, we show how to construct irreducible solutions of the Seiberg-Witten equations for any metric which is "asymptotic" to a Poincaré type metric at infinity. Then we compute a lower bound for the $L^{2}$-norm of scalar curvature on these…

New model calculates logarithmic surface diameter.

Analytic torsion behavior studied for degenerating manifolds with equivariant bundles.

The logarithmic Chow semistability is a notion of Geometric Invariant Theory for the pair consists of varieties and its divisors. In this paper we introduce a obstruction of semistability for polarized toric manifolds and its toric divisors. As its application, we show the implication from the asymptotic log Chow semis…

Paper presents a new framework for covariance matrix estimation with geometric insights.

Logarithmic regret achieved in Q-learning with positive gap.

In this note, we derive the characteristic function expansion for logarithm of the underlying asset price in corrected Heston model as proposed by Fouque and Lorig.

We show the existence of the full compound asymptotics of solutions to the scalar wave equation on long-range non-trapping Lorentzian manifolds modeled on the radial compactification of Minkowski space. In particular, we show that there is a joint asymptotic expansion at null and timelike infinity for forward solutions…

Improved statistical inference for adaptive Thompson Sampling.

Prove rigidity and classification results for quasilinear Liouville equation on manifolds with nonnegative Ricci curvature.

We study the boundary asymptotics of ACH metrics which are formally Einstein. In terms of the partially integrable almost CR structure induced on the boundary at infinity, existence and uniqueness of such formal asymptotic expansions are studied. It is shown that there always exist formal solutions to the Einstein equa…

We consider applications of the theory of balanced weight filtrations and iterated logarithms, initiated in arXiv:1706.01073, to PDEs. The main result is a complete description of the asymptotics of the Yang--Mills flow on the space of metrics on a holomorphic bundle over a Riemann surface. A key ingredient in the argu…

The problem of distributed learning and channel access is considered in a cognitive network with multiple secondary users. The availability statistics of the channels are initially unknown to the secondary users and are estimated using sensing decisions. There is no explicit information exchange or prior agreement amon…

Assume (1) asset returns follow a stochastic multi-factor process with time-varying conditional expectations; (2) investments are linear functions of factors. This paper calculates asymptotic joint moments of the logarithm of investor's wealth and the factors. These formulas enable fast computation of a wide range of i…

The main theme of this paper is to study for a symplectomorphism of a compact surface, the asymptotic invariant which is defined to be the growth rate of the sequence of the total dimensions of symplectic Floer homologies of the iterates of the symplectomorphism. We prove that the asymptotic invariant coincides with as…

Study asymptotics of Selberg zeta function on spin moduli space.

We develop a new theoretical framework, the \emph{envelope complexity}, to analyze the minimax regret with logarithmic loss functions and derive a Bayesian predictor that adaptively achieves the minimax regret over high-dimensional $\ell_1$-balls within a factor of two. The prior is newly derived for achieving the mini…

New estimator achieves minimax optimal risk in transfer learning.

Logarithmic corrections to Price's law near black hole event horizon.

New bounds for Bayesian bandits show prior improves performance.

Consider a discrete-time infinite horizon financial market model in which the logarithm of the stock price is a time discretization of a stochastic differential equation. Under conditions different from those given in a previous paper of ours, we prove the existence of investment opportunities producing an exponentiall…

We prove the sharp local L^1 - L^\infty smoothing estimate for the logarithmic fast diffusion equation, or equivalently, for the Ricci flow on surfaces. Our estimate almost instantly implies an improvement of the known L^p - L^\infty estimate for p larger than 1. It also has several applications in geometry, providing …

Study Kähler-Einstein potentials on stable varieties near singularities

A new method for estimating probabilities and risks using Markov processes.

We study the Kaehler metric given by the logarithm of a cubic form on its complexified index cone. Under mirror symmetry, this metric should asymptotically correspond to the Weil-Petersson metric. Using the theory of special Kaehler manifolds, a proof of a curvature formula for this metric is given.

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

We study the small time asymptotics of the gradient and Hessian of the logarithm of the heat kernel at the cut locus, giving, in principle, complete expansions for both quantities. We relate the leading terms of the expansions to the structure of the cut locus, especially to conjugacy, and we provide a probabilistic in…

For a surface $S$ with $n$ marked points and fixed genus $g\geq2$, we prove that the logarithm of the minimal dilatation of a pseudo-Anosov homeomorphism of $S$ is on the order of $(\log n)/n$. This is in contrast with the cases of genus zero or one where the order is $1/n$.

We show that gradient shrinking, expanding or steady Ricci solitons have potentials leading to suitable reference probability measures on the manifold. For shrinking solitons, as well as expanding soltions with nonnegative Ricci curvature, these reference measures satisfy sharp logarithmic Sobolev inequalities with low…

We propose a new algorithmic framework for sequential hypothesis testing with i.i.d. data, which includes A/B testing, nonparametric two-sample testing, and independence testing as special cases. It is novel in several ways: (a) it takes linear time and constant space to compute on the fly, (b) it has the same power gu…

This paper investigates optimal portfolio strategies in a financial market where the drift of the stock returns is driven by an unobserved Gaussian mean reverting process. Information on this process is obtained from observing stock returns and expert opinions. The latter provide at discrete time points an unbiased est…

In this note we consider a heat trace expansion on a manifold with wedge-like singularity. We show that there are two terms in the expansion that contain information about the presence of the singularity, namely the logarithmic term $ct^{-1/2}\log t$ and the half power term $bt^{-1/2}$. We also give a geometric express…