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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.

168,657 papers · 148 categories

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48 results for macroscopic dimension

In this note we construct a closed 4-manifold having torsion-free fundamental group and whose universal covering is of macroscopic dimension 3. This yields a counterexample to Gromov's conjecture about the falling of macroscopic dimension.

2009-04-30abs ↗pdf ↗

We give a homological characterization of nn-manifolds whose universal covering $\Wi M$ has Gromov's macroscopic dimension $\dim_{mc}\Wi M<n$. As the result we distinguish dimmc\dim_{mc} from the macroscopic dimension dimMC\dim_{MC} defined by the author \cite{Dr}. We prove the inequality $\dim_{mc}\Wi M<\dim_{MC}\Wi M=n$ f…

2013-07-03abs ↗pdf ↗

Study curvature and symplectic properties of symmetric products of surfaces.

problem Distinguishing between macroscopic dimensions in Riemannian manifolds.
method Detailed study of curvature and symplectic properties using symmetric products of surfaces.
result Symmetric products of surfaces sharply distinguish between two macroscopic dimensions.

The macroscopic version of Urysohn width for scalar curvature is disproven in high dimensions.

problem Disproving the macroscopic version of Gromov's Urysohn width conjecture for scalar curvature.
method Novel estimate on Urysohn width of circle bundles and a new notion of ruling for Riemannian manifolds.
result The macroscopic version of Gromov's Urysohn width conjecture for scalar curvature is false in dimensions four and above.

Constructs infinitely many examples of large manifolds with circle bundles of positive scalar curvature.

problem Existence of circle bundles over large manifolds with positive scalar curvature metrics.
method Symplectic geometry techniques.
result Infinitely many examples of macroscopically large manifolds with circle bundles of positive scalar curvature.

We show that for a rationally inessential orientable closed nn-manifold MM whose fundamental group ππ is a duality group the macroscopic dimension of its universal cover is strictly less than nn:$$ \dim_{MC}\Wi M<n.$$ As a corollary we obtain the following 0.1 Theorem. The inequality $ \dim_{MC}\Wi M<n$ holds for t…

2012-08-02abs ↗pdf ↗

Study essentiality and simplicial volume of manifolds fibered over spheres.

problem When manifolds fibered over spheres are essential or have positive simplicial volume.
method Analyzing mapping tori and fiber bundles over spheres, using results on macroscopic dimension and characteristic classes.
result Mapping tori of odd-dimensional manifolds with non-zero simplicial volume are essential, while fiber bundles over spheres of dimension d > 1 have zero simplicial volume.

The paper extends macroscopic market making to stochastic games, revealing properties and solving equations.

problem Price competition among market makers in a stochastic game setting.
method Extension of macroscopic market making framework to stochastic games, introducing multidimensional characteristic equations.
result New well-posedness results for forward-backward stochastic differential equations.

Macroscopic price evolution models are commonly used for investment strategies. There are first promising achievements in defining microscopic agent based models for the same purpose. Microscopic models allow a deeper understanding of mechanisms in the market than the purely phenomenological macroscopic models, and thu…

2011-03-28abs ↗pdf ↗

A new model for defective media using two scales.

problem Modeling defects in media with two scales.
method Generalization of Riemann-Cartan manifolds and fibre bundle theory, constructing a first-order placement map.
result Emergent behaviors like dislocations and disclinations arise from the interaction of macroscopic and microscopic scales.

In the first part of the paper we show how to relate several dimension theories (asymptotic dimension with Higson property, asymptotic dimension of Gromov, and capacity dimension of Buyalo \cite{Buyalo1}) to Nagata-Assouad dimension. This is done by applying two functors on the Lipschitz category of metric spaces: micr…

2006-01-10abs ↗pdf ↗

We introduce a Z\mathbb{Z}--coefficient version of Guth's macroscopic stability inequality for almost-minimizing hypersurfaces. In manifolds with a lower bound on macroscopic scalar curvature, we use the inequality to prove a lower bound on areas of hypersurfaces in terms of the Gromov simplicial norm of their homolog…

2017-12-12abs ↗pdf ↗

This study compares microscopic and macroscopic models for commodity index derivatives pricing.

problem Lack of accurate futures curve dynamics in macroscopic models for real scenarios.
method Calibrated both microscopic and macroscopic models using S\&P GSCI Crude Oil excess-return index derivatives.
result Macroscopic models struggle to capture futures curve dynamics, affecting pricing and sensitivities.

The paper proves conditions for the existence of small Urysohn width hypersurfaces in manifolds with positive scalar curvature.

problem Conditions for the existence of small Urysohn width hypersurfaces in manifolds with positive scalar curvature.
method Adaptation of Guth's macroscopic version of the Schoen-Yau descent argument.
result A complete Riemannian manifold with positive macroscopic scalar curvature contains a non-nullhomologous hypersurface of small Urysohn width.

We prove the Gromov conjecture on the macroscopic dimension of the universal covering of a closed spin manifold with a positive scalar curvature under the following assumptions on the fundamental group: 1. The Strong Novikov Conjecture holds for ππ. 2. The natural map per:kon(Bπ)KOn(Bπ)per:ko_n(Bπ)\to KO_n(Bπ) is injective.

2009-01-28abs ↗pdf ↗

Complex spatiotemporal dynamics of physicochemical processes are often modeled at a microscopic level (through e.g. atomistic, agent-based or lattice models) based on first principles. Some of these processes can also be successfully modeled at the macroscopic level using e.g. partial differential equations (PDEs) desc…

2019-09-12abs ↗pdf ↗

Study on topological order on fractal geometries, proving no-go theorem and fault-tolerant gates.

problem Investigating topological order on fractal geometries embedded in n dimensions.
method Using quantum error-correcting codes and systolic geometry to diagnose topological order.
result Proves no-go theorem for topological order on 2D fractals, survival on higher dimensions, and construction of fault-tolerant gates.

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally achieves the best action and memory loss that leads to randomized behavior. We show tha…

2004-08-20abs ↗pdf ↗

A famous open problem asks whether the asymptotic dimension of a CAT(0) group is necessarily finite. For hyperbolic groups, it is known that asymptotic dimension of the group is bounded above by the dimension of the boundary plus one, which is known to be finite. For CAT(0) groups, the latter quantity is also known to …

2015-08-10abs ↗pdf ↗

Take a torus with a Riemannian metric. Lift the metric on its universal cover. You get a distance which in turn yields balls. On these balls you can look at the Laplacian. Focus on the spectrum for the Dirichlet or Neumann problem. We describe the asymptotic behaviour of the eigenvalues as the radius of the balls goes …

2002-02-28abs ↗pdf ↗

A new macroscopic market making model connects market making and optimal execution.

problem Connecting market making and optimal execution problems.
method Using continuous processes for orders, the model bridges the gap between market making and optimal execution.
result Demonstrates the model's effectiveness through various noise and intensity function scenarios.

Meta-materials simulation sped up with energy surrogates.

problem Challenging simulation of complex meta-materials due to high-fidelity PDEs.
method Learned component-level surrogates using neural networks to model stored potential energy.
result Surrogates enable accurate macroscopic behavior simulation without full structure simulation.

Gromov's Conjecture states that for a closed nn-manifold MM with positive scalar curvature the macroscopic dimension of its universal covering M~\tilde M satisfies the inequality dimmcM~n2\dim_{mc}\tilde M\le n-2\cite{G2}. We prove this inequality for totally non-spin nn-manifolds whose fundamental group is a virtual duali…

2014-02-18abs ↗pdf ↗

Study on functions computed by deep-layered machines finds same distribution in neural networks and Boolean circuits.

problem Understanding the space of functions computed by deep-layered machines.
method Investigation of Boolean functions on random-layered machines, including neural networks and Boolean circuits.
result The space of functions computed at large depth limit is characterized and the macroscopic entropy of Boolean functions is either monotonically increasing or decreasing with depth.

The distributional category bounds manifold invariants and imposes constraints.

problem Bounding manifold invariants and understanding constraints.
method Using geometric conditions like non-negative Ricci curvature, the distributional category bounds invariants such as the first Betti number and macroscopic dimension.
result Equality of bounds imposes specific constraints on the manifold.

On a sub-Riemannian manifold we define two type of Laplacians. The \emph{macroscopic Laplacian} ΔωΔ_ω, as the divergence of the horizontal gradient, once a volume ωω is fixed, and the \emph{microscopic Laplacian}, as the operator associated with a sequence of geodesic random walks. We consider a general class of rando…

2015-03-02abs ↗pdf ↗

We proposed a market simulation model (micro model) which displays multifractality and reproduces many important stylized facts of speculative markets. From this model we analytically extracted the MMAR model (Multifractal Model of Asset Returns) for the macroscopic limit.

2003-04-15abs ↗pdf ↗

In this paper lower bounds are obtained for quasi-local masses in terms of charge, angular momentum, and horizon area. In particular we treat three quasi-local masses based on a Hamiltonian approach, namely the Brown-York, Liu-Yau, and Wang-Yau masses. The geometric inequalities are motivated by analogous results for t…

2019-10-15abs ↗pdf ↗