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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.

169,181 papers · 148 categories

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57113170226 · Jun 202019922001200920182026
48 results for maximal ergodic theorem

Study critical exponents of invariant subgroups in hyperbolic spaces.

problem Understanding critical exponents of invariant subgroups in hyperbolic spaces.
method Defined critical exponent δ(μ) and used a maximal ergodic theorem for hyperbolic groups.
result Critical exponent δ(μ) > d/2 in general and δ(μ) = d for divergence type subgroups.

Recent results on ergodic theory for Riemann surface laminations and foliations.

problem Ergodic theorems for laminations and foliations on Riemann surfaces.
method Leafwise Poincaré metric, directed positive harmonic currents, multiplicative cocycles, Lyapunov exponents.
result Definition and study of canonical Lyapunov exponents for singular holomorphic foliations.

Maximal measurable cocycles of complex hyperbolic lattices are cohomologous to representations.

problem Characterizing maximal measurable cocycles of complex hyperbolic lattices.
method Utilizing Zimmer's Superrigidity Theorem and proving the existence of a boundary map.
result Maximal measurable cocycles are cohomologous to representations of PU(p,1) into SU(m,n).

Solves new quadratic BSDE systems for market performance analysis.

problem Characterizing forward performance processes in regime switching markets.
method Introduces and solves ergodic BSDE systems in infinite time horizon.
result Connection between ergodic BSDE solutions and long-term growth rates of utility maximization.

The paper studies invariant measures for specific actions in algebraic groups.

problem Investigating invariant measures for horospherical actions and Anosov groups.
method Analyzing the space of invariant measures for NMNM-actions on Γ\GΓ\backslash G.
result The space of invariant measures is homeomorphic to RextrankG1{\mathbb R}^{ ext{rank}\,G-1}.

In this note we prove the a pointwise ergodic theorem for functions taking values in a separable complete CAT(0)-space, analogous to Lindenstrauss' pointwise ergodic theorem for real-valued integrable functions on a probability space subject to a probability-preserving action of an amenable l.c.s.c. group, where in the…

2009-05-05abs ↗pdf ↗

The paper proves rigidity and ergodicity of horospherical foliations.

problem Rigidity and ergodicity of horospherical foliations in higher rank.
method Establishes higher rank extensions of rigidity theorems for representations of discrete subgroups of divergence type, using conformal measures and boundary maps.
result Proves conformal measure rigidity and ergodicity of horospherical foliations for hypertransverse subgroups.

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

problem Properties of bounded pluriharmonic and holomorphic functions on Teichmüller space.
method Analyzes the boundary behavior of functions and proves theorems about limits and non-ergodicity.
result Proves the existence of radial limits for bounded pluriharmonic functions and non-constant bounded holomorphic functions.

We extend Schwartzman theory beyond dimension 1 and provide a unified treatment of Ruelle-Sullivan and Schwartzman theories via Birkhoff's ergodic theorem for the class of immersions of solenoids with a trapping region.

2009-10-15abs ↗pdf ↗

We analyze small price impacts in a multidimensional utility maximization problem using PDEs.

problem Small nonlinear price impacts in a multidimensional utility maximization problem.
method Asymptotic expansion using nonlinear PDEs related to ergodic control and linear parabolic PDEs.
result Leading order correction to the value function is characterized by a nonlinear second order PDE.

Proves CLT for Brownian paths on pinched negative curvature manifolds.

problem Distribution of Brownian paths on pinched negative curvature manifolds.
method Proof of central limit theorem for distances and Green functions.
result Central limit theorem holds for Brownian paths in pinched negative curvature.

Study shows mass distribution of random holomorphic sections follows a central limit theorem.

problem Understanding mass distribution of random holomorphic sections.
method Proved a central limit theorem for mass distribution of random holomorphic sections associated with positive line bundles.
result Almost every sequence of random holomorphic sections exhibits quantum ergodicity.

Develops stability conditions for estimating affine jump-diffusions.

problem Ergodicity and consistency of parameter estimation for affine jump-diffusions.
method Establishes stochastic stability conditions and ergodicity under specific conditions.
result Proves strong laws of large numbers and functional central limit theorems for additive functionals.

We define generalized currents associated with immersions of abstract solenoids with a transversal measure. We realize geometrically the full real homology of a compact manifold with these generalized currents, and more precisely with immersions of minimal uniquely ergodic solenoids. This makes precise and geometric De…

2007-02-16abs ↗pdf ↗

The paper describes decompositions of geometric measures on Anosov homogeneous spaces.

problem Decomposing geometric measures on Anosov homogeneous spaces.
method Ergodic decompositions of Burger-Roblin and Bowen-Margulis-Sullivan measures.
result The space of non-trivial invariant ergodic measures is homeomorphic to a product space.

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…

2007-06-04abs ↗pdf ↗

Extends Masur's divergence theorem to complex tori and Kummer surfaces.

problem Establishing uniquely ergodic horizontal foliations for geodesic flows on moduli spaces.
method Defined and calculated horizontal foliations and geodesic flows on moduli spaces of Kähler metrics.
result Proved that horizontal foliations are uniquely ergodic if geodesic flows are recurrent.

Let MM be a compact complex manifold. The corresponding Teichmuller space $\Teich$ is a space of all complex structures on MM up to the action of the group of isotopies. The group ΓΓ of connected components of the diffeomorphism group (known as the mapping class group) acts on $\Teich$ in a natural way. An ergodic c…

2013-06-06abs ↗pdf ↗

The paper establishes CLTs for Markov chains and improves sampling algorithms for heavy-tailed distributions.

problem Establishing central limit theorems for ergodic averages of Markov chains.
method Drift conditions to provide necessary and sufficient conditions for CLTs, including lower bounds on convergence rates.
result Sharp conditions and convergence rates for various MCMC algorithms on heavy-tailed targets.

We define generalized currents associated with immersions of abstract oriented solenoids with a transversal measure. We realize geometrically the full real homology of a compact manifold with these generalized currents, and more precisely with immersions of minimal uniquely ergodic solenoids. This makes precise and geo…

2009-10-15abs ↗pdf ↗

If (M,g)(M,g) is a compact real analytic Riemannian manifold, we give a necessary and sufficient condition for there to be a sequence of quasimodes of order o(λ)o(λ) saturating sup-norm estimates. In particular, it gives optimal conditions for existence of eigenfunctions satisfying maximal sup norm bounds. The condition is …

2013-11-15abs ↗pdf ↗

Study ergodic properties of geodesic flows on specific manifolds without conjugate points.

problem Ergodic properties of geodesic flows on uniform visibility manifolds without conjugate points.
method Comprehensive study including geometric properties, entropy gap assumption, and symbolic approach.
result Geodesic flow is ergodic with respect to Liouville measure under certain conditions.

Given a n-dimensional lamination endowed with a Riemannian metric, we introduce the notion of a multiplicative cocycle of rank d, where n and d are arbitrary positive integers. The holonomy cocycle of a foliation and its exterior powers as well as its tensor powers provide examples of multiplicative cocycles. Next, we …

2014-03-28abs ↗pdf ↗

In modern portfolio theory, the balancing of expected returns on investments against uncertainties in those returns is aided by the use of utility functions. The Kelly criterion offers another approach, rooted in information theory, that always implies logarithmic utility. The two approaches seem incompatible, too loos…

2009-02-17abs ↗pdf ↗

In this paper, we investigate the ergodic and rigidity properties of weakly hyperbolic group actions. Motivated by classical theorems describing Anosov diffeomorphisms, we obtain two main results: First, all C^2 volume preserving weakly hyperbolic actions on closed manifolds are ergodic. This result generalizes Anosov'…

2005-11-11abs ↗pdf ↗

Study on representations of a specific surface group, identifying components with non-maximal Euler class.

problem Characterizing representations of the thrice punctured projective plane group.
method Use of decorated character varieties for non-orientable surfaces, focusing on connected components with non-maximal Euler class.
result Identification of components with different types of simple closed curves under various Euler classes.

In this paper we give a natural condition for when a volumorphism on a Riemannian manifold (M,g)(M,g) is actually an isometry with respect to some other, optimal, Riemannian metric hh. We consider the natural action of volumorphisms on the space $\M_μ^s$ of all Riemannian metrics of Sobolev class HsH^s, s>n/2s>n/2, with a f…

2012-06-02abs ↗pdf ↗

On a compact Kähler manifold there is a canonical action of a Lie-superalgebra on the space of differential forms. It is generated by the differentials, the Lefschetz operator and the adjoints of these operators. We determine the asymptotic distribution of irreducible representations of this Lie-superalgebra on the eig…

2008-05-15abs ↗pdf ↗

The paper explores conditions for interval exchange transformations to yield low-discrepancy sequences.

problem Conditions for interval exchange transformations to produce low-discrepancy sequences.
method Analyzes interval exchange transformations and applies ergodic theory.
result Constructs infinitely many interval exchange transformations with low-discrepancy orbits for n4n \geq 4.

For a stochastic factor model we maximize the long-term growth rate of robust expected power utility with parameter λ(0,1)λ\in(0,1). Using duality methods the problem is reformulated as an infinite time horizon, risk-sensitive control problem. Our results characterize the optimal growth rate, an optimal long-term trading s…

2012-03-06abs ↗pdf ↗

Graph neural networks suffer from oversmoothing, but adding residual connections helps.

problem Oversmoothing in deep graph neural networks where features become indistinguishable.
method Analyzed asymptotic oversmoothing rates with and without residual connections using the multiplicative ergodic theorem.
result Adding residual connections effectively mitigates or prevents oversmoothing.