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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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25.0%50.0%75.0%100.0% · Feb 199419922001200920172026
48 results for maximal inequalities

We present a unified approach to Doob's LpL^p maximal inequalities for 1p<1\leq p<\infty. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have a natural interpretation in terms of robust hedging. Moreover, our deterministic…

2012-02-02abs ↗pdf ↗

The paper proves stability of eigenvalue inequalities on surfaces.

problem Stability of isoperimetric inequalities for Laplace eigenvalues on surfaces.
method Employing eigenvalues of measures and Sobolev space W1,2W^{-1,2}, the paper proves stability estimates for the first and second nonzero Laplace eigenvalues on surfaces.
result Metrics almost maximizing the normalized eigenvalue are W1,2W^{-1,2}-close to a maximal metric.

For suitable metrics on the locally symmetric space associated to a maximal representation, we prove inequalities between the length of the boundary and the lengths of orthogeodesics that generalize the classical Basmajian's identity from Teichmueller theory. Any equality characterizes diagonal embeddings.

2016-11-01abs ↗pdf ↗

New framework improves EM algorithm convergence under log-Sobolev inequality.

problem Improving convergence of the EM algorithm.
method Extending gradient flow techniques to EM algorithm, using free energy representation.
result Exponential convergence of EM algorithm under log-Sobolev inequality.

We shall investigate maximal surfaces in Minkowski 3-space with singularities. Although the plane is the only complete maximal surface without singular points, there are many other complete maximal surfaces with singularities and we show that they satisfy an Osserman-type inequality.

2003-07-23abs ↗pdf ↗

New inequalities for matrix supermartingales converge under various conditions.

problem Convergence and maximal inequalities of supermartingales in positive semidefinite matrices.
method Developed new concentration inequalities for matrix supermartingales.
result New inequalities for matrix supermartingales under different tail conditions.

If a closed smooth n-manifold M admits a finite cover whose Z/2Z-cohomology has the maximal cup-length, then for any riemannian metric g on M, we show that the systole Sys(M,g) and the volume Vol(M,g) of the riemannian manifold (M,g) are related by the following isosystolic inequality: Sys(M,g)^n \leq n! Vol(M,g). The …

2013-06-07abs ↗pdf ↗

The paper studies a new class of affine maximal surfaces with singularities.

problem Understanding the properties of affine maximal surfaces with singularities.
method Defining a new subclass of affine maximal surfaces and applying Euclidean minimal surface theory.
result Affine maxfaces satisfy an Osserman-type inequality and do not contain non-trivial improper affine fronts.

We give criteria for an invariant of lens space links to bound the maximal self-linking number in certain tight contact lens spaces. As a corollary we extend the Franks-Williams-Morton inequality to the setting of lens spaces.

2010-02-08abs ↗pdf ↗

Study sharp upper bounds for Aharonov-Bohm eigenvalues on surfaces.

problem Finding sharp upper bounds for eigenvalues of magnetic Laplacian.
method Isoperimetric inequalities and bounds in terms of Gaussian curvature.
result Maximal first eigenvalue for geodesic disk on simply connected surfaces.

New concentration inequalities for tensors with heavy-tailed coefficients.

problem Developing bounds for Euclidean functions of tensors with sub-Weibull distributions.
method Extending concentration inequalities to sub-Weibull random tensors, using new inequalities for heavy-tailed random variables and martingale analysis.
result Established a phase transition between sub-gaussian and heavy-tailed regimes for Euclidean functions of tensors.

Let M be a complete n-dimensional Riemannian manifold, if the sobolev inqualities hold on M, then the geodesic ball has maximal volume growth; if the Ricci curvature of M is nonnegative, and one of the general Sobolev inequalities holds on M, then M is diffeomorphic to RnR^{n}.

2005-01-01abs ↗pdf ↗

We prove the conjecture of Tian on the strong form of the Moser-Trudinger inequality for Kahler-Einstein manifolds with positive first Chern class, when there are no holomorphic vector fields, and, more generally, when the setting is invariant under a maximal compact subgroup of the automorphism group.

2006-04-04abs ↗pdf ↗

Let SS be a compact hyperbolic Riemann surface of genus g2g \geq 2. We call a systole a shortest simple closed geodesic in SS and denote by sys(S)\mathop{sys}(S) its length. Let msys(g)\mathop{msys(g)} be the maximal value that sys()\mathop{sys}(\cdot) can attain among the compact Riemann surfaces of genus gg. We call a (global…

2013-05-23abs ↗pdf ↗

Greedy MI maximization method outperforms existing approaches in nonlinear models.

problem Maximizing mutual information in nonlinear models with non-Gaussian noise.
method Greedy approaches based on log-Sobolev inequalities for computationally inexpensive MI lower bounds.
result Proposed method outperforms random selection and Gaussian approximations.

Characterizes diagrams achieving Morton-Franks-Williams inequality for positive knots and links.

problem Understanding when the Morton-Franks-Williams inequality holds for positive knots and links.
method Combinatorial characterisation and generating examples.
result Examples of diagrams achieving crossing number, braid index, and maximal self-linking number.

Study proves inequality linking black hole properties and angular momentum.

problem Establishing a Penrose-type inequality for black holes with 3-sphere horizons.
method Analyzing biaxially symmetric, maximal, asymptotically flat initial data sets for the Einstein equations.
result Equality holds only for stationary Myers-Perry black holes.

The study proves a new inequality and formula for manifolds with non-negative Ricci curvature.

problem Proving a sharp mean value inequality for non-negative superharmonic functions.
method Develops a new sharp mean value inequality and an explicit formula for weighted scalar curvature.
result The new inequality removes the radius restriction of Schoen-Yau's result and provides an explicit formula for integral of weighted scalar curvature.

Paper tackles utility maximization with job-switching and retirement constraints.

problem Maximizing utility with job-switching and retirement constraints.
method Dual-martingale approach and double obstacle problem theory.
result Characterization of optimal job-switching strategy and wealth boundaries.

Paper proves geodesic ball maximizes second Robin eigenvalue in non-compact symmetric spaces.

problem Maximizing the second Robin eigenvalue in non-compact rank-1 symmetric spaces.
method Quantitative spectral inequality for the second Robin eigenvalue.
result Geodesic ball maximizes the second Robin eigenvalue among domains of the same volume.

The paper proves concentration inequalities for two-sample rank processes and applies them to ranking performance criteria.

problem Measuring the performance of ranking statistics between two populations.
method Proves concentration inequalities for two-sample rank processes indexed by VC classes of scoring functions.
result Generalization capacity of empirical maximizers of ranking performance criteria is investigated.

Study optimal consumption with drawdown limits over a fixed time frame.

problem Maximizing utility with consumption limits during a fixed period.
method Extended utility maximization problem with drawdown constraint, using PDE arguments and dual transform.
result Existence and uniqueness of classical solution to HJB variational inequality, with explicit free boundaries.

This paper solves robust utility maximization with unknown claim dependencies.

problem Investor optimizes utility in the presence of an intractable contingent claim.
method Quantile optimization approach, transforming dynamic problem into static concave optimization.
result Optimal payoffs depend on ambiguity attitude, market conditions, and claim characteristics.

Given a quasisymmetric homeomorphism φ\varphi of the circle, Bonsante and Schlenker proved the existence and uniqueness of the minimal Lagrangian extension fφ:H2H2f_\varphi:\mathbb{H}^2\to\mathbb{H}^2 to the hyperbolic plane. By previous work of the author, its maximal dilatation satisfies $\log K(f_\varphi)\leq C||\varphi…

2017-11-03abs ↗pdf ↗

Researchers prove a stability result for a 3-sphere inequality, extending previous work.

problem Quantitative stability of nonlinear Yamabe-type inequalities on the 3-sphere.
method Proved a two-term refinement of the Schur lemma inequality in the conformal class of the 3-sphere.
result Deduced quantitative stability of an entire family of nonlinear Yamabe-type inequalities.